Price discovery process and lead-lag relationship in Brent and WTI crude oil markets

Published: 26-03-2021| Version 1 | DOI: 10.17632/dwwpcngxbs.1
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Description

The dataset consists of weekly and monthly spot and futures prices for the two crude oil benchmarks, namely WTI and Brent. The weekly data series cover the periods January 3, 1986, to January 29, 2021. While the monthly data series span from January 1990 to January 2021. All the datasets are sourced from the US Energy Information Administration, with the exception of only Brent futures price datasets which were obtained from investing.com UK.

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