Commodity Channel Index: Evaluation of Trading Rule of Agricultural Commodities

This paper is focused on evaluating the trading rule of indicator Commodity Channel Index, using selected agricultural commodities. The reason of testing is that this indicator is calculated with respect to fluctuation of commodity market – volatility. The recent issue of commodity markets examines...

Full description

Bibliographic Details
Main Authors: Mansoor Maitah, Petr Procházka, Michal Cermak, Karel Šrédl
Format: Article
Language:English
Published: EconJournals 2016-03-01
Series:International Journal of Economics and Financial Issues
Subjects:
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/32008/353662?publisher=http-www-cag-edu-tr-ilhan-ozturk