Data · dataset · 2024
Tail risk contagion of climate policy uncertainty, power equipment and metal markets: A quantile connectedness approach
Listed in ScienceDB
The csv file is the volatility data obtained after logarithmic difference of the original data.
Description
The sample range is from January 2011 to December 2023. The first column represents the date and the first behavior variable is referred to as the first behavior variable.
R file is the code of empirical analysis using TVP-VAR model combined with BK spillover index
Links
Where it is published
- DOI doi.org/10.57760/sciencedb.11693 ↗
DOI / persistent id · from scidb cn
Catalogue records · 1
- OAI-PMH record scidb.cn/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=10.57760%2… ↗
metadata API · from scidb cn
Topics
- From keywords
- Earth & Environmental Science · Engineering · Humanities · Life Sciences · Social Science
Provenance · 1 source records, 9 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| ScienceDB | 10.57760/sciencedb.11693 | 9 d ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| concepts[field].local:field:earth-environmental | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:engineering | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:humanities | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:life-sciences | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| concepts[field].local:field:social-science | mapping · scidb cn | connector:scidb_cn@1.0.0 | |
| description | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/description |
| license_text | source · scidb cn | connector:scidb_cn@1.0.0 | |
| publication_date | source · scidb cn | connector:scidb_cn@1.0.0 | |
| title | source · scidb cn | connector:scidb_cn@1.0.0 | /metadata/dc/title |