Raw Data and SAS Codes for Uranium ETF - Energy Economics Submission
This dataset contains the raw data used to construct a number of key variables in Uranium ETF study. The intraday market data is collected from Bloomberg and Datastream.
Steps to reproduce
Note: 1. The user should extract all intraday price data of the zip file and export them to SAS format (.sas7bdat). 2. Codes in "SAS_Codes.zip" provide a guidance on how to construct the main measures used in this study