bgu2021 {ConnectednessApproach}

Dataset of Balcilar, Gabauer and Umar (2021)

Description

For detailed information see: Balcilar, M., Gabauer, D., & Umar, Z. (2021). Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. Resources Policy, 73, 102219.

Usage

data(bgu2021)

Format

zoo data.frame