Data for: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach

Published: 8 March 2018| Version 1 | DOI: 10.17632/9kn8k22psf.1
Contributors:
Seong-Min Yoon,
Rangan Gupta

Description

Returns and volatility of Brent and WTI, and OPEC announcement data.

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