Brent Crude Oil Price and Volume Time Series from London International Exchange

A time series of Brent crude oil prices and volumes sold on the London International Exchange, analyzed using nonlinear techniques for complex systems. The analysis was conducted by Sary Levy Carciente of the Central University of Venezuela. The data shows price variations are asymmetric in time, with higher odds for large decreases compared to increases.

Use Cases

• Modeling price volatility and asymmetry based on the described time-series patterns.
• Analyzing the relationship between trading volume and price stability periods mentioned in the description.
• Testing complex systems analysis techniques on financial time-series data.
• Comparing the dynamics of price and volume variations as described in the source analysis.

Strengths

• Data is focused on a major global commodity benchmark (Brent crude oil).
• The description provides specific analytical insights, such as price asymmetry and stable short periods.

Limitations

• Row count, column definitions, and file formats are unknown.
• Last update date and temporal coverage are unknown.
• The original data file is not directly accessible; only the analysis description is provided.

Provenance

Source

Sary Levy Carciente, Central University of Venezuela, via paperswithcode.

Collection Method

Analysis of time series data from the London International Exchange.

Geography

London International Exchange (global benchmark for Brent crude oil).