Risk spillovers across energy markets: Insights from the Russia-Ukraine conflict

Published: 7 October 2025| Version 1 | DOI: 10.17632/kxgwc458jy.1
Contributors:
yanli cai, Chuzhe Chen, Jin Yu, Zhiyong Qian

Description

The data is sourced from Tongdaxin(https://www.tdx.com.cn/data_center.html) and Wind(https://www.wind.com.cn/) databases, with the daily index closing prices serving as the raw data. The data covers the time span from January 1, 2020, to June 30, 2024. Considering the potential inconsistencies in the timing of the data points, the method of taking the intersection of time periods was employed, resulting in a final dataset size of 1079 for each variable.

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Institutions

Hubei University of Economics, Zhongnan University of Economics and Law

Categories

Energy Economics, Applied Statistics

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