Data for: The forecasting power of EPU for crude-oil return volatility

Published: 15-07-2019| Version 1 | DOI: 10.17632/f5gsd4gh42.1
Contributors:
Zhou Changfeng,
Chengtao Deng,
Rufei Ma,
Cai Huan

Description

Blent.xlsx is the crude oil prices drives the Brent crude oil volatility. EPU.xlsx is the EPU data of our collected.OVX.xlsx is the Crude Oil Volatility index data.