O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos

Detalhes bibliográficos
Autor(a) principal: Fernandes, Kellen Cristina Campos
Data de Publicação: 2022
Tipo de documento: Tese
Idioma: por
Título da fonte: Repositório Institucional da UFG
dARK ID: ark:/38995/001300000f0wb
Texto Completo: http://repositorio.bc.ufg.br/tede/handle/tede/12191
Resumo: Since the food crisis that occurred in 2007-2008, the debate on the volatility of food prices has intensified, when there has been a significant increase in the prices of staple foods. This rise in food prices harms food security, since it affects more intensely the population of the downtown area, whose expenditure on food is higher compared to other social classes. This research was verified as the prices of agricultural commodities and their estimate estimates the prices of food and their estimate. Therefore, an analysis of price transmission between agricultural commodities and food markets will be carried out, using Engle and Granger's (1987) cointegration test and Johansen's (1988) Cointegration test and the analysis of volatility transmission. between agricultural commodities and food markets, using the BEKK model (Baba, Engle, Kraft and Kroner) by Engle and Kroner (1995). It was found that there is a long-term relationship between the prices of food and agricultural commodities as variations in commodity prices, according to food prices. It is suggested that further study and empirical research be carried out to explain how this effect of agricultural commodity prices occurs, given data to be studied on food prices. The information derived from this can contribute to the improvement of price and risk management in various agribusiness production chains and in their economic sectors.
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spelling Figueiredo, Reginaldo Santanahttp://lattes.cnpq.br/1098394550647665Figueiredo, Reginaldo SantanaTeixeira, Sônia MilagresSobrinho, Carlos Antônio CardosoCabral, Juliana Silva RodriguesGonçales, Claudecirhttp://lattes.cnpq.br/2715451620043660Fernandes, Kellen Cristina Campos2022-07-19T12:25:14Z2022-07-19T12:25:14Z2022-05-25FERNANDES, K. C. C. O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos. 2022. 104 f. Tese (Doutorado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2022.http://repositorio.bc.ufg.br/tede/handle/tede/12191ark:/38995/001300000f0wbSince the food crisis that occurred in 2007-2008, the debate on the volatility of food prices has intensified, when there has been a significant increase in the prices of staple foods. This rise in food prices harms food security, since it affects more intensely the population of the downtown area, whose expenditure on food is higher compared to other social classes. This research was verified as the prices of agricultural commodities and their estimate estimates the prices of food and their estimate. Therefore, an analysis of price transmission between agricultural commodities and food markets will be carried out, using Engle and Granger's (1987) cointegration test and Johansen's (1988) Cointegration test and the analysis of volatility transmission. between agricultural commodities and food markets, using the BEKK model (Baba, Engle, Kraft and Kroner) by Engle and Kroner (1995). It was found that there is a long-term relationship between the prices of food and agricultural commodities as variations in commodity prices, according to food prices. It is suggested that further study and empirical research be carried out to explain how this effect of agricultural commodity prices occurs, given data to be studied on food prices. The information derived from this can contribute to the improvement of price and risk management in various agribusiness production chains and in their economic sectors.A partir da crise alimentar ocorrida em 2007-2008, o debate sobre a volatilidade de preços alimentos foi intensificado, quando houve um aumento significativo nos preços dos alimentos básicos. Essa alta de preços dos alimentos prejudica a segurança alimentar, visto que afeta de forma mais intensa a população de baixa renda, cujo gasto com alimentação é mais alto relativamente comparado às outras classes sociais. O objetivo desta pesquisa foi verificar como os preços das commodities agropecuárias e sua volatilidade afetam os preços dos alimentos e sua volatilidade. Para tanto, foi realizada a análise da transmissão de preços entre as commodities agropecuárias e os mercados de alimentos, utilizando o teste de cointegração de Engle e Granger (1987) e o teste de Cointegração de Johansen (1988) e a análise da transmissão de volatilidade entre as commodities agropecuárias e o mercados de alimentos, utilizando o modelo BEKK (Baba, Engle, Kraft e Kroner) de Engle e Kroner (1995). Verificou-se que existe relacionamento de longo prazo entre os preços dos alimentos e das commodities agropecuárias, de forma que as variações nos preços das commodities afetam os preços dos alimentos. Sugere-se para estudos futuros um aprofundamento maior na exploração teórica e empírica para explicar como ocorre esse efeito dos preços das commodities agropecuárias sobre os preços dos alimentos, dada a relevância da questão. As informações decorrentes deste estudo poderão contribuir para a melhoria da gestão de preços e de risco em diversas cadeias produtivas do agronegócio e em seus respectivos setores econômicos.Submitted by Marlene Santos (marlene.bc.ufg@gmail.com) on 2022-07-18T20:49:39Z No. of bitstreams: 2 Tese - Kellen Cristina Campos Fernandes - 2022.pdf: 1861980 bytes, checksum: 8b7e13db8f06e73e9da78ca04335b0b3 (MD5) license_rdf: 805 bytes, checksum: 4460e5956bc1d1639be9ae6146a50347 (MD5)Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2022-07-19T12:25:13Z (GMT) No. of bitstreams: 2 Tese - Kellen Cristina Campos Fernandes - 2022.pdf: 1861980 bytes, checksum: 8b7e13db8f06e73e9da78ca04335b0b3 (MD5) license_rdf: 805 bytes, checksum: 4460e5956bc1d1639be9ae6146a50347 (MD5)Made available in DSpace on 2022-07-19T12:25:14Z (GMT). No. of bitstreams: 2 Tese - Kellen Cristina Campos Fernandes - 2022.pdf: 1861980 bytes, checksum: 8b7e13db8f06e73e9da78ca04335b0b3 (MD5) license_rdf: 805 bytes, checksum: 4460e5956bc1d1639be9ae6146a50347 (MD5) Previous issue date: 2022-05-25Fundação de Amparo à Pesquisa do Estado de GoiásporUniversidade Federal de GoiásPrograma de Pós-graduação em Agronegócio (EA)UFGBrasilEscola de Agronomia - EA (RG)Attribution-NonCommercial-NoDerivatives 4.0 Internationalhttp://creativecommons.org/licenses/by-nc-nd/4.0/info:eu-repo/semantics/openAccessCointegraçãoTransmissão de preçosTransmissão de volatilidadePreços dos alimentosAgronegócioCointegrationPrice transmissionVolatility spilloverFood pricesAgribusinessCIENCIAS AGRARIAS::AGRONOMIA::CIENCIA DO SOLOO efeito dos preços das commodities agropecuárias sobre os preços dos alimentosThe effect of agricultural commodity prices on food pricesinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/doctoralThesis45005005005002203reponame:Repositório Institucional da UFGinstname:Universidade Federal de Goiás (UFG)instacron:UFGLICENSElicense.txtlicense.txttext/plain; charset=utf-81748http://repositorio.bc.ufg.br/tede/bitstreams/133f378b-fa9d-458c-bf27-2b47e8430ce6/download8a4605be74aa9ea9d79846c1fba20a33MD51CC-LICENSElicense_rdflicense_rdfapplication/rdf+xml; charset=utf-8805http://repositorio.bc.ufg.br/tede/bitstreams/31dd61c3-4ab3-46d9-b5a9-15bbbfb55e58/download4460e5956bc1d1639be9ae6146a50347MD52ORIGINALTese - Kellen Cristina Campos Fernandes - 2022.pdfTese - Kellen Cristina Campos Fernandes - 2022.pdfapplication/pdf1861980http://repositorio.bc.ufg.br/tede/bitstreams/e73e4a9d-7fb3-4644-9360-180df794cb47/download8b7e13db8f06e73e9da78ca04335b0b3MD53tede/121912022-07-19 09:25:14.286http://creativecommons.org/licenses/by-nc-nd/4.0/Attribution-NonCommercial-NoDerivatives 4.0 Internationalopen.accessoai:repositorio.bc.ufg.br:tede/12191http://repositorio.bc.ufg.br/tedeRepositório InstitucionalPUBhttp://repositorio.bc.ufg.br/oai/requesttasesdissertacoes.bc@ufg.bropendoar:2022-07-19T12:25:14Repositório Institucional da UFG - Universidade Federal de Goiás (UFG)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
dc.title.pt_BR.fl_str_mv O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
dc.title.alternative.eng.fl_str_mv The effect of agricultural commodity prices on food prices
title O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
spellingShingle O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
Fernandes, Kellen Cristina Campos
Cointegração
Transmissão de preços
Transmissão de volatilidade
Preços dos alimentos
Agronegócio
Cointegration
Price transmission
Volatility spillover
Food prices
Agribusiness
CIENCIAS AGRARIAS::AGRONOMIA::CIENCIA DO SOLO
title_short O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
title_full O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
title_fullStr O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
title_full_unstemmed O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
title_sort O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos
author Fernandes, Kellen Cristina Campos
author_facet Fernandes, Kellen Cristina Campos
author_role author
dc.contributor.advisor1.fl_str_mv Figueiredo, Reginaldo Santana
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/1098394550647665
dc.contributor.referee1.fl_str_mv Figueiredo, Reginaldo Santana
dc.contributor.referee2.fl_str_mv Teixeira, Sônia Milagres
dc.contributor.referee3.fl_str_mv Sobrinho, Carlos Antônio Cardoso
dc.contributor.referee4.fl_str_mv Cabral, Juliana Silva Rodrigues
dc.contributor.referee5.fl_str_mv Gonçales, Claudecir
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/2715451620043660
dc.contributor.author.fl_str_mv Fernandes, Kellen Cristina Campos
contributor_str_mv Figueiredo, Reginaldo Santana
Figueiredo, Reginaldo Santana
Teixeira, Sônia Milagres
Sobrinho, Carlos Antônio Cardoso
Cabral, Juliana Silva Rodrigues
Gonçales, Claudecir
dc.subject.por.fl_str_mv Cointegração
Transmissão de preços
Transmissão de volatilidade
Preços dos alimentos
Agronegócio
topic Cointegração
Transmissão de preços
Transmissão de volatilidade
Preços dos alimentos
Agronegócio
Cointegration
Price transmission
Volatility spillover
Food prices
Agribusiness
CIENCIAS AGRARIAS::AGRONOMIA::CIENCIA DO SOLO
dc.subject.eng.fl_str_mv Cointegration
Price transmission
Volatility spillover
Food prices
Agribusiness
dc.subject.cnpq.fl_str_mv CIENCIAS AGRARIAS::AGRONOMIA::CIENCIA DO SOLO
description Since the food crisis that occurred in 2007-2008, the debate on the volatility of food prices has intensified, when there has been a significant increase in the prices of staple foods. This rise in food prices harms food security, since it affects more intensely the population of the downtown area, whose expenditure on food is higher compared to other social classes. This research was verified as the prices of agricultural commodities and their estimate estimates the prices of food and their estimate. Therefore, an analysis of price transmission between agricultural commodities and food markets will be carried out, using Engle and Granger's (1987) cointegration test and Johansen's (1988) Cointegration test and the analysis of volatility transmission. between agricultural commodities and food markets, using the BEKK model (Baba, Engle, Kraft and Kroner) by Engle and Kroner (1995). It was found that there is a long-term relationship between the prices of food and agricultural commodities as variations in commodity prices, according to food prices. It is suggested that further study and empirical research be carried out to explain how this effect of agricultural commodity prices occurs, given data to be studied on food prices. The information derived from this can contribute to the improvement of price and risk management in various agribusiness production chains and in their economic sectors.
publishDate 2022
dc.date.accessioned.fl_str_mv 2022-07-19T12:25:14Z
dc.date.available.fl_str_mv 2022-07-19T12:25:14Z
dc.date.issued.fl_str_mv 2022-05-25
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dc.identifier.citation.fl_str_mv FERNANDES, K. C. C. O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos. 2022. 104 f. Tese (Doutorado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2022.
dc.identifier.uri.fl_str_mv http://repositorio.bc.ufg.br/tede/handle/tede/12191
dc.identifier.dark.fl_str_mv ark:/38995/001300000f0wb
identifier_str_mv FERNANDES, K. C. C. O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos. 2022. 104 f. Tese (Doutorado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2022.
ark:/38995/001300000f0wb
url http://repositorio.bc.ufg.br/tede/handle/tede/12191
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language por
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dc.relation.confidence.fl_str_mv 500
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dc.relation.cnpq.fl_str_mv 20
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dc.rights.driver.fl_str_mv Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Attribution-NonCommercial-NoDerivatives 4.0 International
http://creativecommons.org/licenses/by-nc-nd/4.0/
eu_rights_str_mv openAccess
dc.publisher.none.fl_str_mv Universidade Federal de Goiás
dc.publisher.program.fl_str_mv Programa de Pós-graduação em Agronegócio (EA)
dc.publisher.initials.fl_str_mv UFG
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Agronomia - EA (RG)
publisher.none.fl_str_mv Universidade Federal de Goiás
dc.source.none.fl_str_mv reponame:Repositório Institucional da UFG
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