Affiliation:
1. Plekhanov Russian University of Economics
Abstract
The article shows the impact of external economic sanctions on the Russian financial market. Special attention is paid to the currency, commodity and derivative markets of the Moscow Stock Exchange. The main focus of the work is the analysis of changes in market dynamics and pricing under the influence of political and economic constraints. Methodologically, the study is based on a comprehensive analysis of trade session data, including statistical processing and modeling of market reactions. The use of actual analytical methods made it possible to identify nonlinear dependencies and hidden patterns of behavior of market participants. The results of the study demonstrate that sanctions have had a significant impact on volatility, liquidity and market structure. The authors show the influence of political factors on financial instruments in a crisis, as well as develop new methodological approaches to analyzing financial market data. The results of the work can be used to coordinate trading strategies, develop market regulation policies and assess risks in conditions of political instability. The study also provides a basis for further analysis of the consequences of economic sanctions and the development of strategies to adapt to changing market conditions.
Publisher
Plekhanov Russian University of Economics (PRUE)
Reference7 articles.
1. Bolvachev A. I., Zamalov A. R. Infrastruktura investirovaniya chastnogo investora na rossiyskom fondovom rynke [Infrastructure of Investment by Private Investor on Russian Stock Exchange]. Finansovyy menedzhment [Finance Management], 2020, No. 4, pp. 66–74. (In Russ.).
2. Bolvachev A. I., Kushnarev K. A. Ekonomicheskie vzglyady S. Kuznetsa i retseptsiya teorii srednesrochnykh tsiklov v politekonomicheskom narrative [Economic Views of S. Kuznets and Receptions of the Theory of Medium-Term Cycles in Politico-Economics Narration]. Vestnik universiteta [Bulletin of the University], 2020, No. 8, pp. 88–101. (In Russ.).
3. Bondarenko T. G. P2P-kreditovanie kak finansovaya tekhnologiya budushchego [P2P Crediting as Finance Technology of the Future]. Ekonomika i upravlenie: problemy, resheniya [Economics and Management: Problems and Solutions], 2020, No. 2, pp. 157–162. (In Russ.).
4. Zhdanova O. A. Oborot tsifrovykh finansovykh aktivov i ikh bazovye funktsii [Turnover of Digital Finance Assets and their basic Functions]. Finansovaya zhizn [Finance Life], 2022, No. 3, pp. 86–89. (In Russ.).
5. Zamalov A. R. Effektivnost investirovaniya v shirokiy rynok aktsiy [Effectiveness of Investing in Broad Market of Shares]. Ekonomika i upravlenie: problemy, resheniya [Economics and Management: Problems and Solutions], 2024, No. 1 (144), pp. 75–82. (In Russ.).