In this video Sukadev is talking about what is meant by Vedanta, for example that it is the end of knowledge and that is is based on the Upanishads.
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Sutdying the yogic scriputes is jnana yoga. The jnana yoga is a spiritual practice that pursues knowledge with questions such as "who am I, what am I" among others. The practitioner studies usually with the aid of a counsellor (guru), meditates, reflects, and reaches liberating insights on the nature of his own Self (Atman, soul) and its relationship to the metaphysical concept called Brahman.