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Публікація On the Ratio of Futures Prices in the World Markets for Grain Commodities(2023) Bilotserkivskyi, Oleksandr; Stepurina, Svitlana; Lyashenko, VyacheslavGrain products play an important role as a factor in stable economic development. These goods provide food security, security of life support and activities of people. At the same time, the market for grain products is subject to the influence of various destabilizing factors, which affects the price of such products. Generalization of prices for any goods is the price dynamics for the corresponding futures goods. Thus, in order to analyze changes in the market of grain products, it is advisable to study the dynamics of prices for futures for these products. This allows you to understand the dynamics of the formation of a parity price between supply and demand. Such dynamics is formed under the influence of market factors, the impact of destabilizing factors, the conditions for the development of the relevant market segment and the actions of investors. For the corresponding analysis, we use descriptive statistics, which allows us to analyze current trends, identify peaks in changing price dynamics. To conduct a comparative analysis of price dynamics for various grain products, we use the wavelet ideology. Such an ideology makes it possible to obtain wavelet coherence estimates. These estimates contribute to the study of the grain market, the consideration of various investment strategies. The paper presents various graphs and schemes that allow you to repeat experiments and evaluate the results.Публікація New Data from Wavelet Analysis on the Dynamics of Changes in the International Currency Market(2022) Lyashenko, Vyacheslav; Serhiienko, Olena; Bilotserkivskyi, OleksandrThe foreign exchange market is one of the important segments of the financial market. Such attention to the foreign exchange market is due to the fact that it provides stable economic and organizational relationships in the implementation of transactions for the purchase or sale of foreign currency. This, in turn, has a significant impact on the development of international economic relations. Thus, the analysis of the foreign exchange market plays an important role in the evaluation of various economic processes. To analyze the situation in the foreign exchange market, it is necessary to have primary data. As a source of primary data for the foreign exchange market are empirical data on the dynamics of the exchange rate. At the same time, it is necessary to know the dynamics of the exchange rate from the point of view of different countries. This increases the reliability of the results that can be obtained from the corresponding analysis. We can also evaluate the mutual influence on the dynamics of exchange rates from the point of view of individual countries. For such an analysis, we use the ideology of wavelets. This ideology allows the analysis of data presented as a time series. Among the methods of wavelet ideology, we consider wavelet coherence. This approach allows us to evaluate the mutual dynamics of exchange rates for different countries. The paper presents the results for real data. The paper presents many graphs and diagrams that allow you to better understand the progress of our study, interpret the results.Публікація Assessment Dynamics the Development of Financial Markets in the UK and Japan in the Context of COVID-19 Pandemic(2022) Lyashenko, Vyacheslav; Bitner, Irina; Bilotserkivskyi, OleksandrThe negative dynamics of the spread of the COVID-19 pandemic affects all areas of daily and economic activity. At the same time, the degree of such influence is largely determined by the continuity of the movement of various financial flows, the possibility of their rapid renewal in cases of emergency slowdown or interruption of movement. For the analysis of the movement of financial flows, it is important to study the development of financial markets. It is important to carry out such an analysis from the point of view of different segments of the financial market. At the same time, it is also necessary to take into account the general trend in the development of the financial market, the relationship of its individual segments. This can be done based on the analysis of the relevant stock indexes. The paper considers the dynamics of the real values of stock indices, which reflect the dynamics of the development of individual sectors of the financial market. The paper also takes into account the aspects of conducting a comparative analysis, which allows us to identify common patterns. To do this, we consider the values of the UK and Japan stock indices. To conduct a comparative analysis, we use the methodology for constructing wavelet coherence estimates. The paper presents many graphs and charts for specific real data. This allows you to understand the logic of the study and the results obtained.Публікація Assessment Relationship Between Components of the World's Leading Stock Indices in Reflection on the World Financial Market Dynamics(2021) Lyashenko, Vyacheslav; Sergienko, Olena A.; Bilotserkivskyi, OleksandrThe development of the global economy presupposes the stable functioning of all its constituent parts, institutions, and markets. Among such markets of the global economy, a special place is occupied by the financial market, which is able to redistribute financial resources. However, such redistribution must be protected from various risks, unfavorable development of negative situations. To solve such problems, the concept of stock indices is used, which reflects the dynamics of price changes for different groups of securities. Knowing the dynamics of the values of stock indices, one can analyze and predict the development of the financial market as a whole. It is also necessary to take into account the relationship of stock indices and the relationship between the components of various stock indices. Based on this, the paper examines a qualitative assessment of the relationship between the components of the world's leading stock indices in reflecting the dynamics of the world financial market. It is proposed to consider such a qualitative estimate taking into account the wavelet coherence. To this end, the paper proposes a general approach to considering a qualitative assessment of the relationship between the components of the world's leading stock indices. The paper considers real data in the context of various world stock indices, presents research results, and draws general conclusions.