Russian Wheat Export Market Dataset: FOB Prices, CBOT Futures, Exchange Rates, and Grain Damper Export Duties (2018–2024)

This dataset supports the study "International Price Transmission and Policy Effects in Russian Wheat Exports: Evidence from FOB Black Sea Prices" (Lakerbai & Xing, Shandong University of Technology). The dataset covers monthly observations from March 2021 to January 2026 and comprises four variables used in the Vector Error Correction Model (VECM) and Bai-Perron structural break analysis reported in the paper.

Variables included:

WHFOB - Moscow Exchange Wheat FOB Black Sea Index (moex.com)

CBOT - Chicago Board of Trade wheat futures prices (Yahoo Finance)

RUB/USD - Russian ruble to US dollar exchange rate (Central Bank of Russia, cbr.ru)

Grain Damper export duty - Computed variable derived from the official Russian floating export duty formula, as described in Section 4.1.2 of the paper

The Grain Damper duty variable is not directly observed but is constructed from the WHFOB indicative price series and the official threshold parameters published by the Russian government. All raw source data are publicly available from the institutions listed above. This deposit provides the cleaned, analysis-ready dataset to ensure full reproducibility of the empirical results.