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The Impact of Russia’s Invasion of Ukraine on Global Commodity Prices

Fonder, Corentin
(2024)

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Fonder_03741800_2024.pdf
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Details

Supervisors
Romain Houssa
Faculty
Faculté des sciences économiques, sociales, politiques et de communication
Degree label
Master [120] en sciences économiques, orientation générale, à finalité spécialisée
Abstract
This thesis investigates the impact of the Russian invasion of Ukraine, which began in February 2022, on global commodity prices. The conflict led to significant disruptions in the supply of key commodities, causing price spikes and increasing volatility. We employ a SVAR model with heteroskedasticity identification to analyze the immediate and long-term effects of conflict-induced shocks on these markets. Our results show that not all commodities react to shocks in a significant way.