On the Ratio of Futures Prices in the World Markets for Grain Commodities
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Дата
2023
ORCID
DOI
Науковий ступінь
Рівень дисертації
Шифр та назва спеціальності
Рада захисту
Установа захисту
Науковий керівник
Члени комітету
Видавець
Анотація
Grain 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.
Опис
Ключові слова
dynamics, futures, analysis, ratio, stock market, grain products, descriptive statistics, wavelet analysis, parity price, wavelet coherence
Бібліографічний опис
Bilotserkivskyi O. On the Ratio of Futures Prices in the World Markets for Grain Commodities [Electronic resource] / O. Bilotserkivskyi, S. Stepurina, V. Lyashenko // International Journal of Academic and Applied Research. – Electronic text data. – 2023. – Vol. 7, iss. 2. – P. 88-94. – URL: http://ijeais.org/wp-content/uploads/2023/2/IJAAR230210.pdf, free (accessed 08.12.2023).