References

• ADB (2005),
• Akinyomi, O.J., and O. Adebayo, 2013. Effect of firm size on profitability: Evidence from Nigerian manufacturing sector. Prime Journal of Business Administration and Management, 3(9). 1171-1175.
• Alhaji A. F., and Huettner David (2000).
• Andrews, D. 1993. Optimal tests when a nuisance parameter is present only under the alternative Econometric. 61, 821-856.
• Apergis, N., & Miller, S.M., 2009. Do structural oil-market shocks affect stock prices? Energy Economics, 31(4). 569-575.
• Arouri, M. E. H., Jouini, J., & Nguyen, D. K. (2011). Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management. Journal of International Money and Finance, 30(7), 1387-1405.
• Arouri, M. E. H., Lahiani, A., & Nguyen, D. K. (2011). Return and volatility transmission between world oil prices and stock markets of the GCC countries. Economic Modelling, 28(4), 1815-1825.
• ASSOCHAM Event (2007), 10th Energy Summit,
• BAIC Economic Review (2006)
• Barsky, Robert, B., and Lutz Kilian. (2004). Oil and the Macro-economy since the 1970s. Journal of Economic Perspectives, American Economic Association, 18(4), 115-134.
• Basher, S. A., & Sadorsky, P. (2006). Oil price risk and emerging stock markets. Global Finance Journal, 17(2), 224-251.
• Bastianin, A., & Manera, M. 2017. How does stock market volatility react to oil price shocks? Macroeconomic Dynamics, 22(3). 666-682.
• Bernanke, B.S. 1983. Irreversibility, uncertainty, and cyclical investment. Querterly Journal of Economics, 98, 85- 106.
• Bernanke, Ben S., and Gertler, Mark & Watson, Mark W, (1997),
• Bouri, E. (2015). Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods. Energy, 89, 365-371.
• Caporale, G. M., Menla Ali, F., & Spagnolo, N. (2014). Oil price uncertainty and sectoral stock returns in China: A time-varying approach. China Economic Review, 34, 311-321.
• Chan, W. H., and Maheu, J. M. (2002). Conditional Jump Dynamics in Stock Market Returns. Journal of Business & Economic Statistics, 20(3), 377-389.
• Chen, N.F., Roll, R. & Ross, S. 1986. Economic Forces and the Stock Market. The Journal of Business, 59(3). 383- 403
• Chen, S-S. 2009. Oil price pass-through into inflation. Energy Economics Journal, 31, 126-133.
• Chen, W., Hamori, S., & Kinkyo, T. 2014. Macroeconomic impacts of oil prices and underlying financial shocks. Journal of International Financial Markets, Institutions and Money, 29(C).1-12.
• Chiang, I. H. E., and Hughen, W. K. (2017). Do oil futures prices predict stock returns? Journal of Banking and Finance, 79, 129-141.
• Ciner, C. (2001). Energy Shocks and Financial Markets: Non-linear Linkages. Studies in Nonlinear Dynamics and Econometrics, 5(3), 203-212.
• Ciner, C. (2013). Oil and stock returns: Frequency domain evidence. Journal of International Financial Markets, Institutions and Money, 23(1), 1-11.
• Cologni, A., M, Manera. 2008. Oil prices, inflation and interest rates in a structural co-integrated VAR model for the G-7 countries. Energy Economics Journal, 30, 856-888.
• Diaz, E. M., Molero, J. C., and Perez de Gracia, F. (2016). Oil price volatility and stock returns in the G7 economies. Energy Economics, 54, 417-430.
• Driesprong, G., Jacobsen, B., and Maat, B. (2008). Striking oil: Another puzzle? Journal of Financial Economics, 89(2), 307-327.
• Elder, J. 2004. Another perspective on the effects of inflation volatility. Journal of Money, Credit, and Banking, 36, 911-928.
• Elder, J., Serletis, A. 2009. Oil price uncertainty in Canada. Energy Economics Journal, 31, 852-856.
• El-Sharif, I., Brown, D., Burton, B., Nixon, B., & Russell, A. 2005.Evidence on the nature and extent of the relationship between oil prices and equity values in the UK. Energy Economics,27(6). 819-830
• Faff RW., Brails ford, TJ. (1999). Oil price risk and the Australian stock market. J Energy Finance, 4(1), 69-87.
• Fatima, T., and Bashir, A. 2014. Oil price and stock market fluctuations: Emerging markets (a comparative study of Pakistan and China). International Review of Management and Business Research, 3(4). 19-58.
• Government of India (2006b): Report of Working Group of Petroleum & Natural Gas Sector for the 11th Plan 2007- 2012, Ministry of Petroleum and Natural Gas, New Delhi, November, 2006.
• Government of India (2006c): Towards Faster and More Inclusive Growth, An approach to the 11th Five Year Plan, Planning Commission, New Delhi, December, 2006.
• Government of India (2006d): Public Enterprises Survey 2005-06:Vol I, (Ch- 3); Pricing Policy in CPSEs, New Delhi.
• Government of India, Planning Commission, New Delhi (August -2006): 'Integrated Energy Policy', Report of Expert Committee.
• Gujarati, Damodar (1995): Basic Econometrics, McGraw-Hill International Edition-2007.
• Gupta .S .P (2004):
• Gupta, R., and Modise, MP 2013. Does the source of oil price shocks matter for South African stock returns? A structural VAR approach. Energy Economics, 40(C). 825-831.
• Hamilton, J.D. 2003. What is an oil shock? Journal of econometrics, 113(2). 363-398.
• Hammoudeh S., Aleisa E. (2004). Dynamic relationship among GCC stock markets and NYMEX oil futures. Contemp Economic Policy, 22(2), 250-269.