New roles for energy and financial markets in spillover connections: context under COVID-19 and the Russia–Ukraine conflict

X Guo, X Lu, S Mu, M Zhang - Research in International Business and …, 2024 - Elsevier
This paper comprehensively investigates spillover connections among eight markets in the
context of COVID-19 and the Russia–Ukraine conflict. The spillover effects are investigated …

Connectedness among various financial markets classes under Covid-19 pandemic and 2022 Russo-Ukrainian war: evidence from TVP-VAR approach

M Mroua, H Bouattour - Journal of Financial Economic Policy, 2023 - emerald.com
Purpose This paper examines the time-varying return connectedness between renewable
energy, oil, precious metals, the Gulf Council Cooperation region and the United States …

Return and volatility spillovers among global assets: comparing health crisis with geopolitical crisis

MA Naeem, F Hamouda, S Karim, SA Vigne - International Review of …, 2023 - Elsevier
This study investigates the dynamic mechanism across equity, cryptocurrency, and
commodity markets before and during health and geopolitical crisis (Covid-19 and the …

[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

Influence of oil price fluctuations on the network connectedness between oil, GCC Islamic and conventional financial markets

T Mezghani, MB Abbes - International Journal of Islamic and Middle …, 2023 - emerald.com
Purpose This paper aims to examine the dynamic spillover effects and network
connectedness between the oil prices and the Islamic and conventional financial markets in …

[引用][C] Return connectedness among energy and financial markets pre and during the COVID-19 pandemic: Evidence from China and the US

W Jiang, X Liu - The Singapore Economic Review, 2023 - World Scientific
This paper explores the return connectedness among energy and financial markets in China
and the US pre and during the COVID-19 pandemic. We find that the spillovers during …

Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war

BY Almansour, S Elkrghli, JCT Gaytan, R Mohnot - Heliyon, 2023 - cell.com
We examine the dynamics and spillover effects of interconnectedness among equity indices
during the COVID-19 pandemic and the Russian–Ukrainian war. Using daily data from June …

Dynamic connectedness across energy and metal futures markets during the COVID-19 pandemic: New evidence from a time-varying spillover index

J Chen, Z Liang, Q Ding, X Ren, A Wu - Resources Policy, 2023 - Elsevier
The COVID-19 outbreak has greatly increased economic uncertainty worldwide and
significantly impacted the markets for energy and metal futures. In order to capture the …

From black gold to financial fallout: Analyzing extreme risk spillovers in oil-exporting nations

I Abid, R Benkraiem, H Mzoughi, C Urom - Journal of International Financial …, 2024 - Elsevier
Considering various critical periods including the COVID-19 pandemic and the ongoing
Russian–Ukraine war, this paper investigates the dynamics of extreme spillover effects from …

Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities?

B Lin, T Su - Research in International Business and Finance, 2021 - Elsevier
With the rapid spread of coronavirus, the global financial markets have been undergoing
tremendous changes, which bring investors more risks in the short term. Against such …