The ongoing geopolitical crisis that has emerged due to the war in Ukraine has created
economic winners and losers. We adopt the DS-ARDL and Cross-Quantilogram approaches …

This paper analyzes the effect of the Russia–Ukraine conflict on the crude oil market and the
chain effect of the stock market in importing and exporting countries. We apply a multi-fractal …

Energy finance has grown rapidly and attracted considerable attention for the increasing
interactions between energy and financial industries. However, the scope and boundary of …

Energy price shocks, exchange rates and inflation have challenged macroeconomics
stability in the recent past, during the Covid-19 crisis and the following high growth recovery …

Two successive crises have raised the need to understand the dynamics of the global
energy sector during these crises. This study examines the effects of the Russia-Ukraine …

This study utilizes two complementary models, the Time-Varying Parameter Vector
Autoregressive Diebold–Yilmaz (TVP-VAR-DY) and the Time-Varying Parameter Vector …

This paper investigates the tail risk spillover effects among the stock and foreign exchange
markets of G20 economies, as well as the oil and gold markets by constructing a tail event …

Abstract The Russia-Ukraine military conflict, commencing on February 24, 2022, notably
impacted the international community. This study aims to quantify the volatility engendered …

The relation among energy prices, exchange rates and inflation has been perturbed in the
recent past by both the COVID-19 shock, which resulted in a sharp downturn of the …

The UK's energy policy aiming to reduce carbon emissions has effectively driven down the
use of coal in its electricity generation mix. But unless the power system can transition to a …