The Impact of Select Commodities and US Indices on Nifty 50 Index - Couverture souple

Raithatha, Shrey

Couverture souple

ISBN 10 : 3389129774 ISBN 13 : 9783389129777

Editeur : Grin Verlag, 2025

Synopsis

Research Paper (undergraduate) from the year 2025 in the subject Business economics - Investment and Finance, grade: 8.5, course: Bachelor of Business Administration, language: English, abstract: This study examines the impact of key commodities and U.S. stock indices on the Nifty 50 index, using advanced econometric techniques to analyze both short-term and long-term relationships. The research focuses on crude oil prices, gold prices, the USD/INR exchange rate, the S&P 500, and the Dow Jones Industrial Average, assessing their influence on the Indian stock market over the period from January 2014 to November 2024. Employing time-series models such as the Augmented Dickey-Fuller (ADF) test, ARIMA, Granger causality, Johansen cointegration, Vector Error Correction Model (VECM), and GARCH, the study identifies significant interdependencies between these financial variables. The stock market serves as a crucial component of a nation's financial ecosystem, playing a pivotal role in capital formation, investment opportunities, and economic stability. As one of the most actively traded financial markets, the Indian stock market is significantly influenced by a variety of economic and financial variables, including commodity prices, exchange rate fluctuations, and global market trends. Among these factors, crude oil prices, gold prices, and the USD/INR exchange rate have been extensively studied due to their profound impact on economic activities and market volatility. Additionally, the influence of major US stock indices, such as the S&P 500 and the Dow Jones Industrial Average, has gained increasing attention as global financial markets become more interconnected.

Détails de l'édition

• Éditeur: Grin Verlag
• Date d'édition: 2025
• Langue: anglais
• ISBN 10: 3389129774
• ISBN 13: 9783389129777
• Reliure: Broché
• Nombre de pages: 68
• Coordonnées du fabricant: GRIN Publishing GmbH; info@grin.com; ; Waltherstraße 23; München; 80337; Allemagne