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美英讨论俄油禁令,WTI 一度触 $130

2022-03-08 commodity shock 29 Source →
Asset returns after this event

Asset returns after this event

Asset T+1 T+5 T+30
DBA Agriculture
-1.94% -2.61% +0.59%
DIA Dow 30
+1.71% +5.79% +3.87%
EEM Emerging Markets
+0.91% +3.78% -1.65%
EWJ Japan
+2.27% +5.67% -2.18%
FXI China Large Cap
-2.94% +1.09% -5.63%
GLD Gold
-2.67% -5.55% -5.86%
IEF 7-10yr Treasuries
-1.07% -2.72% -7.99%
IWM Russell 2000
+2.63% +5.30% -0.89%
QQQ Nasdaq 100
+2.45% +6.52% +0.76%
SHY 1-3yr Treasuries
-0.14% -0.53% -1.67%
SLV Silver
-1.80% -4.58% -8.75%
SPY S&P 500
+2.22% +5.96% +2.67%
TLT 20+yr Treasuries
-2.40% -4.31% -12.77%
UNG Natural Gas
+1.56% +8.09% +41.26%
USO Crude Oil
-13.31% -13.75% -10.68%
UUP USD Index
-0.49% -1.06% +2.08%
VIXY VIX Futures
-8.26% -17.60% -20.21%
VTI Total US Market
+2.31% +5.97% +2.30%
XLB Materials
+3.37% +7.28% +7.89%
XLC Communication Services
+2.23% +5.04% -4.12%
XLE Energy
-0.09% -4.63% -0.79%
XLF Financials
+2.80% +9.11% +1.83%
XLI Industrials
+1.68% +5.51% +1.71%
XLK Technology
+2.14% +5.84% -0.16%
XLP Consumer Staples
-0.28% +2.12% +9.82%
XLRE Real Estate
+2.03% +3.77% +9.34%
XLU Utilities
-0.04% +1.02% +5.72%
XLV Healthcare
+1.85% +6.74% +5.13%
XLY Consumer Discretionary
+3.95% +8.93% +7.68%

Oil Shocks — How Crude Reshapes the Tape

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Methodology: historical analogs are built from a curated event list and yfinance total-return data. The Monte Carlo uses joint sampling — entire asset-return vectors drawn from the same historical event so cross-asset correlations are preserved. This page is informational and does not constitute investment advice. Read the full methodology →

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