Cross-asset dataset covering financial and commodity markets during the Hamas–Israel conflict

Published: 21 November 2025| Version 1 | DOI: 10.17632/n6g6mzn3k5.1
Contributor:
Dariusz Siudak

Description

This dataset (dataset.xlsx) contains financial time-series data for an event study analysis (ESA) of market reactions to the Hamas–Israel conflict outbreak in October 2023. It includes 87 assets across five categories: safe-haven assets, energy commodities, energy equities, the S&P 500 index, and energy-related cryptocurrencies. Abnormal returns were computed using ESA-aligned benchmarks (Dow Jones Precious Metals, CMC Crypto 200, S&P GSCI, S&P 500, MSCI ACWI). The sample spans September 29, 2022–November 6, 2023, with a 252-day estimation window and an event window of t = –5 to t = +20 around October 9, 2023. The dataset supports empirical analysis of market efficiency and asset sensitivity to geopolitical shocks.

Files

Steps to reproduce

Data were sourced from Yahoo Finance and Stooq.

Institutions

  • Politechnika Lodzka

Categories

Finance

Licence