Russia-Ukraine conflict sentiments and energy market returns in G7 countries: Discovering the unexplored dynamics

D Balsalobre-Lorente, A Sinha, M Murshed - Energy Economics, 2023 - Elsevier
The dependence of the G7 countries on Russian fossil fuels has made them susceptible to
any shocks in the Russian economy. The recent Russia-Ukraine Conflict created a …

Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict

A Bossman, M Gubareva - Heliyon, 2023 - cell.com
In a nonparametric quantile-on-quantile regression model, we analyze the asymmetric
financial impact of the Russian-Ukrainian conflict-induced geopolitical risk (GPR) on the top …

[HTML][HTML] EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: an asymmetric analysis of the Russia-Ukraine tensions

A Bossman, M Gubareva, T Teplova - Resources Policy, 2023 - Elsevier
This study examines the asymmetric relationships between EU sectoral stocks and oil, oil
implied volatility, geopolitical risk, and market sentiment during turbulent times of …

Conflict vs sustainability of global energy, agricultural and metal markets: a lesson from Ukraine-Russia war

MZ Chishti, AA Khalid, M Sana - Resources Policy, 2023 - Elsevier
This article endeavors to reveal the asymmetric effects of the Ukraine-Russia War (URW) on
various markets, including energy, metals, and agriculture. To do so, the study deploys the …

[HTML][HTML] How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global …

R Karkowska, S Urjasz - … of International Financial Markets, Institutions and …, 2023 - Elsevier
The unexpected Russian invasion of Ukraine created greater uncertainty about unrestricted
access to fossil commodities. Therefore, in response to the growing challenges of energy …

Gold vs bitcoin: Who can resist panic in the US?

CW Su, S Yang, M Qin, OR Lobonţ - Resources Policy, 2023 - Elsevier
Comparing the safe-haven property of gold and bitcoin from the perspective of panic is
significant to maximise returns for investors. The analysis utilises the TVP-SV-VAR system to …

Volatility forecasting of crude oil futures based on Bi-LSTM-Attention model: The dynamic role of the COVID-19 pandemic and the Russian-Ukrainian conflict

Y Xu, T Liu, P Du - Resources Policy, 2024 - Elsevier
The COVID-19 epidemic and the Russian-Ukrainian conflict have created significant
uncertainty in the crude oil market, greatly increasing the difficulty of crude oil futures price …

Impact of Russia-Ukraine conflict on the time-frequency and quantile connectedness between energy, metal and agricultural markets

W Jiang, Y Chen - Resources Policy, 2024 - Elsevier
The study investigates the impact of the ongoing Russia-Ukraine war on the transmission of
returns spillovers between energy, metal and agricultural markets in China. We use the …

How resistant is gold to stress? New evidence from global supply chain

J Li, Y Wang, Y Song, CW Su - Resources Policy, 2023 - Elsevier
The investigation performs the wavelet method to explore the time-dependant correlation
between gold price (GP) and global supply chain pressure (GSCP). The conclusion shows …

Incorporating Russo-Ukrainian war in Brent crude oil price forecasting: A comparative analysis of ARIMA, TARMA and ENNReg models

S Mati, M Radulescu, N Saqib, A Samour, GY Ismael… - Heliyon, 2023 - cell.com
This article investigates the performance of three models-Autoregressive Integrated Moving
Average (ARIMA), Threshold Autoregressive Moving Average (TARMA) and Evidential …