Central security agencies are looking into appearance of a mysterious illumination object over the Jamnagar oil refinery in Gujarat, the Lok Sabha was informed on Tuesday. "The matter (appearance of a mysterious illumination object) is being investigated by the local police and central security agencies, and it has been reported that the object could be a meteorological balloon or a 'Chinese sky lantern' etc," Minister of State for Home Mullappally Ramachandran told the house in a written reply.