Dynamic Hedging Relationships Between Real Estate and Commodity Futures, 2012-2023

Daily data from 2012 to 2023 analyzing the dynamic relationship between Dow Jones U.S. Real Estate Index futures and eleven major commodity futures. The dataset was created by Nilotpal Sarma and is available under a CC-BY-4.0 license. It was last updated on May 7, 2026.

Use Cases

• Modeling dynamic hedge ratios between real estate and commodity futures based on the described DCC-GARCH t-Copula framework.
• Analyzing time-varying correlations between real estate and energy futures mentioned in the description.
• Testing the hedging effectiveness of agricultural futures against real estate investment risk.
• Investigating the risk-mitigation potential of precious and base metal futures for real estate portfolios.

Strengths

• Data covers a 12-year period from 2012 to 2023.
• Includes eleven major commodity futures across energy, agricultural, base metal, and precious metals categories.
• File size is 554.7 KB, indicating a focused dataset.

Limitations

• Row count is unknown, which may limit suitability assessment.
• Column-level documentation is absent; field semantics must be inferred after download.
• The dataset is small (554.7 KB), indicating limited scope.

Provenance

Source

Nilotpal Sarma

Collection Method

Likely compiled from financial market data sources for academic research.

Time Range

2012 to 2023

Freshness

Last updated 2026-05-07 11:03:44; freshness should be verified.