Resources Policy
ISSN: 0301-4207
Datasets associated with articles published in Resources Policy
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- Data for: Coherence, Connectedness and Dynamic Hedging Effectiveness between Emerging Markets Equities and Commodity Index FundsCoherence, Connectedness and Dynamic Hedging Effectiveness between Emerging Markets Equities and Commodity Index Funds
- Data for: Does the Shari’ah Screening Impact the Gold-Stock Nexus? A Sectorial Analysis This data file contains daily values of world Down Jones indices on 10 different sectors from 31/12/2002 to 31/12/2014. In each sector, there is one conventional index and one Islamic corresponding index. The last column shows daily prices of gold collected from the London Bullion Market. All series are in USD.
- Data for: Revisiting the Prebisch-Singer hypothesis of a secular decline in the terms of trade of primary commodities (1900-2016). A dynamic regime approachThis dataset gather updates (1900-2016) of Pfaffenzeller’s (2103) estimations of the Grilli and Yang Commodity Price Index, or GYCPI, through to 2016 using new data available while remaining as faithful as possible to the solutions identified by Pfaffenzeller et al (2007). The process of updating is exposed in the Working Paper CEMOTEV n°03-2017 (Geronimi, Anani and Taranco, 2017) available at : http://www.cemotev.uvsq.fr/medias/fichier/wp-cemotev-3-2017_1513006036867-pdf?INLINE=FALSE
- Data for: Do you need cobalt ore? Estimating potential trade relations through link predictionFrom 2009 to 2018, the international cobalt ore trade data has been de reprocessed.
- Data for: Planning for the Local Impacts of Coal Facility Closure: Emerging Strategies in the U.S. West Planning for the Local Impacts of Coal Facility Closure: Emerging Strategies in the U.S. West Supplemental Materials The three worksheets included in this file include supplemental data on (1) the power plants included in the study database, (2) socioeconomic characteristics of the communities where the plants are located, and (3) detailed results for each transition plan identified and analyzed in the current paper.
- Data for: Predicting stock returns using crude oil prices: A firm level analysis of Nigeria’s oil and gas sectorSP = Company's share price TBR = Average primary market T/bill rates BRENT = Brent oil price WTI = West Texas Intermediate price LBRENT = Natural log of Brent price DLBRENT = First Difference of LBRENT PBR = Term for positive changes for BRENT NBR = Term for negative changes for BRENT LWTI = Natural log of WTI DLWTI = First Difference of LWTI PW = Term for positive changes in WTI NW = Term for negative changes in WTI
- Data for: Dual process management of coal miners’ unsafe behaviour in the Chinese context: Evidence from a meta-analysis and inspired by the JD-R modelStudies included in the meta-analysis for Dual process management of coal miners’ unsafe behaviour in the Chinese context: Evidence from a meta-analysis and inspired by the JD-R model
- Data for: Dynamic linkages between strategic commodities and the stock market in Turkey: Evidence from SVAR-DCC-GARCH modelSVAR DCC GARCH
- Data for: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parametersWeekly oil spot and futures data.
- Data for: Domestic Revenue Displacement in Resource-Rich Countries: What’s Oil Money Got to Do with it?Captures full set of data compiled from sources including IMF Article IV Country Reports, Energy Information Administration, World Development Indicators and the International Country Risk Group (ICRG).
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