{"title":"原油价格与股市的关系:以印度为例","authors":"Premkumar Rajnathan","doi":"10.51594/FARJ.V2I1.98","DOIUrl":null,"url":null,"abstract":"Crude oil is influencing every productivity activity of human life either directly or indirectly. The prices of crude oil also influence the international financial markets. This influence connects the oil market with that of capital market since stock market provides it necessary resources for investment and financing the production. In this study, the objective was to test the relationship between crude oil prices and selected sectors of Indian economy. Furthermore, the study also tests the effects of international crude oil prices on the Indian stock exchange market. The main objective was to test the conditional correlation of the crude oil price and equity returns of selected sectors of the Indian economy as well as the performance indicators of the Indian stock market using bivariate volatility models.","PeriodicalId":326338,"journal":{"name":"Finance & Accounting Research Journal","volume":"14 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2020-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"THE RELATIONSHIP BETWEEN CRUDE OIL PRICES AND STOCK MARKET: THE INDIAN CASE\",\"authors\":\"Premkumar Rajnathan\",\"doi\":\"10.51594/FARJ.V2I1.98\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Crude oil is influencing every productivity activity of human life either directly or indirectly. The prices of crude oil also influence the international financial markets. This influence connects the oil market with that of capital market since stock market provides it necessary resources for investment and financing the production. In this study, the objective was to test the relationship between crude oil prices and selected sectors of Indian economy. Furthermore, the study also tests the effects of international crude oil prices on the Indian stock exchange market. The main objective was to test the conditional correlation of the crude oil price and equity returns of selected sectors of the Indian economy as well as the performance indicators of the Indian stock market using bivariate volatility models.\",\"PeriodicalId\":326338,\"journal\":{\"name\":\"Finance & Accounting Research Journal\",\"volume\":\"14 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2020-06-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Finance & Accounting Research Journal\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.51594/FARJ.V2I1.98\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Finance & Accounting Research Journal","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.51594/FARJ.V2I1.98","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
THE RELATIONSHIP BETWEEN CRUDE OIL PRICES AND STOCK MARKET: THE INDIAN CASE
Crude oil is influencing every productivity activity of human life either directly or indirectly. The prices of crude oil also influence the international financial markets. This influence connects the oil market with that of capital market since stock market provides it necessary resources for investment and financing the production. In this study, the objective was to test the relationship between crude oil prices and selected sectors of Indian economy. Furthermore, the study also tests the effects of international crude oil prices on the Indian stock exchange market. The main objective was to test the conditional correlation of the crude oil price and equity returns of selected sectors of the Indian economy as well as the performance indicators of the Indian stock market using bivariate volatility models.
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