The Time-Varying Impact of US-China Tension on the Oil-Gas and Clean Energy Stock Markets
Massimiliano CaporinRimini Center for Economic Analysis, USABekhzod KuziboevUrgench State University, UzbekistanAbdurrahman Nazif ÇatıkEge University, Türkiye
ABI
Abstract
The aim of this study is to expand the existing literature by analyzing the time-varying effects of US-China tensions on energy stocks using the TVP-VAR methodology. Unlike the sustained positive responses observed in clean energy, time-varying responses highlight negative impacts on global economic activity and oil and gas stocks during significant geopolitical events, such as the COVID-19 pandemic and trade wars. The findings emphasize the necessity of integrating evolving geopolitical risks into financial market analyses and understanding sector-specific dynamics.
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