Download This PaperAntecedents of War: The Geopolitics of Low Oil Prices and Decelerating Financial Liquidity
10 Pages Posted: 14 May 2018
Date Written: December 15, 2017
Abstract
We investigate the joint dynamics of oil prices, financial liquidity and geopolitical risk, within a multi-country global vector-autoregressive (GVAR) model. We find that low oil prices are expected to trigger higher levels of geopolitical risk, and that decelerating financial liquidity serves as an accelerator.
Keywords: Geopolitics, Global Liquidity, Oil Prices, Global VAR
JEL Classification: C32, E17, F44, F47, O53, Q43
Suggested Citation: Suggested Citation
Abdel-Latif, Hany and El-Gamal, Mahmoud A., Antecedents of War: The Geopolitics of Low Oil Prices and Decelerating Financial Liquidity (December 15, 2017). Available at SSRN: https://ssrn.com/abstract=3171443 or http://dx.doi.org/10.2139/ssrn.3171443
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