Energy RESEARCH LETTERS,
Journal Year:
2024,
Volume and Issue:
5(Early View)
Published: Jan. 13, 2024
We
pursue
two
noteworthy
effects
of
the
Russia-Ukraine
war
on
commodity
market
volatility.
First,
we
construct
a
index
while
modelling
Second,
explore
relationship
between
and
volatility
using
various
estimators.
find
consistent
patterns
in
models
selected
Our
results
show
that
triggered
Energy RESEARCH LETTERS,
Journal Year:
2024,
Volume and Issue:
5(Early View)
Published: Jan. 13, 2024
We
pursue
two
noteworthy
effects
of
the
Russia-Ukraine
war
on
commodity
market
volatility.
First,
we
construct
a
index
while
modelling
Second,
explore
relationship
between
and
volatility
using
various
estimators.
find
consistent
patterns
in
models
selected
Our
results
show
that
triggered