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diff --git a/datasets/brent_spot/README.md b/datasets/brent_spot/README.md new file mode 100644 index 0000000..2e2f437 --- /dev/null +++ b/datasets/brent_spot/README.md @@ -0,0 +1,24 @@ +# Brent Spot Price + +This is the USD price for Brent Crude oil, measured daily. We include the time +series from 2000 onwards. The data is sampled at every 10 original +observations to reduce the length of the series. + +The data is obtained from the [U.S. Energy Information +Administration](https://www.eia.gov/opendata/qb.php?sdid=PET.RBRTE.D). Since +the data is in the public domain, we distribute it as part of this repository. +Source: U.S. Energy Information Administration (Sep. 2019). + +Since the original data has observations only on trading days, there are +arguably gaps in this time series (on non-trading days). However we consider +these to be consecutive, and thus also consider the sampled time series to +have consecutive observations. + +To obtain the ``brent_spot.json`` file from the original +``Europe_Brent_Spot_Price_FOB_Daily.csv`` file, simply run: + +``` +$ python convert.py Europe_Brent_Spot_Price_FOB_Daily.csv brent_spot.json +``` + + |