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Registered User
Joined: 4/18/2005
Posts: 4,090
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Hello guys!
I'm looking for monthly averages or closing pricesfor oil, light sweet, dosen't realy matter but i need reliable data on the prices.
Gold would also be nice but I do have a source for the "london fix" monthly averages. I'm not certain where to find what I'm looking for. I've found several private sites but I'd prefer a govt. site or some similar credible site for that.
I'm working on my Sr. Paper and compiling a multiple regression analysis of connection between gold prices and several other economic variables.
I may also need monthly closes for the SP-500 for some time period. I know TC-2000 is a great source for this. That can be exported rith into excel.
Thanks for any help. Hope all here are donig well.
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Registered User
Joined: 1/28/2005
Posts: 6,049
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What about usIng ETF's for SP500, gold? (I wouldnt use it for oil)
SPY and GLD
Thanks
diceman
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 Gold Customer
Joined: 11/22/2006
Posts: 100
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I'm sure you already looked in Yahoo Finace and MSN Money if the Worden data isn't to your liking.
A quick Google search found this for Light Sweet Crude
http://www.eia.doe.gov/emeu/international/oilprice.html
william
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Gold Customer
Joined: 4/10/2006
Posts: 954
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I would like to hear your observations if you can boil it down for the mentally challenged.
Here's some data on gold dont know if it is verifiable, certifiable, for reference.
http://www.kitco.com/scripts/hist_charts/yearly_graphs.plx
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Registered User
Joined: 2/5/2006
Posts: 1,148
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stockcharts also has a wide variety of commodities,etc. government and r"eliable" in the same sentence? lol.
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Registered User
Joined: 4/18/2005
Posts: 4,090
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Thanks guys. It will be boiled down for the mentally challenged by the mentally challenged. Yea I found the gold "london fix". but the issue more convoluded for for Oil. Ultimately I need to make a choice between LS Crude or Brent Crude (which included LSC as I understand). I'm dissapointed to hear that ETF's aren't good for oil. whay would that be? USO could be something. My desire was to avoid keying it in point by point. So monthly charts are serriously not on the fun scale and error possibilities go up. Next would be a data list that blocks copy and paste.
I don't know that the paper will be that great a tool for trading. But variants may be. I'm going to look at derived demand functions for gold as an investment in the face of:
Stock prices
Oil
Govt Debt.
Inflation
GDP growth rates
Ballance of trade
unemployment
I expect some variable to be insignificant, and I'll need to make interaction terms and check for homoskedasticity, running "White" tests, preditiction intervals hypothesis tests of significance. Avg Homework is 14-19 pages, this is the final paper so It should be at least that long I'm guessing. Unless I get zero statistical significance between any of the variables, which is OK.
Hope all are doing well. Thanks again!
Oh if someone could post SPY prices, monthly close, Jan 2006 to current from the TC export function that would be wonderful! Or Sp-500.
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Registered User
Joined: 4/18/2005
Posts: 4,090
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Executive decision:
I'll use the ETF but I only have freestock charts.com right now which
1. won't export values like TC 2000 will and
2. dosen't go back far enough.
I need monthly close from 2006 to current please. Ticker USO, or OIL will do fine.
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Registered User
Joined: 4/18/2005
Posts: 4,090
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Oh wait, it could be that they aren't that old. DARN!
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Gold Customer
Joined: 4/10/2006
Posts: 954
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http://www.eia.doe.gov/dnav/pet/hist_xls/WTOTUSAw.xls
http://www.eia.doe.gov/dnav/pet/hist/LeafHandler.ashx?n=PET&s=WTOTUSA&f=W
http://www.eia.doe.gov/petroleum/data.cfm
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Registered User
Joined: 7/1/2008
Posts: 889
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don't use USO or any etf for oil, they are horrible.
beware Worden monthly data doesn't use month-end, it uses rolling month
Google S&P500 historical performance and you can get an excel file straight from S&P with monthly figures
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Registered User
Joined: 2/17/2011
Posts: 1
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have you tried economic research at the st. louis fed
http://research.stlouisfed.org/fred2/
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Registered User
Joined: 4/18/2005
Posts: 4,090
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I found everything I need guys thanks. Found west texas crude and a LONG series of consistent prices. It's ok if it's a general proxy for oil. I'm not looking at that finite a relationship. Some accuracy will be lost but it will still be in there. The issue now is that I need to integrate quarterly GDP data with monthly data on everything else. I'd like to do a cubic spline but I haven't seen a clear description of how it's done with out fancy software. I think it's impractical in excel as a 4 yer segment requires a 12X12 linear program to convert quarterly data to monthly data so I'll likley use a simpler if less accurate method of evenly distributing the gains between months. The graph will look a little stepwise but I'm ok with that.
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Registered User
Joined: 12/31/2005
Posts: 2,499
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QUOTE (scottnlena) I found everything I need guys thanks. Found west texas crude and a LONG series of consistent prices. It's ok if it's a general proxy for oil. I'm not looking at that finite a relationship. Some accuracy will be lost but it will still be in there. The issue now is that I need to integrate quarterly GDP data with monthly data on everything else. I'd like to do a cubic spline but I haven't seen a clear description of how it's done with out fancy software. I think it's impractical in excel as a 4 yer segment requires a 12X12 linear program to convert quarterly data to monthly data so I'll likley use a simpler if less accurate method of evenly distributing the gains between months. The graph will look a little stepwise but I'm ok with that.
you can use Excel chart to fit an nth degree polynomial to the quarterly data as one possible solution.
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Registered User
Joined: 2/21/2007
Posts: 797
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Scott: are you trading still or just doing stock market research? You've been absent for quite a while.
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