title: Resource Price Interconnections and the Impact of Geopolitical Shocks Using Granger Causality: A Case Study of Ukraine–Russia Unrest
abstract: Political events significantly impact economic indices, including agricultural commodities. While Granger causality is a well-established method for analyzing interdependencies between time series data, its traditional application can be challenging to interpret across multiple periods. This research enhances the Granger causality method to quantify changes in the interlinkages among variables over time, offering a more intuitive framework for analyzing how political events affect economic indic
journal: Journal of risk and financial management