Global competitiveness of Kenyan coffee: the price volatility perspective

Kenyan coffee is globally recognized for its high quality and distinct flavor, securing a strong reputation in international markets. However, it faces growing competition from major producers such as Brazil, Colombia, Vietnam, Cuba, and Ethiopia. This study evaluates Kenya’s competitiveness in the...

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Main Authors: Richard Wamalwa Wanzala, Lawrence Ogechukwu Obokoh
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Economics & Finance
Subjects:
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2025.2499019
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author Richard Wamalwa Wanzala
Lawrence Ogechukwu Obokoh
author_facet Richard Wamalwa Wanzala
Lawrence Ogechukwu Obokoh
author_sort Richard Wamalwa Wanzala
collection DOAJ
description Kenyan coffee is globally recognized for its high quality and distinct flavor, securing a strong reputation in international markets. However, it faces growing competition from major producers such as Brazil, Colombia, Vietnam, Cuba, and Ethiopia. This study evaluates Kenya’s competitiveness in the global coffee industry by examining price dynamics and volatility from 1990 to 2022 across 21 coffee-producing countries. Data were sourced from the International Coffee Organization, World Bank, and FAOSTAT. The analysis employed price analysis, hedonic regression, and volatility models (GARCH, TARCH, and EGARCH). Results show Kenya ranks sixth among Arabica coffee producers in terms of production. Hedonic regression reveals that coffee prices are significantly influenced by macroeconomic and supply-side factors. Volatility models confirm the presence of volatility clustering, where high-price volatility persists over time, but show no significant asymmetry—indicating that both positive and negative shocks impact prices similarly. These findings highlight the need for market stabilization strategies, including hedging tools, improved market access, and stable exchange rates, to protect producers from adverse price movements. The study provides vital policy insights for enhancing Kenya’s resilience and long-term competitiveness in the global coffee value chain.
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spelling doaj-art-b1c6a29e41b54289a2df654dd544604b2025-08-20T02:28:41ZengTaylor & Francis GroupCogent Economics & Finance2332-20392025-12-0113110.1080/23322039.2025.2499019Global competitiveness of Kenyan coffee: the price volatility perspectiveRichard Wamalwa Wanzala0Lawrence Ogechukwu Obokoh1Johannesburg Business School, University of Johannesburg, Johannesburg, South AfricaProfessor of Finance and Small Business Development, Johannesburg Business School, University of Johannesburg, Johannesburg, South AfricaKenyan coffee is globally recognized for its high quality and distinct flavor, securing a strong reputation in international markets. However, it faces growing competition from major producers such as Brazil, Colombia, Vietnam, Cuba, and Ethiopia. This study evaluates Kenya’s competitiveness in the global coffee industry by examining price dynamics and volatility from 1990 to 2022 across 21 coffee-producing countries. Data were sourced from the International Coffee Organization, World Bank, and FAOSTAT. The analysis employed price analysis, hedonic regression, and volatility models (GARCH, TARCH, and EGARCH). Results show Kenya ranks sixth among Arabica coffee producers in terms of production. Hedonic regression reveals that coffee prices are significantly influenced by macroeconomic and supply-side factors. Volatility models confirm the presence of volatility clustering, where high-price volatility persists over time, but show no significant asymmetry—indicating that both positive and negative shocks impact prices similarly. These findings highlight the need for market stabilization strategies, including hedging tools, improved market access, and stable exchange rates, to protect producers from adverse price movements. The study provides vital policy insights for enhancing Kenya’s resilience and long-term competitiveness in the global coffee value chain.https://www.tandfonline.com/doi/10.1080/23322039.2025.2499019Price volatilitycoffee productioncoffee exportsexportable coffeehedonic regressionvolatility models
spellingShingle Richard Wamalwa Wanzala
Lawrence Ogechukwu Obokoh
Global competitiveness of Kenyan coffee: the price volatility perspective
Cogent Economics & Finance
Price volatility
coffee production
coffee exports
exportable coffee
hedonic regression
volatility models
title Global competitiveness of Kenyan coffee: the price volatility perspective
title_full Global competitiveness of Kenyan coffee: the price volatility perspective
title_fullStr Global competitiveness of Kenyan coffee: the price volatility perspective
title_full_unstemmed Global competitiveness of Kenyan coffee: the price volatility perspective
title_short Global competitiveness of Kenyan coffee: the price volatility perspective
title_sort global competitiveness of kenyan coffee the price volatility perspective
topic Price volatility
coffee production
coffee exports
exportable coffee
hedonic regression
volatility models
url https://www.tandfonline.com/doi/10.1080/23322039.2025.2499019
work_keys_str_mv AT richardwamalwawanzala globalcompetitivenessofkenyancoffeethepricevolatilityperspective
AT lawrenceogechukwuobokoh globalcompetitivenessofkenyancoffeethepricevolatilityperspective