Unravelling the underlying causes of price volatility in world coffee and cocoa commodity markets
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References listed on IDEAS
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- Saralees Nadarajah & Emmanuel Afuecheta & Stephen Chan, 2015. "GARCH modeling of five popular commodities," Empirical Economics, Springer, vol. 48(4), pages 1691-1712, June.
- Bruno G. RÃ¼ttimann, 2016. "Modelling financial type 2b globalisation and its effects on trade, investments and unemployment," International Journal of Computational Economics and Econometrics, Inderscience Enterprises Ltd, vol. 6(2), pages 176-191.
- Tadahiro Nakajima, 2014. "Price Formation of Coffee Beans: New Evidence from the Japanese Market," Research in World Economy, Research in World Economy, Sciedu Press, vol. 5(2), pages 23-30, September.
More about this item
KeywordsCommodity price volatility; financialization; error correction modelling; cointegration theory; commodity dependent developing countries; least developed countries;
- O11 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Macroeconomic Analyses of Economic Development
- E30 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - General (includes Measurement and Data)
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- F24 - International Economics - - International Factor Movements and International Business - - - Remittances
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