Connectedness between geopolitical risk, financial instability indices and precious metals markets: Novel findings from Russia Ukraine conflict perspective

U Shahzad, KS Mohammed, S Tiwari, J Nakonieczny… - Resources Policy, 2023 - Elsevier
Precious metals and traditional energy prices are shaken by geopolitical tension, financial
instability, rising inflation, declining economic growth, and financial markets. In addition …

Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak

AK Tiwari, EJA Abakah, AO Adewuyi, CC Lee - Energy Economics, 2022 - Elsevier
The spillover effect is a significant factor impacting the volatility of commodity prices. Unlike
earlier studies, this research uses the rolling window-based Quantile VAR (QVAR) model to …

Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine

Y Wang, E Bouri, Z Fareed, Y Dai - Finance Research Letters, 2022 - Elsevier
We evaluate the transmission of returns and volatility in the universe of commodities around
the war in Ukraine. The total volatility spillover increases from 35% to 85%, exceeding the …

[HTML][HTML] The impacts of the Russia–Ukraine invasion on global markets and commodities: A dynamic connectedness among G7 and BRIC markets

MK Alam, MI Tabash, M Billah, S Kumar… - Journal of Risk and …, 2022 - mdpi.com
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 …

Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

S Farid, MA Naeem, A Paltrinieri, R Nepal - Energy economics, 2022 - Elsevier
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on
different commodity markets, this study provides evidence of quantile connectedness …

[HTML][HTML] Impact of natural resource mining on sustainable economic development: The role of education and green innovation in China

X Li, L Ma, AM Ruman, N Iqbal, W Strielkowski - Geoscience Frontiers, 2024 - Elsevier
As the extraction and usage of natural resources continue to be a double-edged sword–
supporting economic growth but deteriorating the environment-we study the impact of …

[HTML][HTML] Time-frequency volatility connectedness between fossil energy and agricultural commodities: Comparing the COVID-19 pandemic with the Russia-Ukraine …

Y Wu, W Ren, J Wan, X Liu - Finance Research Letters, 2023 - Elsevier
This paper uses the TVP-VAR frequency connectedness approach to compare the volatility
connectedness induced by the COVID-19 pandemic and the Russia-Ukraine conflict. Both …

[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

Exploring interconnectedness between climate change, renewable energy, technological innovation, and G-17 banking stock markets

I Younis, WU Shah, I Missaoui, X Tang - Journal of Cleaner Production, 2024 - Elsevier
This study schemes to explore novel insights from crisis risk spillovers and volatility
connectedness among climate change, renewable energy, technological innovation, and …

Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine

R Patel, S Kumar, E Bouri, N Iqbal - International Review of Economics & …, 2023 - Elsevier
Motivated by the recent bifurcation between environmental-friendly and non-friendly
cryptocurrencies, we examine the spillovers between Green-Dirty cryptocurrencies and …