Modelling and managing the effect of transferring the dynamics of exchange rates on prices of machine-building enterprises in Ukraine

• Autorzy: Chukurna Оlena , Nitsenko Vitalii , Kralia Viktoriia , Sahachko Yuliia , Morkunas Mangirdas , Volkov Artiom

Identyfikatory

DOI

10.17512/pjms.2019.19.1.09

Warianty tytułu

PL

Modelowanie i zarządzanie efektami transferu dynamiki kursów wymiany na ceny przedsiębiorstw budowy maszyn na Ukrainie

• Języki publikacji: EN

Abstrakty

EN

The article is devoted to the assessment of the transfer of exchange rates to domestic prices for the products of machine-building enterprises in Ukraine. The study found that the main reason for transferring the dynamics of exchange rates on the prices for the products of machine-building enterprises of Ukraine is a change in production costs for raw materials, resources, and a change in exchange rates. As a model for assessing the degree of transfer of currency rates to the prices of engineering enterprises were chosen the autocorrelation method and the predictive ARIMA model. The ARIMA model allowed detected a time gap between the change in the exchange rate indices and the change in domestic prices for products of Ukrainian machine-building enterprises. It was proposed to take into account in the process of pricing a new factor of influence - "time factor", which takes place in the calculation of prices taking into account the effect of the transfer of exchange rate changes. It was proposed indicators of modified price elasticity coefficients for engineering products depending on the rate of change in exchange rates. The aim of the research is to develop a methodology for modelling and managing the effect of shifting the dynamics of the exchange rates on the prices of the enterprises of machine-building in Ukraine. The main factors that increase the dependence of domestic prices on products of machine-building enterprises from exchange rates are: liberalization of the economy and openness of the machine-building industry for foreign markets; dependence of the raw material and resource base on imported components; increase in the export of machine-building products; weak price differentiation of production of machine-building enterprises.

PL

Artykuł poświęcony jest ocenie transferu kursów walutowych na ceny krajowych produktów przedsiębiorstw budowy maszyn na Ukrainie. Badanie wykazało, że głównym powodem przeniesienia dynamiki kursów wymiany na ceny produktów przedsiębiorstw budowy maszyn na Ukrainie jest zmiana kosztów produkcji surowców, zasobów, zmiana kursów walut. Jako model do oceny stopnia transferu kursów walut do cen przedsiębiorstw inżynieryjnych wybrano metodę autokorelacji i predykcyjny model ARIMA. Model ARIMA pozwolił wykryć lukę czasową między zmianą wskaźników kursu walutowego a zmianą cen krajowych produktów ukraińskich przedsiębiorstw budowy maszyn. Zaproponowano uwzględnienie w procesie wyceny nowego czynnika wpływu - „czynnika czasu”, który ma miejsce przy obliczaniu cen z uwzględnieniem efektu przeniesienia zmian kursu walutowego. Zaproponowano wskaźniki zmodyfikowanych współczynników elastyczności cen dla produktów inżynieryjnych w zależności od tempa zmian kursów wymiany. Celem badań jest opracowanie metodologii modelowania i zarządzania efektem transferu dynamiki kursów walutowych na ceny przedsiębiorstw budowy maszyn na Ukrainie. Głównymi czynnikami zwiększającymi zależność cen krajowych od produktów przedsiębiorstw przemysłu maszynowego od kursów walutowych są: liberalizacja gospodarki i otwartość przemysłu budowy maszyn na rynki zagraniczne; zależność surowców i zasobów od importowanych komponentów; wzrost eksportu produktów do budowy maszyn; słabe zróżnicowanie cenowe produkcji przedsiębiorstw budowlanych.

Słowa kluczowe

EN

pricing; effect of shifting; machine-building enterprises; price indices; exchange rates; ARIMA; Ukraine

PL

wycena; wpływ przesunięć; przedsiębiorstwa przemysłu maszynowego; wskaźniki cen; kursy walut; ARIMA; Ukraina

• Wydawca: Czestochowa University of Technology
• Czasopismo: Polish Journal of Management Studies
• Rocznik: 2019
• Tom: Vol. 19, No. 1
• Strony: 117--129
• Opis fizyczny: Bibliogr. 37 poz., rys., tab.

Twórcy

autor

Chukurna Оlena

• Marketing department, Odessa National Polytechnic University, Odessa, Ukraine

autor

Nitsenko Vitalii

• Department of Accounting and Taxation, Odessa I.I. Mechnikov National University, Odessa, Ukraine

autor

Kralia Viktoriia

• Kharkiv Petro Vasylenko National Technical University of Agriculture, Kharkiv, Ukraine

autor

Sahachko Yuliia

• Kharkiv Petro Vasylenko National Technical University of Agriculture, Kharkiv, Ukraine

autor

Morkunas Mangirdas

• Lithuanian Institute of Agrarian Economics, Vilnius, Lithuania

autor

Volkov Artiom

• Lithuanian Institute of Agrarian Economics, Vilnius, Lithuania

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Uwagi

Opracowanie rekordu w ramach umowy 509/P-DUN/2018 ze środków MNiSW przeznaczonych na działalność upowszechniającą naukę (2019).