Open AccessNEXUS BETWEEN CRUDE OIL, EXCHANGE RATE AND STOCK MARKET RETURNS: AN EMPIRICAL EVIDENCE FROM INDIAN CONTEXT
Author(s) -
Guntur Anjana Raju,
Sanjeeta Shirodkar,
Shripad Ramchandra Marathe
Publication year - 2021
Publication title -
international journal of energy economics and policy
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.449
H-Index - 33
ISSN - 2146-4553
DOI - 10.32479/ijeep.9897
Subject(s) - crude oil , variance decomposition of forecast errors , economics , exchange rate , stock market , stock (firearms) , econometrics , granger causality , stock exchange , nexus (standard) , monetary economics , financial economics , context (archaeology) , finance , mechanical engineering , paleontology , computer science , petroleum engineering , engineering , biology , embedded system