The impact of COVID-19, due to the wide-spread demand and supply destruction and downward movement of crude oil prices is of concern for all those connected with the oil and gas industry. In this study, an attempt has been made to estimate the price volatility of crude oil and natural gas listed on multi commodity exchange of India (MCX). We measured the leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural gas from May 01, 2017 to April 30, 2020. | The impact of COVID-19 on price volatility of crude oil and natural gas listed on multi commodity exchange of India -
