A dataset on tail risk of commodities markets

This article contains the datasets related to the research article “The long and short of commodity tails and their relationship to Asian equity markets”(Powell et al., 2017) [1]. The datasets contain the daily prices (and price movements) of 24 different commodities decomposed from the S&P GSCI...

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Detalles Bibliográficos
Autores principales: Powell, Robert J., Vo, Duc H., Pham, Thach N., Singh, Abhay K.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2017
Materias:
Data Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5612784/
https://www.ncbi.nlm.nih.gov/pubmed/28971123
http://dx.doi.org/10.1016/j.dib.2017.09.005

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5612784/
https://www.ncbi.nlm.nih.gov/pubmed/28971123
http://dx.doi.org/10.1016/j.dib.2017.09.005

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