Short-term interest rate estimates based on futures markets

This data is the month-end data of the time series from January 2009 to March 2023 for four commodities such as gold soybean crude oil and natural gas. These time series data can be used to estimate the market's short-term interest rate along with the Vasicek model and joint radiation term structure model., , , # Short-term interest rate estimates based on futures markets

**Abstract**: This data is the month-end data of the time series from January 2009 to March 2023 for four commodities such as gold soybean crude oil and natural gas. These time series data can be used to estimate the market short-term interest rate together with the Vasicek model and the joint radiation term structure model

**Usage**: The data in Table 1 and Table 2 can be read into the established interest rate estimation model code using python to estimate the short-term interest rate

**Data structure**: month-end time series data; The xlsx tables mainly include Table 1 and Table 2

**Source**: Bloomberg Data Terminal

Specific variable definition:

* The gold futures price is the futures price data from the end of January 2009 to the end of March 2023, in ounces per dollar
* Soybean futures prices are futures price data from the end of January 2009 to the end of March 2023, in tons per dollar
* Natural gas futures price...