A Study on the impact of crude oil prices on the NSE indices of NSE Auto, NSE Metal and NSE Energy.
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Date
2025
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NHCE
Abstract
Through conditional correlation and varience causation, the study intends to examine the volatility spillover between the oil merket( Indian crude oil) and the NSE(Energy, Financial, and Industry sector indexes). the variance causality models DCC-GARCH and Hafner-Herwarzt(2006) were utilised to examine the daily data from January 3, 2013 to December 31, 2023.