Evidence map›Paper›PMID 38359034›Full record

ArticlePloS one2024

The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war.

Muneer Shaik, Mustafa Raza Rabbani, Mohd Atif, Ahmet Faruk Aysan, Mohammad Noor Alam, Umar Nawaz Kayani

Abstract read
PubMed Full text at PMC Publisher
In one paragraph

Article in PloS one, 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 2 papers.

0numbers the graph read from it
0cells of the map it votes in
2citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

2 citing papers in PubMed.

  1. Article
  2. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

6 authors.

Muneer ShaikMahindra University, School of Management, Hyderabad, Telangana, India.ORCID 0000-0002-3508-1096
Mustafa Raza RabbaniCollege of Business Administration, University of Khorfakkan, Sharjah, United Arab Emirates.ORCID 0000-0002-9263-5657
Mohd AtifDepartment of Commerce and Business Studies, Jamia Milia Islamia, New Delhi, India.
Ahmet Faruk AysanHamad Bin Khalifa University, College of Islamic Studies, Qatar Foundation, Doha, Qatar.ORCID 0000-0001-7363-0116
Mohammad Noor AlamDepartment of Accounting, College of Business Administration, University of Bahrain, Sakhir, Bahrain.ORCID 0000-0002-0015-7177
Umar Nawaz KayaniCollege of Business, Al Ain University, Abu Dhabi, United Arab Emirates.ORCID 0000-0003-1404-5288

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

We investigate the dynamic volatility connectedness of geopolitical risk, stocks, bonds, bitcoin, gold, and oil from January 2018 to April 2022 in this study. We look at connectivity during the Pre-COVID, COVID, and Russian-Ukraine war subsamples. During the COVID-19 and Russian-Ukraine war periods, we find that conventional, Islamic, and sustainable stock indices are net volatility transmitters, whereas gold, US bonds, GPR, oil, and bitcoin are net volatility receivers. During the Russian-Ukraine war, the commodity index (DJCI) shifted from being a net recipient of volatility to a net transmitter of volatility. Furthermore, we discover that bilateral intercorrelations are strong within stock indices (DJWI, DJIM, and DJSI) but weak across all other financial assets. Our study has important implications for policymakers, regulators, investors, and financial market participants who want to improve their existing strategies for avoiding financial losses.

Indexed as

COVID-19Gap JunctionsGoldHumansRussiaUkraineGold

Identifiers

PMID38359034
PMCPMC10868798

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Registered trials

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Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.