Dynamics of Changes in Commodity Indices for Commodities: Wheat, Corn, Soybeans, Sugar, Cocoa

Lyashenko, V.; Serhiienko, O.; Bilotserkivskyi, O.

Публікація:
Dynamics of Changes in Commodity Indices for Commodities: Wheat, Corn, Soybeans, Sugar, Cocoa

dc.contributor.author	Lyashenko, V.
dc.contributor.author	Serhiienko, O.
dc.contributor.author	Bilotserkivskyi, O.
dc.date.accessioned	2022-10-30T14:14:01Z
dc.date.available	2022-10-30T14:14:01Z
dc.date.issued	2022
dc.description.abstract	Commodity indices determine the weighted price of various groups of goods. At the same time, the dynamics of such indices reflects the dynamics of prices for the corresponding goods. In turn, commodity indices are interconnected with the dynamics of indices, both the securities market and the general world market. An analysis of this relationship helps to understand the dynamics of the functioning and development of individual market segments, the economy as a whole, and various business entities. An important aspect of this analysis is the assessment of relationships, primarily between groups of goods that are placed on the commodity market. Based on this, the paper considers the main aspects of the analysis of the dynamics of commodity indices, presents graphs of commodity indices for individual groups of goods, and considers the main statistical characteristics of such data. To assess the mutual analysis of the dynamics of changes in commodity indices, the wavelet coherence methodology was used. This methodology makes it possible to evaluate the mutual dynamics of commodity indices over different time horizons. We can better understand the dynamics of the relevant relationship, which is important for making investment decisions. Such assessments are also important for making decisions about interaction in different segments of the world market or the stock market. Some results of assessments of such a methodology are presented. The paper presents a lot of factual material, which helps to understand the logic of the study.	uk_UA
dc.identifier.citation	Lyashenko V., Serhiienko O., Bilotserkivsky O. Dynamics of Changes in Commodity Indices for Commodities: Wheat, Corn, Soybeans, Sugar, Cocoa // International Journal of Academic and Applied Research (IJAAR). – 2022. – Vol. 6(10). – P. 74-80.	uk_UA
dc.identifier.issn	2643-9603
dc.identifier.uri	https://openarchive.nure.ua/handle/document/21070
dc.language.iso	en	uk_UA
dc.publisher	IJAAR	uk_UA
dc.subject	analysis	uk_UA
dc.subject	wavelet coherence	uk_UA
dc.title	Dynamics of Changes in Commodity Indices for Commodities: Wheat, Corn, Soybeans, Sugar, Cocoa	uk_UA
dc.type	Article	uk_UA
dspace.entity.type	Publication