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