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Reakcja Cen Rzepaku W Polsce Na Zmiany Indeksu Giełdowego – Ujęcie Ekonometryczne

Author

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  • Bilakiewicz, Julita
  • Mruklik, Agnieszka

Abstract

Zbadano korelację liniową między indeksami giełdowymi WIG, WIG20 i WIG-Spożywczy a cenami rzepaku w Polsce. Na podstawie zgromadzonych danych skonstruowano model ekonometryczny. W rozpatrywanym modelu ekonometrycznym zmienną objaśnianą była kwartalna cena rzepaku w Polsce. Zmiennymi objaśniającymi były czas i notowanie indeksu WIG-Spożywczy. Wykorzystano dane z lat 2004-2016. Model ten został oszacowany, zweryfikowany statystycznie, a następnie zastosowany do wyznaczenia prognoz punktowych cen rzepaku w Polsce w dwóch pierwszych kwartałach roku 2017.

Suggested Citation

  • Bilakiewicz, Julita & Mruklik, Agnieszka, 2017. "Reakcja Cen Rzepaku W Polsce Na Zmiany Indeksu Giełdowego – Ujęcie Ekonometryczne," Roczniki (Annals), Polish Association of Agricultural Economists and Agribusiness - Stowarzyszenie Ekonomistow Rolnictwa e Agrobiznesu (SERiA), vol. 2017(5).
    • Handle: RePEc:ags:paaero:294481
    DOI: 10.22004/ag.econ.294481
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    Keywords

    Agribusiness; Crop Production/Industries;

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