Sustainability reporting and disclosure in India have received significant attention over the most recent few years propelled to a large extent by investors and policymakers. The sustainable business leadership forum (SBLF) has been closely working with many firms, owners of the companies, and...

This study aims at developing econometric models to manage the price risk of Dry and Wet Cocoa beans with the help of ARIMA (Autoregressive Integrated Moving Average) and VAR (Vector Auto Regressive). The monthly price of Cocoa beans is collected for the period starting from April 2009 to March...

The study examines the vital connection between stock returns and oil price changes for oil-exporting/importing countries separately. We present evidence employing granger causality, impulse response, and error variance decomposition based on panel vector autoregression. The results of panel...

The uprising of the pandemic COVID-19 has paralyzed the whole Indian economy, and as a result the Indian stock market is severely affected too. The widely inclusive lockdown articulated on 24th March 2020 by the Prime Minister as a careful step against COVID-19, trailed by ensuing augmentations,...

The study examines the intraday volatility spillover between the exchange rate, gold, and crude oil using the Dynamic Generalized Conditional Correlation GARCH model (DCC GARCH) and the BEKK GARCH model. We investigate the spillover effects using the Diebold and Yilmaz, 2012 model to gain a...