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

Published: 26 April 2021| Version 2 | DOI: 10.17632/mvb5yrxc9y.2
Contributor:
Paola Zerilli

Description

Descriptive statistics on natural gas, crude oil and S&P500 futures.

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Categories

Energy Application

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