Data · dataset · 2022
Dataset on state-dependent Angular correlation GARCH model
Listed in Teesside University Research Data Repository
This dataset contains precious metal futures including gold, platinum, and silver and energy futures including crude oil and fuel oil futures, and Shenzhen stock sector indices, including information technology, construction, manufacturing, consumer staples, transportation, wholesale & retail sectors.
Description
Data are Wednesday closing prices from 2010/4/21 to 2021/12/29 obtained from Datastream database. Gold and platinum futures are traded on the Chicago Mercantile Exchange, silver and West Texas Intermediate crude oil futures are traded on the New York Mercantile Exchange, and fuel oil futures is traded on the Shanghai International Energy Exchange.
Links
Where it is published
- DOI doi.org/10.17632/yfpb2tpj4r.1 ↗
DOI / persistent id · from researchdata tees ac uk
Catalogue records · 1
- OAI-PMH record data.mendeley.com/oai?verb=GetRecord&metadataPrefix=oai_dc&identifier=oai%3Adata… ↗
metadata API · from researchdata tees ac uk
Topics
- From keywords
- Earth & Environmental Science · Economics & Finance
Provenance · 1 source records, 7 field assertions
| Source | Key | Last seen | Raw |
|---|---|---|---|
| Teesside University Research Data Repository | oai:data.mendeley.com/yfpb2tpj4r.1 | 10 h ago | JSON v1 |
| Field | Assertion | Extractor | Evidence |
|---|---|---|---|
| access_level | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:earth-environmental | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| concepts[field].local:field:economics-finance | mapping · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| description | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/description |
| license | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/rights |
| publication_date | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | |
| title | source · researchdata tees ac uk | connector:researchdata_tees_ac_uk@1.0.0 | /metadata/dc/title |