Abstract:

Abstract The aim of the study was to investigate the presence of volatility among the Energy Indices of Asia Pacific Stock Markets. To test the volatility among the daily returns of Energy Indices of Asia Pacific Stock Markets, the study selected five sample Asian Pacific stock markets’ Energy Indices on the basis of availability of data. The findings of descriptive statistics and the ADF Test revealed, that the daily returns of the sample energy indices of Asian Pacific stock markets were not normally distributed and achieved stationarity at level difference, over the research period. Hence the data may be used for additional analysis. The data were then analysed, by using the GARCH (1,1) model to assess the considerable volatility of daily returns of sample energy indices and the study, which revealed that during the study period, all of the sample energy indices were volatile. Downloads Download data is not yet available. Downloads FULL TEXT Published 2023-01-22 How to Cite Babu, M., Hariharan, C., Srinivasan, S., Shimny, P. S. S., Jayapal, G., Indhumathi, G., Sathya, J., Rajendran, B., Anandhabalaji , V., & Kathiravan, C. (2023). Return and Volatility Spillovers of Asian Pacific Stock Markets’ Energy Indices. International Journal of Energy Economics and Policy, 13(1), 61–66. https://doi.org/10.32479/ijeep.13492 More Citation Formats ACM ACS APA ABNT Chicago Harvard IEEE MLA Turabian Vancouver Download Citation Endnote/Zotero/Mendeley (RIS) BibTeX Issue Vol. 13 No. 1 (2023) Section Articles License Submission of an article implies that the work described has not been published previously , that it is not under consideration for publication elsewhere, that its publication is approved by all authors and tacitly or explicitly by the responsible authorities where the work was carried out, and that, if accepted, will not be published elsewhere in the same form, without the written consent of the Publisher. The Editors reserve the right to edit or otherwise alter all contributions, but authors will receive proofs for approval before publication. Most read articles by the same author(s) Chinnadurai Kathiravan, Murugesan Selvam, Balasundram Maniam, Sankaran Venkateswar, Relationship between Crude Oil Price Changes and Airlines Stock Price: The Case of Indian Aviation Industry , International Journal of Energy Economics and Policy: Vol. 9 No. 5 (2019) Manivannan Babu, A. Antony Lourdesraj, Gayathri Jayapal, G. Indhumathi, J. Sathya, Effect of COVID-19 Pandemic on NSE Nifty Energy Index , International Journal of Energy Economics and Policy: Vol. 12 No. 4 (2022) Manivannan Babu, A. Antony Lourdesraj, C. Hariharan, Gayathri Jayapal, G. Indhumathi, J. Sathya, Chinnadurai Kathiravan, Dynamics of Volatility Spillover between Energy and Environmental, Social and Sustainable Indices , International Journal of Energy Economics and Policy: Vol. 12 No. 6 (2022) Make a Submission Make a Submission Dergi Kapağı

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