Dynamic Connectedness Among Oil Prices, Exchange Rate and Consumer Inflation: New Evidence from India
IIM Kozhikode Society & Management Review
Published online on June 18, 2025
Abstract
IIM Kozhikode Society & Management Review, Ahead of Print.
This article examines the role of crude prices in affecting India’s currency and consumer inflation, analysing both the connectedness in the short and long run. Using wavelet coherency and dynamic Johansen cointegration methodology, the research ...
This article examines the role of crude prices in affecting India’s currency and consumer inflation, analysing both the connectedness in the short and long run. Using wavelet coherency and dynamic Johansen cointegration methodology, the research ...