{"id":"https://openalex.org/W2012180142","doi":"https://doi.org/10.1016/j.eneco.2014.11.002","title":"Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests","display_name":"Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests","publication_year":2014,"publication_date":"2014-11-08","ids":{"openalex":"https://openalex.org/W2012180142","doi":"https://doi.org/10.1016/j.eneco.2014.11.002","mag":"2012180142"},"language":"en","primary_location":{"id":"doi:10.1016/j.eneco.2014.11.002","doi":"https://doi.org/10.1016/j.eneco.2014.11.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eneco.2014.11.002","pdf_url":null,"source":{"id":"https://openalex.org/S94499970","display_name":"Energy Economics","issn_l":"0140-9883","issn":["0140-9883","1873-6181"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-1","norway-1","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5005653520","display_name":"Sajal Ghosh","orcid":"https://orcid.org/0000-0002-6578-1691","observed_orcids":["https://orcid.org/0000-0002-6578-1691"]},"institutions":[{"id":"https://openalex.org/I110930757","display_name":"Management Development Institute","ror":"https://ror.org/05cstvk27","country_code":"IN","type":"education","lineage":["https://openalex.org/I110930757"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Sajal Ghosh","raw_affiliation_strings":["Management Development Institute (MDI), Room No C-10, Scholar Building, Mehrauli Road, Sukhrali, Gurgaon 122001, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Management Development Institute (MDI), Room No C-10, Scholar Building, Mehrauli Road, Sukhrali, Gurgaon 122001, India","institution_ids":["https://openalex.org/I110930757"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5011369224","display_name":"Kakali Kanjilal","orcid":"https://orcid.org/0000-0002-1467-0000","observed_orcids":["https://orcid.org/0000-0002-1467-0000"]},"institutions":[{"id":"https://openalex.org/I158867519","display_name":"International Management Institute","ror":"https://ror.org/00jatyx22","country_code":"IN","type":"education","lineage":["https://openalex.org/I158867519"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Kakali Kanjilal","raw_affiliation_strings":["International Management Institute (IMI), B-10, Qutab Institutional Area, Tara Crescent, New Delhi 110016, India"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"International Management Institute (IMI), B-10, Qutab Institutional Area, Tara Crescent, New Delhi 110016, India","institution_ids":["https://openalex.org/I158867519"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5005653520"],"corresponding_institution_ids":["https://openalex.org/I110930757"],"apc_list":{"value":4280,"currency":"USD","value_usd":4280},"apc_paid":null,"fwci":30.64,"has_fulltext":false,"cited_by_count":223,"citation_normalized_percentile":{"value":0.99560303,"is_in_top_1_percent":true,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":100},"biblio":{"volume":"53","issue":null,"first_page":"111","last_page":"117"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":1.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11898","display_name":"Economics of Agriculture and Food Markets","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/international-oil-prices","display_name":"world oil prices","score":0.7689999938011169},{"id":"https://openalex.org/keywords/indian-stock-market","display_name":"Indian stock market","score":0.9909999966621399},{"id":"https://openalex.org/keywords/nonlinear-cointegration","display_name":"nonlinear cointegration","score":0.921999990940094},{"id":"https://openalex.org/keywords/threshold-cointegration","display_name":"threshold cointegration","score":0.9729999899864197},{"id":"https://openalex.org/keywords/structural-breaks","display_name":"structural breaks","score":0.9559999704360962},{"id":"https://openalex.org/keywords/granger-causality","display_name":"Granger causality","score":0.8550000190734863},{"id":"https://openalex.org/keywords/oil-price-volatility","display_name":"oil price volatility","score":0.8330000042915344},{"id":"https://openalex.org/keywords/long-run-equilibrium-relationship","display_name":"long-run equilibrium relationship","score":0.6869999766349792}],"concepts":[{"id":"https://openalex.org/C145162277","wikidata":"https://www.wikidata.org/wiki/Q1751675","display_name":"Cointegration","level":2,"score":0.9671105742454529},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.7363535761833191},{"id":"https://openalex.org/C2987168347","wikidata":"https://www.wikidata.org/wiki/Q22656","display_name":"Crude oil","level":2,"score":0.6886042356491089},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6700103282928467},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.6241937875747681},{"id":"https://openalex.org/C129824826","wikidata":"https://www.wikidata.org/wiki/Q2630107","display_name":"Granger causality","level":2,"score":0.5965502262115479},{"id":"https://openalex.org/C2984556133","wikidata":"https://www.wikidata.org/wiki/Q297279","display_name":"Oil price","level":2,"score":0.5199707746505737},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.4920911192893982},{"id":"https://openalex.org/C2988984586","wikidata":"https://www.wikidata.org/wiki/Q1020013","display_name":"Stock price","level":3,"score":0.47386908531188965},{"id":"https://openalex.org/C161584116","wikidata":"https://www.wikidata.org/wiki/Q1952580","display_name":"Multivariate statistics","level":2,"score":0.4412645697593689},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.43790072202682495},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4172455072402954},{"id":"https://openalex.org/C186008389","wikidata":"https://www.wikidata.org/wiki/Q7625010","display_name":"Structural break","level":2,"score":0.41128820180892944},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.25731176137924194},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.22512134909629822},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.20603686571121216},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15154612064361572},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.095915287733078},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.08304235339164734},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.07840079069137573},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C166957645","wikidata":"https://www.wikidata.org/wiki/Q23498","display_name":"Archaeology","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C78762247","wikidata":"https://www.wikidata.org/wiki/Q1273174","display_name":"Petroleum engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/j.eneco.2014.11.002","doi":"https://doi.org/10.1016/j.eneco.2014.11.002","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.eneco.2014.11.002","pdf_url":null,"source":{"id":"https://openalex.org/S94499970","display_name":"Energy Economics","issn_l":"0140-9883","issn":["0140-9883","1873-6181"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-2","jufo-1","norway-1","poland-200","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Energy Economics","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:eneeco:v:53:y:2016:i:c:p:111-117","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S0140988314002710","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.41999998688697815,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":70,"referenced_works":["https://openalex.org/W592406673","https://openalex.org/W1547068196","https://openalex.org/W1587141723","https://openalex.org/W1868502378","https://openalex.org/W1963090364","https://openalex.org/W1964930841","https://openalex.org/W1965818930","https://openalex.org/W1966178475","https://openalex.org/W1966910378","https://openalex.org/W1968570743","https://openalex.org/W1972254956","https://openalex.org/W1978021198","https://openalex.org/W1982129573","https://openalex.org/W1986195536","https://openalex.org/W1991579135","https://openalex.org/W1998842439","https://openalex.org/W2005025219","https://openalex.org/W2005839013","https://openalex.org/W2015244104","https://openalex.org/W2015365124","https://openalex.org/W2015800048","https://openalex.org/W2015852510","https://openalex.org/W2017024656","https://openalex.org/W2017444122","https://openalex.org/W2020857086","https://openalex.org/W2025753296","https://openalex.org/W2031522114","https://openalex.org/W2033780075","https://openalex.org/W2036636066","https://openalex.org/W2038285016","https://openalex.org/W2040981563","https://openalex.org/W2045564168","https://openalex.org/W2049025953","https://openalex.org/W2049132436","https://openalex.org/W2050815921","https://openalex.org/W2054106971","https://openalex.org/W2065747393","https://openalex.org/W2065814887","https://openalex.org/W2067622202","https://openalex.org/W2071398822","https://openalex.org/W2074988857","https://openalex.org/W2078213728","https://openalex.org/W2079202026","https://openalex.org/W2081059284","https://openalex.org/W2083726695","https://openalex.org/W2089214588","https://openalex.org/W2089950670","https://openalex.org/W2090199850","https://openalex.org/W2093917421","https://openalex.org/W2094858492","https://openalex.org/W2099057455","https://openalex.org/W2099608045","https://openalex.org/W2106372379","https://openalex.org/W2110603299","https://openalex.org/W2116388354","https://openalex.org/W2118750342","https://openalex.org/W2124120883","https://openalex.org/W2132417154","https://openalex.org/W2148583898","https://openalex.org/W2154084173","https://openalex.org/W2167116520","https://openalex.org/W2262090582","https://openalex.org/W2269514920","https://openalex.org/W2310786957","https://openalex.org/W2327683694","https://openalex.org/W2395179038","https://openalex.org/W3123293257","https://openalex.org/W4229900088","https://openalex.org/W4243444765","https://openalex.org/W6643986878"],"related_works":["https://openalex.org/W3159419715","https://openalex.org/W3128618696","https://openalex.org/W2114823473","https://openalex.org/W7095453761","https://openalex.org/W2319803129","https://openalex.org/W2884493400","https://openalex.org/W1987041097","https://openalex.org/W2890210324","https://openalex.org/W2018837496","https://openalex.org/W2089950670"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":2},{"year":2025,"cited_by_count":13},{"year":2024,"cited_by_count":17},{"year":2023,"cited_by_count":25},{"year":2022,"cited_by_count":25},{"year":2021,"cited_by_count":28},{"year":2020,"cited_by_count":27},{"year":2019,"cited_by_count":31},{"year":2018,"cited_by_count":18},{"year":2017,"cited_by_count":26},{"year":2016,"cited_by_count":7},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":1}],"updated_date":"2026-10-16T09:59:22.235173","created_date":"2016-06-24T00:00:00"}
