Data for: In Search of Attention in Agricultural Commodity Markets

Published: 13 Sep 2019 | Version 1 | DOI: 10.17632/2wzv2rvccs.1
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Description of this data

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.

Experiment data files

This data is associated with the following publication:

In search of attention in agricultural commodity markets

Published in: Economics Letters

Latest version

  • Version 1

    2019-09-13

    Published: 2019-09-13

    DOI: 10.17632/2wzv2rvccs.1

    Cite this dataset

    Ciaian, Pavel (2019), “Data for: In Search of Attention in Agricultural Commodity Markets”, Mendeley Data, v1 http://dx.doi.org/10.17632/2wzv2rvccs.1

Statistics

Views: 12
Downloads: 6

Categories

Agricultural Commodity Market, Digital Media, Asymmetric Information

Licence

CC BY NC 3.0 Learn more

The files associated with this dataset are licensed under a Attribution-NonCommercial 3.0 Unported licence.

What does this mean?

You are free to adapt, copy or redistribute the material, providing you attribute appropriately and do not use the material for commercial purposes.

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