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Russia–Ukraine Conflict, Commodities and Stock Market: A Quantile VAR Analysis. (2024). Pace, Roberta ; Leone, Maria ; Manelli, Alberto.
In: JRFM.
RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:29-:d:1317363.

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  2. Commodity Prices and the Brazilian Stock Market: Evidence from a Structural VAR Model. (2024). Ekanayake, E M.
    In: Commodities.
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  3. 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. (2024). Gavalakis, George ; Evangelidis, George ; Papaioannou, George P.
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References

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  2. [CrossRef] Tosun, Onur K., and Arman Eshraghi. 2022. Corporate decisions in times of war: Evidence from the Russia-Ukraine conflict. Finance Research Letters 48: 102920. [CrossRef] Umar, Zaghum, Ahmed Bossman, Sun-Yong Choi, and Tamara Teplova. 2022. Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression. Finance Research Letters 48: 102991. [CrossRef] UNCTAD. 2022. The Impact on the Trade and Development in the War in Ukraine. Available online: unctad.org/system/files/officialdocument /osginf2022d1_en.pdf (accessed on 1 January 2024).

  3. Adekoya, Oluwasegun B., Johnson A. Oliyide, OlaOluwa S. Yaya, and Mamdouh Abdulaziz Saleh Al-Faryan. 2022. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga. Resources Policy 77: 102728. [CrossRef] Adekoya, Oluwasegun B., Mahdi Ghaemi Asl, Johnson A. Oliyide, and Parviz Izadi. 2023. Multifractality and cross-correlation between the crude oil and the European and non-European stock markets during the Russia-Ukraine war. Resources Policy 80: 103134.

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  5. Finance Research Letters 50: 103243. [CrossRef] Obi, Pat, Freshia Waweru, and Moses Nyangu. 2023. An event study on the reaction of equity and commodity markets to the onset of the Russia-Ukraine conflict. Journal of Risk and Financial Management 16: 256. [CrossRef] Sanders, Dwight R., and Scott H. Irwin. 2011. New evidence on the impact of index funds in U.S. grain futures markets. Canadian journal of Agricultural Economics 59: 519–32. [CrossRef] Serra, Teresa. 2011. Volatility spillovers between food and energy markets: A semiparametric approach. Energy Economics 33: 1155–64.

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  8. Mensi, Walid, Makram Beljid, Adel Boubaker, and Shunsuke Managi. 2013. Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold. Economic Modelling 32: 15–22. [CrossRef] Nerlinger, Martin, and Sebastian Utz. 2022. The impact of Russia-ukraine conflict on energy firms: A capital market perspective.

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