Matches in SemOpenAlex for { <https://semopenalex.org/work/W2524455718> ?p ?o ?g. }
Showing items 1 to 97 of
97
with 100 items per page.
- W2524455718 endingPage "215" @default.
- W2524455718 startingPage "203" @default.
- W2524455718 abstract "This paper examines the role of the Brazilian futures exchange, BM&F Bovespa, in the global price formation process of Arabica coffee. Using a multivariate GARCH model we find bi-directional information transmission in terms of spillover effects between the BM&F Bovespa futures contract for Arabica coffee and the ‘Coffee C’ futures contract traded at the Intercontinental Exchange (ICE) in New York. Moreover, our empirical results indicate that the influence of the BM&F Bovespa futures market on the ICE futures market increased during the 2010–2012 boom in coffee prices, suggesting a greater role of local market information for price and volatility dynamics during this period. We also show that local Brazilian spot markets incorporate information from the domestic and foreign futures market. Taken together, our findings highlight the great relevance of the BM&F Bovespa futures market in the global price formation process of Arabica coffee." @default.
- W2524455718 created "2016-10-07" @default.
- W2524455718 creator A5010545275 @default.
- W2524455718 creator A5039070082 @default.
- W2524455718 creator A5057745391 @default.
- W2524455718 date "2019-03-01" @default.
- W2524455718 modified "2023-10-06" @default.
- W2524455718 title "The role of emerging economies in the global price formation process of commodities: Evidence from Brazilian and U.S. coffee markets" @default.
- W2524455718 cites W1491711721 @default.
- W2524455718 cites W1599970749 @default.
- W2524455718 cites W1860162490 @default.
- W2524455718 cites W1891995049 @default.
- W2524455718 cites W1977480757 @default.
- W2524455718 cites W1980082304 @default.
- W2524455718 cites W1999029409 @default.
- W2524455718 cites W2001992115 @default.
- W2524455718 cites W2004421184 @default.
- W2524455718 cites W2008897500 @default.
- W2524455718 cites W2012599906 @default.
- W2524455718 cites W2012722036 @default.
- W2524455718 cites W2013680710 @default.
- W2524455718 cites W2027862060 @default.
- W2524455718 cites W2034707435 @default.
- W2524455718 cites W2039176133 @default.
- W2524455718 cites W2050067494 @default.
- W2524455718 cites W2058562590 @default.
- W2524455718 cites W2074433880 @default.
- W2524455718 cites W2076632931 @default.
- W2524455718 cites W2079874124 @default.
- W2524455718 cites W2115097653 @default.
- W2524455718 cites W2285169722 @default.
- W2524455718 cites W2404973603 @default.
- W2524455718 cites W3021824877 @default.
- W2524455718 cites W3121697257 @default.
- W2524455718 cites W3122516223 @default.
- W2524455718 cites W3124661530 @default.
- W2524455718 cites W3125424569 @default.
- W2524455718 doi "https://doi.org/10.1016/j.iref.2018.11.002" @default.
- W2524455718 hasPublicationYear "2019" @default.
- W2524455718 type Work @default.
- W2524455718 sameAs 2524455718 @default.
- W2524455718 citedByCount "11" @default.
- W2524455718 countsByYear W25244557182019 @default.
- W2524455718 countsByYear W25244557182020 @default.
- W2524455718 countsByYear W25244557182021 @default.
- W2524455718 countsByYear W25244557182022 @default.
- W2524455718 countsByYear W25244557182023 @default.
- W2524455718 crossrefType "journal-article" @default.
- W2524455718 hasAuthorship W2524455718A5010545275 @default.
- W2524455718 hasAuthorship W2524455718A5039070082 @default.
- W2524455718 hasAuthorship W2524455718A5057745391 @default.
- W2524455718 hasBestOaLocation W25244557182 @default.
- W2524455718 hasConcept C106159729 @default.
- W2524455718 hasConcept C106306483 @default.
- W2524455718 hasConcept C127413603 @default.
- W2524455718 hasConcept C139719470 @default.
- W2524455718 hasConcept C141441539 @default.
- W2524455718 hasConcept C162324750 @default.
- W2524455718 hasConcept C39658296 @default.
- W2524455718 hasConcept C52837651 @default.
- W2524455718 hasConcept C55527203 @default.
- W2524455718 hasConcept C556758197 @default.
- W2524455718 hasConcept C87717796 @default.
- W2524455718 hasConcept C91602232 @default.
- W2524455718 hasConceptScore W2524455718C106159729 @default.
- W2524455718 hasConceptScore W2524455718C106306483 @default.
- W2524455718 hasConceptScore W2524455718C127413603 @default.
- W2524455718 hasConceptScore W2524455718C139719470 @default.
- W2524455718 hasConceptScore W2524455718C141441539 @default.
- W2524455718 hasConceptScore W2524455718C162324750 @default.
- W2524455718 hasConceptScore W2524455718C39658296 @default.
- W2524455718 hasConceptScore W2524455718C52837651 @default.
- W2524455718 hasConceptScore W2524455718C55527203 @default.
- W2524455718 hasConceptScore W2524455718C556758197 @default.
- W2524455718 hasConceptScore W2524455718C87717796 @default.
- W2524455718 hasConceptScore W2524455718C91602232 @default.
- W2524455718 hasLocation W25244557181 @default.
- W2524455718 hasLocation W25244557182 @default.
- W2524455718 hasOpenAccess W2524455718 @default.
- W2524455718 hasPrimaryLocation W25244557181 @default.
- W2524455718 hasRelatedWork W1546863048 @default.
- W2524455718 hasRelatedWork W1579649600 @default.
- W2524455718 hasRelatedWork W2016175128 @default.
- W2524455718 hasRelatedWork W2071466585 @default.
- W2524455718 hasRelatedWork W2089830578 @default.
- W2524455718 hasRelatedWork W2120240728 @default.
- W2524455718 hasRelatedWork W2371895487 @default.
- W2524455718 hasRelatedWork W2373501414 @default.
- W2524455718 hasRelatedWork W2443447387 @default.
- W2524455718 hasRelatedWork W2947056631 @default.
- W2524455718 hasVolume "60" @default.
- W2524455718 isParatext "false" @default.
- W2524455718 isRetracted "false" @default.
- W2524455718 magId "2524455718" @default.
- W2524455718 workType "article" @default.