El Nino And Coffee Price Volatility In 1997
Coffee price volatility was extreme in 1997. With no obvious drought or freezing conditions in major growing countries, market analysts blamed El Nino. Alternatively, economic theory implies that commodity price volatility should be high when inventories are low. We analyze and test these two hypotheses
|Date of creation:||1998|
|Date of revision:|
|Contact details of provider:|| Postal: |
Phone: (414) 918-3190
Fax: (414) 276-3349
Web page: http://www.aaea.org
More information through EDIRC
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Danthine, Jean-Pierre & Moresi, Serge, 1993.
"Volatility, information and noise trading,"
European Economic Review,
Elsevier, vol. 37(5), pages 961-982, June.
- Jean-Pierre Danthine & Serge Moresi, 1990. "Volatility, Information and Noise Trading," CEPR Financial Markets Paper 0010, European Science Foundation Network in Financial Markets, c/o C.E.P.R, 77 Bastwick Street, London EC1V 3PZ..
- Jean-Pierre DANTHINE & Serge MORESI, 1990. "Volatility, Information, and Noise Trading," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 9015, Université de Lausanne, Faculté des HEC, DEEP.
- Peter G. Helmberger & Robert D. Weaver & Kathleen T. Haygood, 1982. "Rational Expectations and Competitive Pricing and Storage," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 64(2), pages 266-270.
- Lapan, Harvey E. & Moschini, GianCarlo, 1994.
"Futures Hedging Under Price, Basis and Production Risk,"
Staff General Research Papers
10041, Iowa State University, Department of Economics.
- Harvey Lapan & Giancarlo Moschini, 1994. "Futures Hedging Under Price, Basis, and Production Risk," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 76(3), pages 465-477.
When requesting a correction, please mention this item's handle: RePEc:ags:aaea98:20908. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search)
If references are entirely missing, you can add them using this form.