The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets

Journal of risk and financial management, Journal Year: 2022, Volume and Issue: 15(8), P. 352 - 352

Published: Aug. 8, 2022

The conflict between Russia and Ukraine has been causing knock-on effects worldwide. supply price of major commodity markets (oil, gas, platinum, gold, silver) have greatly impacted. Due to the ongoing conflict, financial across world experienced a strong dynamic regarding commodities prices. This effect can be considered biggest change since occurrence crisis in year 2008, which explicitly influenced oil gold markets. study attempts investigate impacts Russian invasion on connectedness among five G7 BRIC (leading stock) We applied time-varying parameter vector autoregressive (TVP-VAR) method, reflects way spillovers are shaped by various crises periods, we found extreme all (G7 BRIC). findings show that silver (commodities) United States, Canada, China, Brazil (stock markets) receivers from rest commodities/market’s transmitters shocks during this crisis. research policy implications could beneficial stock investors, these guide them make many decisions about investment such tumultuous situations. Policymakers, institutional bankers, international organizations possible beneficiaries decisions.

Language: Английский

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A tale of two tails among carbon prices, green and non-green cryptocurrencies

International Review of Financial Analysis, Journal Year: 2022, Volume and Issue: 82, P. 102139 - 102139

Published: April 5, 2022

Language: Английский

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The impact of geopolitical risks on renewable energy demand in OECD countries

Energy Economics, Journal Year: 2023, Volume and Issue: 122, P. 106700 - 106700

Published: April 26, 2023

Language: Английский

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Modelling the role of institutional quality on carbon emissions in Sub-Saharan African countries

Renewable Energy, Journal Year: 2022, Volume and Issue: 198, P. 213 - 221

Published: Aug. 20, 2022

Language: Английский

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Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness

Research in International Business and Finance, Journal Year: 2022, Volume and Issue: 62, P. 101680 - 101680

Published: May 19, 2022

Language: Английский

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Is FinTech providing effective solutions to Small and Medium Enterprises (SMEs) in ASEAN countries?

Economic Analysis and Policy, Journal Year: 2022, Volume and Issue: 75, P. 335 - 344

Published: June 7, 2022

Language: Английский

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The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach

Journal of International Financial Markets Institutions and Money, Journal Year: 2022, Volume and Issue: 82, P. 101694 - 101694

Published: Nov. 24, 2022

Language: Английский

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Asymmetric relationship between climate policy uncertainty and energy metals: Evidence from cross-quantilogram

Finance research letters, Journal Year: 2023, Volume and Issue: 54, P. 103728 - 103728

Published: Feb. 23, 2023

Language: Английский

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Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war

International Review of Economics & Finance, Journal Year: 2023, Volume and Issue: 88, P. 547 - 593

Published: June 29, 2023

Economic and political disorders have multidimensional impacts on all economies around the world. The global world has faced out Covid-19 pandemic in 2020, now Russian-Ukraine geopolitical crisis. This study investigates nexus among commodities, crypto, G20 capital markets along with risk returns implications. To examine impact, we applied TVP-VAR technique suggested by Koop Korobilis (2014), Antonakakis et al. (2020) adjusting framework of Diebold Yilmaz (2012). research findings reveal that a high level connectedness was observed during Covid-19, which persistent for long period impacts. More particularly, EU, Canada, France Germany, UK were principal supplier spillovers to other Bitcoin, remaining markets. During Geopolitical Crisis (here after GPC), conclusively it is USA, Brazil, Saudi Arabia, Mexico, China, Indonesia, Japan are net receivers volatility Russia, France, European Union, Italy, UK, Argentina, India, Australia, Turkey, Korea, South Africa transmitters spillovers. Interestingly, Turkey suffered from inflation substantial budget deficits, considered as weak G20. Portfolio weights been increased dramatically war. could be utilized take investment, hedging, diversification decisions about cryptocurrencies, stocks, particularly such turmoil situations help various hedging techniques.

Language: Английский

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Investigating the connections between innovation, natural resource extraction, and environmental pollution in OECD nations; examining the role of capital formation

Resources Policy, Journal Year: 2023, Volume and Issue: 81, P. 103312 - 103312

Published: Jan. 20, 2023

Language: Английский

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