control of domestic crude oil prices in India. The paper outcomes disclose that the oil price volatility index (OPVI) changes …The oil price volatility index (OPVI) is a direct and more accurate measure of oil price uncertainty. The significance … of the crude oil prices volatility index is used in this paper to examine the effects of crude oil uncertainty on the …

market volatility. We construct from daily data on return and volatility the covariance of return and volatility at monthly … frequency. The measures of daily volatility are realized-volatility at high frequency (normalized squared return), conditional-volatility … recovered from a stochastic volatility model, and implied-volatility deduced from options prices. Positive shocks to aggregate …

The emerging economy of India counts gold and oil amongst its top imports, suggesting that the prices of these … resources affect the domestic inflation and stock market. Expectations on future volatility in these prices might lead to … changes in the expected (implied) volatility of the Indian stock market. Unlike prior studies, we use implied volatility …

intraday volatility dynamics in the Indian market. Modeling intraday volatility dynamics using FFF regressions, we examine the … volatility dynamics. We find that Indian stock market exhibits 'reverse J' shaped intraday volatility with much higher intraday … to small cap stocks. Higher volatility is also observed in the first one-hour of trade after weekends, in the first half …

analysis indicates a significant level of volatility spillover between the Indian stock market and the international stock … and investors in emerging economies such as India. Overall, this study provides valuable insights into the nature and …