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Part 1: Document Description
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Citation |
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Title: |
Replication Data for: A Comparison of Price Fluctuations Between Brent Crude Oil and Retail Fuel Prices in Stavanger - An Algorithmic Model for Refueling |
Identification Number: |
doi:10.18710/RPTX0D |
Distributor: |
DataverseNO |
Date of Distribution: |
2021-06-15 |
Version: |
1 |
Bibliographic Citation: |
Nes, Ola, 2021, "Replication Data for: A Comparison of Price Fluctuations Between Brent Crude Oil and Retail Fuel Prices in Stavanger - An Algorithmic Model for Refueling", https://doi.org/10.18710/RPTX0D, DataverseNO, V1, UNF:6:+QkUCgRvz2qa2OcefP2liA== [fileUNF] |
Citation |
|
Title: |
Replication Data for: A Comparison of Price Fluctuations Between Brent Crude Oil and Retail Fuel Prices in Stavanger - An Algorithmic Model for Refueling |
Alternative Title: |
Replication Data for: En sammenligning av prissvingninger mellom Brent råolje og drivstoffpriser i Stavanger—En algoritmisk modell for tanking |
Identification Number: |
doi:10.18710/RPTX0D |
Authoring Entity: |
Nes, Ola (University of Stavanger) |
Other identifications and acknowledgements: |
Nielsen, Alex B. |
Producer: |
University of Stavanger |
Date of Production: |
2021-05-20 |
Software used in Production: |
Python |
Distributor: |
DataverseNO |
Distributor: |
University of Stavanger |
Access Authority: |
Nes, Ola |
Depositor: |
Nes, Ola |
Date of Deposit: |
2021-06-14 |
Holdings Information: |
https://doi.org/10.18710/RPTX0D |
Study Scope |
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Keywords: |
Mathematical Sciences, Gasoline and diesel prices, Brent crude oil, Efficient market hypothesis, Statistics, GARCH(1,1), Algorithmic trading models, Pearson correlation, Volatility, Economical markets, Price spikes, Edgeworth cycles |
Abstract: |
<p>This data set is used in the Master's thesis: "A Comparison of Price Fluctuations Between Brent Crude Oil and Retail Fuel Prices in Stavanger - An Algorithmic Model for Refueling" by Ola Nes (2021)</p> <p>The data set contains the fuel prices collected (Excel and CSV files), and the Python code which contains all functions used in the thesis.</p> <p>Abstract for thesis:</p> <p>"This thesis investigates and compares the volatility in the retail fuel market in Stavanger and Brent crude oil. Gasoline and diesel prices have been collected from gas stations in Stavanger in 2020 and 2021, and are used for the thesis’ main goal of developing an algorithmic mathematical model for refueling vehicles at optimal times for consumers that could be used in practice. The collected data suggests that there is higher volatility in the retail fuel market in Stavanger compared to the Brent crude oil market. Gas stations follow a characteristic Edgeworth cycle pattern that have price spikes occur when restarting their price cycles. These occur for the most part at the same time across all gas stations monitored in Stavanger. This pattern can be difficult for consumers to predict. Therefore, a practical refueling algorithm could be useful. There are many factors that go in to such a model to make it efficient such as price spike analysis from the Edgeworth cycle pattern found in retail fuel markets and estimating volatility using GARCH(1,1) method."</p> |
Time Period: |
2020-03-20-2021-05-20 |
Date of Collection: |
2020-03-20-2021-05-20 |
Country: |
Norway, Norway, Norway |
Geographic Coverage: |
Madla, Tjensvoll, Mariero, Stavanger, Rogaland, Karmøy, Rogaland, Rogaland, Frakkagjerd |
Kind of Data: |
Observation data |
Methodology and Processing |
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Sources Statement |
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Data Sources: |
<p>USD-NOK exchange rates were downloaded from ExcelRates.com. This data has one price for the exchange rate between USD-NOK per trading day, which is recorded at 04:30 PM Central European Time and comes from the official exchange rates from the European Central Bank. For weekends and holidays, the last trading day exchange rate is used. Data from Excelrates.com are based on the official exchange rates from the European Central Bank (ECB).</p> <p>Historical daily Brent crude oil prices were downloaded from Macrotrends.net. Macrotrends has one price for Brent crude oil per trading day, which is the closing price for that day.</p> |
Data Access |
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Other Study Description Materials |
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Related Publications |
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Citation |
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Title: |
Nes, O. (2021). En sammenligning av prissvingninger mellom Brent råolje og drivstoffpriser i Stavanger—En algoritmisk modell for tanking [Master thesis, University of Stavanger]. https://hdl.handle.net/11250/2786274 |
Identification Number: |
11250/2786274 |
Bibliographic Citation: |
Nes, O. (2021). En sammenligning av prissvingninger mellom Brent råolje og drivstoffpriser i Stavanger—En algoritmisk modell for tanking [Master thesis, University of Stavanger]. https://hdl.handle.net/11250/2786274 |
File Description--f100928 |
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File: 01_Complete_Excel.tab |
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Notes: |
UNF:6:QwL0qhZxiu0dOfsEmIpwDg== |
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File: 01_Data_2021_Prices.tab |
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Notes: |
UNF:6:81DNa6kURCUVRLhz5dZpcA== |
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File: 01_Data_Brent_Crude_Oil_Prices.tab |
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Notes: |
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File: 01_Data_Fuel_Taxes.tab |
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Notes: |
UNF:6:Y9oKss7NjIbFrrPkL6aD4g== |
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File: 01_Data_USD-NOK_Exchange_Rates.tab |
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Notes: |
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Summary Statistics: StDev 0.39432777892381154; Min. -0.945135617; Max. 0.736668647; Valid 222.0; Mean 0.4382866157117117 Variable Format: numeric Notes: UNF:6:eAT4kdsATkIPbW2GaSdHug== |
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Summary Statistics: StDev 1.0026716053094207; Valid 206.0; Mean 14.726601941747573; Min. 12.79; Max. 16.68 Variable Format: numeric Notes: UNF:6:h9/5DbH0jr0QtNzgoSH1bQ== |
f100923 Location: |
Summary Statistics: Valid 222.0; Max. 6.711339806; Mean 4.29951998618018; StDev 3.1498211173748603; Min. -6.632660194; Variable Format: numeric Notes: UNF:6:lMzjxsp4LxxCD8b+W94l5w== |
f100923 Location: |
Summary Statistics: Mean 0.5092388706441442; Max. 0.791851785; Valid 222.0; StDev 0.37098747701015833; Min. -0.788616633; Variable Format: numeric Notes: UNF:6:HPNJeAYXzIyD/mERnTGvWg== |
f100923 Location: |
Variable Format: character Notes: UNF:6:zCw/DcbSb91vEJ62f989nw== |
f100923 Location: |
Summary Statistics: Min. 13.78; Mean 15.648682926829268; StDev 1.0478501436186325; Valid 205.0; Max. 17.62 Variable Format: numeric Notes: UNF:6:jT+Me70dWKR1sYh2rwVhfQ== |
f100923 Location: |
Summary Statistics: Mean 3.6154199952882884; Max. 6.151131707; StDev 3.432370692116094; Valid 222.0; Min. -7.944868293 Variable Format: numeric Notes: UNF:6:FhdcmXKijVPA3YGpo29IoA== |
f100923 Location: |
Summary Statistics: Min. -0.962442706; Valid 222.0; Mean 0.42828965646846845; StDev 0.4044377409175936; Max. 0.74206339 Variable Format: numeric Notes: UNF:6:28headDjKf+HmRHscsmZfg== |
f100923 Location: |
Summary Statistics: Mean 14.672780487804879; Min. 12.89; StDev 1.0155277656246835; Max. 16.59; Valid 205.0; Variable Format: numeric Notes: UNF:6:we5cZxTb8NyavgDeSqcXwQ== |
f100923 Location: |
Summary Statistics: Max. 6.644721951; StDev 3.2243675184589593; Valid 222.0; Mean 4.212073302351351; Min. -6.627278049 Variable Format: numeric Notes: UNF:6:xPJlLd+a4sW7vIrW4IyfMA== |
f100923 Location: |
Summary Statistics: Max. 0.786134347; Mean 0.4987793899774775; Min. -0.802829598; StDev 0.38019832387990077; Valid 222.0 Variable Format: numeric Notes: UNF:6:CqGFJyYg82cyV14pIeIXLA== |
f100923 Location: |
Variable Format: character Notes: UNF:6:99870gGotknevga9gXsIkQ== |
f100923 Location: |
Summary Statistics: Max. 17.38; StDev 0.9545848187448162; Valid 206.0; Mean 15.34368932038835; Min. 13.49 Variable Format: numeric Notes: UNF:6:rBMsws+Ksq1gTqTrlMuZqQ== |
f100923 Location: |
Summary Statistics: StDev 3.2654740537021194; Mean 3.47590133827027; Max. 5.989631068; Min. -7.914368932; Valid 222.0 Variable Format: numeric Notes: UNF:6:CkGpENLqducKK6rxkRRCRQ== |
f100923 Location: |
Summary Statistics: Min. -0.958748008; Max. 0.7213729; StDev 0.3847526713134177; Mean 0.4116902161036036; Valid 222.0; Variable Format: numeric Notes: UNF:6:6J1OmgVeZ0DA39MkCXrl0Q== |
f100923 Location: |
Summary Statistics: StDev 0.9373622737259028; Mean 14.35621359223301; Max. 16.3; Valid 206.0; Min. 12.59 Variable Format: numeric Notes: UNF:6:pLYXLuO5L+40u9C8uTxlqA== |
f100923 Location: |
Summary Statistics: Mean 4.061603866225226; Min. -6.595621359; StDev 3.0631700395383725; Valid 222.0; Max. 6.444378641 Variable Format: numeric Notes: UNF:6:GWo6BEOAkBdhEF7H6r4kyw== |
f100923 Location: |
Summary Statistics: Min. -0.798994701; Valid 222.0; Max. 0.763211181; StDev 0.3611899844311074; Mean 0.48090090472522523; Variable Format: numeric Notes: UNF:6:m3jJLSJNNDztCb8sfu9dhQ== |
f100923 Location: |
Variable Format: character Notes: UNF:6:0Zk1+XduYp5kry2tMwBcQA== |
f100923 Location: |
Summary Statistics: Valid 205.0; StDev 0.95468044585943; Min. 13.89; Mean 15.653414634146342; Max. 17.44; Variable Format: numeric Notes: UNF:6:WtkGOpSy64HLb+JNFb55+Q== |
f100923 Location: |
Summary Statistics: Min. -7.945341463; Max. 6.006658537; Valid 222.0; Mean 3.618442320783784; StDev 3.417261917363453 Variable Format: numeric Notes: UNF:6:AVjIWsU/qR2n0EZwZ5s6LA== |
f100923 Location: |
Summary Statistics: Valid 222.0; Mean 0.4286140356711712; Min. -0.962500026; Max. 0.717592165; StDev 0.40259330743652516; Variable Format: numeric Notes: UNF:6:PxS2XbIwYUs2E4R2M8AQkQ== |
f100923 Location: |
Summary Statistics: StDev 0.90980445237373; Max. 16.36; Valid 205.0; Min. 12.89; Mean 14.670975609756097 Variable Format: numeric Notes: UNF:6:/Mwyt+K7R0tNX7N82o7rsw== |
f100923 Location: |
Summary Statistics: Min. -6.627097561; Mean 4.210920457018018; Valid 222.0; StDev 3.2052902593575987; Max. 6.460902439; Variable Format: numeric Notes: UNF:6:lnrHpMg4kkCe4LlYAbHYxQ== |
f100923 Location: |
Summary Statistics: StDev 0.37785481459472975; Min. -0.802807734; Mean 0.4985984170315315; Valid 222.0; Max. 0.764386735 Variable Format: numeric Notes: UNF:6:wdLZICZOGTQ8PMl2cOwEVw== |
f100923 Location: |
Variable Format: character Notes: UNF:6:aOzrnqamn4JN9dt1vnmwcA== |
f100923 Location: |
Summary Statistics: Max. 17.92; Min. 13.6; Mean 15.33027397260274; StDev 0.9101980416664349; Valid 219.0 Variable Format: numeric Notes: UNF:6:iVWzr8BXmxamyHaftKIeMQ== |
f100923 Location: |
Summary Statistics: Max. 6.422972603; Mean 4.1854590894864865; Min. -7.913027397; Valid 222.0; StDev 1.592860592246664 Variable Format: numeric Notes: UNF:6:NzVIU8PJYs59iqOrSGoR9g== |
f100923 Location: |
Summary Statistics: Max. 0.757828164; Min. -0.942610592; Valid 222.0; Mean 0.4951567460900901; StDev 0.1888345481840073 Variable Format: numeric Notes: UNF:6:/45GCtkA07kSnRaGQl4YVw== |
f100923 Location: |
Summary Statistics: Valid 219.0; Max. 16.56; Min. 12.27; StDev 0.8581386335883452; Mean 14.120913242009133 Variable Format: numeric Notes: UNF:6:iesFWCi/09G3BaJP6hAjpw== |
f100923 Location: |
Summary Statistics: StDev 1.4743930952452935; Min. -6.572091324; Max. 6.675908676; Valid 222.0; Mean 4.571980748072072 Variable Format: numeric Notes: UNF:6:/XV+Oi6tqWWzHi1rNNyfNQ== |
f100923 Location: |
Summary Statistics: Min. -0.782876462; StDev 0.17432451883942487; Valid 222.0; Max. 0.789824035; Mean 0.5406062137072072 Variable Format: numeric Notes: UNF:6:DuqQfIj+Euktm+kPv4Yfbw== |
f100923 Location: |
Summary Statistics: Mean 11.099004504504503; StDev 0.8469141616862279; Min. 9.811; Valid 222.0; Max. 12.01 Variable Format: numeric Notes: UNF:6:wrkUGbBcRGsKNq+kGhBSNg== |
f100923 Location: |
Summary Statistics: Max. 5.63; StDev 0.8469141616862272; Mean 4.719004504504505; Valid 222.0; Min. 3.431 Variable Format: numeric Notes: UNF:6:De7fyE0/WbRNsPL7S9F8rw== |
f100923 Location: |
Summary Statistics: StDev 0.1030216295369867; Max. 0.68164949; Valid 222.0; Min. 0.402067171; Mean 0.5583365596981982; Variable Format: numeric Notes: UNF:6:xdW1K/5aK/oQ1mUNcL/chw== |
f100923 Location: |
Summary Statistics: Min. 9.088; Max. 10.805; Mean 10.00667117117117; Valid 222.0; StDev 0.5857253112604157; Variable Format: numeric Notes: UNF:6:p1xhizLp5c8XNdQlJ1DbKA== |
f100923 Location: |
Summary Statistics: Min. 3.928; Max. 5.645; Valid 222.0; Mean 4.84667117117117; StDev 0.5857253112604157; Variable Format: numeric Notes: UNF:6:cz7us9v7Qi0NyPK1taOjRA== |
f100923 Location: |
Summary Statistics: Mean 0.5732036024864865; Min. 0.460308904; Max. 0.67539855; StDev 0.07164798617385852; Valid 222.0 Variable Format: numeric Notes: UNF:6:WcZlt7bNE4S5WnCRDa28Eg== |
f100923 Location: |
Summary Statistics: Min. 50.37; StDev 5.013823669142276; Mean 62.72108108108108; Max. 69.95; Valid 222.0 Variable Format: numeric Notes: UNF:6:GthzAah8WJe3OmmoWp9YcQ== |
f100923 Location: |
Summary Statistics: Max. 8.7011; StDev 0.1120962494914752; Min. 8.1742; Valid 222.0; Mean 8.460837837837838 Variable Format: numeric Notes: UNF:6:pC90apCQYxm7RnM6Cdj/Aw== |
f100921 Location: |
Variable Format: character Notes: UNF:6:NGWBto+QzqITzc4V7T/dSA== |
f100921 Location: |
Summary Statistics: Mean 47.00486725663717; StDev 13.869970357539106; Min. 9.12; Max. 69.95; Valid 339.0 Variable Format: numeric Notes: UNF:6:yOXXpYz0dgEjICtTV9r/PQ== |
f100921 Location: |
Summary Statistics: StDev NaN; Valid 0.0; Mean NaN; Max. NaN; Min. NaN Variable Format: numeric Notes: UNF:6:TG1M3m906Ozn6iz9kVoNkA== |
f100931 Location: |
Variable Format: character Notes: UNF:6:H4g+Jc3niLt/+RTY9SeM+w== |
f100931 Location: |
Variable Format: character Notes: UNF:6:EB4LvepzbmhNSJFBHx/YXQ== |
f100931 Location: |
Variable Format: character Notes: UNF:6:z93R7oaumhBqi3AaFYXe6w== |
f100931 Location: |
Variable Format: character Notes: UNF:6:jOQjLCapm1ycxkAhu+rW8w== |
f100931 Location: |
Variable Format: character Notes: UNF:6:JMMheuKY9WH/ottcFl0o2A== |
f100930 Location: |
Variable Format: character Notes: UNF:6:+X2/NllPsdOsOl5nFcoHKQ== |
f100930 Location: |
Summary Statistics: Min. 1.0; Valid 476.0; Mean 1.0; StDev 0.0; Max. 1.0 Variable Format: numeric Notes: UNF:6:Fqrkoxakn2Z7OoZv2FEi4Q== |
f100930 Location: |
Summary Statistics: Valid 476.0; StDev 0.6776536754585593; Max. 11.4031; Mean 9.163694327731092; Min. 8.1742; Variable Format: numeric Notes: UNF:6:Mspb33cxXcK6Yus0zu8fGA== |
f100930 Location: |
Summary Statistics: StDev NaN; Mean NaN; Min. NaN; Valid 0.0; Max. NaN; Variable Format: numeric Notes: UNF:6:UI6tVeA1T/dIZtvBl8Gohg== |
Label: |
00_README_Replication_Data_Master_thesis_Ola_Nes.txt |
Notes: |
text/plain |
Label: |
01_Data_2020_Prices.csv |
Notes: |
text/csv |
Label: |
01_Data_GARCH(1,1)_Volatility.csv |
Notes: |
text/csv |
Label: |
02_Brent_functions.txt |
Notes: |
text/plain |
Label: |
02_Master_code.txt |
Notes: |
text/plain |
Label: |
Terms_of_Reuse_Macrotrends.pdf |
Notes: |
application/pdf |