How Crises Change the Impact of the Global Stock Market on the Russian Stock Market

The article is devoted to the indicators of the world and Russian stock markets, their history and the results of the study of their statistical relationship in 2006-2021. Special attention is paid to the impact of economic crises on these links, including the crisis caused by the COVID-19 pandemic. The analysis was carried out in relation to the Russian stock index RTS, stock prices of the largest oil and gas and financial companies in Russia and their dependence on the oil and gas and financial sectors of the global stock market.