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...

本数据集包含2009年1月至2023年3月期间黄金、大豆、原油及天然气四类商品的月末时间序列数据。此类时间序列数据可结合瓦西塞克（Vasicek）模型与联合辐射期限结构模型，用于估算市场短期利率。
# 基于期货市场的短期利率估算

**摘要**：本数据集涵盖2009年1月至2023年3月的黄金、大豆、原油与天然气四类商品的月末时间序列数据。该类时间序列数据可配合瓦西塞克（Vasicek）模型及联合辐射期限结构模型，用于市场短期利率的估算。

**使用说明**：可通过Python将表1与表2中的数据导入已搭建的利率估算模型代码，以完成短期利率的估算工作。

**数据结构**：月末时间序列数据；本次提供的Excel表格主要包含表1与表2两类数据表。

**数据来源**：彭博终端（Bloomberg Data Terminal）

**变量详细定义**：
* 黄金期货价格：2009年1月末至2023年3月末的期货价格数据，计价单位为美元/盎司
* 大豆期货价格：2009年1月末至2023年3月末的期货价格数据，计价单位为美元/吨
* 天然气期货价格……