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