Publication result detail

Comparison of Commodity Indices of 1st and 2nd Generation

ŠKAPA, S.

Original Title

Comparison of Commodity Indices of 1st and 2nd Generation

English Title

Comparison of Commodity Indices of 1st and 2nd Generation

Type

Paper in proceedings (conference paper)

Original Abstract

The paper is summarized a broad issue of commodity indexes of 1st and 2nd generation. The main scientific aim of this paper is to use a complex of more sophisticated and theoretically advanced statistical techniques and apply them on the findings. In this paper will be made comprehensive analyses of mostly used commodity indexes of 1st and 2nd generation and describe main differences between 1st and 2nd generation of commodity indexes and some examples of rollover mechanism will be critically explain. Finally a suggestion which type of commodity index is appropriate for Euro investor is made in this paper.

English abstract

The paper is summarized a broad issue of commodity indexes of 1st and 2nd generation. The main scientific aim of this paper is to use a complex of more sophisticated and theoretically advanced statistical techniques and apply them on the findings. In this paper will be made comprehensive analyses of mostly used commodity indexes of 1st and 2nd generation and describe main differences between 1st and 2nd generation of commodity indexes and some examples of rollover mechanism will be critically explain. Finally a suggestion which type of commodity index is appropriate for Euro investor is made in this paper.

Keywords

commodities; diversification; contango; rollover mechanism

Key words in English

commodities; diversification; contango; rollover mechanism

Authors

ŠKAPA, S.

RIV year

2016

Released

11.11.2015

Publisher

IBIMA publihing

Location

Madrid

ISBN

978-0-9860419-5-2

Book

INNOVATION MANAGEMENT AND SUSTAINABLE ECONOMIC COMPETITIVE ADVANTAGE: FROM REGIONAL DEVELOPMENT TO GLOBAL GROWTH, VOLS I - VI, 2015

Pages from

1381

Pages to

1386

Pages count

6

BibTex

@inproceedings{BUT121710,
  author="Stanislav {Škapa}",
  title="Comparison of Commodity Indices of 1st and 2nd Generation",
  booktitle="INNOVATION MANAGEMENT AND SUSTAINABLE ECONOMIC COMPETITIVE ADVANTAGE: FROM REGIONAL DEVELOPMENT TO GLOBAL GROWTH, VOLS I - VI, 2015",
  year="2015",
  pages="1381--1386",
  publisher="IBIMA publihing",
  address="Madrid",
  isbn="978-0-9860419-5-2"
}