Time-varying Global Crude Oil Price Networks: Benchmarks and Underlying Drivers

Read full text
Authors: Jesús Otero, Adam E. Clements, Stan Hurn, Shuping Shi
Cited by: 0

Abstract

This ZIP archive contains the datasets and MATLAB code required to replicate all empirical results, figures, and tables reported in the associated paper. The materials allow full reproducibility of the data processing, model estimation, and analysis.

Fields of Study & Subjects

Market Dynamics and Volatility Complex Systems and Time Series Analysis Financial Risk and Volatility Modeling

Publication details

Journal / source
Mendeley Data
Publication date
30 January 2026
Document type
Dataset