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...

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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
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