Prof. Satish Kumar’s co-authored research paper entitled ‘Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads’ has been published in the Elsevier Energy Economics journal. His co-authors are Prof. Amar Rao, Professor at BML Munjal University, Gurugram, Haryana, India, and Prof. Brian Lucey, Professor at Trinity Business School, Trinity College Dublin, Dublin, Ireland.
This research highlights the impact of geopolitical risk on WTI and NGF spreads. Furthermore, it also focuses on the immediate response in WTI spreads to geopolitical risk; NGF shows delayed yet significant risk response; VAR methodology reveals market sensitivities; therefore, this study advises tailored risk management strategies. As the functioning of energy markets is essential for global stability and is heavily influenced by geopolitical risks, this study is a step toward understanding such risks, which is crucial for policymakers, market analysts, and nations worldwide.