Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations

Aziz Ullah, Kang-Lin Peng, Chih-Chiang Lu and Ying Jin

The North American Journal of Economics and Finance, 2025, vol. 78, issue C

Abstract: This study investigates the impact of the Russia-Ukraine conflict and the Israel-Palestine dispute on the risk tango between West Texas Intermediate (WTI) and Brent oil returns on oil-importing and exporting equity markets. The Findings are as follows:

Keywords: Brent; WTI; Volatility spillover; ADCC-GARCH; War conflicts (search for similar items in EconPapers)
JEL-codes: F2 (search for similar items in EconPapers)
Date: 2025
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592

DOI: 10.1016/j.najef.2025.102419

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