Data on commodity index investment in corn, soybeans, WTI crude oil and natural gas

Published: 4 September 2019| Version 1 | DOI: 10.17632/cn54hwyt5b.1
Moses Mananyi Kupabado


The data is in Stata format and includes 2 files. The file named Agric has variables: spot price of Chicago corn and Chicago soybeans, the futures price of Chicago corn and Chicago soybeans and long positions of commodity index traders. The file named Energy contains variables on spot and futures prices of WTI crude oil and Henry Hub natural gas. The data is originally obtained from US commodity futures trading commission



Economics, Finance, Econometrics, Investment, Commodity Market, Financialization