Analysis of Selected Seasonality Effects in Market of Barley, Canola, Rough Rice, Soybean Oil and Soybean Meal Future Contracts

Likely to the equity market, the problem of anomalies in the commodities market is becoming an interesting phenomenon, particularly in the segment of the agricultural market. This paper tests the hypothesis of daily, the day-of-the week, the first and the second half of monthly effects on the market...

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Bibliographic Details
Main Author: Krzysztof Borowski
Format: Article
Language:English
Published: Publishing House of the University of Economics in Katowice 2015-07-01
Series:Journal of Economics and Management
Subjects:
Online Access:https://www.ue.katowice.pl/fileadmin/user_upload/wydawnictwo/JEM_Artyku%C5%82y_1_30/JEM_21/05.pdf