Meek, Andrew C.; Hoelscher, Seth A. - In: Cogent Economics & Finance 11 (2023) 1, pp. 1-19
This study tests for calendar anomalies in returns for petroleum and petroleum products via the futures market, specifically, the day-of-the-week (DOW) effect. The energy future contracts in this study are the WTI (West Texas Intermediate), Brent, RBOB (Reformulated Blendstock for Oxygenate...
