India and Russia have agreed to explore building the world's most expensive pipeline costing about $25 billion (around ₹1.66 lakh crore) to transport natural gas from Siberia to India, officials said. The 4,500 km to 6,000 km pipeline will connect Russian gas grid to India, the world's third-biggest energy consuming nation. ONGC, GAIL will be roped in for the study.