Estimates of factors influencing Cameroon's exports of cocoa, coffee and cotton are derived in a system of equations … each of these cointegrating vectors. The combined short-run dynamic effect of lagged quantities of cocoa and coffee, export …-integrating vectors involving cocoa and coffee exports as endogenous variables are identified in the system while tests for exogeneity of …

of money managers and more generally of active trading strategies in recent years. We analyze for the commodities coffee …, cotton, soft red winter and hard red winter wheat and WTI and Brent crude oil the effect of both types of financial investors … returns for all commodities; in the bivariate model they only have an effect for coffee. In the bivariate model, we also find …