DataRepUkraine
收藏DataCite Commons2024-03-26 更新2025-04-16 收录
下载链接：
https://repod.icm.edu.pl/citation?persistentId=doi:10.18150/88ZCIH
下载链接
链接失效反馈官方服务：
资源简介：
Title: DataRepUkraineAuthor: Piotr Fiszeder, Marta MałeckaContact person: Piotr Fiszeder, email: piotr.fiszeder@umk.plThe file contains data used and analysed in the paper:Fiszeder, P., & Małecka, M. (2022). Forecasting volatility during the outbreak of Russian invasion of Ukraine: application to commodities, stock indices, currencies, and cryptocurrencies. Equilibrium. Quarterly Journal of Economics and Economic Policy, 17(4), 939–967.https://doi.org/10.24136/eq.2022.032The data start from January 2, 2019 and end on March 25, 2022.The file contains commodities: crude oil WTI (New York Mercantile Exchange, NYMEX), wheat (Chicago Board of Trade, CBOT), gold (New York Mercantile Exchange, NYMEX, COMEX Division), stock indices: S&P 500, DAX, FTSE 100, currencies pairs: EUR/USD, EUR/JPY, USD/PLN (forex market) and cryptocurrencies pairs: BTC/USD (Bitcoin), ETH/USD (Ethereum), XRP/USD (Ripple). Return, low, high prices and realized variance (RV from January 25, 2022) are given for all assets. All data come from Refinitiv Eikon.Keywords: volatility models, invasion of Ukraine.Language: English.License: CC BY - Creative Commons Uznanie Autorstwa 4.0
提供机构：
RepOD
创建时间：
2024-03-06
