Data for: The Relationship among China’s Fuel Oil Spot, Futures and Stock Markets

We use the average of the tax-inclusive prices of No.20 fuel oil in Guangzhou and Shanghai to represent the fuel oil spot price, the fuel oil futures prices traded in Shanghai Futures Exchange to represent the oil futures prices and the CSI 300 energy index to represent the energy stock index. Meanwhile, the weekly data of S&P 150 500 energy index, WTI (the West Texas intermediate) crude oil prices and WTI crude oil futures prices traded in New York Mercantile Exchange are available for comparison. The sample covers the period from August 26, 2004 to January 21, 2016. The sample size is 596. All data are extracted from Wind Database.

Identifier
DOI https://doi.org/10.17632/zvg87y6cch.2
PID https://nbn-resolving.org/urn:nbn:nl:ui:13-t3-xgwn
Metadata Access https://easy.dans.knaw.nl/oai?verb=GetRecord&metadataPrefix=oai_datacite&identifier=oai:easy.dans.knaw.nl:easy-dataset:76338
Provenance
Creator Zhang, Z
Publisher Data Archiving and Networked Services (DANS)
Contributor Zi yi Zhang
Publication Year 2017
Rights info:eu-repo/semantics/openAccess; License: http://creativecommons.org/licenses/by/4.0; http://creativecommons.org/licenses/by/4.0
OpenAccess true
Representation
Resource Type Dataset
Discipline Other