What is the Impact of the Global Stock Market on Various Sectors of the Russian Stock Market in the Contexts of Pandemic in 2020—2021 and Large-scale Anti-Russian Sanctions in 2022—2023?

The article is devoted to a comparative assessment of the impact of two major cataclysms in recent years — the COVID-19 pandemic and unprecedented comprehensive anti-Russian sanctions — on the links between the global and Russian stock markets in various sectors of the economy. The analysis was carried out with respect to the share prices of the largest oil and gas, financial and high-tech companies in Russia and their statistical dependence on the dynamics of indicators of the relevant sectors of the global stock market.