Calendar Effects in the Market of Crude Oil

• Autorzy: Anna Górska , Monika Krawiec
• Języki publikacji: EN

Abstrakty

EN

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. (original abstract)

Słowa kluczowe

EN

Oil; Oil production; Oil sector; Calendar effects; Seasonal anomalies

PL

Ropa naftowa; Produkcja ropy naftowej; Sektor naftowy; Efekty kalendarzowe; Anomalie sezonowe

• Czasopismo: Zeszyty Naukowe SGGW w Warszawie. Problemy Rolnictwa Światowego
• Rocznik: 2015
• Tom: 15(30)
• Numer: z. 4
• Strony: 62--70

Twórcy

autor

Anna Górska

• Warsaw University of Life Sciences - SGGW, Poland

autor

Monika Krawiec

• Warsaw University of Life Sciences - SGGW, Poland

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