Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models

By Shelly Singhal, Sajal Ghosh. 2016

139 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Renewable Energy, Sustainability and the Environment

View Paper: https://www.semanticscholar.org/paper/063e77139da5dc693faae4eecaf281a9f34971d8