Archive

Posts Tagged ‘Global Financial Data (GFD)’

Exchange rates

10 July 2015 1 comment

Exchange rates available online:

Several databases also have exchange rates (current/spot and forward):

  • Search Global Financial Database It has daily and monthly exchange rates for many different countries, in some cases going back hundreds of years.
  • Use WRDS and select Foreign Exchange Rates.
  • Use Datastream – select Category as Exchange Rates
  • Use Bloomberg
    Hit the Currency Market Sector key (Yellow) and then hit GO/EnterFor the best and worst performing currencies relative to a selected currency,type WCRS and hit GO

Economic databases also provide exchange rate date: UK Data Service (formerly Economic and Social Data Service) provides IMF monthly, quarterly and annual data.

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Oil Price – historical data (update)

16 October 2014 1 comment

The oil price is often in the financial news as a key economic indicator so it is not surprising that many researchers are interested in historical oil price data.

Crude oil is traded worldwide but there is not a single oil price. The Financial Times world markets summary includes two crude oil benchmarks: WTI (West Texas Intermediate) and Brent. Historic data is available for these from several sources. One of the most convenient is Quandl (see Quandl – a search engine for time-series datasets for more information)

The screenshot below shows a oil price chart for “Brent Crude Oil Spot Price, Sullomn Voe, Scotland” from Quandl’s crude oil prices.

Brent crude oil price from  Quandl

Brent crude oil price from Quandl

Historical oil prices are also available from several databases:

Bloomberg Professional has the greatest detail of commodity trading and related news. Most of the trading of oil on financial markets deals with oil future (paying now for oil to be delivered at a specific date in the future) rather than the spot (current) price. Benchmarks include Brent Crude (EUCRBRDT) and WTI (USCRWTIC)

Datastream from Thomson Reuters includes numerous historical time series of oil prices among its commodity category. Benchmarks from Thomson Reuters include Brent (OILBRDT) and WTI (OILWTIN) crude oil.

Global Financial Database (GFD) also have these benchmark oil prices. (GFD) has historical prices for Brent and WTI crude oil (select GFDatabase and series type Commodity Prices). GFD has data for Brent going back to 1957 and WTI going back to 1860.

passport-oil-pricePassport (formerly GMID) from Euromonitor also has crude oil prices for Brent and WTI Cushing. However, these are only annual prices – if you want monthly or daily prices then the databases above are better.

In many circumstances it is acceptable to use any of these sources for historical crude oil prices but your text or references should make your choice clear. If you are getting other research data from Bloomberg or Datastream it makes sense to get your oil prices from the same source.

Oil Price chart from DatastreamThe previous oil price post (January 2011) included this oil price chart showing that Brent and WTI have been almost identical. On closer inspection the two series chosen are from different sources: OILBRNP (Brent) is from ICIS Pricing while OILWTIN (WTI) is from Thomson Reuters themselves.

(There are sometimes small differences in data from alternative sources – which is why Thomson Reuters make these available to their Datastream customers. For researchers the key questions are usually the time-span and frequency of historical data, and whether our Datastream subscription includes access.)

This previous post also prompted comments about getting historical data for TAPIS (Malaysian) crude. This is available on Bloomberg (APCRTAPI) from December 1986 and Datastream (OILTPMY) from January 1991. See https://bizlib247.wordpress.com/2011/01/05/oil-price-historical-data/#comments

Global Financial Database for historical data

30 June 2014 2 comments

Global Financial Database (GFD or Global Financial Data) provides access to financial and economic time-series data with more than 6500 series covering 150 countries worldwide. Two key characteristics of GFD:

  1. Long historical time-series data – e.g. for most countries GFD provides GDP data going back 100+ years. (screenshot below)
  2. Ease of access – available on any University of Manchester PC (and off-campus using VPN)

Using the GFD Filter Search is one way of getting an overview of the data available. A GFD Filter Search – GFDatabase: Country-UNITED KINGDOM and Series Group-Economic –  gives results including

  • United Kingdom Retail Price Index – Years 1209 – 2014
  • United Kingdom Consumer Price Index – Years 1800 – 2014
  • Great Britain Unemployment Rate – Years 1855 – 2014

The Screenshot below used a combination of a keyword search (Name contains “dividend”) and filter search (GFDatabase: Country-G-20)

GFD search for dividend yield for G20 countries (click to expand)

GFD search for dividend yield for G20 countries (click to expand)

Just select the linked name or a download button to get the page for downloading data.

The UK FT-Actuaries Dividend Yield is the FTSE All Share series that GFD have extended to give a time series that starts in 1926. (For full details see the description.)

Analysis of long-term data is a main market for GFD as illustrated in their White PapersGlobal History of Currencies and GFD blog.

GFD does not (with the University of Manchester subscription) provide data on individual stocks, but it does provide a wide range of series covering bond and equity market indices, commodity prices, exchange rates, interest rates and macro economic series.

Acknowledgement

Thanks  to the research student, looking for historical UK dividend yield, who mentioned that a paper had got data for UK aggregate stock market from “Global Financial Data”.

This is essentially an edit and re-post of Global Financial Database (posted June 2011) following a check that the GFD interface had not changed significantly in the last 3 years, and that the UK aggregate dividend yield was part of the University of Manchester subscription.

Global Financial Database

26 June 2011 1 comment

Note: Global Financial Database for historical data (posted June 2014) is a revised and updated version of this post.

Global Financial Database (GFD) provides access to financial and economic time-series data with more than 6500 series covering 150 countries worldwide. Two key characteristics of GFD:

  1. Long historical time-series data – e.g. for most countries GFD provides GDP data going back 100+ years. (screenshot below)
  2. Ease of access – available on any University of Manchester PC (and off-campus using VPN)

Analysis of long-term data is a main market for GFD as illustrated in their White Papers and Global History of Currencies.

Global Financial Data – GDP search – click to enlarge

GFD Search Engines – GFD Filter Search – GFDatabase: Country-ALL, Series Group-ALL and Main Indicators-GDP

The web interface of GFD contrasts with other specialist databases providing both financial and economic data, e.g. Bloomberg and Datastream, which are only licensed for specific PCs.