Spot and futures prices for corn, soybeans, WTI crude oil and Henry Hub natural gas, Chicago Mercantile Exchange Group
Description
Research Data contains the following files: Sheet 'Energy': oilFutures: Weekly futures price of NYMEX crude oil oilSpot: Weekly spot price of NYMEX crude oil oil_long: Weekly long positions held by money managers in crude oil futures market gasFutures: Weekly futures price of Henry Hub natural gas gasSpot: Weekly spot price of Henry Hub natural gas gas_long: Weekly long positions held by money managers in Henry Hub natural gas futures market oil_short: Weekly short positions held by money managers in crude oil futures market gas_short: Weekly short positions held by money in managers Henry Hub natural gas futures market netoil: net log of weekly positions held by money managers in crude oil futures market netgas: net log of weekly positions held by money managers in Henry Hub natural gas futures market Sheet 'Agric' cornFutures: Weekly futures price of CBOT corn cornSpot: Weekly spot price of CBOT corn corn_long: Weekly long positions held by commodity index traders in corn futures market soyFutures: Weekly futures price of CBOT soybeans soySpot: Weekly spot price of CBOT soybeans soy_long: Weekly long positions held by commodity index traders in corn futures market corn_short: Weekly short positions held by commodity index traders in corn futures market soy_short: Weekly short positions held by commodity index traders in soybeans futures market netcorn: net log of weekly positions held by commodity index traders in corn futures market netsoy: net log of weekly positions held by commodity index traders in soybeans futures market The folders CointegrationTests, Graphics, UnitRootTests contain MATLAB files