Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model
Bharat Kumar Meher, Iqbal Thonse Hawaldar, Santosh Kumar , Abhishek Kumar Gupta
| Year of publication: |
2022
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|---|---|
| Authors: | Meher, Bharat Kumar ; Hawaldar, Iqbal Thonse ; Kumar, Santosh ; Gupta, Abhishek Kumar |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 12.2022, 4, p. 122-130
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| Subject: | Vector Autoregression | VAR with Variance Decomposition | Market Index | NIFTY50 | Nifty Energy | Commodity Market | COVID | VAR-Modell | VAR model | Dekompositionsverfahren | Decomposition method | Börsenkurs | Share price | Rohstoffmarkt | Commodity market | Aktienindex | Stock index | Volatilität | Volatility | Energiemarkt | Energy market | Rohstoffderivat | Commodity derivative |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.13161 [DOI] hdl:11159/12274 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013366034