The Impact of COVID-19 and the Crises in General on the Prices of Marketable Assets - Focusing on Agricultural Commodities

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F60460709%3A41110%2F21%3A89414" target="_blank" >RIV/60460709:41110/21:89414 - isvavai.cz</a>
Result on the web
<a href="https://ap.pef.czu.cz/dl/99565?lang=en" target="_blank" >https://ap.pef.czu.cz/dl/99565?lang=en</a>
DOI - Digital Object Identifier
—

Result language
angličtina
Original language name
The Impact of COVID-19 and the Crises in General on the Prices of Marketable Assets - Focusing on Agricultural Commodities
Original language description
The submitted paper deals with the relationship between shares and agriculture, and energy commodity prices under the impact of the financial crisis. For this purpose, there have been used data of World bank commodity indices, Bloomberg commodity agriculture sub-index and SP500 index to track these changes within the period February 2000 - February 2021. There was used the dynamic regression model ADL to address the research questions whether the relationship between commodities and stocks exists, what is the characteristic of this relationship (is the relationship positive or negative, long-term or short-term) and what is the effect of crisis. Based on the results it is possible to note the relationship has been found long-term and short-term. This relationship is negative between agriculture commodities and stock market and positive between the energies and agricultural commodities. This result shows the tendency of stakeholders to move the liquidity from the stock markets to the other classes of a
Czech name
—
Czech description
—

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
AGRARIAN PERSPECTIVES XXX. SOURCES OF COMPETITIVENESS UNDER PANDEMIC AND ENVIRONMENTAL SHOCKS. PROCEEDINGS of the 30th International Scientific Conference.
ISBN
978-80-213-3129-7
ISSN
—
e-ISSN
—
Number of pages
9
Pages from-to
175-183
Publisher name
Faculty of Economics and Management, Czech University of Life Sciences Prague
Place of publication
Prague
Event location
Prague
Event date
Sep 15, 2021
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—

Similar results(10)