Statistical Analysis of Soft Commodities Returns in the Period 2007-2016
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. Obviousl...
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| Format: | Article |
| Language: | English |
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Warsaw University of Life Sciences Press
2017-12-01
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| Series: | Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie. Problemy Rolnictwa Światowego |
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| Online Access: | https://prs.sggw.edu.pl/article/view/2918 |
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| _version_ | 1832540995503259648 |
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| author | Anna Górska Monika Krawiec |
| author_facet | Anna Górska Monika Krawiec |
| author_sort | Anna Górska |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-23a122a09f20416ea3f6c758706d40c4 |
| institution | Kabale University |
| issn | 2081-6960 2544-0659 |
| language | English |
| publishDate | 2017-12-01 |
| publisher | Warsaw University of Life Sciences Press |
| record_format | Article |
| series | Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie. Problemy Rolnictwa Światowego |
| spelling | doaj-art-23a122a09f20416ea3f6c758706d40c42025-02-04T10:43:11ZengWarsaw University of Life Sciences PressZeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie. Problemy Rolnictwa Światowego2081-69602544-06592017-12-0117410.22630/PRS.2017.17.4.84Statistical Analysis of Soft Commodities Returns in the Period 2007-2016Anna Górska0Monika Krawiec1Szkoła Główna Gospodarstwa Wiejskiego w WarszawieSzkoła Główna Gospodarstwa Wiejskiego w WarszawieSoft 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.https://prs.sggw.edu.pl/article/view/2918soft commoditiesdistributional characteristicscorrelationtrendautocorrelation |
| spellingShingle | Anna Górska Monika Krawiec Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 Zeszyty Naukowe Szkoły Głównej Gospodarstwa Wiejskiego w Warszawie. Problemy Rolnictwa Światowego soft commodities distributional characteristics correlation trend autocorrelation |
| title | Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 |
| title_full | Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 |
| title_fullStr | Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 |
| title_full_unstemmed | Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 |
| title_short | Statistical Analysis of Soft Commodities Returns in the Period 2007-2016 |
| title_sort | statistical analysis of soft commodities returns in the period 2007 2016 |
| topic | soft commodities distributional characteristics correlation trend autocorrelation |
| url | https://prs.sggw.edu.pl/article/view/2918 |
| work_keys_str_mv | AT annagorska statisticalanalysisofsoftcommoditiesreturnsintheperiod20072016 AT monikakrawiec statisticalanalysisofsoftcommoditiesreturnsintheperiod20072016 |