Correlations between the crude oil market and capital markets under the Russia–Ukraine conflict: A perspective of crude oil importing and exporting countries

M Huang, W Shao, J Wang - Resources Policy, 2023 - Elsevier
This paper analyzes the effect of the Russia–Ukraine conflict on the crude oil market and the
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …

[HTML][HTML] An integrated interval programming and input–output knowledge model for risk and resiliency management

D Pamucar, BD Sarkar, V Shardeo, TK Soni… - Decision Analytics …, 2023 - Elsevier
The COVID-19 pandemic has devastated nearly every sector of the global economy. The
research seeks to examine the COVID-19 pandemic's effects on economy and its …

Booms in commodities price: Assessing disorder and similarity over economic cycles

LHS Fernandes, FHA de Araujo, JWL Silva, BM Tabak - Resources Policy, 2022 - Elsevier
This paper provides an overview of the commodities market, considering three relevant
attributes: predictability, similarity, and efficiency. We examine the monthly spot and futures …

Are clean energy markets efficient? A multifractal scaling and herding behavior analysis of clean and renewable energy markets before and during the COVID19 …

BA Memon, F Aslam, S Asadova, P Ferreira - Heliyon, 2023 - cell.com
The literature lacks thorough and adequate evidence of the efficiency and herding behavior
of clean and renewable energy markets. Therefore, the key objective of this paper is to …

Sharing or privacy for private electric vehicle charging piles? Evidence from Chongqing

H Xingjun, Z Mao, Y Lin, Q Shi, F Liu, F Zhou - … Forecasting and Social …, 2024 - Elsevier
Private charging pile sharing (PCPS) is developing as a viable solution to the electric
vehicle charging dilemma. However, few studies analyse the impact of the privacy paradox …

Influence of the Russia–Ukraine War and COVID-19 Pandemic on the Efficiency and Herding Behavior of Stock Markets: Evidence from G20 Nations

B Ahmed Memon, F Aslam, HM Naveed, P Ferreira… - Economies, 2024 - mdpi.com
Efficiency in stock markets is essential for economic stability and growth. This study
investigates the efficiency and herding behavior of the stock markets from the top economies …

Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict

LE Gaio, DHD Capitani - Journal of Agribusiness in Developing and …, 2023 - emerald.com
Purpose This study investigates the impacts of the Russia–Ukraine conflict on the cross-
correlation between agricultural commodity prices and crude oil prices …

Geopolitical Risk and Extreme Risk Connectedness Among Energy and Other Strategic Commodities: Fresh Sight Using the High‐Dimensional CoVaR Model

Q Zheng, J Wu, B Lin - Journal of Futures Markets, 2024 - Wiley Online Library
Existing studies on commodity market risk spillovers recognize the pivotal role of geopolitical
risk (GPR), but scarcely address how it drives tail risk spillover networks. This study adopts …

The Trilogy of the Chinese Apple Futures Market: Price Discovery, Risk-Hedging and Cointegration

X Hou, S Fahad, P Zhao, B Yan, T Liu - Sustainability, 2022 - mdpi.com
The agricultural futures market plays an extremely important role in price discovery, hedging
risks, integrating agricultural markets and promoting agricultural economic growth. China is …

Market persistence amidst financial crisis: an Indian investigation

A Bhattacharjee, JM Prosad… - Cogent Economics & …, 2025 - Taylor & Francis
This study examines persistence behavior of the Indian Stock Market during financial crises
over the past decade (2012–2022). The investigation period encompasses significant …