We investigate the impact of geopolitical risks caused by the Russian-Ukrainian conflict on
Russia, European financial markets, and the global commodity markets. We measure the …

The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The
supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been …

This study investigates the impact of the Russo–Ukrainian war-induced uncertainty on
multidimensional connectedness measures across the volatility of global stock and …

In this paper, we use a two-phase model to study the impact of the Russia–Ukraine conflict
on stock volatility. Our results show that the conflict reduces stock volatility initially, but …

This study examines the influence of the Russo-Ukrainian war on financial markets,
conditioned upon a country's dependence on Russian commodities, employing a large …

Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …

This study investigates the dynamic mechanism across equity, cryptocurrency, and
commodity markets before and during health and geopolitical crisis (Covid-19 and the …

We investigate dynamic integration and risk transmission among major global financial
markets around the Russia-Ukraine conflict by implementing the TVP-VAR frequency model …

We construct a new index to measure the intensity of the Russia-Ukraine conflict and use it
to examine to what extent and through which channels does this conflict affect the volatility …

This paper uses the TVP-VAR frequency connectedness approach to compare the volatility
connectedness induced by the COVID-19 pandemic and the Russia-Ukraine conflict. Both …