Please use this identifier to cite or link to this item: https://idr.l2.nitk.ac.in/jspui/handle/123456789/15602
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dc.contributor.authorAruna B.
dc.contributor.authorAcharya R.H.
dc.date.accessioned2021-05-05T10:27:27Z-
dc.date.available2021-05-05T10:27:27Z-
dc.date.issued2021
dc.identifier.citationEconomics and Policy of Energy and the Environment Vol. , 1 , p. 191 - 211en_US
dc.identifier.urihttps://doi.org/10.3280/EFE2020-001009
dc.identifier.urihttp://idr.nitk.ac.in/jspui/handle/123456789/15602-
dc.description.abstractThis paper examines, using monthly data from 1995 to 2016, whether the oil, coal and electricity price shocks have an asymmetric influence on stock returns and inflation. The paper has employed Panel Structural Vector Autoregressive (PSVAR) model with various measures of the oil, coal and electricity price shocks on a dataset containing 1168 firms. Results from Panel-SVAR reveal that all oil, coal and electricity price specifications have an asymmetric impact on stock returns. Further, impulse response function reveals that the various dimensions of oil, coal and electricity price shocks lead to volatility in the response variables. It can also be observed that negative coal and electricity price shock has a radical impact on stock returns. Overall, the study on asymmetric impact of net oil and coal price increase, deserves attention from the investors and policy makers. © 2020 Franco Angeli Edizioni. All rights reserved.en_US
dc.titleIs the effect of Indian energy price shocks asymmetric on the stock market at the firm level? A panel SVAR approachen_US
dc.typeArticleen_US
Appears in Collections:1. Journal Articles

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