Xue, Jeff Yunze; Hsiao, Cody Yu-Ling; Li, Pengyang; … - In: Energy strategy reviews 53 (2024), pp. 1-12
two major crises: the COVID-19 pandemic and the 2022 Russia-Ukraine conflict. By employing six distinct second- and higher …-order co-moment contagion tests, our findings reveal notable dynamics: 1) Both the COVID-19 pandemic and the Russia-Ukraine … transmitting contagion across different stock markets. In contrast, natural gas serves as the primary transmitter for Russian-Ukraine …