Data for: In Search of Attention in Agricultural Commodity Markets

This data includes weekly prices of three international agricultural commodities - corn, wheat and soybean - for the period 2009 - 2015 from the statistical data portal Index Mundi. The data includes as proxy for the media attention: search queries in Google – the number of weekly searches taken from the Google Trends database. The name of agricultural commodities (corn, wheat, soybean) are used in four languages (English, German, French and Spanish) for the period 2009 - 2015 extracted from the financial portal Investing.com. The search query time series from the Google Trends are normalized and rescaled from 0 to 100 interval that represents the proportion of searched terms in the searched period. Additional variables included in the dataset: temperature in Germany and USA, inflation in Germany and USA, US, German and UK bonds index, the adjusted close value of S&P 500 index, the traded volumes of S&P 500 index and gold and crude oil prices – all extracted from the databases of the Slovak National Bank as explanatory variables.

本数据集涵盖2009至2015年间三种国际农产品——玉米、小麦、大豆的周度价格数据，数据源自Index Mundi统计数据门户。数据集同时纳入谷歌趋势（Google Trends）数据库中的周度搜索量，以作为媒体关注度的代理指标。取自金融门户网站Investing.com的2009至2015年数据，包含玉米、小麦、大豆三种农产品名称的四种语言（英语、德语、法语、西班牙语）版本。谷歌趋势的搜索查询时序数据已完成归一化与重缩放处理，取值区间为0至100，用以表征该搜索时段内对应搜索词的搜索占比。本数据集额外包含以下解释变量：德国与美国的气温、德国与美国的通胀率、美国、德国及英国的债券指数、标普500指数（S&P 500）的调整后收盘价、标普500指数的交易量，以及黄金与原油价格，所有此类数据均取自斯洛伐克国家银行数据库。