Data for: Forecasting Energy Commodity Prices: A Large Global Dataset Sparse Approach

Published: 08-04-2021| Version 1 | DOI: 10.17632/5pvk6p5hmv.1
Contributor:
Francesco Ravazzolo

Description

The dataset is an update version of the global VAR Mohaddes and Raissi (2018). The original data is available at https://www.repository.cam.ac.uk/handle/1810/280234 Series are updated to 2018Q4 using sources described in the paper.

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