Degree Name
Master of Science
Department or Program
Agribusiness Economics
Advisor
Dwight R. Sanders
Abstract
This paper analyzes the possible impact on the coffee prices in the USA of the Green Coffee Association’s Stock Report. So, the main goal is to figure if the stock report has an influence on the US’s coffee prices, and if it does, on which day the influence is more significant: on the day that the report is released, 1 or 2 days after, or 1 or 2 days before. In order to do that, daily coffee price data, and monthly amount data of US stocks and Imports were used.
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