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Commodity Regime Analysis

Code, data, methodology and model outputs

This page exposes the corrected research workflow rather than only a finished chart. The project includes the retained input data, the exclusion log, the final model sample, regression output and the Excel review model.

Dark-themed grouped bar chart of commodity-equity sensitivities by inflation regime
Primary regime comparison
Dark-themed line chart of robustness across inflation thresholds
Robustness across thresholds
Usable sample89 monthly observations
Primary modelInteraction OLS with HAC inference
Primary findingRobust Brent regime effect

Documentation

Methodology, findings, sources and the correction record.

Code and model

The reproducible Python workflow and Excel review model.

Data audit

The retained input, audit trail and final model sample.

Results and figures

Regression output, robustness checks and published charts.

Complete archiveCode, model, retained data and documentation
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This is an empirical association study, not a causal estimate or an investment recommendation. The earliest workflow did not retain the original adjusted-close series; the corrected release is reproduced from the preserved monthly-return dataset and documents that limitation explicitly.

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