Oil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Models

Pham, SonSrivastava, PranjalNguyen, Thao T.T.2025-10-302025-12Pham, S, Srivastava, P & Nguyen, T T T 2025, 'Oil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR Models', International Review of Finance, vol. 25, no. 4, e70044. https://doi.org/10.1111/irfi.700441468-2443https://hdl.handle.net/2164/26324Open Access via the Wiley agreement251829825engHG FinanceHGOil price volatility and tail risk dynamics in the Indian stock market : Insights from the CAViaR and TVP-VAR ModelsJournal article10.1111/irfi.70044