Examining crude oil price - Exchange rate nexus for India during the period of extreme oil price volatility

Applied Energy

Volumn 88, Issue 5, 2011, Pages 1886-1889

  Ghosh, Sajal ^a  

^a MANAGEMENT DEVELOPMENT INSTITUTE   (India)

Author keywords

Exchange rate; GARCH; India; Oil price

Indexed keywords

CRUDE OIL;

CRUDE OIL PRICES; EXCHANGE RATES; GARCH; GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY; INDIA; OIL PRICE SHOCKS; OIL PRICE VOLATILITY; OIL PRICES; TIME SPAN; US DOLLAR;

COSTS;

CRUDE OIL; DATA SET; EXCHANGE RATE; MAGNITUDE; PRICING POLICY; VOLATILIZATION;

INDIA;

EID: 79551511736     PISSN: 03062619     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.apenergy.2010.10.043     Document Type: Article

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