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...
Main Author: | Krzysztof Borowski |
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Format: | Article |
Language: | English |
Published: |
Publishing House of the University of Economics in Katowice
2015-07-01
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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 |
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