Data for: The forecasting power of EPU for crude-oil return volatility

Blent.xlsx is the crude oil prices drives the Brent crude oil volatility. EPU.xlsx is the EPU data of our collected.OVX.xlsx is the Crude Oil Volatility index data.Blent.xlsx 文件存储原油价格数据，该数据会驱动布伦特原油波动率；EPU.xlsx 文件存储我们收集的经济政策不确定性（Economic Policy Uncertainty, EPU）数据；OVX.xlsx 文件存储原油波动率指数数据。