Sanctions news index (SNI) for the period 01/31/2023-01/31/2024

The dataset presents the SNI time series for the period 01/31/2023-01/31/2024. SNI is a quantitative index reflecting sanctions pressure on financial markets. In earlier studies, we have proven that SNI causes changes in domestic financial markets. Consequently, the growth of this index shows an increase in sanctions tension and is the reason for the volatility of financial assets.

SNI is justified in the article: Rychkov, V. (2023). Estimate of the Impact of Trade Sanctions on the Russian Financial Markets. In: Isaeva, E., Rocha, Á. (eds) Science and Global Challenges of the 21st Century – Innovations and Technologies in Interdisciplinary Applications. Perm Forum 2022. Lecture Notes in Networks and Systems, vol 622. Springer, Cham. https://doi.org/10.1007/978-3-031-28086-3_70

When using SNI, a link to the Dataset and article is required!