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Volatility Integration and Dynamic Connectedness Among the Indian Stock Market, Gold Prices, Oil Prices, Exchange Rates and Natural Gas Cover

Volatility Integration and Dynamic Connectedness Among the Indian Stock Market, Gold Prices, Oil Prices, Exchange Rates and Natural Gas

ECONOMICS
Volume 13 (2025): Issue 2 (June 2025)
By:
Open Access
|Jun 2025

References

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DOI: https://doi.org/10.2478/eoik-2025-0039 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
Journal RSS Feed
Language: English
Page range: 245 - 263
Submitted on: Jan 10, 2025
Accepted on: May 14, 2025
Published on: Jun 5, 2025
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 times per year
Keywords:
Volatility Spillover,
DCC GARCH,
Diebold and Yilmaz,
Granger Causality,
Gold Price,
Crude oil,
Exchange Rate
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 2025 Pravin Kumar Agrawal, Mohit Kumar, Mansi Bajpai, Pallavi Mishra, Prashant Kumar, Gagan Rana, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

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