Sokhanvar, Amin; Bouri, Elie - In: Borsa Istanbul Review 23 (2023) 1, pp. 44-54
The war in Ukraine and new sanctions imposed on Russia have affected commodity prices and induced historic moves in … currencies (Canadian dollar, euro, and Japanese yen). Using four-hour price data for three commodities (wheat, crude oil, and … appreciation of the Canadian dollar against the euro and the yen. Furthermore, the dynamic simulated ARDL model shows a positive …