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Abstract
This study examines the relationship between VIX Volatility Index, Geopolitical Risk and Natural Gas, Brent Oil and Green Energy between December 2016 and October 2022 with Hatemi-J Asymmetric Causality analysis. Variables were tested based on monthly data and using the analysis model. The obtained findings were examined by applying binary tests with the independent variables GPR and VIX index and the dependent variables GAS, BRENT and GREEN. While GPR and VIX index and GAS showed significance at the level of 1%, no significant relationship was found with BRENT. While GREEN did not have a significant relationship with GPR, it was found to be significant at the 5% level with the VIX index. When there was a positive increase in the GPR and VIX index, it was seen that the increase in GAS prices was positive. However, the same is not true for BRENT oil prices.
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