jcggh2022 {ConnectednessApproach}

Dataset of Juncal, Chatziantoniou, Gabauer, Garcia & Hardik (2022)

Description

For detailed information see: Juncal, C., Chatziantoniou, I., Gabauer, D., De Gracia, F. P., & Hardik, M. (2022). Dynamic spillovers across precious metals and energy realized volatilities: Evidence from quantile extended joint connectedness measures.

Usage

data(jcggh2022)

Format

zoo data.frame