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Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga
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- Pandey, Dharen Kumar & Lucey, Brian M. & Kumar, Satish, 2023. "Border disputes, conflicts, war, and financial markets research: A systematic review," Research in International Business and Finance, Elsevier, vol. 65(C).
- Hassan, M Kabir & Boubaker, Sabri & Kumari, Vineeta & Pandey, Dharen Kumar, 2022.
"Border disputes and heterogeneous sectoral returns: An event study approach,"
Finance Research Letters, Elsevier, vol. 50(C).
- M.Kabir Hassan & S. Boubaker & Vineeta Kumari & D.K. Pandey, 2022. "Border Disputes and Heterogeneous Sectoral Returns: An Event Study Approach," Post-Print hal-04454685, HAL.
- Karol Szafranek & Michał Rubaszek & Gazi Salah Uddin, 2023. "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," KAE Working Papers 2023-095, Warsaw School of Economics, Collegium of Economic Analysis.
- Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023. "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, vol. 121(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022.
"Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses,"
Resources Policy, Elsevier, vol. 79(C).
- Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," MPRA Paper 114689, University Library of Munich, Germany.
- Piotr Fiszeder & Marta Ma³ecka, 2022. "Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 939-967, December.
- Wu, Fei & Xiao, Xuanqi & Zhou, Xinyu & Zhang, Dayong & Ji, Qiang, 2022. "Complex risk contagions among large international energy firms: A multi-layer network analysis," Energy Economics, Elsevier, vol. 114(C).
- Alcindo Neckel & M. Santosh & Brian William Bodah & Laércio Stolfo Maculan & Diana Pinto & Cleiton Korcelski & Paloma Carollo Toscan & Laura Pasa Cambrussi & Isadora Cezar Caino & Leila Dal Moro & Dir, 2022. "Using the Sentinel-3B Satellite in Geospatial Analysis of Suspended Aerosols in the Kiev, Ukraine Region," Sustainability, MDPI, vol. 14(24), pages 1-14, December.
- Adekoya, Oluwasegun B. & Asl, Mahdi Ghaemi & Oliyide, Johnson A. & Izadi, Parviz, 2023. "Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war," Resources Policy, Elsevier, vol. 80(C).
- Casper Boongaling Agaton, 2022. "Will a Geopolitical Conflict Accelerate Energy Transition in Oil-Importing Countries? A Case Study of the Philippines from a Real Options Perspective," Resources, MDPI, vol. 11(6), pages 1-17, June.
- Wei-Xing Zhou & Yun-Shi Dai & Kiet Tuan Duong & Peng-Fei Dai, 2023. "The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots," Papers 2310.16850, arXiv.org.
- Umar, Muhammad & Riaz, Yasir & Yousaf, Imran, 2022. "Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach," Resources Policy, Elsevier, vol. 79(C).
- Alberto Manelli & Roberta Pace & Maria Leone, 2024. "Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis," JRFM, MDPI, vol. 17(1), pages 1-11, January.
- Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023.
"Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war,"
Resources Policy, Elsevier, vol. 83(C).
- Kim Oosterlinck & Ariane Reyns & Ariane Szafarz, 2022. "Gold, Bitcoin, and Portfolio Diversification: Lessons from the Ukrainian War," Working Papers CEB 22-008, ULB -- Universite Libre de Bruxelles.
- Si Mohammed, Kamel & Khalfaoui, Rabeh & Doğan, Buhari & Sharma, Gagan Deep & Mentel, Urszula, 2023. "The reaction of the metal and gold resource planning in the post-COVID-19 era and Russia-Ukrainian conflict: Role of fossil fuel markets for portfolio hedging strategies," Resources Policy, Elsevier, vol. 83(C).
- Xin, Baogui & Zhang, Mengwei, 2023. "Evolutionary game on international energy trade under the Russia-Ukraine conflict," Energy Economics, Elsevier, vol. 125(C).
- Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2022. "Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict," Finance Research Letters, Elsevier, vol. 49(C).
- Si Mohammed, Kamel & Tedeschi, Marco & Mallek, Sabrine & Tarczyńska-Łuniewska, Małgorzata & Zhang, Anqi, 2023.
"Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash,"
Resources Policy, Elsevier, vol. 85(PA).
- Kamel Si Mohammed & Marco Tedeschi & Sabrine Mallek & Małgorzata Tarczyńska-Łuniewska & Anqi Zhang, 2023. "Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash," Post-Print hal-04315164, HAL.
- Wang, Lu & Ruan, Hang & Hong, Yanran & Luo, Keyu, 2023. "Detecting the hidden asymmetric relationship between crude oil and the US dollar: A novel neural Granger causality method," Research in International Business and Finance, Elsevier, vol. 64(C).
- Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023. "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
- Capitani, Daniel Henrique Dario & Gaio, Luiz Eduardo, 2023. "Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict," International Journal of Food and Agricultural Economics (IJFAEC), Alanya Alaaddin Keykubat University, Department of Economics and Finance, vol. 11(2), April.
- Małgorzata Tarczynska-Luniewska & Iwona Bak & Uma Shankar Singh & Guru Ashish Singh, 2022. "Economic Crisis Impact Assessment and Risk Exposure Evaluation of Selected Energy Sector Companies from Bombay Stock Exchange," Energies, MDPI, vol. 15(22), pages 1-25, November.
- Wang, Xinghua & Lee, Zhengzheng & Wu, Shuang & Qin, Meng, 2023. "Exploring the vital role of geopolitics in the oil market: The case of Russia," Resources Policy, Elsevier, vol. 85(PB).
- Silva, Thiago Christiano & Wilhelm, Paulo Victor Berri & Tabak, Benjamin Miranda, 2023. "Trade matters except to war neighbors: The international stock market reaction to 2022 Russia’s invasion of Ukraine," Research in International Business and Finance, Elsevier, vol. 65(C).
- Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023. "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, vol. 123(C).
- Evžen Kočenda & Michala Moravcová & Evžen Kocenda, 2024. "Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities," CESifo Working Paper Series 10889, CESifo.
- Piotr F. Borowski, 2022. "Mitigating Climate Change and the Development of Green Energy versus a Return to Fossil Fuels Due to the Energy Crisis in 2022," Energies, MDPI, vol. 15(24), pages 1-16, December.
- Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022.
"Persistence and volatility spillovers of bitcoin price to gold and silver prices,"
Resources Policy, Elsevier, vol. 79(C).
- Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022. "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper 114521, University Library of Munich, Germany.
- Carlos Mestanza-Ramón & Demmy Mora-Silva & Giovanni D’Orio & Enrique Tapia-Segarra & Isabel Dominguez Gaibor & José Fernando Esparza Parra & Carlos Renato Chávez Velásquez & Salvatore Straface, 2022. "Artisanal and Small-Scale Gold Mining (ASGM): Management and Socioenvironmental Impacts in the Northern Amazon of Ecuador," Sustainability, MDPI, vol. 14(11), pages 1-16, June.
- Chishti, Muhammad Zubair & Khalid, Ali Awais & Sana, Moniba, 2023. "Conflict vs sustainability of global energy, agricultural and metal markets: A lesson from Ukraine-Russia war," Resources Policy, Elsevier, vol. 84(C).
- Shahzad, Umer & Mohammed, Kamel Si & Tiwari, Sunil & Nakonieczny, Joanna & Nesterowicz, Renata, 2023. "Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective," Resources Policy, Elsevier, vol. 80(C).
- Do, Hung Xuan & Nepal, Rabindra & Pham, Son Duy & Jamasb, Tooraj, 2023.
"Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis,"
Working Papers
8-2023, Copenhagen Business School, Department of Economics.
- Hung Xuan Do & Rabindra Nepal & Son Duy Pham & Tooraj Jamasb, 2023. "Electricity Market Crisis in Europe and Cross Border Price Effects: A Quantile Return Connectedness Analysis," CAMA Working Papers 2023-46, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao, 2023. "Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods," Finance Research Letters, Elsevier, vol. 53(C).
- Ndubuisi, Gideon & Urom, Christian, 2023. "Dependence and risk spillovers among clean cryptocurrencies prices and media environmental attention," Research in International Business and Finance, Elsevier, vol. 65(C).
- Cui, Jinxin & Maghyereh, Aktham, 2023. "Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Kumar, Anoop S & Padakandla, Steven Raj, 2023. "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, vol. 56(C).
- Roy, Archi & Soni, Anchal & Deb, Soudeep, 2023. "A wavelet-based methodology to compare the impact of pandemic versus Russia–Ukraine conflict on crude oil sector and its interconnectedness with other energy and non-energy markets," Energy Economics, Elsevier, vol. 124(C).
- Karkowska, Renata & Urjasz, Szczepan, 2023. "How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
- Philips, Abiodun S., 2023. "Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets," Energy, Elsevier, vol. 263(PE).
- Urak, Faruk & Bilgic, Abdulbaki & Florkowski, Wojciech J., 2023. "The Covid-19 pandemic, Russia-Ukraine War, and Price Uncertainty of Staples: An Application of the VECM-Asymmetric GARCH-M BEKK Method," 2023 Annual Meeting, July 23-25, Washington D.C. 335748, Agricultural and Applied Economics Association.
- Wang, Min & Su, Yuquan, 2023. "How Russian-Ukrainian geopolitical risks affect Chinese commodity and financial markets?," Finance Research Letters, Elsevier, vol. 56(C).
- Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
- Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023. "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, vol. 127(PA).
- Qin, Meng & Su, Chi-Wei & Umar, Muhammad & Lobonţ, Oana-Ramona & Manta, Alina Georgiana, 2023. "Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 748-763.
- Agnese, Pablo & Rios, Francisco, 2023. "Spillover Effects of Energy Transition Metals in Chile," IZA Discussion Papers 15999, Institute of Labor Economics (IZA).
- Khurshid, Adnan & Chen, Yufeng & Rauf, Abdur & Khan, Khalid, 2023. "Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?," Resources Policy, Elsevier, vol. 85(PB).
- Yousaf, Imran & Patel, Ritesh & Yarovaya, Larisa, 2022. "The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 35(C).