7 datasets found
  1. F

    CBOE Crude Oil ETF Volatility Index

    • fred.stlouisfed.org
    json
    Updated Jul 23, 2025
    + more versions
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    (2025). CBOE Crude Oil ETF Volatility Index [Dataset]. https://fred.stlouisfed.org/series/OVXCLS
    Explore at:
    jsonAvailable download formats
    Dataset updated
    Jul 23, 2025
    License

    https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

    Description

    Graph and download economic data for CBOE Crude Oil ETF Volatility Index (OVXCLS) from 2007-05-10 to 2025-07-22 about ETF, VIX, volatility, crude, oil, stock market, and USA.

  2. f

    S1 File -

    • plos.figshare.com
    xlsx
    Updated Apr 25, 2024
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    Peng Qin; Manying Bai (2024). S1 File - [Dataset]. http://doi.org/10.1371/journal.pone.0302131.s002
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    xlsxAvailable download formats
    Dataset updated
    Apr 25, 2024
    Dataset provided by
    PLOS ONE
    Authors
    Peng Qin; Manying Bai
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    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.

  3. f

    Maximum unit root module of each VAR models.

    • figshare.com
    xls
    Updated Apr 25, 2024
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    Peng Qin; Manying Bai (2024). Maximum unit root module of each VAR models. [Dataset]. http://doi.org/10.1371/journal.pone.0302131.t002
    Explore at:
    xlsAvailable download formats
    Dataset updated
    Apr 25, 2024
    Dataset provided by
    PLOS ONE
    Authors
    Peng Qin; Manying Bai
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    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.

  4. f

    The p values of PP test of all variables.

    • plos.figshare.com
    xls
    Updated Apr 25, 2024
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    Peng Qin; Manying Bai (2024). The p values of PP test of all variables. [Dataset]. http://doi.org/10.1371/journal.pone.0302131.t001
    Explore at:
    xlsAvailable download formats
    Dataset updated
    Apr 25, 2024
    Dataset provided by
    PLOS ONE
    Authors
    Peng Qin; Manying Bai
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Description

    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.

  5. Wti Oil Futures Price Chart

    • indexbox.io
    doc, docx, pdf, xls +1
    Updated Jul 1, 2025
    + more versions
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    IndexBox Inc. (2025). Wti Oil Futures Price Chart [Dataset]. https://www.indexbox.io/search/wti-oil-futures-price-chart/
    Explore at:
    docx, xls, pdf, xlsx, docAvailable download formats
    Dataset updated
    Jul 1, 2025
    Dataset provided by
    IndexBox
    Authors
    IndexBox Inc.
    License

    Attribution 4.0 (CC BY 4.0)https://creativecommons.org/licenses/by/4.0/
    License information was derived automatically

    Time period covered
    Jan 1, 2012 - Jul 18, 2025
    Area covered
    World
    Variables measured
    Price CIF, Price FOB, Export Value, Import Price, Import Value, Export Prices, Export Volume, Import Volume
    Description

    The WTI (West Texas Intermediate) oil futures price chart provides historical price data for WTI crude oil futures contracts. It offers insights into market trends, volatility, and allows users to analyze the data using technical indicators. Traders can identify patterns and opportunities, monitor support and resistance levels, and compare oil prices to other financial instruments or indices.

  6. Annual volatility of major commodity indices and precious metals worldwide...

    • statista.com
    Updated Jan 11, 2022
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    Statista (2022). Annual volatility of major commodity indices and precious metals worldwide 2019 [Dataset]. https://www.statista.com/statistics/1061421/annual-volatility-gold-major-commodity-indices-precious-metals-global/
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    Dataset updated
    Jan 11, 2022
    Dataset authored and provided by
    Statistahttp://statista.com/
    Time period covered
    Jun 2009 - Jun 2019
    Area covered
    Worldwide
    Description

    Between June 2009 and June 2019, gold had an annualized daily volatility of 15.81 percent, which made it considerably less volatile than silver and the Bloomberg WTI Oil Index.

  7. OPEC oil price annually 1960-2025

    • statista.com
    • ai-chatbox.pro
    Updated Jul 15, 2025
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    Statista (2025). OPEC oil price annually 1960-2025 [Dataset]. https://www.statista.com/statistics/262858/change-in-opec-crude-oil-prices-since-1960/
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    Dataset updated
    Jul 15, 2025
    Dataset authored and provided by
    Statistahttp://statista.com/
    Area covered
    Worldwide
    Description

    The 2025 annual OPEC basket price stood at ***** U.S. dollars per barrel as of June. This would be lower than the 2024 average, which amounted to ***** U.S. dollars. The abbreviation OPEC stands for Organization of the Petroleum Exporting Countries and includes Algeria, Angola, Congo, Equatorial Guinea, Gabon, Iraq, Iran, Kuwait, Libya, Nigeria, Saudi Arabia, Venezuela, and the United Arab Emirates. The aim of the OPEC is to coordinate the oil policies of its member states. It was founded in 1960 in Baghdad, Iraq. The OPEC Reference Basket The OPEC crude oil price is defined by the price of the so-called OPEC (Reference) basket. This basket is an average of prices of the various petroleum blends that are produced by the OPEC members. Some of these oil blends are, for example: Saharan Blend from Algeria, Basra Light from Iraq, Arab Light from Saudi Arabia, BCF 17 from Venezuela, et cetera. By increasing and decreasing its oil production, OPEC tries to keep the price between a given maxima and minima. Benchmark crude oil The OPEC basket is one of the most important benchmarks for crude oil prices worldwide. Other significant benchmarks are UK Brent, West Texas Intermediate (WTI), and Dubai Crude (Fateh). Because there are many types and grades of oil, such benchmarks are indispensable for referencing them on the global oil market. The 2025 fall in prices was the result of weakened demand outlooks exacerbated by extensive U.S. trade tariffs.

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(2025). CBOE Crude Oil ETF Volatility Index [Dataset]. https://fred.stlouisfed.org/series/OVXCLS

CBOE Crude Oil ETF Volatility Index

OVXCLS

Explore at:
193 scholarly articles cite this dataset (View in Google Scholar)
jsonAvailable download formats
Dataset updated
Jul 23, 2025
License

https://fred.stlouisfed.org/legal/#copyright-citation-requiredhttps://fred.stlouisfed.org/legal/#copyright-citation-required

Description

Graph and download economic data for CBOE Crude Oil ETF Volatility Index (OVXCLS) from 2007-05-10 to 2025-07-22 about ETF, VIX, volatility, crude, oil, stock market, and USA.

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