Data · dataset · 2022
Replication Data and Code for: Oil and US stock market shocks: implications for Canadian equities
Listed in Borealis and Agri-environmental Research Data Dataverse — shown once because both records carry DOI 10.5683/sp3/fgabhg
The replication of the paper `Oil and US stock market shocks: implications for Canadian equities' by Heinlein and Mahadeo, 2022, requires a four step procedure (estimation of shocks, clustering of shocks, filtering of returns, computing of contagion test statistics).
Description
Secondary data are used and codes are in R, EViews, and Stata. Further, a simulation of critical values is performed.
The output of the codes produces 7 tables, 7 figures and 4 matrices of the paper. When replicating all results of the paper including the simulated values, codes will run around 24 hours. Please see the ReadMe file for additional details.
Links
Where it is published
- Dataverse dataset page borealisdata.ca/dataset.xhtml?persistentId=doi%3A10.5683%2FSP3%2FFGABHG ↗
landing page · from borealisdata ca
- DOI doi.org/10.5683/sp3/fgabhg ↗
DOI / persistent id · from borealisdata ca
Catalogue records · 1
- Dataverse API borealisdata.ca/api/datasets/:persistentId/?persistentId=doi%3A10.5683%2FSP3%2… ↗
metadata API · from borealisdata ca
Topics
- Stated by source
- Social Sciences · Social Sciences
- From keywords
- Chemistry · Computer Science & AI · Earth & Environmental Science · Economics & Finance · Engineering · Humanities · Life Sciences · Mathematics & Statistics · Medicine & Health · Ocean & Atmospheric Science · Social Science · Social Science
- Inferred from text
- Econometrics 69% · Simulation 75%
Provenance · 2 source records, 22 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Borealis | doi:10.5683/SP3/FGABHG | 12 d ago | JSON v1 |
| Agri-environmental Research Data Dataverse | doi:10.5683/SP3/FGABHG | 11 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].anzsrc:group:3802 | enrichment · borealisdata ca | taxonomy-embedding@1.0.0 | title+keywords+description (69%) |
| concepts[field].dataverse_subject:social-sciences | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | /subjects |
| concepts[field].dataverse_subject:social-sciences | source · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:chemistry | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:computer-science-ai | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:earth-environmental | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:economics-finance | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:engineering | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:humanities | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:life-sciences | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:mathematics-statistics | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:medicine-health | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:ocean-atmospheric | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:social-science | mapping · borealisdata ca dataverse | connector:borealisdata_ca_dataverse@1.0.0 | /subjects |
| concepts[field].local:field:social-science | mapping · borealisdata ca | connector:borealisdata_ca@1.0.0 | /subjects |
| concepts[method].local:method:simulation | enrichment · borealisdata ca | keyword-concept-rules@1.0.0 | title+description (75%) |
| created_date | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | |
| description | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | /description |
| publication_date | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | |
| title | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | /name |
| updated_date | source · borealisdata ca | connector:borealisdata_ca@1.0.0 | |
| version_label | source · borealisdata ca | connector:borealisdata_ca@1.0.0 |