Data for: Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil

Name: Data for: Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil
Creator: Adam Clements
Published: 2021-04-26T20:27:16.580Z
Keywords: Financial Econometrics, Empirical Finance

Clements, Adam

doi:10.17632/h4tnmmm794.1

Data for: Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil

Published: 26 April 2021| Version 1 | DOI: 10.17632/h4tnmmm794.1

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Adam Clements

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Daily realized volatility and returns on the oil sector and S&P500. News attention and google search volume data on oil.

Data for: Spillovers between the oil sector and the S&P500: The impact of information flow about crude oil

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