Dataset: Dynamic Connectedness between Energy Markets and the Brazilian Cash Market: An Empirical Analysis Pre- and Post-COVID-19

The dataset comprises Brazilian corn, both hydrous and anhydrous ethanol, soybeans, and sugar. Additionally, it includes international futures prices for commodities such as Brent crude oil, heating oil (HO), West Texas Intermediate crude oil (WTI), reformulated blendstock for oxygenate blending (RBOB), Chicago Ethanol (Platts), ethanol CBOT (DLG), and natural gas (NG).