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 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.
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| Main Authors: | , , |
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| Other Authors: | |
| Format: | Texto biblioteca |
| Language: | English |
| Published: |
CEPAL
2021-05-31
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| Subjects: | CAFE, PRECIOS, MERCADOS, COMERCIO INTERNACIONAL, ESPECULACION, ESTABILIZACION DE PRECIOS, COFFEE, PRICES, MARKETS, INTERNATIONAL TRADE, SPECULATION, PRICE STABILIZATION, |
| Online Access: | https://hdl.handle.net/11362/46923 |
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