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Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash

Citations

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Cited by:

  1. Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024. "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, vol. 81(C), pages 1178-1197.
  2. Doğan, Buhari & Radulescu, Magdalena & Nassani, Abdelmohsen A. & Mohammed, Kamel S.I. & Benlagha, Noureddine & Baldan, Cristina Florentina, 2025. "Spillovers across the crude oil and major currencies exchange rates using dynamic-quantile-frequency analysis," International Review of Economics & Finance, Elsevier, vol. 99(C).
  3. OlaOluwa S. Yaya & Derick D. Quintino & Cristiane M. Ogino & Olanrewaju I. Shittu & Dora M. F. Almeida & Paulo J. S. Ferreira, 2025. "Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data," SN Business & Economics, Springer, vol. 5(1), pages 1-30, January.
  4. Mensi, Walid & Gök, Remzi & Gemici, Eray & Vo, Xuan Vinh & Kang, Sang Hoon, 2025. "Extreme dependence, connectedness, and causality between US sector stocks and oil shocks," International Review of Economics & Finance, Elsevier, vol. 98(C).
  5. Su, Kuangxi & He, Yafang & Xiang, Yuxin & Ye, Meng & Yang, Xuduan, 2026. "Combining minimum-CVaR hedging models with a novel maximum efficiency strategy for crude oil future," International Review of Economics & Finance, Elsevier, vol. 106(C).
  6. Zhang, Feipeng & Gao, Hongfu & Yuan, Di, 2024. "The asymmetric effect of G7 stock market volatility on predicting oil price volatility: Evidence from quantile autoregression model," Journal of Commodity Markets, Elsevier, vol. 35(C).
  7. Charalampos Basdekis & Apostolos G. Christopoulos & Ioannis Katsampoxakis & Stylianos Xanthopoulos, 2024. "Trends and Challenges after the Impact of COVID-19 and the Energy Crisis on Financial Markets," Energies, MDPI, vol. 17(15), pages 1-14, August.
  8. Wang, Kai-Hua & Wen, Cui-Ping & Xu, Bao-Chang & Li, Xin, 2024. "Receiver or transmitter? Unlocking the role of green technology innovation in sustainable development, energy, and carbon markets," Technology in Society, Elsevier, vol. 79(C).
  9. Li, Xiafei & Yang, Shuangpeng & Luo, Keyu & Liang, Chao, 2024. "Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence," International Review of Financial Analysis, Elsevier, vol. 96(PA).
  10. Marina Yu. Malkina, 2024. "Financial Contagion of the Commodity Markets from the Stock Market during Pandemic and New Sanctions Shocks," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, vol. 23(2), pages 452-475.
  11. Amar Rao & Marco Tedeschi & Kamel Si Mohammed & Umer Shahzad, 2024. "Role of Economic Policy Uncertainty in Energy Commodities Prices Forecasting: Evidence from a Hybrid Deep Learning Approach," Computational Economics, Springer;Society for Computational Economics, vol. 64(6), pages 3295-3315, December.
  12. Hongjun Zeng & Abdullahi D. Ahmed, 2026. "Dependency structure and volatility connectedness among China-ASEAN stock market, cryptocurrencies, and crude oil," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-39, December.
  13. Khan, Ali Burhan & Saif ul Islam, Muhammad & Mubarik, Fauzia & Fareed, Muhammad & Azizan, Noor Azlinna & Qatiti, Khalid Al & Faizuddin, Ahmad, 2025. "Oil Price Volatility across Timeframes and its Impact on ASEAN Stock Indices: Changes Observed since the COVID-19 Pandemic," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(6), pages 355-363, October.
  14. Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2024. "Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis," Energy, Elsevier, vol. 306(C).
  15. Bouteska, A. & Rahman, Mashuk & Hassan, M. Kabir & Sanchez, Benito A., 2025. "Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach," Pacific-Basin Finance Journal, Elsevier, vol. 92(C).
  16. SeungOh Han, 2026. "Volatility spillovers and portfolio diversification strategies after the 2023 Israel–Hamas conflict," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-45, December.
  17. Muhammad Niaz Khan, 2024. "Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods," Future Business Journal, Springer, vol. 10(1), pages 1-15, December.
  18. Gour Gobinda Goswami & Muhammad Yahya & Mahnaz Aftabi Atique & Gazi Salah Uddin, 2025. "Impact of financial and energy market uncertainties on ASEAN-5 markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 15(4), pages 1261-1283, December.
  19. Han, SeungOh, 2025. "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, vol. 72(C).
  20. Jinxin Cui & Aktham Maghyereh & Salem Ziadat, 2025. "Crude oil, forex, and stock markets: unveiling the higher-order moment and cross-moment risk spillovers in times of turmoil," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 12(1), pages 1-21, December.
  21. Cui, Jinxin & Maghyereh, Aktham, 2024. "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, vol. 33(C).
  22. Just, Małgorzata & Kliber, Agata & Echaust, Krzysztof, 2025. "Return connectedness between energy commodities and stock markets: New evidence from 31 energy sector companies in Europe," International Review of Financial Analysis, Elsevier, vol. 103(C).
  23. Farrukh Nawaz & Mirzat Ullah & Ohaness Paskelian & Umar Kayani & Younis Ahmed Ghulam, 2025. "Market dynamics and price jumps in crypto and traditional financial assets amidst financial flux," Review of Financial Economics, John Wiley & Sons, vol. 43(4), pages 457-476, October.
  24. Jinxin Cui & Elie Bouri, 2026. "Jumps and higher-order moments of crude oil and stock sectors in China: new insights from timescales connectedness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-48, December.
  25. Bilal, Zaroug Osman & Abdalla, Yousif Abdelbagi & Alam, Naushad, 2024. "Does Oil Prices Impact Sectoral Stock Market Prices? Evidence from Emerging Economies," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(1), pages 1-7, December.
  26. Cifuentes-Faura, Javier & Mohammed, Kamel Si & Alofaysan, Hind, 2024. "The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 80-94.
  27. Marina Yu. Malkina, 2024. "Financial contagion in the US, European and Chinese stock markets during global shocks," Journal of New Economy, Ural State University of Economics, vol. 25(4), pages 47-67, December.
  28. Umer Shahzad & Kamel Si Mohammed & Mohammad Sharif Karimi, 2026. "Dynamic Connectedness Between a Corporate Bond Market With WTI, Geopolitical and Financial Volatility: Spillover From Post‐COVID‐19 and Russian‐Ukrainian Clash," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 31(2), pages 2194-2207, April.
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