Risk spillovers across energy markets: Insights from the Russia-Ukraine conflict

The data is sourced from Tongdaxin(https://www.tdx.com.cn/data_center.html) and Wind(https://www.wind.com.cn/) databases, with the daily index closing prices serving as the raw data. The data covers the time span from January 1, 2020, to June 30, 2024. Considering the potential inconsistencies in the timing of the data points, the method of taking the intersection of time periods was employed, resulting in a final dataset size of 1079 for each variable.本数据集的数据源为通达信（Tongdaxin，https://www.tdx.com.cn/data_center.html）与万得（Wind，https://www.wind.com.cn/）数据库，原始数据为每日指数收盘价。数据集的时间跨度为2020年1月1日至2024年6月30日。考虑到不同数据源间可能存在数据时点的时序不一致问题，本次研究采用取时间段交集的方法进行数据预处理，最终各变量的有效样本量均为1079。