Real-Time Data

This contains the end-of-month and monthly average crude oil prices used in the paper Forecasts of the Real Price of Oil Revisited: Do they Beat the Random Walk? It also includes the updated real-time database of global crude oil variables used in the paper Carpe Diem: Disaggregating model-based forecasts of the real price of crude oil. This data is updated monthly using the information available at midnight at the end of each month. Please cite the above two papers and other appropriate sources when using this data.

Replication Code