Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters

Name: Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters
Creator: Mehmet Balcilar
Published: 2018-07-15T22:31:03.194Z
Keywords: Economics, Finance

Balcilar, Mehmet; ozdemir, zeynel abidin

doi:10.17632/r92wby7cdn.1

Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters

Published: 15-07-2018| Version 1 | DOI: 10.17632/r92wby7cdn.1

Contributors:

Mehmet Balcilar,

zeynel abidin ozdemir

Description

Weekly oil spot and futures data.

Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters

Description

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