Web Scraping with Python: unexpected EOF while parsing error

Question

I'm following the exercises on the book 'Web Scraping with Python' but I get an 'unexpected EOF while parsing' error when running the following code:

from urllib.request import urlopen
from urllib.error import HTTPError
try:
    html = urlopen('http://www.pythonscraping.com/pages/page1.html')
except HTTPError as e:
    print(e)
    # return null, break, or do some other "Plan B"
else:
    # program continues. Note: If you return or break in the
    # exception catch, you do not need to use the "else" statement

Any clues regarding what might be causing it?

Thanks in advance.