oil: Crude Oil Data.

In dynmix: Estimation of Dynamic Finite Mixtures

Crude Oil Data.

Description

Selected data from oil market.

Usage

data(oil)

Format

oil is matrix object such that columnwise are

• crudeoil$p_oil – average spot price of crude oil (Brent, Dubai and WTI) in USD per barrel

• crudeoil$cons – U.S. product supplied of crude oil and petroleum products in thousand barrels

• crudeoil$r – U.S. 3-month treasury bill secondary market rate in %

• crudeoil$stocks – U.S. share prices index, 2015=100

• crudeoil$ex_rate – U.S. real effective exchange rate index (broad basket), 2020=100

Details

The data are in monthly frequency. They cover the period between Feb, 1998 and Oct, 2024. cons, r, stocks and ex_rate are lagged one period back.

Source

The data are provided by Bank for International Settlements, Board of Governors of the Federal Reserve System, OECD, U.S. Energy Information Administration and World Bank.

https://www.bis.org

https://www.eia.gov

https://www.federalreserve.gov

https://www.oecd.org/en.html

https://www.worldbank.org/ext/en/home

References

Bank for International Settlements, 2025. Effective exchange rates, BIS WS_EER 1.0 (data set). https://data.bis.org/topics/EER/BIS%2CWS_EER%2C1.0/M.R.B.US

Board of Governors of the Federal Reserve System, 2025. Selected interest rates. https://www.federalreserve.gov/releases/h15/

OECD, 2025. Share prices. https://www.oecd.org/en/data/indicators/share-prices.html

U.S. Energy Information Administration, 2025. Petroleum /& other liquids. https://www.eia.gov/petroleum/data.php

World Bank, 2025. Commodity markets. https://www.worldbank.org/en/research/commodity-markets

Examples

data(oil)

dynmix documentation built on June 8, 2025, 10:44 a.m.