% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/data.R
\docType{data}
\name{crude_oil_wti.its}
\alias{crude_oil_wti.its}
\title{WTI Crude Oil Futures Daily High/Low Interval Time Series}
\format{
A data frame with 2261 observations and 3 variables:
\itemize{
    \item \code{date}: Trading date (Date class).
    \item \code{low}: Daily low price (USD per barrel).
    \item \code{high}: Daily high price (USD per barrel).
}
}
\source{
Yahoo Finance, ticker \code{CL=F}. Downloaded via the
\pkg{quantmod} package.
}
\usage{
data(crude_oil_wti.its)
}
\description{
Daily high and low prices of WTI (West Texas Intermediate) crude oil
futures from January 2, 2003 to December 30, 2011 (2261 trading days).
This dataset matches the period used by Yang, Han, Hong and Wang (2016)
for analyzing crisis impacts on crude oil prices using interval time
series modelling.
}
\details{
WTI crude oil is a benchmark for oil prices in the Americas. This
dataset covers a period that includes the 2003 Iraq War, the 2007--2008
oil price spike (reaching nearly USD 150/barrel), the 2008 global
financial crisis, and the subsequent recovery. The wide variation in
price levels and volatility regimes makes this dataset ideal for
evaluating interval time series models under structural breaks.
}
\section{Metadata}{

\tabular{ll}{
  \strong{Sample size (n)} \tab 2261 \cr
  \strong{Variables (p)} \tab 3 (date, low, high) \cr
  \strong{Subject area} \tab Finance / Commodities \cr
  \strong{Symbolic format} \tab Interval time series \cr
  \strong{Analytical tasks} \tab Forecasting, Structural break analysis
}
}

\examples{
data(crude_oil_wti.its)
head(crude_oil_wti.its)
plot(crude_oil_wti.its$date, crude_oil_wti.its$high, type = "l",
     col = "red", ylab = "Price (USD/barrel)", xlab = "Date",
     main = "WTI Crude Oil Daily High/Low (2003-2011)")
lines(crude_oil_wti.its$date, crude_oil_wti.its$low, col = "blue")
legend("topleft", c("High", "Low"), col = c("red", "blue"), lty = 1)
}
\references{
Yang, W., Han, A., Hong, Y. and Wang, S. (2016). Analysis of crisis
impact on crude oil prices: A new approach with interval time series
modelling. \emph{Quantitative Finance}, \strong{16}(12), 1917--1928.
}
\keyword{commodities}
\keyword{datasets}
\keyword{finance}
\keyword{interval}
\keyword{timeseries}
