Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war

L Lei, G Aziz, S Sarwar, R Waheed, AK Tiwari - Resources Policy, 2023 - Elsevier
This research examines the link between the volatility of the Karachi Stock Exchange and
West Texas Intermediate (WTI) crude oil, using daily data between July 1, 2001 and …

Stock market volatility and Russia–Ukraine conflict

F Wu, X Zhan, J Zhou, M Wang - Finance Research Letters, 2023 - Elsevier
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 …

Diversification of the Islamic stock market, Bitcoin, and Bullions in response to the Russia-Ukraine conflict and the COVID-19 outbreak

S Ashraf, AMM de Almeida, I Naz, R Latief - Heliyon, 2023 - cell.com
This study investigates the interconnectedness of the Islamic stock market, Bullion, and
Bitcoin as diversifiers for portfolios, exploring their role as hedges and safe havens. The …

[HTML][HTML] Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach

X Zhang, Z Lv, MA Naeem, A Rauf, J Liu - Finance Research Letters, 2024 - Elsevier
This paper investigates the intertemporal risk effects in global stock markets using a novel
network topology based on relative importance analysis. The rolling time window approach …

Modelling Volatility in the Commodity Market Amidst Russia-Ukraine War

K Imandojemu, A Sule - Energy Research Letters, 2024 - erl.scholasticahq.com
We pursue two noteworthy effects of the Russia-Ukraine war on commodity market volatility.
First, we construct a Russia-Ukraine war index while modelling commodity market volatility …

Analyzing fossil fuel commodities' return spillovers during the Russia and Ukraine crisis in the energy market

U Kayani, A Hasnaoui, M Khan, N Zahoor, F Nawaz - Energy Economics, 2024 - Elsevier
Abstract During the Russia and Ukraine crises, the energy market, including fossil fuel
commodities, experienced significant global shocks. This research paper investigates the …

Dynamic Time-Frequency Spillover Effects between Carbon Trading Markets, Fossil Fuels, and New Energy Vehicles: Evidence from China

S Mu, G Huang - Procedia Computer Science, 2023 - Elsevier
This study investigates the dynamic time-frequency risk spillover effects between the carbon
trading market, fossil energy market, and new energy vehicle market using the …

Price spillovers between foreign exchange rate markets in Asean countries: Evidence from Covid-19 crisis and Russia-Ukraine war

HT Tien - Science & Technology Development …, 2023 - stdjelm.scienceandtechnology.com …
This study aims to evaluate the spillover effects between the foreign exchange rate markets
of ASEAN-5 countries (Indonesia, Malaysia, Singapore, Thailand, and Vietnam) using the …

[PDF][PDF] DECISIONS REGARDING THE ROLE OF BAD NEWS AND ASYMMETRIC EFFECTS IN THE MIDDLE EAST STOCK MARKETS.

RH AlHalaseh - Risk Governance & Control: Financial Markets …, 2024 - virtusinterpress.org
This paper aims to study the impact of the COVID-19 pandemic, the Russian invasion of
Ukraine, and the Turkey-Syria earthquake on the Middle East's developed, emerging, and …

The COVID-19 pandemic and children: Impact on physical activity

O Yelizarova, S Hozak, T Stankevych, N Polka… - International and Life …, 2024 - Elsevier
The conducted study indicates a change in the behavioral patterns of children and
adolescents regarding the decrease in physical activity level, especially in the moderate-to …