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              <text>This paper investigates the impact of increasing Houthi pirate attacks on maritime volatility since October 7, 2023, focusing on the dynamics and causal relationship between attacks and market volatility. Using a minute-level dataset, I separately analyse realised and implied volatility through Ordinary Least Squares (OLS) regression and instrumental variable (IV) techniques. I introduce Boolean and inverse logarithmic attack indicators, with the number of Palestinian deaths as an instrumental variable to establish causality.  Results reveal a significant increase in volatility following high-magnitude attacks, particularly involving oil tankers, with volatility spikes typically peaking within the first day post-attack. Volatility decay is non-monotonic, indicating that market responses vary in intensity over time. The robustness of our IV model, evidenced by significant coefficients and exclusion restrictions, further supports causal findings.  I discuss the policy implications, highlighting the stabilizing effects of a ceasefire on financial markets. I also acknowledge limitations in our dynamic modeling, suggesting the potential for improved accuracy with a GARCH model and additional instruments in future research.</text>
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