Browsing Economic and Management Sciences by UP Author "Aggad, Kenza"

Browsing Economic and Management Sciences by UP Author "Aggad, Kenza"

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  • Causal link between oil price and uncertainty in India 
    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 ...