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The Russia-Ukraine conflict and volatility risk of commodity markets
12 references·16 citing·47 second hop
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this work references cited by second hop

References

  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1988Estimating Vector Autoregressions with Panel Data4,242 cited
  • 2022Measuring Geopolitical Risk3,788 cited
  • 2006Financial development and dynamic investment behavior: Evidence from panel VAR1,790 cited
  • 2017Estimating global bank network connectedness637 cited
  • 2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2017Geopolitical risks and the oil-stock nexus over 1899–2016413 cited
  • 2022Russian-Ukraine 2022 War: A Review of the Economic Impact of Russian-Ukraine Crisis on the USA, UK, Canada, and Europe336 cited
  • 2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data213 cited
  • 2019Domestic Trade Frictions and Agriculture126 cited

Cited by

  • 2023Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises107 cited
  • 2023Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine conflict

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92 cited
  • 2024The impact of Russia–Ukraine war on crude oil prices: an EMC framework84 cited
  • 2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles84 cited
  • 2023The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas78 cited
  • 2023Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications69 cited
  • 2023Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict61 cited
  • 2023The impact of Covid-19 and Russia–Ukraine war on the financial asset volatility: Evidence from equity, cryptocurrency and alternative assets51 cited
  • 2024The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?48 cited
  • 2022Forecasting volatility during the outbreak of Russian invasion of Ukraine: Application to commodities, stock indices, currencies, and cryptocurrencies35 cited
  • 2023Measuring the response of clean energy stock price volatility to extreme shocks34 cited
  • 2024Does war spread the herding effect in stock markets? Evidence from emerging and developed markets during the Russia-Ukraine war33 cited
  • 2024Enhancing Forecasting Accuracy in Commodity and Financial Markets: Insights from GARCH and SVR Models31 cited
  • 2023Financial earthquakes and aftershocks: From Brexit to Russia-Ukraine conflict and the stability of European banks29 cited
  • 2024Green trade barriers, financial support and agricultural exports16 cited
  • 2025Unveiling the impact of geopolitical conflict on digital trade: An empirical study based on the Russia–Ukraine war and China's cross-border e-commerce0 cited