Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S. DOI
Amin Sokhanvar, Shawkat Hammoudeh

International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: 94, P. 103376 - 103376

Published: May 30, 2024

Language: Английский

Decoding Exchange Rate in Emerging Economy: Financial and Energy Dynamics DOI Creative Commons
Saif Ullah, Haitham Nobanee

Heliyon, Journal Year: 2025, Volume and Issue: 11(2), P. e41995 - e41995

Published: Jan. 1, 2025

Language: Английский

Citations

1
New Evidence on Price Effects of Transparency Regulations in European Fuel Markets DOI Creative Commons
Lea Bernhardt,

Xenia Breiderhoff,

Ralf Dewenter

et al.

Journal of Industry Competition and Trade, Journal Year: 2025, Volume and Issue: 25(1)

Published: Jan. 20, 2025

Language: Английский

Citations

1
Exchange rate instabilities during the Russia-Ukraine war: Evidence from V4 countries DOI Creative Commons
Florin Aliu, Jiří Kučera, Jakub Horák

et al.

Heliyon, Journal Year: 2024, Volume and Issue: 10(3), P. e25476 - e25476

Published: Feb. 1, 2024

PurposeThis study investigates the impact of Russian Ruble on Czech crown, Polish zloty, and Hungarian forint during Russia-Ukraine war. The euro is used as a comparative base unit in four exchange rate parities. Euro was since Republic, Hungary, Poland, Russia maintain intensive economic relations with Eurozone. At same time, Visegrad (V4) countries are geographically located European continent bordered by Eurozone member states.MethodsThe series stands daily frequency indicate period from February 1, 2022, to 2023. To generate results, VAR impulse response function, variance decomposition, vector error correction model, granger causality test were performed.ResultsEven though demanded that gas payments be made Rubles, this fact did not affect forint. Due for V4 agreed Euros through German contractors. During period, strong influence crown zloty observed.ImplicationsFrom policy perspective, results provide indications national governments regulatory bodies implications ruble conflict. In short, our findings document instability currency pairs only but also geopolitical. Energy dependence autocratic states endangers security can set rates cardiac arrest. Moreover, geographical proximity conflict zone tends decisive collapse currencies.

Language: Английский

Citations

7
The Russia-Ukraine conflict, soaring international energy prices, and implications for global economic policies DOI Creative Commons

Mingsong Sun,

Xinyuan Cao,

Xuan Liu

et al.

Heliyon, Journal Year: 2024, Volume and Issue: 10(16), P. e34712 - e34712

Published: July 20, 2024

This study examines the economic impact of soaring international energy prices during Russia-Ukraine conflict from February 23, 2022, to May 31, 2022. Notably, by applying a CGE model, this offers insights into policies at both macroeconomic and industrial levels, emphasizing model's utility in analyzing complex interactions under geopolitical stress. Findings indicate that:

Language: Английский

Citations

6
Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening DOI Creative Commons
Farzaneh Ahmadian-Yazdi, Amin Sokhanvar,

Soheil Roudari

et al.

Financial Innovation, Journal Year: 2025, Volume and Issue: 11(1)

Published: Jan. 6, 2025

Abstract This study utilizes two complementary models, the Time-Varying Parameter Vector Autoregressive Diebold–Yilmaz (TVP-VAR-DY) and Baruník–Křehlík (TVP-VAR-BK), to investigate dynamic volatility transmission between exchange rates stock returns in major commodity-exporting -importing countries. The analysis focuses on periods of quantitative easing (QE) tightening (QT) from March 15, 2020 December 30, 2022. countries examined are Canada Australia (major commodity exporters) UK Germany importers). An essential contribution this paper is new empirical insights into dynamics market these markets during QE QT periods. results reveal that causality primarily flows rates, especially period across all investment horizons. Toronto Stock Exchange (TSX) emerges as principal net driver among under study. Furthermore, Canadian rate (USDCAD) Australian (ASX) most significantly affected indices within network various horizons (excluding long-term). These findings underscore importance for investors policymakers consider interplay returns, particularly context periods, well other economic, political, health-related events. Our relevant stakeholders, including governments, traders, portfolio managers, multinationals.

Language: Английский

Citations

0
How the war in Ukraine and attitudes towards it influenced electricity saving behaviour and electricity consumption? DOI Creative Commons
Genovaitė Liobikienė, Julius Liobikas

Cleaner and Responsible Consumption, Journal Year: 2025, Volume and Issue: unknown, P. 100261 - 100261

Published: March 1, 2025

Language: Английский

Citations

0
Public sentiment, stock and energy prices during the Russia-Ukraine war: global evidence DOI
Huan Huu Nguyen, Nam Anh Tran Nguyen, Phượng Hoàng Thị

et al.

Journal of Chinese Economic and Business Studies, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 36

Published: March 14, 2025

Language: Английский

Citations

0
Short-Term Forecasting of Electricity Price using Ensemble Deep. Kernel Based Random Vector Functional Link Network DOI

Someswari Perla,

Ranjeeta Bisoi,

P.K. Dash

et al.

Applied Soft Computing, Journal Year: 2025, Volume and Issue: unknown, P. 113012 - 113012

Published: March 1, 2025

Language: Английский

Citations

0
Oil Shocks and the Financial Markets: A Review DOI Open Access
Feng Ma, Xinjie Lu, Samuel A. Vigne

et al.

Journal of Economic Surveys, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 23, 2025

ABSTRACT Leading to enormous effects on the global financial markets, oil shocks have received full attention from academic literature. The objective of this survey is organize and consolidate existing theoretical empirical research with goal uncovering potential areas for future investigation. paper begins a brief overview against historical background, makes summarized literature regarding shocks. Then discusses underlying sources then turns make review connections between economy, stock market, commodity market. concludes recommendations subsequent endeavors, hopes facilitate further in many strands shocks‐related

Language: Английский

Citations

0
International Price Shocks and Financial Soundness: The Impact of Government Policies – A Systematic Review DOI Creative Commons

Phan Bao Trung,

Dao Van Le

IntechOpen eBooks, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 22, 2025

This chapter further investigates whether a surge in international commodity resources serves as “godsend” or “misfortune” for the financial markets of various nations. By using systematic review approach, we focus on examining relationship among three factors: (1) growth country’s market response to (2) an price shock and (3) government’s role mitigating these shocks. Our analysis reveals that, even when accounting institutional quality system’s capacity, increase resource windfall generally improves overall health markets, though it also introduces certain short-term vulnerabilities. Notably, evaluate macroprudential policies shocks discover that strategies, such cautious loan restrictions, liberalization, capital preservation, effectively mitigate risks during significant changes, regardless changes are favorable unfavorable. In summary, our findings, which remain robust across multiple tests, align more closely with “new trade” theory rather than notion “resource curse.”

Language: Английский

Citations

0