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  1. 1 Metody Ilościowe w Badaniach Ekonomicznych

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  1. 1 Krawiec M.

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Efficiency of indirect ways of investing in commodities in conditions of polish capital market

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Krawiec M.
Metody Ilościowe w Badaniach Ekonomicznych
|
2011
|
vol. 12
|
issue 1
105-118
EN
Within last couple of years one could observe record levels of commodity prices and now commodity investments grow in popularity. Although there are possible direct and indirect ways of investing in commodities, the paper focuses on indirect investing through commodityrelated stocks and commodity funds. The research aims at assessing their efficiency in comparison to stock market, so the main index of Warsaw Stock Exchange (WIG) is a benchmark. There were calculated basic characteristics of considered assets and there were tested hypotheses of normality of their logarithmic returns and equality of their means and deviations from mean in relation to the benchmark. As no time series followed normal distribution, Mann-Whitney U test was applied.
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