From 7c6c2e09e3ad1d41f26869cb7b9f9882175c8a6e Mon Sep 17 00:00:00 2001 From: Gertjan van den Burg Date: Tue, 10 Mar 2020 12:27:53 +0000 Subject: Initial commit --- datasets/brent_spot/README.md | 24 ++++++++++++++++++++++++ 1 file changed, 24 insertions(+) create mode 100644 datasets/brent_spot/README.md (limited to 'datasets/brent_spot/README.md') 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 +``` + +![Plot of brent_spot dataset](./brent_spot.png) -- cgit v1.2.3