THE HORMUZ PREMIUM: BEHAVIORAL ASYMMETRY AND MACRO CONTAGION IN A U.S.–IRAN–ISRAEL CONFLICT

Read full text
Authors: Aryan Shishodia
Cited by: 0

Abstract

This research paper examines the "Hormuz Premium" and market volatility resulting from the March 2026 U.S.–Iran–Israel conflict. Utilizing Global Macro investing principles and Behavioral Finance models, the study analyzes the asymmetric price surges in U.S. defense equities (RTX, General Dynamics, Palantir) and the safe-haven demand for silver. Furthermore, the paper investigates the long-term strategic value of Iran's untapped lithium and copper reserves for Western technology firms like Tesla and Microsoft in a post-conflict reconstruction scenario.

Fields of Study & Subjects

Market Dynamics and Volatility Financial Markets and Investment Strategies COVID-19 Pandemic Impacts

Publication details

Journal / source
Zenodo (CERN European Organization for Nuclear Research)
Publication date
1 March 2026
Language
EN