Data for: Oil futures volatility and the economy

Description

The dataset of the crude oil futures and options prices were provided by the CME and the Authors do not have permission to share the data. The estimated volatility factors obtained by using these data are available. The crude oil sector data were obtained from the US Energy Information Administration and the US Commodity Futures Trading Commission. The macroeconomic conditions variables and the financial variables have been compiled from Federal Reserve Bank of St. Louis.

Categories

Licence