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
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"Volatility, Information, and Noise Trading,"
Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)
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"Futures Hedging Under Price, Basis and Production Risk,"
Staff General Research Papers Archive
10041, Iowa State University, Department of Economics.
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