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Communication Dans Un Congrès Année : 2023

Commodity Market Response to Geopolitical Events: Evidence from the Ukrainian-Russian Conflict

Résumé

This study examines the impact of the recent geopolitical turbulence, mainly wars, on the global financial markets, specifically commodities. We employ the event study methodology in the context of the Ukrainian-Russian war. The situation has the potential to cause significant economic impacts given Russia's position as a major oil producer and a natural gas supplier to Europe, leading to supply chain disruptions and an increase in the cost of living. The results suggest that such a situation has resulted in all-time highs for various assets. Our findings are useful for investors to implement more effective hedging strategies to manage their portfolios against market risk.
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Dates et versions

hal-04222414 , version 1 (29-09-2023)

Identifiants

  • HAL Id : hal-04222414 , version 1

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Mohamad Hassan Shahrour, Aymen Smondel, Philippe Luu. Commodity Market Response to Geopolitical Events: Evidence from the Ukrainian-Russian Conflict. Summer Conference on Responsibility and Ethics in Business & Finance, Jul 2023, Nice, France. ⟨hal-04222414⟩
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