Returns of crude oil, sugar, corn, rapeseed, and wheat futures contracts

RepOD 2026 Dataset Open access

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Authors: Blanka Łęt
DOI: 10.18150/pkwmbl
Cited by: 0

Abstract

The data includes the returns of crude oil, sugar, corn, rapeseed, and wheat futures contracts used in the article "Exploring dependence structure between oil and biofuel commodities: Insights from European and North American markets" (Łęt, B).Temporal scope of the data and the study: January 2, 2004, to February 28, 2024.Geographical scope of the data and the study: European and North American markets.

Fields of Study & Subjects

Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

Publication details

Journal / source
RepOD
Publication date
1 January 2026
Language
EN
Document type
Dataset