Geopolitical Shocks and Crude Oil Market Tail Risk: Evidence from the Russia–Ukraine Conflict

This study examines the impact of the Russia–Ukraine war on crude oil tail risk using the Conditional Autoregressive Value at Risk (CAViaR) framework. We analyzed 2364 daily observations of West Texas Intermediate (WTI) crude oil futures spanning 1 January 2015 to 11 December 2023, thereby capturing...

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Principais autores:	Charalampos Vasilios Basdekis, Apostolos G. Christopoulos, Konstantinos Gkillas, Ludovica Grifa
Format:	Artigo
Jezik:	Inglês
Izdano:	MDPI AG 2026-03-01
Serija:	Economies
Teme:	crude oil prices geopolitical risk Russia–Ukraine conflict energy crisis Value at Risk (VaR) CAViaR models
Online dostop:	https://www.mdpi.com/2227-7099/14/3/92
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