Spillovers among Energy Commodities and the Russian Stock Market
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- Costola, Michele & Lorusso, Marco, 2022. "Spillovers among energy commodities and the Russian stock market," Journal of Commodity Markets, Elsevier, vol. 28(C).
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More about this item
Keywords
Spillover Effects; Russian Stock Market; Russian Sectoral Indices; Commodity Markets; International Financial Markets;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G1 - Financial Economics - - General Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CIS-2021-08-09 (Confederation of Independent States)
- NEP-ENE-2021-08-09 (Energy Economics)
- NEP-FMK-2021-08-09 (Financial Markets)
- NEP-ISF-2021-08-09 (Islamic Finance)
- NEP-MAC-2021-08-09 (Macroeconomics)
- NEP-RMG-2021-08-09 (Risk Management)
- NEP-TRA-2021-08-09 (Transition Economics)
Statistics
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