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The paper investigates the extent to which the dollar/sterling exchange rate fluctuations affect coffee and cocoa futures prices on the London LIFFE and the New York CSCE by means of multivariate GARCH models - under the assumption that traders in perfectly competitive markets have equal access...
Persistent link: https://www.econbiz.de/10010291928
Germany is the second largest coffee market in the world, just overshadowed by the United States. Coffee is the most popular beverage in Germany - in fact more popular than beer. In 1999 the five biggest companies in the raosted coffee market had a combined market share of 84.5%. The market is...
Persistent link: https://www.econbiz.de/10010297126
This paper ... is concerned with interdependencies between organic and conventional wheat prices at the producer level. The analysis is carried out by means of cointegration analysis, that is, the estimation of a vector error correction model considering the two price series. With such a model,...
Persistent link: https://www.econbiz.de/10010308306
A large set of 5350 trend following technica! trading rules is applied to LIFFEand CSCE cocoa futures prices, and tothe Pound-Dollar exchange rate, in the period 1983:1-1997:6. We find that 72% ofthe trading rules generatespositive profits, even when correcting for transaction and borrowing...
Persistent link: https://www.econbiz.de/10010325010
One of the key trends characterizing agro-food trade in the last two decades has been the increas-ing complexity of public and private standards that are applied to imports into developed coun-tries. This paper aims to identify critical areas to facilitate compliance with sustainability...
Persistent link: https://www.econbiz.de/10010323478
Focusing on intra-household allocation, we investigate the effects of coffee market liberalisation in Uganda. As coffee has traditionally been a male domain, higher income from this activity might increase gender disparities. In addition, gender-related inefficiency in household production might...
Persistent link: https://www.econbiz.de/10010273141
Persistent link: https://www.econbiz.de/10012490776
Der Zerfall der Planwirtschaft in der Tschechischen Republik 1989 brachte grundlegende Veränderungen für die tschechische Zuckerindustrie mit sich. Durch eine erfolgreiche Restrukturierung sollte die Konkurrenzfähigkeit der Unternehmen in der Marktwirtschaft erreicht werden. Die...
Persistent link: https://www.econbiz.de/10010299413
Persistent link: https://www.econbiz.de/10010272132