Commodity event studies with FRED and gold price series

This tutorial uses WTI, Brent, and gold as public commodity event-study series.

Why this case works

Commodity cases are easy to explain to broad audiences and fit naturally into counterfactual questions around macro or geopolitical shocks.

Minimal example

from tscfbench.datasets import load_fred_series, make_event_impact_case

wti = load_fred_series("DCOILWTICO")
brent = load_fred_series("DCOILBRENTEU")

case = make_event_impact_case(
    wti,
    {"brent": brent},
    intervention_t="2025-11-01",
)

Notes

• Brent is often a natural control for WTI, or vice versa.
• Gold can be loaded from a CSV-like mirrored source when you want a safe-haven style case next to oil.