A tale of two coffees? Analysing interaction and futures market efficiency
Purpose: The purpose of this paper is to assess the informational efficiency of Arabica (other milds) and Robusta coffee futures markets in terms of predicting future coffee spot prices. Design/methodology/approach: Futures market efficiency is associated with the existence of a long-run equilibrium...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2020
- Institución:
- Universidad del Rosario
- Repositorio:
- Repositorio EdocUR - U. Rosario
- Idioma:
- eng
- OAI Identifier:
- oai:repository.urosario.edu.co:10336/23346
- Acceso en línea:
- https://doi.org/10.1108/SEF-09-2019-0356
https://repository.urosario.edu.co/handle/10336/23346
- Palabra clave:
- Coffee
Futures
Market efficiency
Spot price
- Rights
- License
- Abierto (Texto Completo)