The dataset contains the data necessary for replicating the analysis of Brown and Yucel in their paper "What Drives Natural Gas Prices?" The dataset also includes the expanded dataset with observations until June 2017. The Stata dofile runs all of the commands necessary to produce the estimates in my replication study of "What Drives Natural Gas Prices?" entitled "Revisiting the Drivers of Natural Gas Prices." If the dataset is opened in Stata, then the dofile will produce the replication estimates.