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Table 7 The correlation between GPR/EPU and the equity sectors, on a monthly basis

From: Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis

Set Correlation
ORI-GPR 0.43
ORI-EPU 0.21
PET-GPR 0.55
PET-EPU 0.34
ODR-GPR 0.36
ODR-EPU 0.19