Oil Market Uncertainty Index (OMUI) 1975M2-2020M5. Click here to download. Please cite the following papers as source for the data:

• Nguyen, Bao, Tatsuyoshi Okimoto, and Trung Duc Tran. "Uncertainty and sign-dependent effects of oil market shocks." Journal of Commodity Markets, forthcoming.

• Cross, Jamie, Bao H. Nguyen, and Trung Duc Tran. "The role of precautionary and speculative demand in the global market for crude oil." Journal of Applied Econometrics, forthcoming.