Journal of Commodity Markets
ISSN: 2405-8513
Datasets associated with articles published in Journal of Commodity Markets
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- Data for: Price Discovery or Noise? The Role of Arbitrage and Speculation in Explaining Crude Oil Price BehaviourThe sample, which includes daily spot and futures prices of West Texas Intermediate (WTI) crude oil covering the period January 1988 to December 2015, is obtained from the Bloomberg database. Both spot and futures prices are measured as at the close of trading on the exchange. See attached file for more details
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- Data for: Spillovers, Integration and Causality in LME non-ferrous metal marketsData on base metal prices 1994-2016
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- Data for: How Connected Are the U.S. Regional Natural Gas Markets in the Post-Deregulation Era? Evidence from Time-Varying Connectedness AnalysisThe data contains the regional natural gas prices used in the analysis
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- Data for: Do Speculators Drive Commodity Prices Away From Supply and Demand Fundamentals?These are Stata datasets and Stata code files.
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- Data for: Common and Fundamental Risk Factors in Shareholder Returns of Norwegian Salmon Producing CompaniesThe data set contains the time-series for the variables used in the empirical models in the paper.
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