Data for the article: Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil (Agata Kliber, Blanka Łęt, Pavel Řezáč)

Published: 19 February 2024| Version 2 | DOI: 10.17632/t3v58wgyzt.2
Agata Kliber, Blanka Łęt


The file "fuels.txt" includes daily data for Brent futures (BrentF) and spot (BrentS) prices obtained from database and three NASDAQ indices: 1) NASDAQ OMX Bio/Clean Fuels Index (GRNBIO). Source: {} 2) NASDAQ OMX Fuel Cell Index (GRNFUEL). Source:{} 3) NASDAQ OMX Transportation Index (GRNTRN). Source: {} The file "fundamentals.txt" includes monthly data for the following variables: 1) WIP: world industrial production index collected from:{} 2) COMM: real commodity price factor - obtained from {}; 3) GECON: global economic condition indicator (standardised) - obtained from {}; 4) S.SH: oil supply shock - obtained from {}; 5) OCDSH: oil consumption demand - obtained from {}; 6) OIDSH: oil inventory demand- obtained from {}; 7) EASH: oil demand shocks driven by global economic activity - obtained from {}; 8) GEPU: global economic policy uncertainty index - , a normalised index of the volume of news articles discussing economic policy uncertainty; due to the nonstationarity of the data, obtained from: {} 9) EXPT: Brent spot prices expectations formulated by the U.S. Energy Information Association; 10) SPX - end-of-month data of S&P500 11) SPECUL1: Net position of Money Managers (long-short) for Brent contract - based on the ICE Futures Europe Commitments of Traders Reports ({}); 12) SPECUL2: Speculation measure analogous to Working's (1960) index, which measures the speculative activity of non-commercial traders in the crude oil market.



Centrum dopravniho vyzkumu v v i, Uniwersytet Ekonomiczny w Poznaniu


Energy Finance