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Integration of indian coffee with international market

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  • Prabha, S. Aruna
  • Sivakumar, S.D.
  • Murugananthi, D.
  • Palanichamy, N. Venkatesa

Abstract

The present study attempted to determine the integration of coffee prices between domestic and international markets during 2008–2020. Three major retail markets of Arabica and Robusta coffee in India namely Bangalore, Chennai, Hyderabad and two international markets New York for Arabica and London for Robusta were selected for the study. Augmented Dickey Fuller (ADF) test, Granger-causality test, Johansen's co-integration test, Vector Error Correction Mechanism (VECM) test were carried out for the study. From the analysis, it can be concluded that the prices of Arabica markets were not integrated in the long run by Johansen's co-integration test. Only the prices of Robusta markets were integrated in the long run. International market prices of Arabica and Robusta influenced the domestic market prices. The Error Correction (EC) coeffcient was significant at Chennai price that explains the speed of adjustment in the markets. The global coffee markets were found effcient for Robusta than Arabica.

Suggested Citation

  • Prabha, S. Aruna & Sivakumar, S.D. & Murugananthi, D. & Palanichamy, N. Venkatesa, 2022. "Integration of indian coffee with international market," Indian Journal of Agricultural Marketing, Indian Society of Agricultural Marketing, vol. 36(1).
    • Handle: RePEc:ags:injagm:399800
    DOI: 10.22004/ag.econ.399800
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