SG Chortane, DK Pandey - The Journal of Economic Asymmetries, 2022 - Elsevier
We examine the impact of the Russia-Ukraine war on the value of global currencies against the US dollar (USD) using event study methodology and market model estimates. We show …
Abstract As the Russo–Ukrainian conflict obstructs the vast wheat production of Ukraine, we investigate the relationship over crises between geopolitical risk and prices of essential food …
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 …
We examine the hedging properties of different asset classes as impacted by the Russian invasion of Ukraine in 2022. We employ wavelet coherence analysis to study the impact of …
In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …
This study investigates how renewable energy markets reacted to the war in Ukraine in 2022 using event study and network connectedness analyses and compares this effect to …
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil implied volatility, geopolitical risk, and market sentiment during turbulent times of …
A Bossman, M Gubareva, T Teplova - Finance Research Letters, 2023 - Elsevier
In a nonparametric quantile-on-quantile regression analysis, we study the asymmetric effects of the Russia-Ukraine geopolitical risk (GPR) on the seven major currencies in terms …
MZ Chishti, AA Khalid, M Sana - Resources Policy, 2023 - Elsevier
This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on various markets, including energy, metals, and agriculture. To do so, the study deploys the …