Data for: Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data

Published: 26 April 2021| Version 1 | DOI: 10.17632/h29822jbcv.1
Contributor:
Paola Zerilli

Description

Daily futures returns and variance data on WTI crude oil, natural gas and S&P500

Files

Categories

Energy Application, Future Market

Licence