Datasets-Convenience yield, inventory and crude oil prices

The dataset includes monthly WTI crude oil spot and futures prices with the shortest maturity contracts (one-month, two-month, and three-month futures contracts), the US Ending Stocks of Crude Oil and Petroleum Products in thousands of barrels. All the datasets were sourced from US EIA, except for the three-month US treasury bill dataset sourced from the Federal Reserve Economic Data of St. Louis Federal Bank.

本数据集包含月度西德克萨斯中质原油（WTI）现货价格与最短到期期限期货合约价格（涵盖1个月、2个月及3个月期期货合约），以及以千桶为计量单位的美国原油及石油产品期末库存数据。除3个月期美国国库券数据集取自圣路易斯联邦储备银行联邦储备经济数据库外，其余所有数据集均来源于美国能源信息署（US EIA）。