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

Name: Data for: The forecasting power of EPU for crude-oil return volatility
Creator: Zhou Changfeng
Published: 2019-07-15T15:51:37.183Z
Keywords: Energy Application

Changfeng, Zhou; Deng, Chengtao; Ma, Rufei; Huan, Cai

doi:10.17632/f5gsd4gh42.1

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

Published: 15 July 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.

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

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