Data and Code for: Extreme-State Spillover Transmission Across AI and Shipping Markets

Replication data and code for the manuscript \"Extreme-State Spillover Transmission Across AI and Shipping Markets: A TVP-QVAR Frequency-Domain and Wavelet Coherence Perspective.\" The compressed archive (codeanddataHSSC.zip) contains: (1) AIRAW.txt - daily AI-theme index series; (2) SHIPRAW.txt - daily shipping-market index series; (3) RAW DATA Calculation.txt - notes on raw-data processing steps; (4) codehssc.R - R script for TVP-QVAR frequency-domain decomposition and wavelet coherence analysis; (5) log.txt - complete R console log reproducing all empirical results reported in the paper.