Speculation and price volatility in the coffee market

Green coffee growers, most of whom are smallholders, have suffered from the significant volatility and fall in the international price of this commodity over the past decade. It is therefore crucial to understand the factors that drive price volatility, which has been studied extensively for other c...

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Autores principales:	Aliaga Lordemann, Javier, Mora-García, Claudio, Mulder, Nanno
Otros Autores:	CLAC
Formato:	Texto
Lenguaje:	English
Publicado:	CEPAL 2021
Materias:	CAFE PRECIOS MERCADOS COMERCIO INTERNACIONAL ESPECULACION ESTABILIZACION DE PRECIOS COFFEE PRICES MARKETS INTERNATIONAL TRADE SPECULATION PRICE STABILIZATION
Acceso en línea:	https://hdl.handle.net/11362/46923
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spelling	oai-11362-469232021-06-15T20:22:32Z Speculation and price volatility in the coffee market Aliaga Lordemann, Javier Mora-García, Claudio Mulder, Nanno CLAC CAFE PRECIOS MERCADOS COMERCIO INTERNACIONAL ESPECULACION ESTABILIZACION DE PRECIOS COFFEE PRICES MARKETS INTERNATIONAL TRADE SPECULATION PRICE STABILIZATION Green coffee growers, most of whom are smallholders, have suffered from the significant volatility and fall in the international price of this commodity over the past decade. It is therefore crucial to understand the factors that drive price volatility, which has been studied extensively for other commodities but not for coffee. This study looks into the determinants of the conditional volatility of green coffee prices in three different markets: spot, futures and physical. Abstract .-- Introduction .-- I. Determinants of price volatility (second moment) A. State variables. B. Economic variables. C. Market structure variables. -- II. Data description and sources. -- III. Description of the time series and specifications .-- IV. Methodology. -- V. Empirical results .-- VI. Discussion and conclusions. 2021-05-31T14:58:35Z 2021-05-31T14:58:35Z 2021-05-31 Texto Documento Completo https://hdl.handle.net/11362/46923 LC/TS.2021/59 en Documentos de Proyectos .pdf application/pdf AMERICA LATINA Y EL CARIBE BRASIL COLOMBIA BRAZIL COLOMBIA LATIN AMERICA AND THE CARIBBEAN CEPAL
institution	Cepal
collection	Cepal
language	English
topic	CAFE PRECIOS MERCADOS COMERCIO INTERNACIONAL ESPECULACION ESTABILIZACION DE PRECIOS COFFEE PRICES MARKETS INTERNATIONAL TRADE SPECULATION PRICE STABILIZATION
spellingShingle	CAFE PRECIOS MERCADOS COMERCIO INTERNACIONAL ESPECULACION ESTABILIZACION DE PRECIOS COFFEE PRICES MARKETS INTERNATIONAL TRADE SPECULATION PRICE STABILIZATION Aliaga Lordemann, Javier Mora-García, Claudio Mulder, Nanno Speculation and price volatility in the coffee market
description	Green coffee growers, most of whom are smallholders, have suffered from the significant volatility and fall in the international price of this commodity over the past decade. It is therefore crucial to understand the factors that drive price volatility, which has been studied extensively for other commodities but not for coffee. This study looks into the determinants of the conditional volatility of green coffee prices in three different markets: spot, futures and physical.
author2	CLAC
author_facet	CLAC Aliaga Lordemann, Javier Mora-García, Claudio Mulder, Nanno
format	Texto
author	Aliaga Lordemann, Javier Mora-García, Claudio Mulder, Nanno
author_sort	Aliaga Lordemann, Javier
title	Speculation and price volatility in the coffee market
title_short	Speculation and price volatility in the coffee market
title_full	Speculation and price volatility in the coffee market
title_fullStr	Speculation and price volatility in the coffee market
title_full_unstemmed	Speculation and price volatility in the coffee market
title_sort	speculation and price volatility in the coffee market
publisher	CEPAL
publishDate	2021
url	https://hdl.handle.net/11362/46923
work_keys_str_mv	AT aliagalordemannjavier speculationandpricevolatilityinthecoffeemarket AT moragarciaclaudio speculationandpricevolatilityinthecoffeemarket AT muldernanno speculationandpricevolatilityinthecoffeemarket
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Speculation and price volatility in the coffee market

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