Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis
<p>This paper investigates the time-varying relationship between the oil price and disaggregated stock market of India using Dynamic conditional correlation multivariate GARCH and Continuous Wavelet Transformation modelling approaches. Our findings reveal the evolving relationship between the...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2019-04-01
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| Series: | International Journal of Energy Economics and Policy |
| Online Access: | https://www.econjournals.com/index.php/ijeep/article/view/7747 |