Role
Principal Investigator
Description
We propose a research study to explore the interconnectedness of oil price shock, green bond market, and geopolitical risk, with the following aims: (1) to identify the type of oil price shock (demand/supply/risk-related shock) that exerts a larger impact on the green bond market; (2) to investigate whether the oil price shock, green bond, and geopolitical risk act as a risk transmitter or receiver; (3) to examine the dynamic connectedness and determine which events (such as the Global Financial Crisis, the COVID-19 pandemic, the Russia-Ukraine war, and the Middle East crisis) significantly increase or decrease the interconnectedness.
Date
01 May 2024 - 31 Dec 2024
Project Type
INTERNAL_RESARCH_GRANT
Keywords
Oil shock;Green finance;Geopolitical risk;Interconnectedness;Risk transmission
Funding Body
JCU Singapore
Amount
0
Project Team
Sook Rei Tan