We explore the tail risk spillover in the stock and foreign exchange (forex) markets along the
G20 countries based on the tail-event driven network (TENET) method. To effectively …

This paper uses TVP-VAR dynamic spillover method and spectral clustering algorithms to
explore the impact of the Israel-Hamas war on the risk contagion in global financial and …

The Russia-Ukraine conflict is a growing concern worldwide and poses serious threats to
regional and global food security. Using monthly trade data for maize, rice, and wheat from …

Data on 2251 small and medium-size Ukrainian farms in 2021 and 2022 is used to assess
the short-term impact of the Russian invasion on productive performance of a sector that is …

The current international landscape is turbulent and unstable, with frequent outbreaks of
geopolitical conflicts worldwide. Geopolitical risk has emerged as a significant threat to …

The global food market's escalating volatility has led to a complex network of uncertainty and
risk transmission across different grain markets. This study utilizes the Time-Varying …

The outbreak of war in Ukraine has severely disrupted global food and agricultural markets
and affected commodity prices. The grain agreement, also known as the Black Sea Initiative …

This study employs the MS‐GARCH‐EVT‐vine copula model to examine changes in the
dependence structure and risk spillovers among global stock markets during the COVID‐19 …

Intermittent or multifractal behavior has been reported in various markets, and the impact of
the COVID-19 pandemic has been investigated. However, the impact of the COVID-19 …

This study examines the quantile connectedness among grain futures markets in BRICS and
international markets, with a particular focus on the ongoing and escalating impacts of the …