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

By Shrey Raithatha

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

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Description
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.
Product details
Binding:
Paperback
Edition:
1
Number of Pages:
68
Release Date:
2025-03-11
Publication Date:
2025-03-11
Publisher:
GRIN Verlag
Languages:
Original: English
ISBN10:
3389129774
ISBN13:
9783389129777
GPSR Manufacturer Reference:
[email protected]
Weight:
112 g
Height:
14.8 cm
Width:
21 cm
Thickness:
0.6 cm
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