... uses crude oil and natural gas spot and futures series traded at Multi Commodity Exchange (MCX), India. To evaluate the objectives, the paper employs the cointegration test, causality check, dynamic ordinary least squares (DOLS) method and Baba, Engle, Kraft and Kroner (BEKK) GARCH Model. Findings...

...Evangelos Vasileiou Purpose This study examines the impact of the Russo-Ukrainian War on the commodity markets of oil, wheat, and natural gas, in which these two countries play/have a dominant role. The author examines if during these extreme events an anti-leverage effect emerges and indicates...