As the world transitions towards electric, connected, and automated vehicles (ECAVs), asset managers continue to prepare physical infrastructure investments needed to accommodate these technologies. With increasing ECAV adoption, the revenues typically earned from vehicle registrations and fuel...

This paper is based on an empirical study of volatility, risk premium and seasonality in risk-return relation of the Indian stock and commodity markets. This investigation is conducted by means of the General Autoregressive Conditional Heteroscedasticity in the mean model (GARCH-in-Mean)...

This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then the dynamic relation between returns and volume using VAR, Granger causality, variance...

This study investigates the nature of relationship between price and trading volume for 50 Indian stocks. Firstly the contemporaneous and asymmetric relation between price and volume are examined. Then we examine the dynamic relation between returns and volume using VAR, Granger causality,...

This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. Interdependence of Indian stock market with other fourteen world markets in terms of long run integration, short run dependence (return spillover)...

This study investigates the diversification benefits between the Indian, US and Japanese stock markets for the period January, 2000- February, 2008. Firstly tri-variate Johansen cointegration is run to see for the presence of long term cointegration. No co integrating vector is found among the...

Using daily prices of both spot and three futures for seven commodities in India, mean reversion/randomness is investigated. The commodities under investigation are: castor seed, gold, guar seed, maize, silver, soybean and soyoil. Traditional unit root tests as well as robust Variance ratio test...

This paper investigates interdependence of fifteen world indices including an Indian market index in terms of return and volatility spillover effect. These markets are that of Canada, China, France, Germany, Hong-Kong, Indonesia, Japan, Korea, Malaysia, Pakistan, Singapore, Taiwan, United...

This paper examines hedging effectiveness of futures contract on a financial asset and commodities in Indian markets. In an emerging market context like India, the growth of capital and commodity futures market would depend on effectiveness of derivatives in managing risk. For managing risk,...

Arts education advocates believe that quality education in the arts can engage at-risk students in ways other subjects cannot and is therefore an important tool in preventing high school dropout. Although some studies point to lower dropout rates, most do not follow a large number of students...