Services & ResourcesWolfram ForumsMathGroup Archive

[Date Index] [Thread Index] [Author Index]

For interest: oil prices with FX for comparison

• To: mathgroup at smc.vnet.net
• Subject: [mg103818] For interest: oil prices with FX for comparison
• From: "Chris Degnen" <degnen at cwgsy.net>
• Date: Thu, 8 Oct 2009 07:49:10 -0400 (EDT)

(* Oil price in dollars *)
spotPrices =
First@Import["http://www.eia.doe.gov/emeu/international/Crude1.xls";];
spotPriceWTI = Cases[spotPrices[[All, {1, 4}]], {_List, _?NumericQ}];
oilUSD = Select[spotPriceWTI, #[[1, 1]] >= 2000 &];
(* Oil price in euros *)
euData1 =
Import["http://www.federalreserve.gov/releases/h10/hist/dat00_eu.txt";,
"Data"];
euData2 = {StringReplace[#, " " .. -> ","]} & /@ euData1;
euData3 = Select[euData2, StringLength[#] == {16} &];
euData4 = First[StringSplit[#, ","]] & /@ euData3;
euData5 = {DateList[#[[1]]], ToExpression[#[[2]]]} & /@ euData4;
oilEUR = DeleteCases[{Cases[euData5, {#[[1]], _}], #[[2]]} & /@
oilUSD, {{}, _}];
(* Oil price in sterling *)
ukData1 =
Import["http://www.federalreserve.gov/releases/h10/hist/dat00_uk.txt";,
"Data"];
ukData2 = {StringReplace[#[[1]], " " .. -> ","]} & /@ ukData1;
ukData3 = Select[ukData2, StringLength[#] == {17} &];
ukData4 = First[StringSplit[#, ", "]] & /@ ukData3;
ukData5 = {DateList[#[[1]]], ToExpression[#[[2]]]} & /@ ukData4;
oilGBP = DeleteCases[{Cases[ukData5, {#[[1]], _}], #[[2]]} & /@
oilUSD, {{}, _}];
(* Oil Chart showing prices in dollars, euros and sterling *)
Manipulate[
DateListPlot[{oilUSD, {#[[1, 1, 1]], EuroScaleFactor*#[[2]]/#[[1, 1, 2]]} & /@
oilEUR, {#[[1, 1, 1]], SterlingScaleFactor*#[[2]]/#[[1, 1, 2]]} & /@
oilGBP}, ImageSize -> 600,
PlotLabel -> Style["Oil Prices - USD, EUR and GBP", Bold], Joined -> True,
PlotRange -> {Automatic, {0, 160}}], {{EuroScaleFactor, 1}, 0, 2.5,
Appearance -> "Labeled"}, {{SterlingScaleFactor, 1}, 0, 2.5,
Appearance -> "Labeled"}]

• Follow-Ups:
  • Re: Re: For interest: oil prices with FX for
    • From: Jason Ledbetter <jasonbrent@gmail.com>
  • Re: For interest: oil prices with FX for comparison
    • From: DrMajorBob <btreat1@austin.rr.com>