[HTML][HTML] The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets

EG Taera, B Setiawan, A Saleem, AS Wahyuni… - Journal of Open …, 2023 - Elsevier
This study investigates the volatility and external shock persistence within the financial and
alternative assets markets during times of crises triggered by Covid-19 and the war in …

Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war

JA Batten, S Boubaker, H Kinateder… - Journal of Economic …, 2023 - Elsevier
This study analyzes the volatility impact of the Chicago Board Options Exchange Volatility
Index (VIX) on the global banking sector during the Global Financial Crisis (GFC), COVID …

Artificial intelligence adoption in the insurance industry: Evidence using the technology–organization–environment framework

S Gupta, W Ghardallou, DK Pandey… - Research in International …, 2022 - Elsevier
Using the technology–organization–environment framework, this study examines the factors
influencing the behavioral intention of insurance industry employees to adopt artificial …

Market reaction to the Russian Ukrainian war: a global analysis of the banking industry

S Boubaker, N Nguyen, VQ Trinh, T Vu - Review of Accounting and …, 2023 - emerald.com
Purpose The purpose of this paper is to study the market reactions of the banking industry to
the Russian–Ukraine war. Design/methodology/approach This paper uses an event study …

[HTML][HTML] Hedging precious metals with impact investing

M Akhtaruzzaman, AK Banerjee, V Le… - International Review of …, 2024 - Elsevier
Our study investigates the role of impact investing as a risk management tool for precious
metals (ie, palladium, platinum, gold, and silver) in calm and turbulent times. The findings …

Consequences of Russian invasion on Ukraine: evidence from foreign exchange rates

F Aliu, S Hašková, UQ Bajra - The Journal of Risk Finance, 2023 - emerald.com
Purpose The stability of exchange rates facilitates international trade, diminishes portfolio
risk, and ensures that economic policies are effective. The war in Ukraine is showing that the …

Did the Indian stock market sail the Russia-Ukraine storm safely?

DK Pandey, R Assaf, VK Rai - The Journal of Economic Asymmetries, 2023 - Elsevier
With a sample of 1422 NSE-listed stocks, this study employs the event study method to find
the impact of the Russian invasion of Ukraine 2022 on the Indian stock market. Further …

Spreading of cross-market volatility information: Evidence from multiplex network analysis of volatility spillovers

J Gong, GJ Wang, Y Zhou, Y Zhu, C Xie… - Journal of International …, 2023 - Elsevier
We propose a multiplex network including layers of realized variance (RV), implied variance
(IV), and variance risk premium (VRP) to investigate the volatility information transmission …

Energy-conserving cryptocurrency response during the COVID-19 pandemic and amid the Russia–Ukraine conflict

E Mnif, K Mouakhar, A Jarboui - The Journal of Risk Finance, 2023 - emerald.com
Purpose The mining process is essential in cryptocurrency networks. However, it consumes
considerable electrical energy, which is undoubtedly harmful to the environment. In …

The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the Egyptian stock market sectors: evidence from the DCC-GARCH …

HA Mahran - The Journal of Risk Finance, 2022 - emerald.com
The impact of the Russia–Ukraine conflict (2022) on volatility connectedness between the
Egyptian stock market sectors: evidence from the DCC-GARCH-CONNECTEDNESS …