gasoil | R Documentation |
Three years of daily prices (from July 2003 to July 2006) of crude oil and natural gas. These data should be very close to those analysed in Grégoire, Genest and Gendron (2008).
data(gasoil, package="copula")
A data frame of 762 daily prices from 2003 to 2006.
date
date (of class Date
).
oil
daily price of crude oil
gas
daily price of natural gas
Grégoire, V., Genest, C., and Gendron, M. (2008) Using copulas to model price dependence in energy markets. Energy Risk 5(5), 58–64.
data(gasoil)
## Log Scaled Oil & Gas Prices :
lattice :: xyplot(oil + gas ~ date, data = gasoil, auto.key=TRUE,
type = c("l","r"),
scales=list(y = list(log = TRUE), equispaced.log = FALSE))
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.