Price discovery process and lead-lag relationship in Brent and WTI crude oil markets

The dataset consists of weekly and monthly spot and futures prices for the two crude oil benchmarks, namely WTI and Brent. The weekly data series cover the periods January 3, 1986, to January 29, 2021. While the monthly data series span from January 1990 to January 2021. All the datasets are sourced from the US Energy Information Administration, with the exception of only Brent futures price datasets which were obtained from investing.com UK.

本数据集包含两大基准原油品种——西德克萨斯中质原油（WTI）与布伦特原油（Brent）的周度及月度现货与期货价格数据。其中周度数据序列的时间覆盖区间为1986年1月3日至2021年1月29日，而月度数据序列的时间跨度为1990年1月至2021年1月。所有数据集均采集自美国能源信息署（US Energy Information Administration），仅布伦特原油期货价格数据集例外，其来源为英国investing.com平台。