Relationship between Crude Oil Prices and Stock Market: Evidence from India

<p>This paper estimates the linear interdependencies between international crude<strong> </strong>oil prices and stock market indices of India using weekly data spanning from Jan 2010 to Jan 2017 in a Vector Autoregressive framework. The time series used for the analysis are crude...

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Bibliographic Details
Main Authors: Ankit Sharma, Sasmita Giri, Harsh Vardhan, Sujeet Surange, Rohan Shetty, Vishwaroop Shetty
Format: Article
Language:English
Published: EconJournals 2018-07-01
Series:International Journal of Energy Economics and Policy
Online Access:https://www.econjournals.com/index.php/ijeep/article/view/4439