Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective

U Shahzad, KS Mohammed, S Tiwari, J Nakonieczny… - Resources Policy, 2023 - Elsevier
Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …

Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale

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 …

Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict

F Saâdaoui, SB Jabeur, JW Goodell - Finance Research Letters, 2022 - Elsevier
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 impacts of the Russia–Ukraine invasion on global markets and commodities: a dynamic connectedness among G7 and BRIC markets

MK Alam, MI Tabash, M Billah, S Kumar… - Journal of Risk and …, 2022 - mdpi.com
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 …

[HTML][HTML] Hedging geopolitical risks with different asset classes: a focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
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 …

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

A Bossman, M Gubareva - Heliyon, 2023 - cell.com
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 …

Do all renewable energy stocks react to the war in Ukraine? Russo-Ukrainian conflict perspective

KS Mohammed, M Usman, P Ahmad… - … Science and Pollution …, 2023 - Springer
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 …

[HTML][HTML] EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: an asymmetric analysis of the Russia-Ukraine tensions

A Bossman, M Gubareva, T Teplova - Resources Policy, 2023 - Elsevier
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil
implied volatility, geopolitical risk, and market sentiment during turbulent times of …

[HTML][HTML] Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions

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 …

Conflict vs sustainability of global energy, agricultural and metal markets: a lesson from Ukraine-Russia war

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 …