eprintid: 638
rev_number: 16
eprint_status: archive
userid: 12
dir: disk0/00/00/06/38
datestamp: 2014-03-05 00:50:29
lastmod: 2015-05-29 20:15:47
status_changed: 2014-03-05 00:50:29
type: report
metadata_visibility: show
item_issues_count: 0
creators_name: Desnica, Z.
creators_name: Krejić, N.
creators_name: Krklec Jerinkić, N.
creators_name: Marković, B.
creators_name: Nedeljkov, M.
creators_name: Ovcin, Z.
creators_name: Pavić-Čolić, M.
creators_name: Piwarska, K.
creators_name: Vla Panić, K.
title: Optimization of commodity portfolio management
ispublished: pub
subjects: food
subjects: finance
studygroups: esgi99
companyname: Uljarice Backa
full_text_status: public
abstract: The problem we consider is introduced by Uljarice Bačka, LLC. The core business activities of the company are trade of agriculture commodities, warehousing and distribution and crops production. The main traded goods are: corn, wheat, barely, sunflower, soybean, soybean meal and raw material for crops production: fertilizers, plant protection products, seeds and other. Since a large part of company’s activities relays on corn, predicting the price of that good is of the main interest. In order to make a reasonable predictions, models which incorporate the crucial factors influencing the corn prices are needed. Of course, the important issue is which data are available. Within the data that we obtained, a correlation analysis is performed to point out the relevant parameters. We introduce different methods for obtaining the predictions and provide some numerical results.
date: 2014
citation:   Desnica, Z. and Krejić, N. and Krklec Jerinkić, N. and Marković, B. and Nedeljkov, M. and Ovcin, Z. and Pavić-Čolić, M. and Piwarska, K. and Vla Panić, K.  (2014) Optimization of commodity portfolio management.  [Study Group Report]     
document_url: http://miis.maths.ox.ac.uk/miis/638/1/reportuljarice.pdf