Title: A study of causal dynamics in crude oil prices in India

Authors: Nidhi Choudhary; Girish Nair; Harsh Purohit

Addresses: Faculty of Management Studies, WISDOM, Banasthali Vidyapith, Rajasthan, India ' International Hospitality Management, Stenden University, Doha, Qatar ' Faculty of Management Studies, WISDOM, Banasthali Vidyapith, Rajasthan, India

Abstract: The existing literature indicates that there have been numerous studies which have been done on causal dynamics of crude oil prices in India. However, these studies have failed to take into consideration the structural break in the statistics or the property of non-linearity. The present study is an important step in this direction. It seeks to bridge this research gap.

Keywords: crude oil; structural break; non-linear data; causal dynamics; India.

DOI: 10.1504/IJGEI.2017.089609

International Journal of Global Energy Issues, 2017 Vol.40 No.6, pp.360 - 379

Accepted: 22 Jul 2017
Published online: 30 Jan 2018 *

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