This paper investigates how global uncertainty and macro-financial shocks transmitted to BRICS+ equity markets between April 2016 and July 2025. A vector autoregressive (VAR) framework, complemented by Granger-causality tests, variance decompositions, and impulse response functions, is employed...

The mutual codependence between stock market development and the economic growth is empirically investigated in Kazakhstan. The study employs the Vector Autoregression technique (VAR) to test the relationship between economic growth (Industrial Production Index) and the stock market development...

Electricity price forecasting has been a topic of significant interest since the deregulation of electricity markets worldwide. The New Zealand electricity market is run primarily on renewable fuels, and so weather metrics have a significant impact on electricity price and volatility. In this...