Nature of Energy index volatility in post financial crisis period: Evidences from India

机译：金融危机后的能源指数波动性质：来自印度的证据

获取原文

页面导航

摘要
著录项
相似文献
相关主题

摘要

This study looks into the nexus between energy index, utility prices, and exchange rate for India, considering weekly data from June, 2008 to May, 2014. Generalized autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) models have been applied to scrutinize the effect of utility price and exchange rate behaviors on the energy index. The study discloses that rise in the global oil price, traded energy price and depreciation of exchange rate in turn leads to reduction of returns on energy index. It also tells that the impacts of positive and negative shocks on utility price and exchange rate volatility have symmetric consequences, and utility price and exchange rate fluctuations have enduring effect on energy index volatility.

机译：本研究探讨了印度能源指数，公用事业价格和汇率之间的Nexus，考虑到2008年6月至2014年5月的每周数据。广泛的归往条件异质痉挛（GARCH）和指数GARCH（EGARCH）模型已被应用于仔细审查公用事业价格与汇率行为对能源指标的影响。该研究披露，全球油价上涨，交易能源价格和汇率折旧又导致减少能源指数的回报。它还据说，积极和负面冲击对公用事业价格和汇率波动的影响具有对称后果，但公用事业价格和汇率波动对能源指数波动具有持久影响。

著录项

来源
《International Conerence on Applied Energy》|2015年||共7页
会议地点
作者
Avik Sinha;
展开▼
作者单位

展开▼
会议组织
原文格式 PDF
正文语种
中图分类能源;
关键词
exchange rate; utility price; energy index; India; financial crisis; ARCH;

机译：汇率;公用事业价格;能源指数;印度;金融危机;拱门;

相似文献

外文文献
中文文献
专利

1. Corporate governance and default risk in financial firms over the post-financial crisis period: International evidence [J] . Lorne N. Switzer, Qiao Tu, Jun Wang Journal of International Financial Markets, Institutions & Money . 2018,第JANa期

机译：金融危机后时期金融公司的公司治理和违约风险：国际证据
2. Volatility Spillover Between Stock Prices and Exchange Rates: New Evidence Across the Recent Financial Crisis Period [J] . Nurul Mozumder, Glauco De Vita, Khine S. Kyaw, Economic Issues . 2015,第pta1期

机译：股票价格与汇率之间的波动性溢出：近期金融危机期间的新证据
3. Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic [J] . Laborda Ricardo, Olmo Jose Research in International Business and Finance . 2021,第Octa期

机译：金融危机预测中经济部门之间的波动性溢出：跨越伟大金融危机和科维德 - 19流行的证据
4. Nature of Energy index volatility in post financial crisis period: Evidences from India [C] . Avik Sinha International Conerence on Applied Energy . 2015

机译：金融危机期间能源指数波动性的性质：来自印度的证据
5. Do contrarian and momentum strategies work in a global financial crisis period? Evidence from Asia Pacific stock markets. [D] . Tai, Yu-Nan. 2013

机译：逆势策略和动量策略在全球金融危机时期是否奏效？来自亚太股票市场的证据。
6. Effectiveness of a community-level social mobilization intervention in achieving the outcomes of polio vaccination campaigns during the post-polio-endemic period: Evidence from CORE Group polio project in Uttar Pradesh India [O] . Manojkumar Choudhary, Roma Solomon, Jitendra Awale, 2021

机译：社区级社会动员干预在脊髓灰质炎后期脊髓灰质炎疫苗竞选期间实现了脊髓灰质炎疫苗运动的成果的有效性：来自印度北方邦的核心集团脊髓灰质炎项目的证据
7. Nature of Energy Index Volatility in Post Financial Crisis Period: Evidences from India [O] . Sinha Avik 2015

机译：金融危机后能源指数波动的性质：来自印度的证据

Nature of Energy index volatility in post financial crisis period: Evidences from India

摘要

著录项

相似文献

相关主题

期刊订阅