Contemporary tendencies of integration between commodities and financial markets
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F13%3APU107108" target="_blank" >RIV/00216305:26510/13:PU107108 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
čeština
Original language name
Soudobé integrační tendence finančních a komoditních trhů
Original language description
In connection to the process of financialization of commodity markets which is caused by the sharp increase of amount of money flowing into the commodity markets question arises: What impact does this process have? In this paper we contribute to the discussion about increasing integration between commodities and financial markets in the period of financialization of commodity markets. We found that there is considerable difference between risk/return characteristics for each class of assets and we alsofound that in the long term commodity assets can contribute to reducing the unsystematic risk of the investment portfolio.
Czech name
Soudobé integrační tendence finančních a komoditních trhů
Czech description
In connection to the process of financialization of commodity markets which is caused by the sharp increase of amount of money flowing into the commodity markets question arises: What impact does this process have? In this paper we contribute to the discussion about increasing integration between commodities and financial markets in the period of financialization of commodity markets. We found that there is considerable difference between risk/return characteristics for each class of assets and we alsofound that in the long term commodity assets can contribute to reducing the unsystematic risk of the investment portfolio.
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AE - Management, administration and clerical work
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
TRENDY EKONOMIKY A MANAGEMENTU
ISSN
1802-8527
e-ISSN
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Volume of the periodical
7
Issue of the periodical within the volume
16
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
9
Pages from-to
1-9
UT code for WoS article
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EID of the result in the Scopus database
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