Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model

Meher, Bharat Kumar; Hawaldar, Iqbal Thonse; Kumar, Santosh; Gupta, Abhishek Kumar

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/12274

Title:

Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model

Journal:

International Journal of Energy Economics and Policy

Authors:

Meher, Bharat Kumar
Hawaldar, Iqbal Thonse
Kumar, Santosh
Gupta, Abhishek Kumar

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2022

Open Content License:

Original URL:

https://econjournals.com/index.php/ijeep/article/download/13161/6827/30749

Persistent Identifier of the first edition:

doi:10.32479/ijeep.13161

Language:

English (eng)

Citation:

Meher, Bharat Kumar/Hawaldar, Iqbal Thonse et. al. (2022). Modelling market indices, commodity market prices and stock prices of energy sector using VAR with variance decomposition model. In: International Journal of Energy Economics and Policy 12 (4), S. 122 - 130.
https://econjournals.com/index.php/ijeep/article/download/13161/6827/30749.
doi:10.32479/ijeep.13161.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

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