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关联于论文《解读石油风险溢价（oil risk premium）：油价冲击（oil price shocks）是否重要？》（Interpreting the oil risk premium: do oil price shocks matter?）。数据的详细说明收录于该压缩包中。