{"id":"https://openalex.org/W4396610751","doi":"https://doi.org/10.59864/oditor12402b","title":"INTERDEPENDENCE OF OIL PRICE VOLATILITY AND RUBLE EXCHANGE RATE DURING THE CRISIS IN UKRAINE","display_name":"INTERDEPENDENCE OF OIL PRICE VOLATILITY AND RUBLE EXCHANGE RATE DURING THE CRISIS IN UKRAINE","publication_year":2024,"publication_date":"2024-05-03","ids":{"openalex":"https://openalex.org/W4396610751","doi":"https://doi.org/10.59864/oditor12402b"},"language":"en","primary_location":{"id":"doi:10.59864/oditor12402b","doi":"https://doi.org/10.59864/oditor12402b","is_oa":true,"landing_page_url":"http://dx.doi.org/10.59864/oditor12402b","pdf_url":null,"source":{"id":"https://openalex.org/S4210231802","display_name":"Oditor - casopis za Menadzment finansije i pravo","issn_l":"2217-401X","issn":["2217-401X","2683-3476"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","poland-20"],"host_organization":"https://openalex.org/P4310321453","host_organization_name":"Faculty of Agronomy in \u010ca\u010dak","host_organization_lineage":["https://openalex.org/P4310321453"],"host_organization_lineage_names":["Faculty of Agronomy in \u010ca\u010dak"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Oditor","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"http://dx.doi.org/10.59864/oditor12402b","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5083589252","display_name":"Suzana Balaban","orcid":"https://orcid.org/0000-0001-8132-9120","observed_orcids":["https://orcid.org/0000-0001-8132-9120"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Suzana Balaban","raw_affiliation_strings":["Alfa BK University, Palmira Toljatija 3, Belgrade, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Alfa BK University, Palmira Toljatija 3, Belgrade, Serbia","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5061571334","display_name":"Vladimir P. Pavi\u0107evi\u0107","orcid":"https://orcid.org/0000-0003-4848-6380","observed_orcids":["https://orcid.org/0000-0003-4848-6380","https://orcid.org/0000-0003-2180-0085"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Vladimir Pavi\u0107evi\u0107","raw_affiliation_strings":["Alfa BK University, Faculty of Finance, Banking and Auditing, Palmira Toljatija 3, Belgrade, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Alfa BK University, Faculty of Finance, Banking and Auditing, Palmira Toljatija 3, Belgrade, Serbia","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5044617612","display_name":"Milica Simi\u0107","orcid":"https://orcid.org/0000-0002-0652-3799","observed_orcids":["https://orcid.org/0000-0002-0652-3799"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Milica Simi\u0107","raw_affiliation_strings":["Alfa BK University, Palmira Toljatija 3, Belgrade, Serbia"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Alfa BK University, Palmira Toljatija 3, Belgrade, Serbia","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":18000,"currency":"RSD","value_usd":null},"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"10","issue":"1","first_page":"19","last_page":"56"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9984999895095825,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0010999999940395355,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/oil-price-volatility","display_name":"oil price volatility","score":0.9810000061988831},{"id":"https://openalex.org/keywords/ruble-exchange-rate","display_name":"ruble exchange rate","score":0.9760000109672546},{"id":"https://openalex.org/keywords/ukraine-crisis","display_name":"Ukraine crisis","score":0.5180000066757202},{"id":"https://openalex.org/keywords/russia-ukraine-war","display_name":"Russian invasion of Ukraine","score":0.8019999861717224},{"id":"https://openalex.org/keywords/crude-oil-market","display_name":"crude oil market","score":0.5419999957084656},{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.4480000138282776},{"id":"https://openalex.org/keywords/volatility-correlation","display_name":"volatility correlation","score":0.6029999852180481},{"id":"https://openalex.org/keywords/external-shocks","display_name":"external shocks","score":0.5649999976158142},{"id":"https://openalex.org/keywords/garch-models","display_name":"GARCH models","score":0.7609999775886536}],"concepts":[{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7584413886070251},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.6713691353797913},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.6073957681655884},{"id":"https://openalex.org/C2776988154","wikidata":"https://www.wikidata.org/wiki/Q66100","display_name":"Exchange rate","level":2,"score":0.581663966178894},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5726539492607117},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.3548663556575775},{"id":"https://openalex.org/C18547055","wikidata":"https://www.wikidata.org/wiki/Q47417","display_name":"International economics","level":1,"score":0.34584668278694153},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2899128794670105}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.59864/oditor12402b","doi":"https://doi.org/10.59864/oditor12402b","is_oa":true,"landing_page_url":"http://dx.doi.org/10.59864/oditor12402b","pdf_url":null,"source":{"id":"https://openalex.org/S4210231802","display_name":"Oditor - casopis za Menadzment finansije i pravo","issn_l":"2217-401X","issn":["2217-401X","2683-3476"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","poland-20"],"host_organization":"https://openalex.org/P4310321453","host_organization_name":"Faculty of Agronomy in \u010ca\u010dak","host_organization_lineage":["https://openalex.org/P4310321453"],"host_organization_lineage_names":["Faculty of Agronomy in \u010ca\u010dak"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Oditor","raw_type":"journal-article"}],"best_oa_location":{"id":"doi:10.59864/oditor12402b","doi":"https://doi.org/10.59864/oditor12402b","is_oa":true,"landing_page_url":"http://dx.doi.org/10.59864/oditor12402b","pdf_url":null,"source":{"id":"https://openalex.org/S4210231802","display_name":"Oditor - casopis za Menadzment finansije i pravo","issn_l":"2217-401X","issn":["2217-401X","2683-3476"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["erih-plus","poland-20"],"host_organization":"https://openalex.org/P4310321453","host_organization_name":"Faculty of Agronomy in \u010ca\u010dak","host_organization_lineage":["https://openalex.org/P4310321453"],"host_organization_lineage_names":["Faculty of Agronomy in \u010ca\u010dak"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Oditor","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W2002044719","https://openalex.org/W2046077761","https://openalex.org/W2773291433","https://openalex.org/W2916114694","https://openalex.org/W2917696538","https://openalex.org/W2957078144","https://openalex.org/W2977941409","https://openalex.org/W3010447223","https://openalex.org/W3165127830","https://openalex.org/W4292059898","https://openalex.org/W4317821414"],"related_works":["https://openalex.org/W4319072680","https://openalex.org/W4411389143","https://openalex.org/W7112680678","https://openalex.org/W2598745632","https://openalex.org/W7134022163","https://openalex.org/W4311890233","https://openalex.org/W2252671164","https://openalex.org/W3113335597","https://openalex.org/W2779749447","https://openalex.org/W4307855733"],"abstract_inverted_index":{"The":[0,84],"subject":[1],"of":[2,10,18,28,40,52,62,82,86,94,101,113,118,170,173],"research":[3],"in":[4,13,43,59,71,109,131,153,166,186],"this":[5,154],"paper":[6],"is":[7,138],"the":[8,11,16,19,26,38,41,50,53,60,72,78,91,95,99,102,110,114,119,125,129,134,142,168,171,174,182,187],"impact":[9,39,161],"crisis":[12,42,130],"Ukraine":[14,44],"on":[15,49,67,162],"volatility":[17,51],"ruble":[20,54,120,175],"and":[21,55,77,89,98,116,121,127,145,176],"oil,":[22,57],"as":[23,25,45,178],"well":[24],"correlation":[27],"these":[29],"values":[30,64],"with":[31],"each":[32],"other.":[33],"In":[34],"order":[35],"to":[36],"investigate":[37],"an":[46],"external":[47],"shock":[48],"crude":[56,146],"changes":[58],"ratio":[61],"their":[63],"were":[65],"analyzed":[66],"a":[68,106,158],"daily":[69],"basis,":[70],"observed":[73,135],"period":[74],"during":[75,128,133],"2022":[76],"first":[79],"four":[80],"months":[81],"2023.":[83],"analysis":[85,93],"time":[87],"series,":[88],"then":[90],"comparative":[92],"mentioned":[96],"data":[97],"use":[100],"GARCH":[103],"model":[104],"determined":[105],"certain":[107],"divergence":[108],"very":[111],"nature":[112],"behavior":[115],"movement":[117],"oil":[122,147,177],"immediately":[123],"before":[124],"beginning":[126],"Ukraine,":[132],"period.":[136],"There":[137],"no":[139],"doubt":[140],"that":[141],"Russian":[143],"currency":[144],"markets":[148],"behaved":[149],"much":[150],"more":[151],"volatile":[152],"period,":[155],"which":[156],"implies":[157],"significantly":[159],"greater":[160],"economic":[163,184],"activities,":[164],"bearing":[165],"mind":[167],"instability":[169],"value":[172],"significant":[179],"factors":[180],"affecting":[181],"overall":[183],"trends":[185],"world.":[188]},"counts_by_year":[],"updated_date":"2026-11-04T10:54:05.112534","created_date":"2024-05-04T00:00:00"}