Agricultural Markets’Analysis and Forecasting on the Base of Fractal Price Cycles Modelling

 
 
 
  • Abstract
  • Keywords
  • References
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  • Abstract


    The article is devoted to the agricultural markets’ analysis (grains and sunflower) as an integral system having its peculiarities which make it different from other markets. These specific features are connected with heterogeneity of participants following various aims and working in different investment horizons, as well as seasonal functioning of this market. The calculations have been given proving the E. Peters’ hypothesis on the presence of fractal agricultural markets. The research adjusts the use of the fractal markets’ analysis results in creating agrarian markets models and the possibility of forecasting its participants’ and prices behavior taking into consideration models’ data simplification.

     

     


  • Keywords


    Agricultural markets, Specific features, Fractal models, Forecasting

  • References


      [1] Silver N. (2015). Signal and Noise: why some prognoses come true, but others – don’t. Translated from English by P. Mironov. Мoscow: КоLibri, Azbuka-Аttikus.

      [2] Peters E. (2000). Chaos and order in capital markets. Мoscow: Mir.

      [3] Тоffler E. (2008). The Shock of the future. Мoscow: АSТ.

      [4] Peters E. (2004). Fractal analysis of financial markets. Мoscow: Internet-Trading.

      [5] Agrinews: statistical data (2017). Archive of wheat prices. Retrieved from: http://agro-bursa.ru/prices/wheat/archive

      [6] Kоsinenkо N.S. (2013). Agricultural production prices’ prospecting technology. 8th Saratov salon of innovations and investments. Saratov: Bukva.

      [7] Iurkova M.S. (2015). Features of the process of pricing for agricultural products in Russia. Scientific review, 20, 231-235.


 

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Article ID: 18682
 
DOI: 10.14419/ijet.v7i3.15.18682




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