the family ARCH as analysis tool with relationship to the behavior of the return of the cocoa, of the fatcow, of the … coffee, Brazilian traditional agricultural commodity, serving as aid for the agents decision in the purchase and sale of … volatility. The markets are asymmetric for the return of these commodities. For the future market of the fat ox and of the cocoa …

Previous attempts at identifying and estimating a time-varying risk premium in the cocoa futures market yielded …-varying risk premium in the cocoa futures market is re-investigated using LM ARCH tests and a Quadratic ARCH in Mean Error … of a positive time-varying [or constant] risk premium in the cocoa futures market at conventional significance levels …

exporting countries. We investigate the benefits of export taxation for Côted'Ivoire, the dominant exporter of cocoa. Where many …Export taxes can provide additional welfare to large exporters, an argument for interventions in manyprimary commodity … allow for a normal commercial margin between export and farm gate prices.Results are calculated via simulations in a model …

cocoa beans; (ii) the impacts of cocoa export taxes on domestic welfare. In particular, it attempts to develop a two …Aiming to support downstream processing, the Indonesian government announced an export tax in May 2010. Using a partial … also presents thorough econometric estimates of import demand, export supply, Armington and cross elasticities using the …

Market access to export cocoa beans in many cocoa producing countries has improved greatly due to trade liberalization … relies on for export revenue, such as is the case with Côte d’Ivoire and cocoa, for example. Our results find FTAs and WTOs … in the cocoa sector. This has been accomplished through a variety of policy instruments, primarily structural adjustment …

.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … characterized all series of prices of coffee as heteroscedástica, or the returns of coffee showed signs of autocorrelation, which in …,1) showed EGARCH for the number of returns of coffee in Brazil and Ethiopia persistence and the existence of the asymmetry of …

Coffee consumption in China is increasing rapidly over the recent years. This study offers one of the few initial … attempts to not only understand general consumption behavior associated with Chinese coffee, but to explore the viability of … niche markets for coffee with the credence attribute “fair trade”. A modified payment card approach was adopted as the …

With coffee prices at their lowest in a century, producing countries, which are mostly developing countries, are facing … the worst crisis in history. The International Coffee Organization (ICO) acknowledges that poverty and unemployment are … implications for producing countries based on import demand analysis for coffee in the three largest importers – the United States …

general, results imply that coffee growers’ benefit little from positive changes in the world price compared with participants … in the auction markets. This is true given the presence of information asymmetry in the coffee value chain characterized …

. The study objects were six coffee companies in the South of Minas Gerais that adopted two information systems (IS). The …