Energy, agriculture, and precious metals: Evidence from time-varying Granger causal relationships for both return and volatility

F Shahzad, E Bouri, K Mokni, AN Ajmi - Resources Policy, 2021 - Elsevier
The existing literature on the Granger causality between various commodity sector (energy,
agriculture, and precious metals) indices remains limited in several aspects such as the long …

The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy

CL Chang, M Fang - Resources Policy, 2022 - Elsevier
Currently, the prices of natural resource commodities are considered as the foremost factor
influencing stock market indices, which has attracted the attention of researchers and …

Investor behavior and weather factors: evidences from Asian region

C Kathiravan, M Selvam, S Venkateswar… - Annals of Operations …, 2021 - Springer
The behavioral finance studies generally analyse the relationship between investor moods,
caused by weather factors and indices returns via investor moods. The present study …

[PDF][PDF] Intellectual capital: Its effect on financial performance of Indian private sector banks

S Murugesan, T Vadivel, K Chinnadurai… - International journal of …, 2018 - academia.edu
This empirical study proposes to evaluate and estimate the Modified Value Added
Intellectual Coefficient (MVAIC), in order to measure the financial performance of 21 Indian …

Saffron Price Dynamics in Iran: Influence of the Standardized Precipitation Index with Copula Functions

J Vahedi, M Ghahremanzadeh, E Pishbahar… - Journal of Cleaner …, 2025 - Elsevier
This study investigates the relationship between climatic variability, represented by the
Standardized Precipitation Index (SPI), and saffron prices in Iran's key producing regions of …

[PDF][PDF] Effect of weather on cryptocurrency index: Evidences from coinbase index

C Kathiravan, M Selvam, B Maniam… - … Journal of Financial …, 2019 - researchgate.net
This study proposes to investigate the dynamic relationships between the three weather
factors (temperature, humidity, and wind speed) in New York City of USA and Coinbase …

Effect of weather on stock market: A literature review and research agenda

C Kathiravan, M Selvam, B Maniam… - Cogent Economics & …, 2021 - Taylor & Francis
The paper presents a systematic review of the research work, published on the topic of
weather effects and stock market behavior. The objectives of the study were to examine the …

Exchange rate volatility and causality effect of Sri Lanka (LKR) with Asian emerging countries currency against USD

K Lingaraja, C Mohan, M Selvam, M Raja… - … of Management (IJM), 2020 - papers.ssrn.com
This study an attempt to examine the long-run volatility and causality effects of Sri Lankan
(LKR) currency and nine currency of emerging countries in Asia against USD over 17 years …

Price discovery in agricultural commodities markets for India: a case of cotton

R Kabi, P Panda, L Chari - Management and Labour Studies, 2023 - journals.sagepub.com
This study applies vector autoregression to capture the relationships among inflation, cotton
spot and futures price. Further, the autoregressive distributed lag model has been applied to …

[PDF][PDF] Air pollution and stock returns: Evidence from NSE and BSE of India

C Kathiravan, M Selvam, J Gayathri, M Raja… - International Journal of …, 2019 - academia.edu
Air pollution issue has become an important environmental problem in India. This paper
proposes to examine the influence of Delhi Air Pollution on the two Indian stock indices …