On the Ratio of Futures Prices in the World Markets for Grain Commodities

Bilotserkivskyi, O.; Stepurina, S.; Lyashenko, V.

Публікація:
On the Ratio of Futures Prices in the World Markets for Grain Commodities

dc.contributor.author	Bilotserkivskyi, O.
dc.contributor.author	Stepurina, S.
dc.contributor.author	Lyashenko, V.
dc.date.accessioned	2023-03-01T13:03:18Z
dc.date.available	2023-03-01T13:03:18Z
dc.date.issued	2023
dc.description.abstract	Grain products play an important role as a factor in stable economic development. These goods provide food security, security of life support and activities of people. At the same time, the market for grain products is subject to the influence of various destabilizing factors, which affects the price of such products. Generalization of prices for any goods is the price dynamics for the corresponding futures goods. Thus, in order to analyze changes in the market of grain products, it is advisable to study the dynamics of prices for futures for these products. This allows you to understand the dynamics of the formation of a parity price between supply and demand. Such dynamics is formed under the influence of market factors, the impact of destabilizing factors, the conditions for the development of the relevant market segment and the actions of investors. For the corresponding analysis, we use descriptive statistics, which allows us to analyze current trends, identify peaks in changing price dynamics. To conduct a comparative an alysis of price dynamics for various grain products, we use the wavelet ideology. Such an ideology makes it possible to obtain wavelet coherence estimates. These estimates contribute to the study of the grain market, the consideration of various investment strategies. The paper presents various graphs and schemes that allow you to repeat experiments and evaluate the results.
dc.identifier.citation	Bilotserkivskyi O., Stepurina S., Lyashenko V. On the Ratio of Futures Prices in the World Markets for Grain Commodities // International Journal of Academic and Applied Research (IJAAR). – 2023. – Vol. 7(2). – P. 88-94.
dc.identifier.issn	2643-9603
dc.identifier.uri	https://openarchive.nure.ua/handle/document/22242
dc.language.iso	en
dc.publisher	International Journal of Academic and Applied Research
dc.subject	wavelet analysis
dc.subject	stock market
dc.title	On the Ratio of Futures Prices in the World Markets for Grain Commodities
dc.type	Article
dspace.entity.type	Publication