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A quarterly econometric model for the price formation of coffee on the world market

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  • Vogelvang, E.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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Suggested Citation

  • Vogelvang, E., 1981. "A quarterly econometric model for the price formation of coffee on the world market," Serie Research Memoranda 0001, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
  • Handle: RePEc:vua:wpaper:1981-1
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    References listed on IDEAS

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    5. R. Edwards & A. Parikh, 1976. "A Stochastic Policy Simulation of the World Coffee Economy," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 58(2), pages 152-160.
    6. Vogelvang, E., 1980. "A short term econometric model for the consumer demand of roasted coffee in the Netherlands," Serie Research Memoranda 0007, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Nijkamp, P. & Soffer, A., 1979. "Soft multicriteria decision models for urban renewal plans," Serie Research Memoranda 0005, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    8. Stevenson, Richard A & Bear, Robert M, 1970. "Commodity Futures: Trends or Random Walks?," Journal of Finance, American Finance Association, vol. 25(1), pages 65-81, March.
    9. Gelb, Alan H, 1979. "A Spectral Analysis of Coffee Market Oscillations," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 20(2), pages 495-514, June.
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    11. Arntzen, J.W., 1979. "Duality, segmentation and dynamics on a regional labour market," Serie Research Memoranda 0004, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    12. Rolfo, Jacques, 1980. "Optimal Hedging under Price and Quantity Uncertainty: The Case of a Cocoa Producer," Journal of Political Economy, University of Chicago Press, vol. 88(1), pages 100-116, February.
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    25. Smidt, Seymour, 1965. "A Test of the Serial Independence Price Changes in Soybean Futures," Food Research Institute Studies, Stanford University, Food Research Institute, vol. 5(2), pages 1-20.
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    27. Dusak, Katherine, 1973. "Futures Trading and Investor Returns: An Investigation of Commodity Market Risk Premiums," Journal of Political Economy, University of Chicago Press, vol. 81(6), pages 1387-1406, Nov.-Dec..
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