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  • Search: subject:"Panel Structural Vector Autoregressive (P SVAR) model"
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Subject
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Börsenkurs 2 Estimation 2 Impact assessment 2 Oil price 2 Schock 2 Schätzung 2 Share price 2 Shock 2 VAR model 2 VAR-Modell 2 Wirkungsanalyse 2 Ölpreis 2 ARCH model 1 ARCH-Modell 1 Aktienmarkt 1 Asymmetric impact 1 Cointegration 1 Electricity price 1 Energiemarkt 1 Energy market 1 GMM 1 Impulse response function 1 India 1 Indien 1 Kointegration 1 Oil price shock 1 Panel 1 Panel Structural Vector Autoregressive (P SVAR) model 1 Panel structural vector autoregressive (P-SVAR) model 1 Panel study 1 Stock market 1 Strompreis 1 Volatility 1 Volatilität 1 asymmetric impact 1 coal price shock 1 electricity price shock 1
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Acharya, Rajesh H. 2 Aruna, Bhagavatula 2
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Economics and policy of energy and the environment 1 International journal of energy sector management 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Is the effect of oil price shock asymmetric on the Indian stock market? : Firm-level evidence from energy-intensive companies
Aruna, Bhagavatula; Acharya, Rajesh H. - In: International journal of energy sector management 17 (2023) 4, pp. 693-716
Persistent link: https://www.econbiz.de/10014318343
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Cover Image
Is the effect of Indian energy price shocks asymmetric on the stock market at the firm level? : a panel SVAR approach
Aruna, Bhagavatula; Acharya, Rajesh H. - In: Economics and policy of energy and the environment 62 (2020) 1, pp. 191-211
Persistent link: https://www.econbiz.de/10012649738
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