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

Kód výsledku v 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>

Výsledek na webu

<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

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Jazyk výsledku

angličtina

Název v původním jazyce

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

Popis výsledku v původním jazyce

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

Název v anglickém jazyce

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

Popis výsledku anglicky

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

Druh

D - Stať ve sborníku

CEP obor

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OECD FORD obor

50202 - Applied Economics, Econometrics

Projekt

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Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2021

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název statě ve sborníku

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

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e-ISSN

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Počet stran výsledku

9

Strana od-do

175-183

Název nakladatele

Faculty of Economics and Management, Czech University of Life Sciences Prague

Místo vydání

Prague

Místo konání akce

Prague

Datum konání akce

15. 9. 2021

Typ akce podle státní příslušnosti

WRD - Celosvětová akce

Kód UT WoS článku

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