Factores de influencia en la volatilidad de los precios de mercado del café, cacao, plátano y yuca estudio de caso: Yantzaza – Ecuador 2006 - 2011

Abstract

This research work aims to determine the influence factors of volatility of market prices of agricultural commodities such as coffee, bananas, cocoa and cassava in the canton Yantzaza province of Zamora Chinchipe; through econometric models that expose qualitative variables such as the weather and seasonality, and quantitative variables as production and production lagged, the information that the proposed models are made have a period of time from 2006 to 2011, on a monthly basis. With the correct identification of the dependence of the variables it can be distinguished: i) changes in the trend (given in periods of medium and long term and structurally) and ii) changes in volatility (price changes in successive periods of time). The results of this study may serve as a reference for making strategic decisions, possible actions to be taken, technical or policy proposals to deal with volatility in the prices of agricultural products mentioned above.