Crude Oil Price Volatility and Indian Equity Markets: A Multi-Regime VAR-GARCH Analysis of Spillover, Sectoral Asymmetry, and Exchange-Rate Mediation

Name: Crude Oil Price Volatility and Indian Equity Markets: A Multi-Regime VAR-GARCH Analysis of Spillover, Sectoral Asymmetry, and Exchange-Rate Mediation
Creator: Preeti Sharma
Published: 2026-07-08T17:39:19.691Z
Keywords: Economics, Finance

Sharma, Preeti; Panday, Priyanka; Jain, Vijay

doi:10.17632/6mr3gfy88f.1

Crude Oil Price Volatility and Indian Equity Markets: A Multi-Regime VAR-GARCH Analysis of Spillover, Sectoral Asymmetry, and Exchange-Rate Mediation

Published: 8 July 2026| Version 1 | DOI: 10.17632/6mr3gfy88f.1

Contributors:

Preeti Sharma, Priyanka Panday, Vijay Jain

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Crude Oil Price Volatility and Indian Equity Markets: A Multi-Regime VAR-GARCH Analysis of Spillover, Sectoral Asymmetry, and Exchange-Rate Mediation

Crude Oil Price Volatility and Indian Equity Markets: A Multi-Regime VAR-GARCH Analysis of Spillover, Sectoral Asymmetry, and Exchange-Rate Mediation

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