Data for: Modeling Extreme Risks in Commodities and Commodity Currencies

Published: 23 Jun 2018 | Version 1 | DOI: 10.17632/p3pc44b59k.1

Description of this data

Data and R code

Experiment data files

This data is associated with the following publication:

Modeling extreme risks in commodities and commodity currencies

Published in: Pacific-Basin Finance Journal

Latest version

  • Version 1

    2018-06-23

    Published: 2018-06-23

    DOI: 10.17632/p3pc44b59k.1

    Cite this dataset

    Clements, Adam; Fuentes, Fernanda; herrera, rodrigo (2018), “Data for: Modeling Extreme Risks in Commodities and Commodity Currencies”, Mendeley Data, v1 http://dx.doi.org/10.17632/p3pc44b59k.1

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Categories

Finance, Econometrics, Empirical Finance

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CC BY 4.0 Learn more

The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

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This dataset is licensed under a Creative Commons Attribution 4.0 International licence. What does this mean? You can share, copy and modify this dataset so long as you give appropriate credit, provide a link to the CC BY license, and indicate if changes were made, but you may not do so in a way that suggests the rights holder has endorsed you or your use of the dataset. Note that further permission may be required for any content within the dataset that is identified as belonging to a third party.

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