Statistical Analysis of Soft Commodities Returns in the Period 2007-2016

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

Abstrakty

EN

Soft commodities, often referred to as tropics, constitute a significant element of international trade and are also important to the Polish economy. Moreover, Polish investors may invest in foreign markets of soft commodities through commodity-linked ETFs, offered by some brokerage houses. Obviously, each investment decision should be preceded by an analysis of asset performance. This paper provides results of statistical analysis of soft commodities returns over the period January 2007 to December 2016. They reveal the existence of weak positive correlation between the returns, non-normal distributions, negative trends, and serial autocorrelation. (original abstract)

Słowa kluczowe

EN

Statistical analysis; Commodity distribution; Correlation

PL

Analiza statystyczna; Dystrybucja towarów; Korelacja

• Czasopismo: Zeszyty Naukowe SGGW w Warszawie. Problemy Rolnictwa Światowego
• Rocznik: 2017
• Tom: 17(32)
• Numer: z. 4
• Strony: 85--94

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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Identyfikatory

DOI

10.22630/PRS.2017.17.4.84