Prices and the activities of financial investors in global commodities markets in the 21st century

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It is generally considered that rising inflation is a negative development. However, in the case of investments in stock markets (regulated and unregulated), this situation is not so obvious and clear-cut. Rising prices in global commodity markets are generally accompanied by an increase in investor activity in over-the-counter markets. It can therefore be anticipated that the rise in global inflation is a phenomenon that drives the pro-investment activities of OTC investors. However, is this correlation so obvious and invariable over time? The study is focused on the research of the relations between financial investors activities and the changes in prices on the global commodity markets in the 21st century. The study conducted a correlation (correlation and regression) analysis for global inflation and OTC investment from 2005 to 2022, showing that the period analyzed was not uniform. The main tool used during the research is econometric model estimation with use feasible generalized least squares (FGLS) method.

Tytuł
Prices and the activities of financial investors in global commodities markets in the 21st century
Twórca
Majewski Sebastian ORCID 0000-0003-3072-5718
Słowa kluczowe
commodity and food markets; world prices; financial investors decisions
Słowa kluczowe
rynki towarowe; ceny światowe; decyzje inwestorów fnansowych
Współtwórca
Dudziński Jerzy ORCID 0000-0001-8205-9599
Data
2023
Typ zasobu
artykuł
Identyfikator zasobu
DOI 10.1016/j.procs.2023.10.205
Źródło
Procedia Computer Science, 2023, vol. 225, pp. 2146-2152
Język
angielski
Prawa autorskie
CC BY-NC-ND CC BY-NC-ND
Dyscyplina naukowa
Ekonomia i finanse; Dziedzina nauk społecznych
Kategorie
Publikacje pracowników US
Data udostępnienia11 sty 2024, 12:34:52
Data mod.11 sty 2024, 12:34:52
DostępPubliczny
Aktywnych wyświetleń0