Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Book Chapter Book Chapter Faculty Publications- Book Chapter Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Interconnected Dynamics of Gold, Nifty, Crude Oil, and USD/INR: Insights from a Panel Data VAR Analysis Subject The topic of the resource Granger causality; Lag order; Panel data vector autoregression; Stationarity; USD/INR Description An account of the resource This study utilizes a panel data vector autoregression (PVAR) model to examine the relationships between Gold, Nifty, Crude Oil, and USD/INR, drawing from 3105 observations sourced from Yahoo Finance. Descriptive statistics reveal notable volatility, particularly in Gold and Crude Oil. Unit root tests confirm stationarity, crucial for time series analysis. Optimal lag selection recommends a lag order of 2, balancing model accuracy and complexity. Granger causality tests indicate limited predictive power, with gold influencing USD/INR unidirectionally. Impulse response function analysis and variance decomposition underscore Golds relative independence. Robustness tests affirm stability, highlighting USD/INRs endogeneity. This study enhances understanding of financial dynamics, offering insights for risk management, portfolio diversification, and monetary policy. The Author(s), under exclusive license to Springer Nature Switzerland AG 2025. Creator An entity primarily responsible for making the resource Shashidhar Yadav J.; Saiprasad D.; Druvakumar M.; Venkatesh S.N.; Jagadeesha G.T.; Mahanthesh H.B. Source A related resource from which the described resource is derived Studies in Systems, Decision and Control, Vol-555, pp. 63-77. Publisher An entity responsible for making the resource available Springer Science and Business Media Deutschland GmbH Date A point or period of time associated with an event in the lifecycle of the resource 2025-01-01 Identifier An unambiguous reference to the resource within a given context <a href="https://doi.org/10.1007/978-3-031-67890-5_7" target="_blank" rel="noreferrer noopener">https://doi.org/10.1007/978-3-031-67890-5_7</a> <br /><br /><a href="https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210156400&amp;doi=10.1007%2F978-3-031-67890-5_7&amp;partnerID=40&amp;md5=335feaed0a9245faa7a547b3e6d65974" target="_blank" rel="noreferrer noopener">https://www.scopus.com/inward/record.uri?eid=2-s2.0-85210156400&amp;doi=10.1007%2f978-3-031-67890-5_7&amp;partnerID=40&amp;md5=335feaed0a9245faa7a547b3e6d65974</a> Rights Information about rights held in and over the resource Restricted Access Relation A related resource ISSN: 21984182 Format The file format, physical medium, or dimensions of the resource Online Language A language of the resource English Type The nature or genre of the resource Book chapter Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Shashidhar Yadav J., School of Business and Management, Christ University, Karnataka, Bengaluru, India; Saiprasad D., Department of Commerce, Government First Grade College, Karnataka, Thyamagondlu, India; Druvakumar M., Department of Commerce, Kristu Jayanti College, Karnataka, Bengaluru, India; Venkatesh S.N., Department of Commerce, Seshadripuram First Grade College, Karnataka, Yelahanka, India; Jagadeesha G.T., Department of Commerce, Seshadripuram College, Karnataka, Tumakuru, India; Mahanthesh H.B., Department of Commerce, Seshadripuram College, Karnataka, Tumakuru, India