Перегляд за автором "Shapran, O."

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  • Зображення мініатюри
    Публікація
    Analysis of Trade Trends in Global Non-Precious Metal Markets
    (IJAMR, 2022) Zeleniy, O.; Lyashenko, V.; Shapran, O.
    International trade occupies one of the key places in the system of economic relations, the development of various sectors of the economy and society. This is achieved through the organization and functioning of various types and types of markets t hat allow us to implement and maintain the necessary economic relations. This, ultimately, determines the feasibility of conducting ongoing research aimed at analyzing trade trends in world markets. Such an analysis can be carried out both from the point of view of the development of market relations in general, and taking into account the specifics of the functioning of individual market segments. Among the many segments of the world market, we single out the base metals market. The base metal market is a part of the commodity market where primary goods are traded. This makes this market special and attracts close attention. We consider the statistical characteristics of futures for various types of non-precious metals; we present the dynamics of such quotes. To analyze the mutual influence of individual quotes on futures, wavelet coherence estimates are used in the work. The paper presents a number of graphs and diagrams that help to understand the logic of the study, the reliability of the results.
  • Зображення мініатюри
    Публікація
    Comparative Analysis of Price Dynamics for Shares of HelloFresh SE, Danone SA, Coca-Cola Co and McDonald's
    (IJAAFMR, 2022) Lyashenko, V.; Shapran, O.; Kipa, M. A.
    Comparative analysis is one of the data mining methods. Such an analysis allows not only comparison between different data, but also to evaluate the dynamics of such data. Thus, there is a comparison of the dynamics of changes in various data. This is an important point in the analysis of the processes and phenomena that we study. This aspect of the analysis is of particular importance when considering economic dynamics, where it is important to know the various details of the development of the relevant processes or phenomena. Based on this, the paper considers the issues of a comparative analysis of the dynamics of prices for shares of various business entities. This direction of research was chosen because the stock market plays an important role in the development of the economy, as a separate country, and in the development of economic relations between countries. At the same time, the dynamics of prices for shares of individual companies determines the overall dynamics of the corresponding stock indices. This allows us to say that the analysis of the dynamics of stock prices is the analysis of primary data. Such an analysis allows obtaining additional information and expanding the field of research. To conduct the relevant analysis, we consider the dynamics of stock prices for HelloFresh SE, Danone SA, Coca-Cola Co and McDonald's Corporation. The paper presents the corresponding graphs of the dynamics of stock prices, which allow you to understand and consider the general trends of a certain segment of the stock market. To conduct a comparative analysis, we use the wavelet methodology. Among the various wavelet methodology approaches, we use wavelet coherence. This allows a comparative analysis of data for different time horizons. The paper shows estimates of wavelet coherence for various data that describe the dynamics of prices for the corresponding shares. Such estimates are presented in the form of graphic diagrams that help to understand the logic of the study and interpret the results. The obtained results also allow us to formulate various strategies for potential investors.
  • Зображення мініатюри
    Публікація
    Dynamics of World Indices as a Reflection of the Development World Financial Market
    (IJAAFMR, 2021) Lyashenko, V.; Bril, M.; Shapran, O.
    Economic dynamics are closely interconnected with various segments of economic relations. A special role among such relationships is formed in the financial markets. This is due to the ability to attract the necessary financial resources or redistribute financial resources between various business entities. This can be achieved with the help of various groups of securities. Ea ch such group of securities is also characterized by some stock index. This index reflects the dynamics of securities prices. Consequently, the dynamics of stock indices is a reflection of the dynamics of the development of the financial market. To study the dynamics of stock indices, we use the ideology of wavelets. We have chosen wavelet coherence among the tools of the wavelet ideology. Wavelet coherence allows you to study the mutual dynamics of stock indices and draw the necessary conclusions. The paper examines the dynamics of the main world stock indices. The estimates of the wavelet coherence for the mutual dynamics of stock indices are shown. All results are based on real data. The conclusion is made about the expediency of using wavelet coherence for assessing the mutual dynamics of stock indices and assessing the development of the financial market.