Tail risk contagion of climate policy uncertainty, power equipment and metal markets: A quantile connectedness approach
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资源简介：
The csv file is the volatility data obtained after logarithmic difference of the original data. The sample range is from January 2011 to December 2023. The first column represents the date and the first behavior variable is referred to as the first behavior variable. R file is the code of empirical analysis using TVP-VAR model combined with BK spillover index
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Zhengzhou University创建时间：
2024-08-09
