Co-integration and Causal Relationship between Energy Commodities and Energy Stock Index: Empirical Evidence from India
This article's primary objective is to evaluate, within the Indian setting, the degree to which energy commodities and energy stock prices correlate and are causally related. Weekly spot price data has been sourced from the Multi Commodity Exchange and the National Stock Exchange, which spans f...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2024-01-01
|
| Series: | BIO Web of Conferences |
| Subjects: | |
| Online Access: | https://www.bio-conferences.org/articles/bioconf/pdf/2024/05/bioconf_rtbs2024_01053.pdf |