Search results for: AGRICULTURAL COMMODITY TRADING
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Hedging Strategies of Derivatives Instruments for Commodity Trading Entities
PublicationHedging as an outcome of risk management arises to account several questions. Mentioned aspect of size of the hedging is one of them. Latter questioning refers to whether producer of manufacturer are willing to secure entire exposure, when the hedging should start, now or later in the future, what is the vision on market like direction of market, time of interest, magnitude of exposure, what would be the preferred instruments of...
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The influence of the commodity exchange on development agricultural futures market in Poland
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Derivative Instruments Dedicated for Agricultural Commodity Entities in Poland = Instrumenty pochodne stosowane na rynku rolnym w Polsce
PublicationCelem badań, których wyniki zostały przedstawione w pracy, było określenie, jaki wpływ mają zastosowane instrumenty pochodne na wyniki finansowe przedsiębiorstwa handlowego w obrocie zbożem. Artykuł składa się z dwóch części. W pierwszej przybliżono zagadnienia dotyczące wykorzystania instrumentów pochodnych na rynku rolnym w Polsce. Druga część zawiera wyniki badań dotyczących możliwości wykorzystania zabezpieczenia ceny transakcji...
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Are Pair Trading Strategies Profitable During COVID-19 Period?
PublicationPair trading strategy is a well-known profitable strategy in stock, forex, and commodity markets. As most of the world stock markets declined during COVID-19 period, therefore this study is going to observe whether this strategy is still profitable after COVID-19 pandemic. One of the powerful algorithms of DBSCAN under the umbrella of unsupervised machine learning is applied and three clusters were formed by using market and accounting...
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The evolving structure of Polish exports (1994-2010) - diversification of products and trade partners.
PublicationThis paper presents empirical evidence on the diversification process concerning Polish exports (1994–2010), compared to European and global samples of countries. It analyzes both the commodity structure of Polish trade and the geographical diversification of Poland’s trading partners. The analysis draws on highly disaggregated data on exports (HS 6 digit) and combines descriptive analysis with non-parametric, semi-parametric and...
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Towards Changes of Macro-Economic Structures in Middle Eastern Countries. Empirical Evidence for 1970–2018
PublicationMiddle East countries share a wide bundle of specific structural economic features and one of the latest is a high dependency of these economies on fossil fuels, which is quantitatively demonstrated through the share of oil and gas revenues in total export, but also in gross domestic product composition. This high economic dependency on natural resources on one hand has recently generated a material wealth of Middle Eastern countries...
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Application of Majority Voting Protocols to Supporting Trading Decisions
PublicationA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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APPLICATION OF MAJORITY VOTING PROTOCOLS TO SUPPORTING TRADING DECISIONS
PublicationA broad spectrum of analysis and prediction indicators and methods exists to support trading decisions, but no hard knowledge exist to tell in advance which of them will fit best in a given timeframe. To support trading decisions, a multi-agent self-organizing system has been proposed. The system is based on history based dynamic weight voting and selects the right indicators based on their past performance. The formal analysis...
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Journal of Trading
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The Financialization of Commodity Markets
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Price bubbles in commodity market – A single time series and panel data analysis
PublicationThis paper examines thirty-five commodities, grouped into three market sectors (energy, metals, agriculture & livestock) in terms of the occurrence of price bubbles. The study was based on monthly data for each commodity separately and, in a panel approach, for selected sectors and for all commodities combined. The GSADF test and its version for panel data – panel GSADF – were used to identify bubbles. The beginning and end of...
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Is Financialization Killing Commodity Investments?
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Agricultural products' storage control system
PublicationThe paper discusses the idea and the design of a remote control system for storage management of agricultural products which temperature may rise as the result of biological processes during the storage. An actual potatoes storehouse is discussed as an application for the proposed automation system. Because of existing buildings and infrastructure at the farm, wireless data transfer system has been proposed for communication between...
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Quality Evaluation of Agricultural Distillates Using an Electronic Nose
PublicationThe paper presents the application of an electronic nose instrument to fast evaluation of agricultural distillates differing in quality. The investigations were carried out using a prototype of electronic nose equipped with a set of six semiconductor sensors by FIGARO Co., an electronic circuit converting signal into digital form and a set of thermostats able to provide gradient temperature characteristics to a gas mixture. A volatile fraction...
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Analysis of Agricultural and Engineering Systems using Simulation Decomposition
PublicationThis paper focuses on the analysis of agricultural and engineering processes using simulation decomposition (SD). SD is a technique that utilizes Monte Carlo simulations and distribution decomposition to visually evaluate the source and the outcome of different portions of data. Here, SD is applied to three distinct processes: a model problem, a nondestructive evaluation testing system, and an agricultural food-water energy system....
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Assessment of Alterations in Settlement Patterns of Agricultural Landscape in the Example of Kashubia in Poland
PublicationTraditional agricultural landscapes are heavily exposed to change due to their relatively low agricultural productivity. However, they represent cultural values of great importance in maintaining the resilience of the environment and society. Although their cultural potential is important for sustainable development, it is still insufficiently recognized. The article fills this gap by examining old farmstead buildings as a distinguishing...
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Journal of Commodity Markets
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Performance Assessment of Using Docker for Selected MPI Applications in a Parallel Environment Based on Commodity Hardware
PublicationIn the paper, we perform detailed performance analysis of three parallel MPI applications run in a parallel environment based on commodity hardware, using Docker and bare-metal configurations. The testbed applications are representative of the most typical parallel processing paradigms: master–slave, geometric Single Program Multiple Data (SPMD) as well as divide-and-conquer and feature characteristic computational and communication...
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Quality evaluation of agricultural distillates using different types of electronic noses
PublicationThe paper presents the results of investigation on quality evaluation of agricultural distillates using a prototype of electronic nose instrument and a commercial electronic nose of Fast/Flash GC type – HERACLES II. The prototype was equipped with TGS type semiconductor sensors. HERACLES II included two chromatographic columns with different polarity of stationary phase and two FID detectors. In case of the prototype volatile fraction...
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Basics on Commodities Risk Management for Grains Trading
PublicationCelem artykułu jest określenie rodzajów grup ryzyka występujących na rynku zbóż oraz przedstawienie możliwości ograniczania wystąpienia zjawisk niepożądanych. Pojawia się kwestia: w jakim stopniu podmioty rynku zbóż, a w szczególności producenci, powinni sami neutralizować występujące ryzyko, a kiedy powinni oczekiwać wsparcia ze strony instytucji państwowych. Coraz powszechniej zastosowanie znajdują instrumenty finansowe w postaci...
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Real-time simulator of agricultural biogas plant
PublicationThis article presents a real-time simulator of an agricultural biogas plant. The project contains biogas and biomass circuits simulation, as well as heating circuit simulation with a complete control system and visualization interface of the whole process. The software tool used to simulate the plant work is CFD (Computational Fluid Dynamics), which enables a user to create and test simulation objects based on fundamental physical...
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Risk factor assessment in agricultural supply chain by fuzzy logic
PublicationSignificant uncertainty characterizes the harvest period. This aspect is due to various risks impacting agrifood supply chains. The occurrence of risks is due to hazards: technological failures, technical breakdowns, or adverse weather conditions. Hence, the operational time of the agricultural supply chain during the harvest period increases due to such risk factors. In essence, some hazards are fuzzy, and the nature of most threats...
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Modelling of the Polish Electricity Generation Subsystem in MARKAL Program with Emphasis on the EU Emissions Trading Scheme
PublicationThis paper addresses issues related to greenhouse gas emissions in the European Union and measures to reduce them, in particular the European Emissions Trading Scheme (EU ETS). A model of the Polish electricity generation subsystem, taking into account EU ETS mechanisms, has been developed using the MARKAL optimization package. Data collected on the basis of available projects, regulations and statistics were entered into the model....
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Phosphorus and nitrogen forms in liquid fraction of digestates from agricultural biogas plants
PublicationThe novelty of the presented research is the determination of the nitrogen and phosphorus fraction in the liquid fraction of digestate from agricultural biogas plants. This information is important because it can help in proposing possible further liquid fraction management or developing of new technologies for their purification. The research covered digestates from agricultural biogas plants, obtained from the fermentation of...
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ROLE OF AGRICULTURAL EXTENSION IN ADOPTION OF SUSTAINABLE AGRICULTURE PRACTICES
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Analytical applications of smartphones for agricultural soil analysis
PublicationSoil is one of the most important farming resources. Appropriate managing of its quality promotes productive and sustainable agriculture. The valuable farm practice in soil quality managing is based on regular soil analysis with the aim to determine the exact amount of nutrients or other chemical, physical and biological soil properties. Soil analysis usually requires samples collection at desired sampling depth following by samples...
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Seasonal contributions of nutrients from small urban and agricultural watersheds in northern Poland
PublicationDiffuse sources of pollution like agricultural or urban runoff are important factors in determining the quality of surface waters, although they are more difficult to monitor thanpointsources.Theobjectiveofourstudywastoverifyassumptionsthattheinflow from agricultural nutrient sources is higher than from urbanized ones. It has been done by comparing the nutrients and organic matter concentrations and loads for three small streams...
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Comparison of Quality Evaluation of Agricultural Distillates Using Prototype of Electronic Nose and Fast/Flash GC
PublicationThe paper presents the results of investigation on quality evaluation of agricultural distillates using a prototype of electronic nose instrument and a commercial electronic nose of Fast/Flash GC type – HERACLES II. The prototype was equipped with a set of six semiconductor sensors by FIGARO Co.. In case of the prototype volatile fraction of the agricultural distillate was prepared via barbotage process. HERACLES II analysed the...
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Some results on a trading model in a consensus list coloring
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Some results on trading model in a consensus list coloring
PublicationKonsensusowy model kolorowania grafów - uogólnienie kolorowania listowego, został zdefiniowany przez Mahadeva i Robertsa w 2002 jako użyteczne narzędzie teoretyczne w niektórych zagadnieniach bioinformatycznych. Pozostaje on jednak słabo rozpoznany pod względem własności algorytmicznych. Wykazujemy, że problem kolorowania grafów pełnych w tym modelu jest wielomianowy, co można uogólnić na częściowe k-drzewa przy ustalonym ograniczeniu...
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Seven centuries of commodity co-movement: a wavelet analysis approach
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Agricultural land per capita in selected countries, 1993–2021
Open Research DataThe table presents agricultural land per capita in a given country. It is the sum of arable land and land used as pastures for grazing livestock. The data concerns Poland, the world and Poland's neighbors and covers the period from 1993 to 2021.
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Verification of Economic and Agricultural Indicators With the Use of Statistical Methods on the Example of Individual Farms
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Nitrogen transformation during fermentation in agricultural biogas plants
PublicationThe aim of the present study was to determine changes in the organic nitrogen fraction in the liquid fraction of the digestate during laboratory tests of mono- and co-digestion. Three agricultural wastes were tested: distillery residue, cattle slurry and corn silage. In the mono-fermentation tests, the initial total nitrogen concentration depended on the feedstock used. As a result of the hydrolysis and ammonification of the organic...
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Data Acquisition and Processing for GeoAI Models to Support Sustainable Agricultural Practices
PublicationThere are growing opportunities to leverage new technologies and data sources to address global problems related to sustainability, climate change, and biodiversity loss. The emerging discipline of GeoAI resulting from the convergence of AI and Geospatial science (Geo-AI) is enabling the possibility to harness the increasingly available open Earth Observation data collected from different constellations of satellites and sensors...
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Picking winners to pick your winners: The momentum effect in commodity risk factors
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The Role of Crypto Trading in the Economy, Renewable Energy Consumption and Ecological Degradation
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The Course and the Effects of Agricultural Biomass Pyrolysis in the Production of High-Calorific Biochar
PublicationThe thermal pyrolysis of agriculture biomass has been studied in a fixed-bed reactor, wherethe pyrolysis was conducted at a steady temperature of 800◦C. This work analyses the pyrolysisproducts of six agricultural wastes: pistachio husks, walnut husks, sunflower hulls, buckwheat husks,corncobs and coconut shells. The conducted research compared examples of large waste biomassstreams from different parts of the world as a potential...
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Processing, mechanical and thermal behavior assessments of polycaprolactone/agricultural wastes biocomposites
PublicationIn this paper, brewer’s spent grain (BSG) was applied as potential lignocellulose biofiller in biocompos-ites based on polycaprolactone (PCL). The PCL/BSG biocomposites filled with varying content of biofillerswere prepared via low-temperature melt-compounding. These conditions allow limiting thermal degra-dation of used biofillers during processing. The influence of biofiller content (ranging from 25 to 200parts by weight on 100...
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Post-harvest Losses of Agricultural Produce
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Pests of Agricultural Crops and Control Measures
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Annals of Agricultural and Environmental Medicine
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Analysis of Business Customers’ Energy Consumption Data Registered by Trading Companies in Poland
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Income obtained according to particular rates only by taxpayers conducting non-agricultural business activity in 2016
Open Research DataA special form of income taxation addressed to the SME sector is the Lump sum on registered income, which is a simplified form of income tax payment for natural persons conducting business activity.The choice of this form of taxation is optional. In 2016, the tax in this form could be paid by taxpayers who in 2015 obtained income from non-agricultural...
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Nutrient loss from three small-size watersheds in the southern Baltic Sea in relation to agricultural practices and policy
PublicationAgriculture is the major contributor of waterborne nutrient fluxes into the Baltic Sea, one of the world’s most eutrophication-sensitive areas. Poland, as a large, densely populated state ohf the Baltic Region, with dominating agricultural land use, largely contributes to riverborne loads of N and P. The aim of our study was to examine the input of nutrients from three small first-order agricultural watersheds (Bladzikowski Stream,...
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JOURNAL OF AGRICULTURAL AND FOOD CHEMISTRY
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Agricultural utilisation of municipal sludge in willow plantation
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State Interventionism in Agricultural Land Turnover in Poland
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Modelling the impact of the agricultural holdings and land-use structure on the quality of inland and coastal waters with an innovative and interdisciplinary toolkit
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Modelling the impact of the agricultural holdings and land-use structure on the quality of inland and coastal waters with an innovative and interdisciplinary toolkit
PublicationThe changes taking place in the marine coastal zones are extremely important, as about 40% of the human population currently lives in the coastal areas (within 100 kilometres of the coastline) increasing anthropogenic pressure on the marine ecosystems. Agriculture is a significant source of nutrients to the marine environment that increase hypoxia, eutrophication and may pose a threat to the services provided by ecosystems. In...