Data for: OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
| Main Author: | Yoon, Seong-Min |
|---|---|
| Other Authors: | Gupta, Rangan |
| Format: | Dataset |
| Terbitan: |
Mendeley
, 2018
|
| Subjects: | |
| Online Access: |
https:/data.mendeley.com/datasets/9kn8k22psf |
Daftar Isi:
- Returns and volatility of Brent and WTI, and OPEC announcement data.