This paper examines energy and agricultural commodities' short-run and long-run connectedness by using the Time-varying parameter vector autoregressions (TVP-VAR). It applies the frequency version of the TVP-VAR model, which is a modified version of the dynamic TVP-VAR model. The frequency...

The primary purpose of the study is to forecast the exchange rate of Indian Rupees against the US Dollar by combining the three univariate time series models i.e., ARMA/ARIMA, exponential smoothing model, Naïve and one non-linear multivariate model i.e., NARDL. For this purpose, the authors...