The war in Ukraine and new sanctions imposed on Russia have affected commodity prices
and induced historic moves in exchange rate markets. In this paper, we examine the impact …

Do climate risks affect sovereign ratings? This study selects 117 countries around the globe
and constructs the ordered logit model to study the relationship between climate risks and …

This study investigates the effects of oil price uncertainty on corporate cash holdings using
large international publicly listed firms from 89 countries for the period 1990–2017. Building …

This paper aims to analyze the mean and volatility spillovers between oil prices and the
Eurozone supersector returns. It uses daily data of the Brent prices and 19 Eurozone …

As a consequence of the COVID-19 pandemic outbreak, most commodities experienced
significant price drops, which were expected to continue well into 2020. As a result, the …

We investigate the impact of macroeconomic surprise and uncertainty on G7 financial
markets around COVID-19 pandemic using two real-time, real-activity indexes recently …

This research utilizes the Diebold and Yilmaz spillover model to examine the correlation
between geopolitical events, natural disasters, and oil stock returns in Asian OPEC+ …

In this paper, we propose the use of social media information as a real-time decision-making
tool for significant war events, using the war in Ukraine as a case study. We proxy the …

This paper examines the correlation between the information dissemination cross-section of
news media and stock returns by analyzing monthly news coverage data from well-known …

We consider whether a newspaper article count index related to the organization of the
petroleum exporting countries (OPEC), which rises in response to important OPEC meetings …