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Author
Górska Anna (Warsaw University of Life Sciences - SGGW, Poland), Krawiec Monika (Warsaw University of Life Sciences - SGGW, Poland)
Title
Statistical Analysis of Soft Commodities Returns in the Period 2007-2016
Source
Zeszyty Naukowe SGGW w Warszawie. Problemy Rolnictwa Światowego, 2017, t. 17(32), z. 4, s. 85-94, rys., tab., bibliogr. 20 poz.
Scientific Journal Warsaw University of Life Sciences SGGW - Problems of Word Agriculture
Keyword
Analiza statystyczna, Dystrybucja towarów, Korelacja
Statistical analysis, Commodity distribution, Correlation
Note
streszcz., summ.
Abstract
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. (original abstract)
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Bibliography
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ISSN
2081-6960
Language
eng
URI / DOI
http://dx.doi.org/10.22630/PRS.2017.17.4.84
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