 Geopolitical risks and financial markets: a 27-year bibliometric study of global financial trendsKshitij Kumar and Bateshwar Singh International Journal of Trade and Global Markets, 2025, vol. 21, issue 4, 462-484 Abstract: The present research conducts a thorough bibliometric examination of the correlation between geopolitical risks and financial markets between 1997 and 2024. The analysis is conducted using R studio and VOSViewer, with data sourced from Scopus and Web of Science (WoS) databases. The research output has a yearly growth rate of 19.58%, showing significant increase in scholarly interest in this topic. Resources Policy and Energy Economics have made significant contributions in understanding the interplay between geopolitical risk and market volatility. China and India emerged as leaders in the global research collaborations. Thematic evolution reflects a shift from early concerns about financial crises and stock market volatility to recent issues such as climate policy uncertainty and clean energy. Looking ahead, future research should explore new-age risks like cyber warfare and pandemics, with integrating machine learning techniques to enhance the predictive analyses of geopolitical risks on financial markets. Keywords: bibliometric analysis; geopolitical risk; financial markets; market volatility; RStudio; biblioshiny. (search for similar items in EconPapers) Downloads: (external link) Related works: Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text Persistent link: https://EconPapers.repec.org/RePEc:ids:ijtrgm:v:21:y:2025:i:4:p:462-484 Access Statistics for this article More articles in International Journal of Trade and Global Markets from Inderscience Enterprises Ltd |
Is your work missing from RePEc? Here is how to contribute.
Questions or problems? Check the EconPapers FAQ or send mail to .
EconPapers is hosted by the
School of Business at Örebro University.