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Article
Hospitality, Leisure, Sport & Tourism
Dharen Kumar Pandey et al.
Summary: Using the event study method, this research examines the impacts of the Russia-Ukraine war 2022 on the global tourism sector stocks. The findings reveal that the impact varies for firms in different markets, and certain country- and firm-specific variables significantly affect the abnormal returns of the stocks.
CURRENT ISSUES IN TOURISM
(2023)
Article
Business, Finance
Omer Ahmed Sayed et al.
Summary: This study investigates the short-term response of the Saudi stock market to the COVID-19 outbreak. The results show that the announcement of the first case in China had no significant impact, but the announcement of the first case in Saudi Arabia had a significant negative effect. Different industry groups had varying responses to the outbreak.
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
(2023)
Article
Business, Finance
Larisa Yarovaya et al.
Summary: The study reveals differences in reactions and recovery patterns of different financial asset classes to the COVID-19 pandemic, with potential mean reversion found in equity markets and limited mean reversion in gold, strong resistance in platinum, small declines in government bonds, and high risk in cryptocurrencies. These findings are valuable for policy makers and investors in understanding the different potential for mean reversion provided by various asset classes.
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
(2022)
Article
Business, Finance
Robert Hudson et al.
Summary: This paper explores investor sentiment by analyzing the impact of naval disasters on the British stock market. It finds that the market was significantly affected by a few disasters of clear strategic and political importance, while other individual disasters or successes did not have a notable impact on the market.
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
(2022)
Article
Business, Finance
Larisa Yarovaya et al.
Summary: This paper provides a review of conceptual approaches to studying the financial contagion of the COVID-19 pandemic, discussing factors such as catalyst of contagion, media attention, spillover effect, and macroeconomic fundamentals. It highlights the unique characteristics of the COVID-19 crisis and the problems and ambiguities in the contagion literature. This paper will assist researchers in conducting coherent and methodologically rigorous research on the financial markets during and after the pandemic.
JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY
(2022)
Article
Environmental Studies
Muhammad Umar et al.
Summary: This article discusses the impact of the Russian-Ukraine war on the metals, conventional energy, and renewable energy markets. The event research technique used in this study shows a significant increase in abnormal returns associated with the renewable energy industry. Other than the gas oil index, conventional energy and metals markets do not show large abnormal returns on the event day. Europe was one of the first clean energy markets to react to the war. The impact was highest on the t+1 day, unlike in other markets. War had a significant influence on gold, platinum, palladium, and nickel, among other metals.
Article
Environmental Studies
Oluwasegun B. Adekoya et al.
Summary: The ongoing Russia-Ukraine war has led to stronger connectedness between oil and other financial assets, with oil becoming a net transmitter of spillovers during the war. However, this spillover effect is temporary and diminishes over time.
Article
Business, Finance
Onur Kemal Tosun et al.
Summary: Despite sanctions and public demand, companies that chose to remain in the Russian market faced significant market penalties, as investors reacted negatively to their decision. The underperformance of these "remainers" suggests that equity markets are highly sensitive to corporate decisions during political conflicts.
FINANCE RESEARCH LETTERS
(2022)
Article
Business, Finance
Zaghum Umar et al.
Summary: We investigate the impact of the Russian-Ukrainian conflict on Russia, European financial markets, and global commodity markets. The findings show that the relationship among them has changed, with European equities and Russian bonds acting as the main transmitters of shocks. The conflict affects the returns and volatility connectedness among them at short- and long-term frequencies.
FINANCE RESEARCH LETTERS
(2022)
Article
Business, Finance
Yihan Wang et al.
Summary: This study evaluates the transmission of returns and volatility in the commodities market during the war in Ukraine. It finds that the overall volatility spillover increases significantly, with geopolitical risk being the main factor affecting the spillover indices.
FINANCE RESEARCH LETTERS
(2022)
Article
Environmental Studies
Imran Yousaf
Summary: The study reveals significant and negative volatility transmission from COVID-19 to gold, palladium, and brent oil markets, indicating their safe-haven properties. However, the industrial metal market is not affected by COVID-19 risk, while an increase in COVID-19 volatility leads to higher volatility in the WTI oil market. These results offer valuable insights for investors and policymakers on risk management, asset pricing, and financial market stability during the COVID-19 pandemic.
Article
Business, Finance
Robert Hudson et al.
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
(2015)
Article
Business, Finance
Taufiq Choudhry
JOURNAL OF BANKING & FINANCE
(2010)
Article
Business, Finance
R Rigobon et al.
JOURNAL OF BANKING & FINANCE
(2005)
