Data for: In Search of Attention in Agricultural Commodity Markets

Published: 13-09-2019| Version 1 | DOI: 10.17632/2wzv2rvccs.1
Contributor:
Pavel Ciaian

Description

This data includes weekly prices of three international agricultural commodities - corn, wheat and soybean - for the period 2009 - 2015 from the statistical data portal Index Mundi. The data includes as proxy for the media attention: search queries in Google – the number of weekly searches taken from the Google Trends database. The name of agricultural commodities (corn, wheat, soybean) are used in four languages (English, German, French and Spanish) for the period 2009 - 2015 extracted from the financial portal Investing.com. The search query time series from the Google Trends are normalized and rescaled from 0 to 100 interval that represents the proportion of searched terms in the searched period. Additional variables included in the dataset: temperature in Germany and USA, inflation in Germany and USA, US, German and UK bonds index, the adjusted close value of S&P 500 index, the traded volumes of S&P 500 index and gold and crude oil prices – all extracted from the databases of the Slovak National Bank as explanatory variables.

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