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ANÁLISE DA ESTRUTURA ESPACIAL DO MERCADO BRASILEIRO DE SUÍNOS

Rosado, Patrica Lopes; Maciel, Marilia Fernandes; Lima, … - 2008

Objetivou-se, neste trabalho, analisar o padrão e o grau de integração dos mercados de suínos nos diferentes estados brasileiros, no período de janeiro de 1980 a março de 2005. foram analisados aspectos relacionados à forma de relacionamento entre eles e à determinação dos mercados...

Persistent link: https://www.econbiz.de/10009443158

Integração espacial de mercados na presença de custos de transação: um estudo para o mercado de boi gordo em Minas Gerais e São Paulo

Mattos, Leonardo Bornacki de; Lima, Joao Eustaquio de; … - 2009

The analysis of market integration of agricultural commodities basedon price information are limited because the effects of transaction costs are notconsidered in the adjustment process. The main objective of this paper was toestimate the possible transaction costs impacts on market integration...

Persistent link: https://www.econbiz.de/10009446919

O IMPACTO DA VOLATILIDADE NOS PREÇOS RECEBIDOS PELOS PRODUTORES DO CAFÉ NO MERCADO INTERNACIONAL

Amin, Mario Miguel; Monte, Leila Fatima; Correia, … - 2008

.---------------------------------------------The analysis of volatility in the prices received by producers of coffee in the international market has demonstrated the … persistence of volatility in the group was observed by empirical measurement of econometric models GARCH. The test ARCH … volatility. The sum of the coefficients of reaction (ARCH) and persistence (GARCH) resulted in values very close to 1 for these …

Persistent link: https://www.econbiz.de/10009442772

ANÁLISE DA VOLATILIDADE DOS PREÇOS DE BOI GORDO NO ESTADO DE SÃO PAULO: UMA APLICAÇÃO DOS MODELOS GARCH

Silva, Carlos Alberto Goncalves - 2008

aims to analyze the volatility process of the return the prices of beef cattle in the State of São Paulo; examining two … factors determinatives, the persistence of shocks and asymmetry in the volatility, by means of the application of ARCH …/GARCH models. The empirical results had shown persistence reactions and asymmetry in the volatility, that is, the negative and …

Persistent link: https://www.econbiz.de/10009442804