What is the duende?

In a speech to the audience before public readings from his collection 'Poet in New York' (first published in 1940) Federica Garcia Lorca insisted that

as a poet

"the first thing one must do is invoke the duende. This is the only way all of you will succeed at the hard task of understanding metaphors as soon as they arise, without depending on intelligence or on a critical apparatus, and be able to capture, as fast as it is read, the rhythmic design of the poem. For the quality of a poem can never be judged on just one reading, especially not poems like these which are full of what I call "poetic facts" that respond to a purely poetic logic and follow the constructs of emotion and of poetic architecture. Poems like these are not likely to be understood without the cordial help of the duende."

'Poet in New York' by Federico Garcia Lorca
(First published 1940) Penguin edition 1988.