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Impact of exchange rates and oil prices on the valuation of companies from the TSL sector

Mierzejewski Mateusz, Garncarz Jakub

Zeszyty Naukowe. Organizacja i Zarządzanie / Politechnika Śląska

2019

z. 137

115--131

The transport, forwarding and logistics (TSL) sector in Poland has seen dynamic growth in recent years. Great attention is paid to road freight transport, which in 2011-2017 increased by almost 37%. The aim of the work was to examine the impact of macroeconomic variables, such as oil prices and USD / PLN and EUR / PLN exchange rates on the valuation of companies from the TSL sector in 2010-2018. For this purpose, spectral analysis was used. It was noted that companies most often reacted to changes in the USD / PLN exchange rate, and the least was observed in the case of changes in oil prices.

Predykcja kursu euro/dolar z wykorzystaniem prognoz indeksu giełdowego: wybrane modele ekonometryczne i perceptron wielowarstwowy

Matuszewska A., Witkowska D.

Badania Operacyjne i Decyzje

2004

nr 1

53-66

Przedstawiono wyniki badań dotyczące prognozowania kursu euro/dolar. Proces prognozowania następuje w dwóch etapach. W pierwszym prognozowane są wartości stóp zwrotu indeksy Dow Jones STOXX50. W drugim etapie dokonuje się predykcji kursu euro/dolar, korzystając z wartości uzyskanych w pierwszym etapie.

In the paper, we discuss the results of euro/dollar exchange rate prediction. Forecast are made on the basis of the dynamic economic model and multilayer perception. Forecasting is provided in a two-stage procedure. In the first step Dow Jones STOXX 50 Index is pr4ediced applying ARMA model constructed for the rates of return of this variable. In the second stage the predicted values of Dow Jones STOXX 50 Index are introduced to the econometric and neural network models, that are constructed for the euro/dollar rate of returns. Then the forecasts obtained are transformed into euro/dollar exchange rate. Data included in the analysis covers the period from 5th January 1999 to 13th July 2001. However, the estimation is made for the period till 29th June 2001 and the forecasts are made for the next ten sessions.