Indian Refiner Crude Oil Hedging Data with Regime Classifiers, 2010-2025
by Mishra, Adesh / Harvard Dataverse·Updated 13d ago
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Description
Indian refiners' crude oil hedging data from January 2010 to December 2025, priced in rupees. The dataset supports replication of a research paper's empirical results, including forecast-accuracy tests, Markov-switching regime classifiers, and a nine-policy hedging backtest. It was authored by Adesh Mishra and archived on Harvard Dataverse in June 2026.
Use Cases
Conducting forecast-accuracy horse-race and Diebold-Mariano tests based on the described empirical results.
Implementing Markov-switching regime classifiers (K=2 and K=3) based on the described classifier outputs.
Backtesting nine different hedging policies on monthly Brent crude prices based on the described backtest engine.
Performing bootstrap and cost-sensitivity analyses based on the described replication scripts.
Strengths
Includes daily and monthly price panels sourced from FRED.
Contains four self-contained reproduction scripts for verifying all empirical results.
Covers a 15-year time range from January 2010 to December 2025.
Limitations
Column-level documentation is absent; field semantics must be inferred after download.
Row count is unknown, which may limit suitability assessment.
The PPAC Indian Basket source file for basis validation is not redistributed; users must obtain it separately.
Provenance
Source
Harvard Dataverse
Collection Method
Likely compiled from FRED and other public sources for research replication.
Time Range
January 2010 - December 2025
Freshness
Last updated 2026-06-13 14:51:38
Geography
India
A required source file (PPAC Indian Basket) is public but not included; the README documents where to obtain it.