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The impact of the Ukraine-Russia war on world stock market returns

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  1. Kamal, Md Rajib & Ahmed, Shaker & Hasan, Mostafa Monzur, 2023. "The impact of the Russia-Ukraine crisis on the stock market: Evidence from Australia," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  2. Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022. "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, vol. 50(C).
  3. 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).
  4. Simone Emiliozzi & Fabrizio Ferriani & Andrea Gazzani, 2023. "The European energy crisis and the consequences for the global natural gas market," Questioni di Economia e Finanza (Occasional Papers) 824, Bank of Italy, Economic Research and International Relations Area.
  5. Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023. "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, vol. 85(PA).
  6. Bampinas, Georgios & Panagiotidis, Theodore, 2023. "How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages?," MPRA Paper 117094, University Library of Munich, Germany.
  7. Bougias, Alexandros & Episcopos, Athanasios & Leledakis, George N., 2022. "Valuation of European firms during the Russia–Ukraine war," Economics Letters, Elsevier, vol. 218(C).
  8. Liao, Shushu, 2023. "The Russia–Ukraine outbreak and the value of renewable energy," Economics Letters, Elsevier, vol. 225(C).
  9. 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.
  10. Bijoy Chandra Das & Fakhrul Hasan & Soma Rani Sutradhar & Sujana Shafique, 2023. "Ukraine–Russia Conflict and Stock Markets Reactions in Europe," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 24(3), pages 395-407, September.
  11. Reza Tajaddini & Hassan F. Gholipour, 2023. "Trade dependence and stock market reaction to the Russia‐Ukraine war," International Review of Finance, International Review of Finance Ltd., vol. 23(3), pages 680-691, September.
  12. Zhang, Yongmin & Sun, Yiru, 2023. "Did U.S. and Chinese investors respond differently to the exogenous shocks from COVID-19 and the war in Ukraine?," International Review of Financial Analysis, Elsevier, vol. 88(C).
  13. 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).
  14. 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).
  15. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The invasion of Ukraine and the energy crisis: Comparative advantages in equity valuations," Finance Research Letters, Elsevier, vol. 58(PD).
  16. 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).
  17. Goodell, John W. & Ben Jabeur, Sami & Saâdaoui, Foued & Nasir, Muhammad Ali, 2023. "Explainable artificial intelligence modeling to forecast bitcoin prices," International Review of Financial Analysis, Elsevier, vol. 88(C).
  18. Grebe, Moritz & Kandemir, Sinem & Tillmann, Peter, 2023. "Uncertainty about the war in Ukraine: Measurement and effects on the German business cycle," IMFS Working Paper Series 184, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
  19. Jiang, Wei & Dong, Lingfei & Chen, Yunfei, 2023. "Time-frequency connectedness among traditional/new energy, green finance, and ESG in pre- and post-Russia-Ukraine war periods," Resources Policy, Elsevier, vol. 83(C).
  20. Ferriani, Fabrizio & Gazzani, Andrea, 2023. "The impact of the war in Ukraine on energy prices: Consequences for firms’ financial performance," International Economics, Elsevier, vol. 174(C), pages 221-230.
  21. Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023. "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, vol. 56(C).
  22. Lo, Gaye-Del & Marcelin, Isaac & Bassène, Théophile & Sène, Babacar, 2022. "The Russo-Ukrainian war and financial markets: the role of dependence on Russian commodities," Finance Research Letters, Elsevier, vol. 50(C).
  23. Hayakawa,Kazunobu & Kumagai,Satoru, 2022. "The trade effect of economic sanctions: evidence from the 2022 Russia-Ukraine conflict," IDE Discussion Papers 857, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  24. 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).
  25. Khalfaoui, Rabeh & Gozgor, Giray & Goodell, John W., 2023. "Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis," Finance Research Letters, Elsevier, vol. 52(C).
  26. Chortane, Sana Gaied & Pandey, Dharen Kumar, 2022. "Does the Russia-Ukraine war lead to currency asymmetries? A US dollar tale," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  27. Wu, Feng-lin & Zhan, Xu-dong & Zhou, Jia-qi & Wang, Ming-hui, 2023. "Stock market volatility and Russia–Ukraine conflict," Finance Research Letters, Elsevier, vol. 55(PA).
  28. Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023. "Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war," Resources Policy, Elsevier, vol. 83(C).
  29. Briola, Antonio & Vidal-Tomás, David & Wang, Yuanrong & Aste, Tomaso, 2023. "Anatomy of a Stablecoin’s failure: The Terra-Luna case," Finance Research Letters, Elsevier, vol. 51(C).
  30. Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023. "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, vol. 52(C).
  31. Egan, Paul & Bergin, Adele & O'Toole, Conor, 2023. "The potential impact of the war in Ukraine on the Irish economy," Papers WP759, Economic and Social Research Institute (ESRI).
  32. Niu, Zibo & Wang, Chenlu & Zhang, Hongwei, 2023. "Forecasting stock market volatility with various geopolitical risks categories: New evidence from machine learning models," International Review of Financial Analysis, Elsevier, vol. 89(C).
  33. Ahn, Soojung & Kim, Dongin & Steinbach, Sandro, 2023. "Global Grain Trade Implications of the Russia-Ukraine War," 2023 Annual Meeting, July 23-25, Washington D.C. 335482, Agricultural and Applied Economics Association.
  34. 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.
  35. Cui, Lianbiao & Yue, Suyun & Nghiem, Xuan-Hoa & Duan, Mei, 2023. "Exploring the risk and economic vulnerability of global energy supply chain interruption in the context of Russo-Ukrainian war," Resources Policy, Elsevier, vol. 81(C).
  36. Patel, Ritesh & Kumar, Sanjeev & Bouri, Elie & Iqbal, Najaf, 2023. "Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 143-162.
  37. 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).
  38. Balsalobre-Lorente, Daniel & Sinha, Avik & Murshed, Muntasir, 2023. "Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics," Energy Economics, Elsevier, vol. 125(C).
  39. Singh, Amanjot & Patel, Ritesh & Singh, Harminder, 2022. "Recalibration of priorities: Investor preference and Russia-Ukraine conflict," Finance Research Letters, Elsevier, vol. 50(C).
  40. Ustaoglu, Erkan, 2023. "Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war," Resources Policy, Elsevier, vol. 84(C).
  41. Furdui Călin & Șfabu Dorina Teodora, 2023. "The European Banks Under the Shock of the Russian Invasion of 2022: An Event Study Approach," Studia Universitatis Babeș-Bolyai Oeconomica, Sciendo, vol. 68(1), pages 62-77, April.
  42. Robertas Damaševičius & Ligita Zailskaitė-Jakštė, 2023. "The Impact of a National Crisis on Research Collaborations: A Scientometric Analysis of Ukrainian Authors 2019–2022," Publications, MDPI, vol. 11(3), pages 1-16, August.
  43. Sakariyahu, Rilwan & Lawal, Rodiat & Oyekola, Olayinka & Dosumu, Oluwatoyin Esther & Adigun, Rasheed, 2023. "Natural disasters, investor sentiments and stock market reactions: Evidence from Turkey–Syria earthquakes," Economics Letters, Elsevier, vol. 228(C).
  44. Whelsy Boungou & Alhonita YATIE, 2022. "Climate change and global stock market returns," Economics Bulletin, AccessEcon, vol. 42(4), pages 1888-1900.
  45. Soojung Ahn & Dongin Kim & Sandro Steinbach, 2023. "The impact of the Russian invasion of Ukraine on grain and oilseed trade," Agribusiness, John Wiley & Sons, Ltd., vol. 39(1), pages 291-299, January.
  46. 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).
  47. Będowska-Sójka, Barbara & Demir, Ender & Zaremba, Adam, 2022. "Hedging Geopolitical Risks with Different Asset Classes: A Focus on the Russian Invasion of Ukraine," Finance Research Letters, Elsevier, vol. 50(C).
  48. Klose, Jens, 2024. "Empirical effects of sanctions and support measures on stock prices and exchange rates in the Russia–Ukraine war," Global Finance Journal, Elsevier, vol. 59(C).
  49. Steinbach, Sandro, 2023. "The Russia–Ukraine war and global trade reallocations," Economics Letters, Elsevier, vol. 226(C).
  50. 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.
  51. Mariem Gaies & Walid Chkili, 2023. "Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 307-319, June.
  52. Emon Kalyan Chowdhury & Umme Humaira, 2023. "The Russia–Ukraine conflict and investor psychology in financial markets," Economic Affairs, Wiley Blackwell, vol. 43(3), pages 388-405, October.
  53. Moritz Grebe & Sinem Kandemir & Peter Tillmann, 2023. "Uncertainty about the War in Ukraine: Measurement and Effects on the German Business Cycle," MAGKS Papers on Economics 202314, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  54. Nametala, Ciniro Aparecido Leite & Faria, Wandry Rodrigues & Lage, Guilherme Guimarães & Pereira, Benvindo Rodrigues, 2023. "Analysis of hourly price granularity implementation in the Brazilian deregulated electricity contracting environment," Utilities Policy, Elsevier, vol. 81(C).
  55. Katarzyna Czech & Michał Wielechowski & Richard Barichello, 2023. "The shock of war: do trade relations impact the reaction of stock markets to the Russian invasion of Ukraine?," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 14-27.
  56. Rico Ihle & Ziv Bar‐Nahum & Oleg Nivievskyi & Ofir D. Rubin, 2022. "Russia’s invasion of Ukraine increased the synchronisation of global commodity prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 66(4), pages 775-796, October.
  57. Saâdaoui, Foued & Ben Jabeur, Sami & Goodell, John W., 2023. "Geopolitical risk and the Saudi stock market: Evidence from a new wavelet packet multiresolution cross-causality," Finance Research Letters, Elsevier, vol. 53(C).
  58. Zhou, Haonan & Lu, Xinjie, 2023. "Investor attention on the Russia-Ukraine conflict and stock market volatility: Evidence from China," Finance Research Letters, Elsevier, vol. 52(C).
  59. Yakup Arı, 2022. "TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, vol. 7(3), pages 590-607.
  60. Ahmed R. M. Alsayed, 2023. "Turkish Stock Market from Pandemic to Russian Invasion, Evidence from Developed Machine Learning Algorithm," Computational Economics, Springer;Society for Computational Economics, vol. 62(3), pages 1107-1123, October.
  61. Whelsy Boungou & Francis Osei-Tutu & Alhonita Yatié & Amara Zongo, 2022. "The Ukraine-Russia war and systemic financial stress," Economics Bulletin, AccessEcon, vol. 42(3), pages 1203-1220.
  62. 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.
  63. Liu, Wei & Chen, Xiao & Zhang, Jihong, 2023. "The Russia-Ukraine conflict and the automotive energy transition: Empirical evidence from China," Energy, Elsevier, vol. 284(C).
  64. Bernard Kamsu-Foguem & Philippe Clermont & Dieudonné Tchuente & Pierre Tiako & Samuel Fosso Wamba, 2023. "Service Provider Risk Mitigation in Aeronautics Supply Chains," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 24(4), pages 615-631, December.
  65. 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).
  66. David B. Audretsch & Paul P. Momtaz & Hanna Motuzenko & Silvio Vismara, 2023. "War and Entrepreneurship: A Synthetic Control Study of the Russia-Ukraine Conflict," CESifo Working Paper Series 10466, CESifo.
  67. Bhaskar, Ratikant & Hunjra, Ahmed Imran & Bansal, Shashank & Pandey, Dharen Kumar, 2022. "Central Bank Digital Currencies: Agendas for future research," Research in International Business and Finance, Elsevier, vol. 62(C).
  68. Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023. "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  69. Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023. "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, vol. 51(C).
  70. Kwaku Boafo Baidoo, 2022. "Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine," European Journal of Business Science and Technology, Mendel University in Brno, Faculty of Business and Economics, vol. 8(2), pages 233-243.
  71. Raquel Ibar-Alonso & Raquel Quiroga-García & Mar Arenas-Parra, 2022. "Opinion Mining of Green Energy Sentiment: A Russia-Ukraine Conflict Analysis," Mathematics, MDPI, vol. 10(14), pages 1-22, July.
  72. Tihana Škrinjarić, 2022. "Higher Moments Actually Matter: Spillover Approach for Case of CESEE Stock Markets," Mathematics, MDPI, vol. 10(24), pages 1-34, December.
  73. Nerlinger, Martin & Utz, Sebastian, 2022. "The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective," Finance Research Letters, Elsevier, vol. 50(C).
  74. Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
  75. Kumari, Vineeta & Kumar, Gaurav & Pandey, Dharen Kumar, 2023. "Are the European Union stock markets vulnerable to the Russia–Ukraine war?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
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