Cross-asset dataset covering financial and commodity markets during the Hamas–Israel conflict

This dataset (dataset.xlsx) contains financial time-series data for an event study analysis (ESA) of market reactions to the Hamas–Israel conflict outbreak in October 2023. It includes 87 assets across five categories: safe-haven assets, energy commodities, energy equities, the S&P 500 index, and energy-related cryptocurrencies. Abnormal returns were computed using ESA-aligned benchmarks (Dow Jones Precious Metals, CMC Crypto 200, S&P GSCI, S&P 500, MSCI ACWI). The sample spans September 29, 2022–November 6, 2023, with a 252-day estimation window and an event window of t = –5 to t = +20 around October 9, 2023. The dataset supports empirical analysis of market efficiency and asset sensitivity to geopolitical shocks.