Effect of Global Economic Meltdown on Commodities Markets: An Empirical Study of Select Agricultural Commodities Traded on NCDEX

2009 ◽  
Author(s):  
D. N. Rao ◽  
Gurbandini Kaur
Keyword(s):  
Empirical Study ◽  
Agricultural Commodities ◽  
Commodities Markets

scholarly journals The Halloween effect on the agricultural commodities markets

2017 ◽  
Vol 63 (No. 10) ◽  
pp. 441-448 ◽  
Author(s):  
Arendas Peter
Keyword(s):  
Financial Markets ◽  
Asset Returns ◽  
Winter Period ◽  
Agricultural Commodities ◽  
Summer Period ◽  
Price Series ◽  
Time Period ◽  
Halloween Effect ◽  
Commodities Markets

The financial markets are impacted by various seasonal anomalies. One of the best known of them is the Halloween effect. The Halloween effect means that the summer period (May–October) asset returns are lower compared to the winter period (November–April) asset returns. In the paper, price series of 20 major agricultural commodities over the 1980–2015-time period are tested for the presence of the Halloween effect. The data show that 15 out of the 20 commodities recorded a higher average winter period than summer period returns and in 10 cases, the differences are statistically significant. The data also show that out of the 5 commodities with higher summer period returns, only in the case of poultry the differences are statistically significant.  

scholarly journals CAN INDIVIDUAL INVESTORS BENEFIT FROM TECHNICAL ANALYSIS IN MARKETS OF SOFT COMMODITIES? EMPIRICAL STUDY FOR 2010–2018

2020 ◽  
Vol 19 (2) ◽  
pp. 25-32
Author(s):  
Anna Górska ◽  
Monika Krawiec
Keyword(s):  
Financial Crisis ◽  
Empirical Study ◽  
Orange Juice ◽  
Technical Analysis ◽  
Commodity Markets ◽  
Individual Investors ◽  
Moving Averages ◽  
2008 Financial Crisis ◽  
The 2008 Financial Crisis ◽  
Commodities Markets

After the 2008 financial crisis, many investors diversified their portfolios with different commodities, including the so-called softs. This paper aims to answer the question of whether individual investors can benefit from technical analysis on soft commodity markets. The empirical study is based on daily quotations of six soft commodities: coffee, cocoa, sugar, cotton, rubber and frozen concentrated orange juice from 2010 to 2018, and investigates the profitability of applying indicators and oscillators based on moving averages with different length. The results show that the application of five-day simple and weighted moving averages and momentum oscillators was most effective, providing positive returns in five out of six soft commodities markets.  

Individuals without jobs: An empirical study of job-seeking behavior and reemployment.

1996 ◽  
Vol 81 (1) ◽  
pp. 76-87 ◽  
Author(s):  
Connie R. Wanberg ◽  
John D. Watt ◽  
Deborah J. Rumsey
Keyword(s):  
Empirical Study ◽  
Job Seeking ◽  
Seeking Behavior

Psychology: An empirical study of behavior.

1933 ◽  
Author(s):  
Frederick H. Lund
Keyword(s):  
Empirical Study
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