Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis
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- Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013.
"Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold,"
Economic Modelling, Elsevier, vol. 32(C), pages 15-22.
- Mensi, Walid & Beljid, Makram & Boubaker, Adel & Managi, Shunsuke, 2013. "Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold," MPRA Paper 44395, University Library of Munich, Germany.
- Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Yaya, OlaOluwa S. & Al-Faryan, Mamdouh Abdulaziz Saleh, 2022. "Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga," Resources Policy, Elsevier, vol. 77(C).
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- Panayotis G. Papaioannou & George P. Papaioannou & George Evangelidis & George Gavalakis, 2024. "Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets," Papers 2410.07224, arXiv.org.
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Keywords
Russia–Ukraine war; stock market; commodities; quantile VAR analysis;All these keywords.
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