Data for: The effects of US monetary policy uncertainties on oil and gas return volatilities in futures and spot markets

data that are used in the paper entitled "The effects of US monetary policy uncertainties on oil and gas return volatilities in futures and spot markets". Three excel files and eviews file format本数据集为论文《美国货币政策不确定性对期货与现货市场中油气收益波动率的影响》所使用的数据，包含3个Excel文件与EViews格式文件。