Brent fell to 69.21 USD/Bbl on July 18, 2025, down 0.45% from the previous day. Over the past month, Brent's price has fallen 9.77%, and is down 16.24% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Brent crude oil - values, historical data, forecasts and news - updated on July of 2025.

The Brent Crude Oil stock market symbol is BZ and it is a major benchmark for global oil prices. Learn more about its significance and how it is traded in financial markets.

Crude Oil fell to 67.30 USD/Bbl on July 18, 2025, down 0.36% from the previous day. Over the past month, Crude Oil's price has fallen 8.86%, and is down 14.42% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Crude Oil - values, historical data, forecasts and news - updated on July of 2025.

Graph and download economic data for CBOE Crude Oil ETF Volatility Index (OVXCLS) from 2007-05-10 to 2025-07-17 about ETF, VIX, volatility, crude, oil, stock market, and USA.

The file "fuels.txt" includes daily data for Brent futures (BrentF) and spot (BrentS) prices obtained from nasdaq.com database and three NASDAQ indices: 1) NASDAQ OMX Bio/Clean Fuels Index (GRNBIO). Source: {https://indexes.nasdaqomx.com/Index/Overview/GRNBIO} 2) NASDAQ OMX Fuel Cell Index (GRNFUEL). Source:{https://indexes.nasdaqomx.com/Index/Overview/GRNFUEL} 3) NASDAQ OMX Transportation Index (GRNTRN). Source: {https://indexes.nasdaqomx.com/Index/Overview/GRNTRN} The file "fundamentals.txt" includes monthly data for the following variables: 1) WIP: world industrial production index collected from:{https://sites.google.com/site/cjsbaumeister/datasets?authuser=0} 2) COMM: real commodity price factor - obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 3) GECON: global economic condition indicator (standardised) - obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 4) S.SH: oil supply shock - obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 5) OCDSH: oil consumption demand - obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 6) OIDSH: oil inventory demand- obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 7) EASH: oil demand shocks driven by global economic activity - obtained from {https://sites.google.com/site/cjsbaumeister/datasets?authuser=0}; 8) GEPU: global economic policy uncertainty index - , a normalised index of the volume of news articles discussing economic policy uncertainty; due to the nonstationarity of the data, obtained from: {https://www.policyuncertainty.com/global_monthly.html} 9) EXPT: Brent spot prices expectations formulated by the U.S. Energy Information Association; 10) SPX - end-of-month data of S&P500 11) SPECUL1: Net position of Money Managers (long-short) for Brent contract - based on the ICE Futures Europe Commitments of Traders Reports ({www.ice.com/marketdata/reports/122}); 12) SPECUL2: Speculation measure analogous to Working's (1960) index, which measures the speculative activity of non-commercial traders in the crude oil market.

The price of a barrel of oil is a key indicator in the global financial markets and is closely watched by investors, traders, and analysts. It serves as a benchmark for the cost of oil and directly impacts various industries and economies worldwide. This article explores the factors affecting the price of oil, including supply and demand dynamics, geopolitical events, economic indicators, and market sentiment. It also discusses the main oil price benchmarks, such as West Texas Intermediate (WTI), Brent Crud

This data is made up of daily stock prices and commodities' futures of a range of variables including NASDAQ clean focused price index, ARCA technology price index, Brent oil futures, Henry hub natural gas futures, Newcastle coal futures, carbon emission futures and green information technology stock price. The dataset supports empirical analysis which examines the volatility of clean energy stock returns (CERs) given the aggregate influence of energy security elements (ESEs) internal to CERs and the individuals influences of a range of exogenous variables including oil futures, natural gas futures, coal futures, carbon emission futures and green information technology stock price.

The Brent oil market is a global benchmark for pricing and plays a crucial role in the energy sector. This article explores the market's trading, factors influencing prices, and the importance of monitoring global supply and demand, geopolitical events, and economic indicators.

This study investigates the impact of oil market uncertainty on the volatility of Chinese sector indexes. We utilize commonly used realized volatility of WTI and Brent oil price along with the CBOE crude oil volatility index (OVX) to embody the oil market uncertainty. Based on the sample span from Mar 16, 2011 to Dec 31, 2019, this study utilizes vector autoregression (VAR) model to derive the impacts of the three different uncertainty indicators on Chinese stock volatilities. The empirical results show, for all sectors, the impact of OVX on sectors volatilities are more economically and statistically significant than that of realized volatility of both WTI and Brent oil prices, especially after the Chinese refined oil pricing reform of March 27, 2013. That implies OVX is more informative than traditional WTI and Brent oil prices with respect to volatility spillover from oil market to Chinese stock market. This study could provide some important implications for the participants in Chinese stock market.

This study investigates the impact of oil market uncertainty on the volatility of Chinese sector indexes. We utilize commonly used realized volatility of WTI and Brent oil price along with the CBOE crude oil volatility index (OVX) to embody the oil market uncertainty. Based on the sample span from Mar 16, 2011 to Dec 31, 2019, this study utilizes vector autoregression (VAR) model to derive the impacts of the three different uncertainty indicators on Chinese stock volatilities. The empirical results show, for all sectors, the impact of OVX on sectors volatilities are more economically and statistically significant than that of realized volatility of both WTI and Brent oil prices, especially after the Chinese refined oil pricing reform of March 27, 2013. That implies OVX is more informative than traditional WTI and Brent oil prices with respect to volatility spillover from oil market to Chinese stock market. This study could provide some important implications for the participants in Chinese stock market.

Natural gas rose to 3.57 USD/MMBtu on July 18, 2025, up 0.73% from the previous day. Over the past month, Natural gas's price has fallen 12.66%, but it is still 67.66% higher than a year ago, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Natural gas - values, historical data, forecasts and news - updated on July of 2025.

Cumulative response of Chinese sector indexes volatilities to three different kinds of oil market uncertainty (GARCH volatilities).

The p values of PP test of all new variable series.

Platinum fell to 1,436.40 USD/t.oz on July 18, 2025, down 2.36% from the previous day. Over the past month, Platinum's price has risen 11.06%, and is up 49.00% compared to the same time last year, according to trading on a contract for difference (CFD) that tracks the benchmark market for this commodity. Platinum - values, historical data, forecasts and news - updated on July of 2025.