Speculation and price volatility in the coffee market

dc.contributorCLAC
dc.creatorAliaga Lordemann, Javier
dc.creatorMora-García, Claudio
dc.creatorMulder, Nanno
dc.date.accessioned2021-05-31T14:58:35Z
dc.date.available2021-05-31T14:58:35Z
dc.date.created2021-05-31T14:58:35Z
dc.date.issued2021-05-31
dc.identifierhttps://hdl.handle.net/11362/46923
dc.identifierLC/TS.2021/59
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.languageen
dc.publisherCEPAL
dc.relationDocumentos de Proyectos
dc.titleSpeculation and price volatility in the coffee market
dc.typeTexto


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