Real-Time Data

This contains the data used in Benmoussa et al. (2020). It includes the end-of-period and monthly average crude oil prices. It also updates and extends the real-time database of Baumeister and Kilian (2012). This data is updated monthly on the first day of each month. Please cite Benmoussa et al. (2020) and other appropriate sources when using this data.

Replication Code