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Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主),每天更新 https://finmind.github.io/
Crack spread is the price differential between crude oils and refined products. "Crack" refers to the catalyzing and heating process that results in the breaking down of the carbon bonds, hence the name "cracking". The spreads represent industry refining margins and lend insight into economic activities. The spreads are thought to be seasonal. The below code investigates a few crack spreads visually to establish such relationships.
Methods for Identification - academic project
Code and walkthrough for reproducibility of the Case Study (Crude Oil Price Prediction using Artificial Neural Network) presented in class.
Crude oil chart
This repository contains the analysis and results of a study on the estimation of Value at Risk (VaR) for Brent crude oil. The analysis compares classical VaR methods with advanced Machine Learning models based on Quantile Regression, aiming to evaluate the risk associated with this highly volatile and globally significant commodity.