Data for: Price Discovery or Noise? The Role of Arbitrage and Speculation in Explaining Crude Oil Price Behaviour

Published: 6 March 2019| Version 1 | DOI: 10.17632/2ypkptm6mc.1
Obaid Awan


The sample, which includes daily spot and futures prices of West Texas Intermediate (WTI) crude oil covering the period January 1988 to December 2015, is obtained from the Bloomberg database. Both spot and futures prices are measured as at the close of trading on the exchange. See attached file for more details