Data for: Interpreting the oil risk premium: do oil price shocks matter?

Datasets and codes associate wih the paper "Interpreting the oil risk premium: do oil price shocks matter?". Detailed description of the data is contained in the .zip file本数据集及配套代码与论文《解读石油风险溢价（oil risk premium）：油价冲击（oil price shocks）是否具有影响？》相关联。该数据集的详细说明收录于本.zip压缩包内。