Integração e transmissão de preços no mercado internacional de algodão

Detalhes bibliográficos
Autor(a) principal: Caixeta, Ana Caroline Dias
Data de Publicação: 2016
Tipo de documento: Dissertação
Idioma: por
Título da fonte: Repositório Institucional da UFG
dARK ID: ark:/38995/0013000007qbd
Texto Completo: http://repositorio.bc.ufg.br/tede/handle/tede/5529
Resumo: The aim of this study was to analyze the integration of prices in the Brazilian and international market cotton considering transaction costs . For this purpose we analyzed the CEPEA and NYBOT indices, representing the national and international market cotton, respectively, from January 2000 to December 2014. With the methodology Model Correction Vector Error with Threshold (TVEC) with two regimes. The first regime corresponded to the cotton price changes in the short term, which represented 5,6% of the sample. In the second scheme, which corresponded to 60,1 % of the sample are the deviations that are influenced by short- and long -term changes . The results showed a significant presence of transaction costs in both schemes, which negatively affects the price transmission process, hindering the integration of prices in the cotton market.
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spelling Cunha, Cleyzer Adrian dahttp://buscatextual.cnpq.br/buscatextual/visualizacv.do?id=K4776010Y2Cunha, Cleyzer Adrian daGodoi, Cintia NevesWander, Alcido Elenorhttp://buscatextual.cnpq.br/buscatextual/visualizacv.do?id=K4015732J7Caixeta, Ana Caroline Dias2016-05-05T13:12:58Z2016-02-29CAIXETA, A. C. D. Integração e transmissão de preços no mercado internacional de algodão. 2016. 73 f. Dissertação (Mestrado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2016.http://repositorio.bc.ufg.br/tede/handle/tede/5529ark:/38995/0013000007qbdThe aim of this study was to analyze the integration of prices in the Brazilian and international market cotton considering transaction costs . For this purpose we analyzed the CEPEA and NYBOT indices, representing the national and international market cotton, respectively, from January 2000 to December 2014. With the methodology Model Correction Vector Error with Threshold (TVEC) with two regimes. The first regime corresponded to the cotton price changes in the short term, which represented 5,6% of the sample. In the second scheme, which corresponded to 60,1 % of the sample are the deviations that are influenced by short- and long -term changes . The results showed a significant presence of transaction costs in both schemes, which negatively affects the price transmission process, hindering the integration of prices in the cotton market.O objetivo deste estudo foi analisar a integração de preços no mercado brasileiro e internacional de algodão, considerando os custos de transação. Para esta finalidade foram analisados os índices CEPEA e NYBOT, que representam o mercado nacional e internacional de algodão, respectivamente, no período de janeiro de 2000 a dezembro de 2014. Tendo como metodologia o Modelo de Correção de Erro Vetorial com Threshold (TVEC) com dois regimes. O primeiro regime correspondeu às variações do preço do algodão em curto prazo, que representou 5,6% da amostra. No segundo regime, que correspondeu a 60,1% da amostra, se encontram os desvios que sofrem influência de alterações de curto e longo prazo. Os resultados encontrados apontaram presença significativa de custos de transação em ambos os regimes, o que afeta negativamente o processo de transmissão de preço, dificultando a integração de preços no mercado de algodão.Submitted by Marlene Santos (marlene.bc.ufg@gmail.com) on 2016-05-04T20:30:04Z No. of bitstreams: 2 Dissertação - Ana Caroline Dias Caixeta - 2016.pdf: 1636702 bytes, checksum: 7888ce2777585d9fd2027bdf928bea10 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5)Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2016-05-05T13:12:58Z (GMT) No. of bitstreams: 2 Dissertação - Ana Caroline Dias Caixeta - 2016.pdf: 1636702 bytes, checksum: 7888ce2777585d9fd2027bdf928bea10 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5)Made available in DSpace on 2016-05-05T13:12:58Z (GMT). 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dc.title.por.fl_str_mv Integração e transmissão de preços no mercado internacional de algodão
dc.title.alternative.eng.fl_str_mv Integration and price transmission in the international cotton market
title Integração e transmissão de preços no mercado internacional de algodão
spellingShingle Integração e transmissão de preços no mercado internacional de algodão
Caixeta, Ana Caroline Dias
Algodão
Integração de preços
TVEC
Mercado internacional
Cotton
Integration of prices
International market
CIENCIAS AGRARIAS::AGRONOMIA
title_short Integração e transmissão de preços no mercado internacional de algodão
title_full Integração e transmissão de preços no mercado internacional de algodão
title_fullStr Integração e transmissão de preços no mercado internacional de algodão
title_full_unstemmed Integração e transmissão de preços no mercado internacional de algodão
title_sort Integração e transmissão de preços no mercado internacional de algodão
author Caixeta, Ana Caroline Dias
author_facet Caixeta, Ana Caroline Dias
author_role author
dc.contributor.advisor1.fl_str_mv Cunha, Cleyzer Adrian da
dc.contributor.advisor1Lattes.fl_str_mv http://buscatextual.cnpq.br/buscatextual/visualizacv.do?id=K4776010Y2
dc.contributor.referee1.fl_str_mv Cunha, Cleyzer Adrian da
dc.contributor.referee2.fl_str_mv Godoi, Cintia Neves
dc.contributor.referee3.fl_str_mv Wander, Alcido Elenor
dc.contributor.authorLattes.fl_str_mv http://buscatextual.cnpq.br/buscatextual/visualizacv.do?id=K4015732J7
dc.contributor.author.fl_str_mv Caixeta, Ana Caroline Dias
contributor_str_mv Cunha, Cleyzer Adrian da
Cunha, Cleyzer Adrian da
Godoi, Cintia Neves
Wander, Alcido Elenor
dc.subject.por.fl_str_mv Algodão
Integração de preços
TVEC
Mercado internacional
topic Algodão
Integração de preços
TVEC
Mercado internacional
Cotton
Integration of prices
International market
CIENCIAS AGRARIAS::AGRONOMIA
dc.subject.eng.fl_str_mv Cotton
Integration of prices
International market
dc.subject.cnpq.fl_str_mv CIENCIAS AGRARIAS::AGRONOMIA
description The aim of this study was to analyze the integration of prices in the Brazilian and international market cotton considering transaction costs . For this purpose we analyzed the CEPEA and NYBOT indices, representing the national and international market cotton, respectively, from January 2000 to December 2014. With the methodology Model Correction Vector Error with Threshold (TVEC) with two regimes. The first regime corresponded to the cotton price changes in the short term, which represented 5,6% of the sample. In the second scheme, which corresponded to 60,1 % of the sample are the deviations that are influenced by short- and long -term changes . The results showed a significant presence of transaction costs in both schemes, which negatively affects the price transmission process, hindering the integration of prices in the cotton market.
publishDate 2016
dc.date.accessioned.fl_str_mv 2016-05-05T13:12:58Z
dc.date.issued.fl_str_mv 2016-02-29
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
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status_str publishedVersion
dc.identifier.citation.fl_str_mv CAIXETA, A. C. D. Integração e transmissão de preços no mercado internacional de algodão. 2016. 73 f. Dissertação (Mestrado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2016.
dc.identifier.uri.fl_str_mv http://repositorio.bc.ufg.br/tede/handle/tede/5529
dc.identifier.dark.fl_str_mv ark:/38995/0013000007qbd
identifier_str_mv CAIXETA, A. C. D. Integração e transmissão de preços no mercado internacional de algodão. 2016. 73 f. Dissertação (Mestrado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2016.
ark:/38995/0013000007qbd
url http://repositorio.bc.ufg.br/tede/handle/tede/5529
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language por
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dc.publisher.none.fl_str_mv Universidade Federal de Goiás
dc.publisher.program.fl_str_mv Programa de Pós-graduação em Agronegocio (EAEA)
dc.publisher.initials.fl_str_mv UFG
dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Agronomia e Engenharia de Alimentos - EAEA (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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