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COMMODITIES AND EUROPEAN STOCK MARKETS DYNAMICS BEFORE AND DURING RUSSIA-UKRAINE CONFLICT

The Russia-Ukraine conflict has caused far-reaching impacts around the world. Commodity supply and prices are affected and cause dynamics in the stock market. Europe, which is geographically adjacent and dependent on commodities, felt the most significant impact. To analyze the European stock market's response to commodities, this study uses vector autoregression (VAR). The data covers the period August 24, 2021 to August 24, 2022, including six months before and during the conflict. The results show that the source of shocks change before and during the conflict. Prior to the conflict, stocks tend not to respond to commodity shocks. However, during the conflict, stock markets showed a response to gold, silver, and wheat.

Availability
300070427042RLC MM (Rak Tesis)Available
Detail Information
Series Title
Tesis
Statement of Responsibility
Call Number
7042
Publisher
Salemba, Jakarta : Magister Manajemen FEB UI.,
Collation
xiii, 94 p. : ill. ; 30 cm.
Language
English
ISBN/ISSN
-
Classification
650
Content Type
text
Edition
-
Subject(s)
Manajemen Keuangan
Tesis
Empirik
Russia-Ukraine Conflict
Commodity
European Stock Market
Vector Autoregression
2023
Specific Detail Info
-
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