Data: Dynamic quantile-frequency connectedness between speculative activities

Published: 29 September 2025| Version 1 | DOI: 10.17632/9hsr4bxfgt.1
Contributor:
Seong-Min Yoon

Description

The dataset is used to explore spillover effects of speculative activities across financial, energy, precious metal, and agricultural markets from a quantile-frequency perspective, and analyse drivers of their total connectedness.

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Categories

Agricultural Economics, Precious Metal, Energy Market, Connectedness

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