R: Dataset of Chatziantoniou, Gabauer and Gupta (2022)

cgg2022 {ConnectednessApproach}

R Documentation

Dataset of Chatziantoniou, Gabauer and Gupta (2022)

Description

For detailed information see: Chatziantoniou, I., Gabauer, D., & Gupta, R. (2021). Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach.

Usage

data(cgg2022)

Format

zoo data.frame

[Package ConnectednessApproach version 1.0.3 Index]