SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Russia–Ukraine war and systemic risk: Who is taking the heat?
8 references·16 citing·53 second hop
Russia–Ukraine war and systemic risk: Who is taking the heat? (2022)Russia–Ukraine war and systemic risk: Who…The impact of the Russia-Ukraine conflict on the connectedness of financial markets (2022)The impact of the Russia-Ukra…Systemic Risk: The Impact of COVID-19 (2020)Systemic Risk: The Impact of …Global Economic Effects of COVID-19 (2020)Global Economic Effects of CO…Systemic risk and the macroeconomy: An empirical evaluation (2016)Systemic risk and the macroec…Generalized Shrinkage Methods for Forecasting Using Many Predictors (2012)Generalized Shrinkage Methods…Does Systemic Risk in the Financial Sector Predict Future Economic Downturns? (2012)Does Systemic Risk in the Fin…Forecasting economic time series using targeted predictors (2008)Forecasting economic time ser…Automatic Time Series Forecasting: The forecast Package for R (2008)Automatic Time Series Forecas…Investor sentiment and its implication on global financial markets: a systematic review of literature (2025)Investor sentiment and its im…Interconnectedness and systemic risk: Evidence from global stock markets (2024)Interconnectedness and system…Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war (2024)Does war spread the herding e…Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war (2023)Volatility impacts on global …The rise of green energy metal: Could lithium threaten the status of oil? (2023)The rise of green energy meta…Russia–Ukraine conflict and its impact on global inflation: an event study-based approach (2023)Russia–Ukraine conflict and i…Repercussions of the Russia–Ukraine war (2023)Repercussions of the Russia–U…Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict (2023)Higher-order moment risk conn…Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks (2023)Financial earthquakes and aft…Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach (2023)Exposure to trade disruptions…Environmental reverberations of geopolitical risk and economic policy uncertainty resulting from the Russia-Ukraine conflict: A wavelet based approach for sectoral CO2 emissions (2023)Environmental reverberations …Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks (2023)Effect of Russia–Ukraine war …Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach (2023)Diversification effects of Ch…Assessing energy vulnerability and its impact on carbon emissions: A global case (2023)Assessing energy vulnerabilit…The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market (2022)The impact of the Russia-Ukra…Global Economic Consequence of Russian Invasion of Ukraine (2022)Global Economic Consequence o…Trends and random walks in macroeconmic time series (1982)Trends and random walks in macroeconomic time series (1988)Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting using a large number of predictors: Is Bayesian shrinkage a valid alternative to principal components? (2008)Forecasting Stock Returns (2013)Determining the Number of Factors in Approximate Factor Models (2002)Macroeconomic Forecasting Using Diffusion Indexes (2002)Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections (2015)Usefulness of economic and energy data at different frequencies for carbon price forecasting in the EU ETS (2018)How is machine learning useful for macroeconomic forecasting? (2022)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Another look at measures of forecast accuracy (2006)Statistical and Machine Learning forecasting methods: Concerns and ways forward (2018)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Generalized impulse response analysis in linear multivariate models (1998)A Survey of Systemic Risk Analytics (2012)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)How do equity markets react to COVID-19? Evidence from emerging and developed countries (2020)COVID-19 pandemic and firm performance: Cross-country evidence (2021)Systemic risk spillover across global and country stock markets during the COVID-19 pandemic (2021)Macroeconomics and Reality (1980)Illiquidity and stock returns: cross-section and time-series effects (2002)The Impact of Uncertainty Shocks (2009)Banks’ Non-Interest Income and Systemic Risk (2012)Time-Varying Systemic Risk: Evidence From a Dynamic Copula Model of CDS Spreads (2016)Economic policy uncertainty: A literature review (2019)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)The Cross-Section of Expected Stock Returns (1992)Is economic uncertainty priced in the cross-section of stock returns? (2017)Flights to Safety (2019)On the economic consequences of civil war (1999)Collateral Damage: Trade Disruption and the Economic Impact of War (2010)Natural gas volatility prediction: Fresh evidence from extreme weather and extended GARCH-MIDAS-ES model (2022)Russia’s ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention (2022)The impact of the Ukraine–Russia war on world stock market returns (2022)The economic impacts of Russia–Ukraine War export disruptions of grain commodities (2023)A new index of financial conditions (2014)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)The Russia-Ukraine conflict and volatility risk of commodity markets (2022)The Behavior of Stock-Market Prices (1965)Dynamic Conditional Correlation (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)The asymmetric effects of climate risk on higher-moment connectedness among carbon, energy and metals markets (2023)The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets (2023)Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict (2023)Stress and Symptom Burden in Oncology Patients During the COVID-19 Pandemic (2020)The impact of Covid-19 Movement Control Order on SMEs’ businesses and survival strategies (2020)The disruption of the international supply chain: Firm resilience and knowledge preparedness to tackle the COVID-19 outbreak (2021)
this work references cited by second hop

References

  • 2008Automatic Time Series Forecasting: The forecast Package for R3,538 cited
  • 2008Forecasting economic time series using targeted predictors704 cited
  • 2016Systemic risk and the macroeconomy: An empirical evaluation559 cited
  • 2012Does Systemic Risk in the Financial Sector Predict Future Economic Downturns?439 cited
  • 2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2020Global Economic Effects of COVID-19308 cited
  • 2012Generalized Shrinkage Methods for Forecasting Using Many Predictors302 cited
  • 2020Systemic Risk: The Impact of COVID-19283 cited

Cited by

  • 2022Global Economic Consequence of Russian Invasion of Ukraine161 cited
  • 2023Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict119 cited
  • 2023Assessing energy vulnerability and its impact on carbon emissions: A global case114 cited
  • 2022The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market113 cited
  • 2023Russia–Ukraine conflict and its impact on global inflation: an event study-based approach98 cited
  • 2023Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

95 cited
  • 2023Environmental reverberations of geopolitical risk and economic policy uncertainty resulting from the Russia-Ukraine conflict: A wavelet based approach for sectoral CO2 emissions90 cited
  • 2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war84 cited
  • 2023The rise of green energy metal: Could lithium threaten the status of oil?77 cited
  • 2023Repercussions of the Russia–Ukraine war73 cited
  • 2023Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks61 cited
  • 2023Exposure to trade disruptions in case of the Russia–Ukraine conflict: A product network approach35 cited
  • 2025Investor sentiment and its implication on global financial markets: a systematic review of literature35 cited
  • 2024Interconnectedness and systemic risk: Evidence from global stock markets33 cited
  • 2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war33 cited
  • 2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks29 cited