Daily probabilities of the United Kingdom remaining in the European
Union, derived from betting quotes across multiple platforms, from
2016-02-26 to referendum day 2016-06-23 (119 calendar days including
weekends). q_leave = 1 - q_remain is the series used in the
accompanying working paper.
Format
A tibble with 119 rows and 3 columns:
- date
Calendar date (
Date).- q_remain
Probability of Remain, from betting quotes.
- q_leave
Probability of Leave,
1 - q_remain.
Source
Betting-market state prices as in Hanke, M., Poulsen, R., and Weissensteiner, A. (2018), "Event-Related Exchange-Rate Forecasts Combining Information from Betting Quotes and Option Prices", Journal of Financial and Quantitative Analysis 53(6), 2663–2683. Used in Hanke, Schadner, Stöckl, and Weissensteiner (Working Paper), "Learning Before Scheduled Events: Prediction Markets, State Prices, and Option Valuation".
Examples
data(brexit2016)
ep <- as_event_prices(brexit2016, time = "date", price = "q_leave",
event_date = as.Date("2016-06-23"))
event_clock(ep, from = as.Date("2016-05-24"))
#> # A tibble: 5 × 10
#> market_id from to horizon n_obs n_incr n_gaps max_gap_days
#> <chr> <date> <date> <chr> <int> <int> <int> <dbl>
#> 1 NA 2016-05-24 2016-06-23 2016-06-23 31 30 0 1
#> 2 NA 2016-05-24 2016-06-23 2016-06-23 31 30 0 1
#> 3 NA 2016-05-24 2016-06-23 2016-06-23 31 30 0 1
#> 4 NA 2016-05-24 2016-06-23 2016-06-23 31 30 0 1
#> 5 NA 2016-05-24 2016-06-23 2016-06-23 31 30 0 1
#> # ℹ 2 more variables: method <chr>, A <dbl>