Data for: The forecasting power of EPU for crude-oil return volatility
Description of this data
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.
Experiment data files
This data is associated with the following publication:
Cite this dataset
Changfeng, Zhou; Deng, Chengtao; Ma, Rufei; Huan, Cai (2019), “Data for: The forecasting power of EPU for crude-oil return volatility”, Mendeley Data, v1 http://dx.doi.org/10.17632/f5gsd4gh42.1
The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.
What does this mean?
This dataset is licensed under a Creative Commons Attribution 4.0 International licence. What does this mean? You can share, copy and modify this dataset so long as you give appropriate credit, provide a link to the CC BY license, and indicate if changes were made, but you may not do so in a way that suggests the rights holder has endorsed you or your use of the dataset. Note that further permission may be required for any content within the dataset that is identified as belonging to a third party.