Economic uncertainty, geopolitical risk and U.S. energy price risk spillover: An empirical study based on the risk spillover model

This data is mainly used to analyze the risk correlation among economic uncertainly,geopolitical risk and energy price,and can also be applied to the TVP-VAR model to analyze the correlation between different variables using the time-varying parameter model,which has great potential for reuse. The risk relationship between economic uncertainly.At the same time,since it is macroeconomic data,it does not involve any moral and ethical issues., , , # Economic uncertainty, geopolitical risk and U.S. energy price risk spillover: An empirical study based on the risk spillover model

Economic uncertainty, geopolitical risk and U.S. Energy Price risk spillover: An empirical study based on the Risk spillover model

##### Description of the data and file structure

The data set consists of the economic uncertainty index for the United States from 2009 to the end of 2023, the geopolitical risk index, and the time series data of major energy prices

**Data potential**
This data is mainly used to analyze the risk correlation among economic uncertainty, geopolitical risk and energy price, and can also be applied to the TVP-VAR model to analyze the correlation between different variables using the time-varying parameter model, which has great potential for reuse. The risk relationship between economic uncertainty, geopolitical risk and energy price can be analyzed more accurately. At the same time, since it is macroeconomic data, it does not ...