Institutions and market integration: The case of coffee in the Ethiopian commodity exchange

While the Ethiopian Commodity Exchange (ECX) is widely credited to be a successful on several accounts, there has been little rigorous empirical investigation. This paper attempts to fill that gap by analyzing how ECX has influenced the international-domestic price relationships of coffee—the larges...

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Autores principales: Hernandez, Manuel A., Rashid, Shahidur, Lemma, Solomon, Kuma, Tadesse
Formato: Artículo preliminar
Lenguaje:Inglés
Publicado: International Food Policy Research Institute 2015
Materias:
Acceso en línea:https://hdl.handle.net/10568/149640
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author Hernandez, Manuel A.
Rashid, Shahidur
Lemma, Solomon
Kuma, Tadesse
author_browse Hernandez, Manuel A.
Kuma, Tadesse
Lemma, Solomon
Rashid, Shahidur
author_facet Hernandez, Manuel A.
Rashid, Shahidur
Lemma, Solomon
Kuma, Tadesse
author_sort Hernandez, Manuel A.
collection Repository of Agricultural Research Outputs (CGSpace)
description While the Ethiopian Commodity Exchange (ECX) is widely credited to be a successful on several accounts, there has been little rigorous empirical investigation. This paper attempts to fill that gap by analyzing how ECX has influenced the international-domestic price relationships of coffee—the largest traded commodity on its floor. We examine three aspects of price dynamics—market interdependence, volatility transmission, and structural breaks—using a spatially disaggregated prices of five coffee varieties. The results indicate that contrary to popular media stories, ECX’s success in improving coffee price relationships has been limited. The results appear to be robust under all three sets of analysis.
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spelling CGSpace1496402025-11-06T05:47:35Z Institutions and market integration: The case of coffee in the Ethiopian commodity exchange Hernandez, Manuel A. Rashid, Shahidur Lemma, Solomon Kuma, Tadesse market economies markets coffee price volatility prices commodity markets governance While the Ethiopian Commodity Exchange (ECX) is widely credited to be a successful on several accounts, there has been little rigorous empirical investigation. This paper attempts to fill that gap by analyzing how ECX has influenced the international-domestic price relationships of coffee—the largest traded commodity on its floor. We examine three aspects of price dynamics—market interdependence, volatility transmission, and structural breaks—using a spatially disaggregated prices of five coffee varieties. The results indicate that contrary to popular media stories, ECX’s success in improving coffee price relationships has been limited. The results appear to be robust under all three sets of analysis. 2015-09-25 2024-08-01T02:49:40Z 2024-08-01T02:49:40Z Working Paper https://hdl.handle.net/10568/149640 en https://hdl.handle.net/10568/149816 https://hdl.handle.net/10568/154499 https://hdl.handle.net/10568/154833 https://hdl.handle.net/10568/153830 https://doi.org/10.2499/p15738coll2.134408 https://doi.org/10.1093/ajae/aaw101 Open Access application/pdf International Food Policy Research Institute Hernandez, Manuel A.; Rashid, Shahidur; Lemma, Solomon and Kuma, Tadesse. 2015. Institutions and market integration: The case of coffee in the Ethiopian commodity exchange. IFPRI Discussion Paper 1464. Washington, DC: International Food Policy Research Institute. https://hdl.handle.net/10568/149640
spellingShingle market economies
markets
coffee
price volatility
prices
commodity markets
governance
Hernandez, Manuel A.
Rashid, Shahidur
Lemma, Solomon
Kuma, Tadesse
Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title_full Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title_fullStr Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title_full_unstemmed Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title_short Institutions and market integration: The case of coffee in the Ethiopian commodity exchange
title_sort institutions and market integration the case of coffee in the ethiopian commodity exchange
topic market economies
markets
coffee
price volatility
prices
commodity markets
governance
url https://hdl.handle.net/10568/149640
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