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Exploring the connection between geopolitical risks and energy markets

2024-12Journal article Open access
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dc.contributor.authorDora Almeida
dc.contributor.authorPaulo Ferreira
dc.contributor.authorAndreia Dionísio
dc.contributor.authorFaheem Aslam
dc.date.accessioned2025-01-08T11:34:32Z
dc.date.available2025-01-08T11:34:32Z
dc.date.issued2024-12
dc.date.updated2025-01-04T14:45:15Z
dc.description.abstractThis study delves into the complexities of energy commodity futures and clean energy indexes, analyzing their responses to geopolitical risk. The detrended fluctuation analysis was applied, and the efficiency index was estimated to assess energy market behavior better. This approach allows the evaluation of long-range depen dence and market efficiency. The findings show evolving patterns influenced by significant geopolitical events such as the COVID-19 pandemic and geopolitical conflicts. Transfer entropy analysis also uncovers directional dependence between energy markets and geopolitical risk, highlighting energy commodities’ influential (or anticipated) role on geopolitical indexes. The dynamic analysis emphasizes time-varying relationships, with fluctuations notably impacted by global events like the European sovereign debt crisis and escalating geopolitical tensions. Additionally, clean energy indexes exhibit sensitivity to geopolitical risk, offering valuable insights into market behavior and informing risk management strategies. The study highlights the complex and dynamic relationships between energy markets and geopolitical factors and provides useful information for investors and policymakers on energy markets.pt_PT
dc.description.versioninfo:eu-repo/semantics/publishedVersionpt_PT
dc.identifier.doi10.1016/J.ENECO.2024.108113pt_PT
dc.identifier.slugcv-prod-4253023
dc.identifier.urihttp://hdl.handle.net/10400.26/53606
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherELSEVIERpt_PT
dc.subjectEnergy marketspt_PT
dc.subjectGeopolitical risk indexpt_PT
dc.subjectDetrended fluctuation analysispt_PT
dc.subjectInformational efficiencypt_PT
dc.subjectTransfer entropypt_PT
dc.subjectSliding windowspt_PT
dc.titleExploring the connection between geopolitical risks and energy marketspt_PT
dc.typejournal article
dspace.entity.typePublication
oaire.awardURIinfo:eu-repo/grantAgreement/FCT/Concurso de avaliação no âmbito do Programa Plurianual de Financiamento de Unidades de I&D (2017%2F2018) - Financiamento Base/UIDB%2F05064%2F2020/PT
oaire.citation.titleEnergy Economicspt_PT
oaire.fundingStreamConcurso de avaliação no âmbito do Programa Plurianual de Financiamento de Unidades de I&D (2017/2018) - Financiamento Base
project.funder.identifierhttp://doi.org/10.13039/501100001871
project.funder.nameFundação para a Ciência e a Tecnologia
rcaap.cv.cienciaid181D-7395-0348 | Dora Maria Fortes de Almeida
rcaap.rightsopenAccesspt_PT
rcaap.typearticlept_PT
relation.isProjectOfPublication0cd5c3a9-59a4-47a4-a519-49e2c2c24fcd
relation.isProjectOfPublication.latestForDiscovery0cd5c3a9-59a4-47a4-a519-49e2c2c24fcd

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