Replication package: Crisis-Contingent Spillover Dynamics in an Emerging Electricity Market — Five Nested Connectedness Estimators for Türkiye, 2018–2025

Replication package containing all data, code, and numeric outputs needed to reproduce the tables and figures of the associated study. The package maps the spillover network of an emerging-market day-ahead electricity price against six energy and financial benchmarks using 2,086 daily log-returns (Jan 2018–Dec 2025) via five nested connectedness estimators (static and rolling Diebold–Yilmaz, TVP-VAR, Baruník–Křehlík frequency decomposition, and quantile VAR), plus a GARCH-filtered volatility system and a moving-block bootstrap. Contents: data/, code/python_engine/ (entry point run_all_python.py) plus R cross-checks, table_data/, figure_data/, figures/, intermediate_data/, references.bib. See README.txt for the file map and pipeline.