The DOI matches its Crossref record; 40 of the 40 references it cites were found in a registry or an index.
Geopolitical risk and volatility spillovers in oil and stock markets
Open accessOverview
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Integrity signals
Registry
Cites
Statistics
Verification
Claims the paper makes
The claims and statistics of this paper haven’t been checked yet.
Run the check — free, no account needed. It reads the open-access text and checks the sources it cites.
Self-check
Percentages, sums and reported differences re-computed from the paper’s own numbers.
The self-check needs the paper’s full text.
Citations
Cites
Generalized autoregressive conditional heteroskedasticity
Bollerslev, T. (1986) · Journal of Econometrics · doi:10.1016/0304-4076(86)90063-1 · Cited by 22,254
Measuring Economic Policy Uncertainty*
Baker, S. R., Bloom, N., & Davis, S. J. (2016) · The Quarterly Journal of Economics · doi:10.1093/qje/qjw024 · Cited by 12,458
Conditional Heteroskedasticity in Asset Returns: A New Approach
Nelson, D. B. (1991) · Econometrica · doi:10.2307/2938260 · Cited by 10,236
Economic Forces and the Stock Market
Chen, N.-F., Roll, R., & Ross, S. A. (1986) · The Journal of Business · doi:10.1086/296344 · Cited by 5,231
Giving content to investor sentiment: The role of media in the stock market
TETLOCK, P. C. (2007) · The Journal of Finance · doi:10.1111/j.1540-6261.2007.01232.x · Cited by 4,827
Political uncertainty and risk premia
Pástor, Ľ., & Veronesi, P. (2013) · Journal of Financial Economics · doi:10.1016/j.jfineco.2013.08.007 · Cited by 2,331
Oil price shocks and stock market activity
Sadorsky, P. (1999) · Energy Economics · doi:10.1016/s0140-9883(99)00020-1 · Cited by 1,797
Modeling Asymmetric Comovements of Asset Returns
Kroner, K. F., & Ng, V. K. (1998) · Review of Financial Studies · doi:10.1093/rfs/11.4.817 · Cited by 1,585
JONES, C. M., & KAUL, G. (1996) · The Journal of Finance · doi:10.1111/j.1540-6261.1996.tb02691.x · Cited by 1,550
Forecasting Volatility in Financial Markets: A Review
Poon, S., & Granger, C. W. J. (2003) · Journal of Economic Literature · doi:10.1257/002205103765762743 · Cited by 1,315
Metadata
- Authors
- Smales, L. A.
- Venue
- The Quarterly Review of Economics and Finance
- Publisher
- Elsevier BV
- Published
- 2021-05
- Volume
- 80
- Pages
- 358-366
- ISSN
- 1062-9769 (ISSN-L)
- OpenAlex
- W3136228055
- Cited by
- 269
- References
- 40
- FWCI
- 11.85
- Type
- journal article
- Language
- en
- Open access
- green
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
Are you an author, or do you see a problem with this page? Request a review
How to cite
Cite CoChat for the checks on this page, and the paper for its own findings.
- This page
- CoChat. (2026). Citation check: Geopolitical risk and volatility spillovers in oil and stock markets. https://app.cochat.ai/papers/10.1016/j.qref.2021.03.008
- The paper
- Smales, L. A. (2021). Geopolitical risk and volatility spillovers in oil and stock markets. The Quarterly Review of Economics and Finance. https://doi.org/10.1016/j.qref.2021.03.008
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
