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An analysis of profitability of commodity-linked structured time deposits offered in Poland

100%
Monika K.
Acta Universitatis Lodziensis. Folia Oeconomica
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2014
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vol. 2
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issue 301
EN
Recent years have whitnessed increased investors' interest in commodity markets also in Poland. Investment in commodities is possible through various vehicles: purchase of a physical commodity or a commodity-related stock, forward and futures contracts, options, swaps, exchange traded funds, and commodity-linked time deposits. As in 2012 in Poland, several banks offered such deposits, the paper aims at evaluating their profitability from an investor's perspective. As those instruments use some elements typical for options, there were created and studied some options (barrier, Asian, basket, standard) constituting alternatives for the deposits. From the set of analyzed time deposits, only those linked to oil prices appeared to be profitable in the considered period. However, the highest profit would be produced by the combination of barrier options on crude oil.
2
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Kryzys finansowy a finansyzacja rynków towarowych

100%
Aspadarec W.
Management and Business Administration. Central Europe
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2013
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vol. 21
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issue 2(121)
23-37
EN
Purpose: Analysis of reasons, correlations and consequences following from the impact that financial investors have on commodity markets – both before and after the crisis. Methodology: The research on the tremendous impact that the financial sector exerts on price formation in commodity markets, defined as the financialization of commodity markets, was based on a narrative approach. This approach makes use of available historical documents and attempts to reconstruct factors causing structural changes in commodity markets. As a result of these factors, commodity and financial markets (and particularly capital market) have become similar to a great extent. Findings: Drawing upon the research, it can be stated that the global financial crisis has contributed not only to a major change in the involvement of investors in commodity markets, but also to a structural change of this involvement, which is accompanied by a number of negative consequences. Originality: The research enables to draw certain conclusions, e.g. that the financialization of commodity markets is reflected in a radical price fluctuation in these markets due to which the prices are isolated from fair value. Structural changes are also discussed. They entail the attempt to counteract such negative consequences, e.g. regulations imposed to provide a greater transparency of the activity undertaken by investors in commodity markets.
3
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Hybrid MSV-MGARCH Models - General Remarks and the GMSF-SBEKK Specification

75%
Osiewalski K.
Central European Journal of Economic Modelling and Econometrics
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2016
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issue 4
4
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Missing Observations in Daily Returns – Bayesian Inference within the MSF-BEKK Model

75%
Osiewalski K., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
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2012
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issue 3
5
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Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)-MSF-SBEKK Model

75%
Osiewalski K., Osiewalski J.
Central European Journal of Economic Modelling and Econometrics
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2013
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issue 1
6
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The Bayesian Methods of Jump Detection: The Example of Gas and EUA Contract Prices

75%
Kostrzewski M.
Central European Journal of Economic Modelling and Econometrics
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2019
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issue 2
7
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Vyhodnocení cenového vývoje drahých kovů na světových burzách v období let 2005 - 2010

63%
Martin M., Jitka P.
Littera Scripta
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2012
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vol. 1
79-87
EN
The article discuses the development of prices of gold, silver and platinum on commodity markets in 2005 - 2010. Commodities are analysed according to the development of price, risk and mutual correlations. Interval classification of week price changes of all commodities is included. For gold, a profitability of investment evaluation is performed considering the development of exchange rates of the Czech koruna (CZK) and the American dollar (USD).
CS
V předloženém článku autoři rozebírají vývoj ceny zlata, stříbra a platiny na komoditních trzích v období let 2005 - 2010. Jednotlivé komodity jsou vyhodnoceny z pohledu jak cenového vývoje, tak i z pohledu rizikovosti a vzájemných korelačních vazeb. Dále je provedeno intervalové třídění změn týdenních cen u všech sledovaných komodit. U zlata je provedena i analýza výhodnosti investice do této komodity v závislosti na vývoji kurzu české koruny a amerického dolaru.
8
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Zmiany na rynkach towarowych a regulacje nadzorcze w Unii Europejskiej

51%
Żelazny J.
Ekonomia Międzynarodowa
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2016
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issue 15
199-210
EN
Commodity markets are important for the shape of the world economy and have experienced numerous structural changes over the span of the last few decades. Prices became more volatile as more and more financial investors began to speculate on commodity markets. Such a process combined with other crucial factors led to market abuses, decreasing the transparency of trade, and excessive speculation. These issues intensifiedand were mostly observed during the subprime mortgage crisis and in the period straight after it. The policymakers around the globe made an effort to diminish those effects and introduced new a policy framework regarding commodity markets. The aim of this paper is to define, present and review the current works and actions taken by the European Union policymakers. This has been done based on an analysis of the new legislation and its possible results.
PL
W ciągu ostatnich dziesięcioleci rynki towarowe, mające duży wpływ na kształt gospodarki światowej, wielokrotnie się zmieniały pod względem strukturalnym. W wyniku coraz większej spekulacji ze strony inwestorów finansowych na rynkach towarowych ceny surowców zaczęły się wahać. Wraz z innymi czynnikami doprowadziło to do nadużyć na rynku, mniejszej przejrzystości handlu oraz nadmiernej spekulacji. Problemy te uwidoczniły się zwłaszcza w trakcie ostatniego kryzysu w latach 2007–2008 oraz bezpośrednio po nim. Ustawodawcy na świecie podjęli działania zmierzające do zmniejszenia wspomnianych efektów oraz wprowadzili nowe regulacje dotyczące rynków towarowych. Celem niniejszego artykułu byłozaprezentowanie inicjatyw tego typu podejmowanych w Unii Europejskiej oraz próba ich ocenienia.
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