Speculation and price volatility in the coffee market

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cepal.bibLevelDocumento Completo
cepal.callNumberLC/TS.2021/59
cepal.docTypeDocumentos de proyectos e investigación
cepal.jobNumberS2100282_en
cepal.projectAcuerdo de Cooperación 2020 CLAC - CEPAL
cepal.regionalOfficeSantiago
cepal.sdg17
cepal.topicEngINTERNATIONAL TRADE
cepal.topicEngMACROECONOMICS
cepal.topicEngPRICES
cepal.topicEngVALUE CHAINS
cepal.topicSpaCADENAS DE VALOR
cepal.topicSpaCOMERCIO INTERNACIONAL
cepal.topicSpaMACROECONOMÍA
cepal.topicSpaPRECIOS
cepal.workareaEngINTERNATIONAL TRADE AND INTEGRATION
cepal.workareaSpaCOMERCIO INTERNACIONAL E INTEGRACIÓN
dc.contributor.authorAliaga Lordemann, Javier
dc.contributor.authorMora-García, Claudio
dc.contributor.authorMulder, Nanno
dc.contributor.institutionCLAC
dc.coverage.spatialEngBRAZIL
dc.coverage.spatialEngCOLOMBIA
dc.coverage.spatialEngLATIN AMERICA AND THE CARIBBEAN
dc.coverage.spatialSpaAMERICA LATINA Y EL CARIBE
dc.coverage.spatialSpaBRASIL
dc.coverage.spatialSpaCOLOMBIA
dc.date.accessioned2021-05-31T14:58:35Z
dc.date.available2021-05-31T14:58:35Z
dc.date.issued2021-05-31
dc.description.abstractGreen 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.
dc.description.tableOfContentsAbstract .-- 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.
dc.formatTexto
dc.format.extent36 páginas.
dc.format.mimetypeapplication/pdf
dc.identifier.unSymbolLC/TS.2021/59
dc.identifier.urihttps://hdl.handle.net/11362/46923
dc.language.isoeng
dc.physicalDescription36 p.
dc.publisherCEPAL
dc.publisher.placeSantiago
dc.relation.isPartOfSeriesDocumentos de Proyectos
dc.rights.coarDisponible
dc.subject.unbisEngCOFFEE
dc.subject.unbisEngPRICES
dc.subject.unbisEngMARKETS
dc.subject.unbisEngINTERNATIONAL TRADE
dc.subject.unbisEngSPECULATION
dc.subject.unbisEngPRICE STABILIZATION
dc.subject.unbisEngVALUE CHAINS
dc.subject.unbisSpaCAFE
dc.subject.unbisSpaPRECIOS
dc.subject.unbisSpaMERCADOS
dc.subject.unbisSpaCOMERCIO INTERNACIONAL
dc.subject.unbisSpaESPECULACION
dc.subject.unbisSpaESTABILIZACION DE PRECIOS
dc.subject.unbisSpaCADENAS DE VALOR
dc.titleSpeculation and price volatility in the coffee market
dc.type.coarlibro
dc.usergrouppubweb
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