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Spillovers among Energy Commodities and the Russian Stock Market

Citations

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Cited by:

  1. Mbarki, Imen & Khan, Muhammad Arif & Karim, Sitara & Paltrinieri, Andrea & Lucey, Brian M., 2023. "Unveiling commodities-financial markets intersections from a bibliometric perspective," Resources Policy, Elsevier, vol. 83(C).
  2. Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023. "Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market," Resources Policy, Elsevier, vol. 83(C).
  3. Kumari, Vineeta & Hassan, Majdi & Pandey, Dharen Kumar, 2024. "Are high-income and innovative nations resilient to the Russia-Ukraine war?," International Review of Economics & Finance, Elsevier, vol. 93(PA), pages 1268-1287.
  4. 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).
  5. Ijaz, Muhammad Shahzad & Ali, Shoaib & Du, Anna Min & Khurram, Mahrukh, 2025. "Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective," International Review of Economics & Finance, Elsevier, vol. 98(C).
  6. 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).
  7. Biswas, Priti & Jain, Prachi & Maitra, Debasish, 2024. "Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war," Journal of Commodity Markets, Elsevier, vol. 34(C).
  8. Chen, Yanan & Qi, Haozhi, 2024. "COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches," Energy, Elsevier, vol. 286(C).
  9. Silva, Thiago Christiano & Braz, Tercio & Tabak, Benjamin Miranda, 2024. "Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning," Energy Economics, Elsevier, vol. 136(C).
  10. Qi, Haozhi & Ma, Lijun & Peng, Pin & Chen, Hao & Li, Kang, 2022. "Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China," Resources Policy, Elsevier, vol. 79(C).
  11. Tapia, Pablo & Pastén, Boris & Sepulveda Velasquez, Jorge, 2022. "Performance of the Chinese energy market in times of Russian military interventions," MPRA Paper 112747, University Library of Munich, Germany.
  12. 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).
  13. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Quantile spillovers and connectedness analysis between oil and African stock markets," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 60-83.
  14. Vladimir Balash & Alexey Faizliev & Sergei Sidorov & Elena Chistopolskaya, 2021. "Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets," Mathematics, MDPI, vol. 9(19), pages 1-31, October.
  15. Coskun, Merve & Taspinar, Nigar, 2022. "Volatility spillovers between Turkish energy stocks and fossil fuel energy commodities based on time and frequency domain approaches," Resources Policy, Elsevier, vol. 79(C).
  16. Sohag, Kazi & Kalina, Irina & Elsayed, Ahmed H., 2023. "Financial stress in Russia: Exploring the impact of oil market shocks," Resources Policy, Elsevier, vol. 86(PB).
  17. Conlon, Thomas & Corbet, Shaen & Goodell, John W. & Hou, Yang (Greg) & Oxley, Les, 2024. "Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages," Journal of Economic Behavior & Organization, Elsevier, vol. 217(C), pages 32-62.
  18. Mensi, Walid & El Khoury, Rim & Al-Kharusi, Sami & Kang, Sang Hoon, 2024. "Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries," International Review of Economics & Finance, Elsevier, vol. 96(PA).
  19. Wang, Jue & Zhou, Yuqin & Wu, Shan, 2025. "Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets," Renewable Energy, Elsevier, vol. 238(C).
  20. Mohamed M. Sraieb & Shahnawaz Muhammed & Vladimir Dženopoljac & Samet Gunay, 2025. "Determinants of Russia’s probability of default: evidence from domestic and global indicators," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(3), pages 854-882, September.
  21. Yang, Lanyong & Zhu, Yongguang & Li, Junhui & Dou, Shiquan & Liu, Gang & Xu, Deyi, 2025. "The midstream amplifier: Risk spillovers in China's lithium supply chain from mining to batteries," Journal of Commodity Markets, Elsevier, vol. 38(C).
  22. Kočenda, Evžen & Moravcová, Michala, 2024. "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, vol. 69(C).
  23. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets," Economic Analysis and Policy, Elsevier, vol. 74(C), pages 702-715.
  24. Oosterlinck, Kim & Reyns, Ariane & Szafarz, Ariane, 2023. "Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war," Resources Policy, Elsevier, vol. 83(C).
  25. 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).
  26. Chiappari, Mattia & Scotti, Francesco & Flori, Andrea, 2024. "Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases," International Review of Financial Analysis, Elsevier, vol. 96(PB).
  27. Guo, Xiaozhu & Lu, Xinjie & Mu, Shaobo & Zhang, Min, 2024. "New roles for energy and financial markets in spillover connections: context under COVID-19 and the Russia–Ukraine conflict," Research in International Business and Finance, Elsevier, vol. 71(C).
  28. Lei, Lei & Aziz, Ghazala & Sarwar, Suleman & Waheed, Rida & Tiwari, Aviral Kumar, 2023. "Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war," Resources Policy, Elsevier, vol. 85(PA).
  29. Albrecht, Peter & Kočenda, Evžen, 2024. "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, vol. 93(C).
  30. 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).
  31. Laubsch, Joshua & Smales, Lee A. & Vo, Duc, 2024. "The influence of uncertainty on commodity futures returns and trading behaviour," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
  32. Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil, 2025. "Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  33. Karim Belcaid & Sara El Aoufi & Mamdouh Abdulaziz Saleh Al-Faryan, 2024. "Dynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network Perspective," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1007-1033, December.
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