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Rohan Chutani

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2026

Volatility Transmission from Global Crude Oil Markets to Indian Automobile Sector Equity Returns: A Time-Varying Spillover Analysis Using GARCH Family Models

Global crude oil price fluctuations are a pivotal force in shaping the financial performance of energy-dependent industries, particularly in economies with a high import reliance on oil such as India. The automobile sector — inherently sensitive to fuel costs — faces varying degrees of operational risk and investor sen...

Sakshi Kataria, Akash Ganguly, Rohan Chutani et al. · 0 citations

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