Calendar effects in the market of crude oil
A Górska, M Krawiec - Zeszyty Naukowe Szkoły Głównej …, 2015 - agro.icm.edu.pl
A Górska, M Krawiec
Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie …, 2015•agro.icm.edu.plThis paper investigates calendar effects in the crude oil market using daily data over the
period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West
Texas Intermediate (WTI) and Brent. Results of performing statistical tests of equality of two
means and of equality of two variances reveal the presence of both day-of-the week and
month-of-the-year effects.
period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West
Texas Intermediate (WTI) and Brent. Results of performing statistical tests of equality of two
means and of equality of two variances reveal the presence of both day-of-the week and
month-of-the-year effects.
Abstract
This paper investigates calendar effects in the crude oil market using daily data over the period January 4, 2000 to December 31, 2014 for two global oil pricing benchmarks: West Texas Intermediate (WTI) and Brent. Results of performing statistical tests of equality of two means and of equality of two variances reveal the presence of both day-of-the week and month-of-the-year effects.
agro.icm.edu.pl
以上显示的是最相近的搜索结果。 查看全部搜索结果