[HTML][HTML] The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach

I Yousaf, R Patel, L Yarovaya - Journal of Behavioral and Experimental …, 2022 - Elsevier
In this paper we examine the impact of the breakout of the conflict between Russia and
Ukraine on the G20 and other selected stock markets using the event study approach. The …

The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities

GD Lo, I Marcelin, T Bassène, B Sène - Finance Research Letters, 2022 - Elsevier
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 …

Macroeconomic and uncertainty shocks' effects on energy prices: a comprehensive literature review

I Dokas, G Oikonomou, M Panagiotidis, E Spyromitros - Energies, 2023 - mdpi.com
GDP, monetary variables, corruption, and uncertainty are crucial to energy policy decisions
in today's interrelated world. The global energy crisis, aggravated by rising energy prices …

Stock prices and the Russia-Ukraine war: sanctions, energy and ESG

M Deng, M Leippold, AF Wagner, Q Wang - 2022 - papers.ssrn.com
In the build-up to and especially in the weeks after the Russian invasion of Ukraine, stocks
more exposed to the regulatory risks of the transition to a low-carbon economy performed …

Valuation of European firms during the Russia–Ukraine war

A Bougias, A Episcopos, GN Leledakis - Economics Letters, 2022 - Elsevier
We infer the asset value dynamics of European firms during the Russia–Ukraine war via the
structural model of Merton (1974). Using high-frequency stock price data, we find that the …

The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach

PE Mandaci, A Azimli, N Mandaci - Resources Policy, 2023 - Elsevier
This study examines the impact of global geopolitical risk on connectedness among major
natural resource commodities. We implemented a Quantile Vector Autoregressive …

Transformation of investor attitude towards financial markets: A perspective on the Russia–Ukraine conflict

EK Chowdhury, U Humaira - International Social Science …, 2024 - Wiley Online Library
The ongoing conflict between Russia and Ukraine has significantly affected global financial
markets, requiring investors to adapt their attitudes accordingly. This study aims to explore …

Forecasting volatility during the outbreak of Russian invasion of Ukraine: Application to commodities, stock indices, currencies, and cryptocurrencies

P Fiszeder, M Małecka - … . Quarterly Journal of Economics and Economic …, 2022 - ceeol.com
Research background: The Russian invasion on Ukraine of February 24, 2022 sharply
raised the volatility in commodity and financial markets. This had the adverse effect on the …

Economic sanctions sentiment and global stock markets

EJA Abakah, M Abdullah, I Yousaf, AK Tiwari… - Journal of International …, 2024 - Elsevier
This study explores the impact of Russia-Ukraine war and sanctions news sentiments
(RUWESsent) on global equity markets using three robust estimators. The quantile-on …

War build-up and stock returns: evidence from Russian and Ukrainian stock markets

K Najaf, M Joshipura, MM Alshater - The Journal of Risk Finance, 2023 - emerald.com
War build-up and stock returns: evidence from Russian and Ukrainian stock markets | Emerald
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