Risk impact identification of Sino-US bond market and economic uncertainty on crude oil futures market based on information entropy-GARCH-RNN model
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This data is mainly used to identify the common risk impact of Sino-US economic uncertainty index and Treasury bond yield on the crude oil futures market by constructing the information entropy-Garch-RNN model. The variables mainly include Sino-US economic uncertainty Index, Sino-US 10-year Treasury bond yield, the closing price of WTI crude oil futures, and Brunt. The time period is from March 1, 2006 to September 1, 2023
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figshare创建时间：
2023-11-01
