The inflation hedging ability of energy futures

Name: The inflation hedging ability of energy futures
Creator: Chunbo Liu
Published: 2021-01-21T14:11:50.677Z
Keywords: Econometrics

Published: 21 January 2021| Version 1 | DOI: 10.17632/k3984v77wy.1

Contributors:

Chunbo Liu,

Zhiping Zhou

Description

Data and codes for "Energy Futures as an Inflation Hedge in a Time-Varying Coefficient Framework"