El Montasser, Ghassen; Aggad, Kenza; Clark, Louise; Gupta, Rangan; Kemp, Shannon
(Camera di Commercio, Industria, Artigianato e, 2015-06)
This paper investigates the causality between oil price and economic
uncertainty in India. In order to test for this relationship, we collect data
on the Brent crude oil price as well as the crude oil ETF volatility ...