THE RELATIONSHIP BETWEEN CRUDE OIL PRICES AND STOCK MARKET: THE INDIAN CASE

Finance & Accounting Research Journal

View Publication Info
 
 
Field Value
 
Title THE RELATIONSHIP BETWEEN CRUDE OIL PRICES AND STOCK MARKET: THE INDIAN CASE
 
Creator Rajnathan, Premkumar
 
Subject Oil Prices
Stock Market
Causality
Cointegration
Dynamic Correlation
 
Description Crude oil is influencing every productivity activity of human life either directly or indirectly. The prices of crude oil also influence the international financial markets. This influence connects the oil market with that of capital market since stock market provides it necessary resources for investment and financing the production. In this study, the objective was to test the relationship between crude oil prices and selected sectors of Indian economy. Furthermore, the study also tests the effects of international crude oil prices on the Indian stock exchange market. The main objective was to test the conditional correlation of the crude oil price and equity returns of selected sectors of the Indian economy as well as the performance indicators of the Indian stock market using bivariate volatility models.
 
Publisher Fair East Publishers
 
Date 2020-06-22
 
Type info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
Peer-reviewed Article
 
Format application/pdf
 
Identifier http://fepbl.com/index.php/farj/article/view/98
 
Source Finance & Accounting Research Journal; Vol. 2 No. 1 (2020); 1-11
2708-6348
2708-633X
 
Language eng
 
Relation http://fepbl.com/index.php/farj/article/view/98/269
 
Rights Copyright (c) 2020 Premkumar Rajnathan
https://creativecommons.org/licenses/by-nc/4.0
 

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