Matches in SemOpenAlex for { <https://semopenalex.org/work/W4295725603> ?p ?o ?g. }
- W4295725603 endingPage "352" @default.
- W4295725603 startingPage "352" @default.
- W4295725603 abstract "The conflict between Russia and Ukraine has been causing knock-on effects worldwide. The supply and price of major commodity markets (oil, gas, platinum, gold, and silver) have been greatly impacted. Due to the ongoing conflict, financial markets across the world have experienced a strong dynamic regarding commodities prices. This effect can be considered the biggest change since the occurrence of the financial crisis in the year 2008, which explicitly influenced the oil and gold markets. This study attempts to investigate the impacts of the Russian invasion crisis on the dynamic connectedness among five commodities and the G7 and BRIC (leading stock) markets. We have applied the time-varying parameter vector autoregressive (TVP-VAR) method, which reflects the way spillovers are shaped by various crises periods, and we found extreme connectedness among all commodities and markets (G7 and BRIC). The findings show that gold and silver (commodities) and the United States, Canada, China, and Brazil (stock markets) are the receivers from the rest of the commodities/market’s transmitters of shocks during this invasion crisis. This research has policy implications that could be beneficial to commodity and stock investors, and these implications could guide them to make many decisions about investment in such tumultuous situations. Policymakers, institutional investors, bankers, and international organizations are the possible beneficiaries of these policy decisions." @default.
- W4295725603 created "2022-09-14" @default.
- W4295725603 creator A5025964566 @default.
- W4295725603 creator A5036763442 @default.
- W4295725603 creator A5047532391 @default.
- W4295725603 creator A5081015570 @default.
- W4295725603 creator A5086661876 @default.
- W4295725603 date "2022-08-08" @default.
- W4295725603 modified "2023-10-09" @default.
- W4295725603 title "The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets" @default.
- W4295725603 cites W1830572659 @default.
- W4295725603 cites W1969610664 @default.
- W4295725603 cites W1978416090 @default.
- W4295725603 cites W1986033851 @default.
- W4295725603 cites W2027057741 @default.
- W4295725603 cites W2039734130 @default.
- W4295725603 cites W2045963512 @default.
- W4295725603 cites W2050815921 @default.
- W4295725603 cites W2060392680 @default.
- W4295725603 cites W2067391893 @default.
- W4295725603 cites W2080236069 @default.
- W4295725603 cites W2097580026 @default.
- W4295725603 cites W2153890057 @default.
- W4295725603 cites W2195324278 @default.
- W4295725603 cites W2317354687 @default.
- W4295725603 cites W2562404086 @default.
- W4295725603 cites W2567950710 @default.
- W4295725603 cites W2575278665 @default.
- W4295725603 cites W2594886492 @default.
- W4295725603 cites W2758222963 @default.
- W4295725603 cites W2787827843 @default.
- W4295725603 cites W2803805892 @default.
- W4295725603 cites W2889410933 @default.
- W4295725603 cites W2910161434 @default.
- W4295725603 cites W2929038625 @default.
- W4295725603 cites W2949335731 @default.
- W4295725603 cites W2965813439 @default.
- W4295725603 cites W3002273207 @default.
- W4295725603 cites W3014919804 @default.
- W4295725603 cites W3016752284 @default.
- W4295725603 cites W3017452399 @default.
- W4295725603 cites W3020982786 @default.
- W4295725603 cites W3022416583 @default.
- W4295725603 cites W3028843255 @default.
- W4295725603 cites W3034382968 @default.
- W4295725603 cites W3036974036 @default.
- W4295725603 cites W3041481953 @default.
- W4295725603 cites W3041589290 @default.
- W4295725603 cites W3044025017 @default.
- W4295725603 cites W3045811562 @default.
- W4295725603 cites W3099680813 @default.
- W4295725603 cites W3111480910 @default.
- W4295725603 cites W3122186884 @default.
- W4295725603 cites W3151459790 @default.
- W4295725603 cites W3157685506 @default.
- W4295725603 cites W3159214912 @default.
- W4295725603 cites W3169335651 @default.
- W4295725603 cites W3173275926 @default.
- W4295725603 cites W3180105929 @default.
- W4295725603 cites W3184057037 @default.
- W4295725603 cites W4200282087 @default.
- W4295725603 cites W4200496585 @default.
- W4295725603 cites W4205842549 @default.
- W4295725603 cites W4220731646 @default.
- W4295725603 cites W4220836073 @default.
- W4295725603 cites W4221135156 @default.
- W4295725603 cites W4224240557 @default.
- W4295725603 cites W4224269961 @default.
- W4295725603 cites W4224694748 @default.
- W4295725603 cites W4224990411 @default.
- W4295725603 cites W4230644069 @default.
- W4295725603 cites W4280566177 @default.
- W4295725603 cites W4280585329 @default.
- W4295725603 cites W4280607724 @default.
- W4295725603 cites W4281296276 @default.
- W4295725603 cites W4282971507 @default.
- W4295725603 cites W4283719895 @default.
- W4295725603 cites W4286567591 @default.
- W4295725603 doi "https://doi.org/10.3390/jrfm15080352" @default.
- W4295725603 hasPublicationYear "2022" @default.
- W4295725603 type Work @default.
- W4295725603 citedByCount "32" @default.
- W4295725603 countsByYear W42957256032022 @default.
- W4295725603 countsByYear W42957256032023 @default.
- W4295725603 crossrefType "journal-article" @default.
- W4295725603 hasAuthorship W4295725603A5025964566 @default.
- W4295725603 hasAuthorship W4295725603A5036763442 @default.
- W4295725603 hasAuthorship W4295725603A5047532391 @default.
- W4295725603 hasAuthorship W4295725603A5081015570 @default.
- W4295725603 hasAuthorship W4295725603A5086661876 @default.
- W4295725603 hasBestOaLocation W42957256031 @default.
- W4295725603 hasConcept C10138342 @default.
- W4295725603 hasConcept C106159729 @default.
- W4295725603 hasConcept C121087249 @default.
- W4295725603 hasConcept C139719470 @default.
- W4295725603 hasConcept C144133560 @default.
- W4295725603 hasConcept C15744967 @default.
- W4295725603 hasConcept C162324750 @default.