Unroasted the root is supposed to contain all sorts of phytochemicals/flavanols that are great for health, but dandelion coffee involves roasting the root, so I was just curious?
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From the papers that I've looked at, many phytochemicals are reasonable heat stable, but most are not. You'll get thermal degradation with any cooking, so roasting is not different. I don't know enough about the phytochemicals in dandelion root to know where it's heat stable. In general any heat is going to degrade a lot of the vitamins and nutrients in foods.