Data for: The time-varying spillover effect between WTI crude oil futures returns and hedge funds

Published: 26 February 2019| Version 2 | DOI: 10.17632/g547pww5w6.2
Contributors:
Yue-Jun Zhang,
Yao-Bin Wu

Description

It includes the dataset for the paper 'The time-varying spillover effect between WTI crude oil futures returns and hedge funds'.

Files