The present study empirically investigates the inter-linkages and co-movement between different asset class namely Crude, Gold, Nifty 50 Stock Index and Rupee-Dollar Exchange Rate during the two crisis periods viz. the Sub-Prime and the Coronavirus Crisis. The methodology employed for...

The paper investigates the co-integrating relationship between economic growth, energy and environment for India and China for the period 1970-2014 (using log transformed yearly data). Whereas GDP per capita is taken as the growth proxy , CO2 emissions per capita represents environmental...

Purpose: The present study is an attempt to investigate the co-integration relation between daily movement of the three MCX India Commodity indices viz. MCX Agri, MCX Energy and MCX Metals for the period Oct 1, 2014 to Sep 30, 2019. Design; The methodology employed for this purpose includes ARDL...

The present study makes an attempt to investigate the dynamics of contagion and spillover of volatility amongst stock markets of five economies which include three developed nations; US , UK and Japan and two Asian emerging economies viz. India and China The period of study is eleven years; Jan...

The present study is an attempt to compare two assets viz. Gold and INDIA VIX against three assets Nifty Index, Rupee-Dollar Exchange Rate, Crude so as to identify which of the two assets could be considered as the right prescription for an Indian investor as a hedge and which asset could prove...

The present study made an attempt to empirically investigate the impact of crude oil prices on agricultural prices for India during the calendar decade 2010-19. The bio-fuels which were considered in the present study included soy-oil, rapeseed oil, sunflower oil and palm-oil. The study covered...