Data and replication codes for publication: Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis

The file contains data as well as R files necessary to replicate the results from baseline model from the paper "Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis" written by Karol Szafranek & Michał Rubaszek and published in Studies in Nonlinear Dynamics and EconometricsPlease consult the `SNDE_readme.txt` file included in the archive.