oil {dynmix} | R Documentation |
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.federalreserve.gov
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)