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Warianty tytułu
Analysis of selected seasonal rates of return on the cooper market from 1 January 1999 to 31 December 2013
Języki publikacji
Abstrakty
W pracy przedstawiono badania dotyczące występowania wybranych efektów sezonowości w przypadku ceny kontraktów terminowych na cenę miedzi. Przeprowadzono je dla ceny kontraktów terminowych na cenę miedzi notowanych na London Metal Exchange od 4 stycznia 1999 do 31 grudnia 2013 roku, na bazie 3790 obserwacji. Uzyskane wyniki jednoznacznie wskazują na występowanie wybranych efektów sezonowości w przypadku tego surowca. Niektóre z uzyskanych wyników potwierdzają wyniki innych autorów dla badań przeprowadzonych na rynkach finansowych, a inne z kolei zaprzeczają uzyskanym rezultatom.
This paper presents the study on the prevalence of selected effects of seasonality in cooper future contracts prices quoted on London Metal Exchange. The study was conducted for the prices in the period from 04.01.1999 to 31.12.2013, that is based on 3790 observations. The results clearly indicate the presence of some effects of seasonality in the case of the commodities. Some of the results confirm the findings of other authors in financial markets but the others contradict earlier conducted researches.
Czasopismo
Rocznik
Tom
Strony
106--126
Opis fizyczny
Bibliogr. 52 poz., rys., tab.
Twórcy
autor
- Szkoła Główna Handlowa, Instytut Bankowości i Ubezpieczeń Gospodarczych
Bibliografia
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Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-391fb789-df52-43e5-9ab1-5b63de0beb7d