{"id":17161,"date":"2023-04-09T23:27:58","date_gmt":"2023-04-09T21:27:58","guid":{"rendered":"https:\/\/www.graviton.at\/letterswaplibrary\/i-am-looking-for-a-very-specific-dataset-used-in-the-paper-short-term-variations-and-long-term-dynamics-in-commodity-prices-2000\/"},"modified":"2023-04-09T23:27:58","modified_gmt":"2023-04-09T21:27:58","slug":"i-am-looking-for-a-very-specific-dataset-used-in-the-paper-short-term-variations-and-long-term-dynamics-in-commodity-prices-2000","status":"publish","type":"post","link":"https:\/\/www.graviton.at\/letterswaplibrary\/i-am-looking-for-a-very-specific-dataset-used-in-the-paper-short-term-variations-and-long-term-dynamics-in-commodity-prices-2000\/","title":{"rendered":"I Am Looking For A Very Specific Dataset Used In The Paper Short-Term Variations And Long-Term Dynamics In Commodity Prices (2000)"},"content":{"rendered":"<p><!-- SC_OFF --><\/p>\n<div class=\"md\">\n<p>I am trying to replicate the model in this paper and to make sure it works I would like to apply it to the same data as in the original paper<\/p>\n<p>There are two datasets used, one is the weekly prices of 5 NYMEX crude oil futures contracts from 1\/2\/1990 to 2\/17\/1995. The paper says that these were made public by Knight-Ridder Financial, a company that has ceased to exist since.<\/p>\n<p>The other one is a set of crude oil prices by Enron Capitial, a company that has also ceased to exist since.<\/p>\n<p>I doubt I could obtain the second dataset but I was wondering if anyone had any suggestions on where I could find the first dataset by Knight-Ridder Financial. I have tried accessing their website through internet archive but I wasn&#8217;t able to find anything on there, nor was I able to locate the original publication.<\/p>\n<p>Bloomberg is not an option for me right now either.<\/p>\n<p>\u200b<\/p>\n<p>Full reference: Schwartz, E. and Smith, J.E., 2000. Short-term variations and long-term dynamics in commodity prices. <em>Management Science<\/em>, <em>46<\/em>(7), pp.893-911.<\/p>\n<\/div>\n<p><!-- SC_ON -->   submitted by   <a href=\"https:\/\/www.reddit.com\/user\/horux123\"> \/u\/horux123 <\/a> <br \/> <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/12gv1qb\/i_am_looking_for_a_very_specific_dataset_used_in\/\">[link]<\/a><\/span>   <span><a href=\"https:\/\/www.reddit.com\/r\/datasets\/comments\/12gv1qb\/i_am_looking_for_a_very_specific_dataset_used_in\/\">[comments]<\/a><\/span><\/p><div class='watch-action'><div class='watch-position align-right'><div class='action-like'><a class='lbg-style1 like-17161 jlk' href='javascript:void(0)' data-task='like' data-post_id='17161' data-nonce='65e0e39b87' rel='nofollow'><img class='wti-pixel' src='https:\/\/www.graviton.at\/letterswaplibrary\/wp-content\/plugins\/wti-like-post\/images\/pixel.gif' title='Like' \/><span class='lc-17161 lc'>0<\/span><\/a><\/div><\/div> <div class='status-17161 status align-right'><\/div><\/div><div class='wti-clear'><\/div>","protected":false},"excerpt":{"rendered":"<p>I am trying to replicate the model in this paper and to make sure it works I&#8230;<\/p>\n","protected":false},"author":0,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[85],"tags":[],"class_list":["post-17161","post","type-post","status-publish","format-standard","hentry","category-datatards","wpcat-85-id"],"_links":{"self":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/17161","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/types\/post"}],"replies":[{"embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/comments?post=17161"}],"version-history":[{"count":0,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/posts\/17161\/revisions"}],"wp:attachment":[{"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/media?parent=17161"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/categories?post=17161"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.graviton.at\/letterswaplibrary\/wp-json\/wp\/v2\/tags?post=17161"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}