Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat

Detalhes bibliográficos
Autor(a) principal: Santana, Leika Irabele Tenório de
Data de Publicação: 2020
Outros Autores: Silva, Joelma Mayara da, Araújo, Lidiane da Silva, Moreira, Guilherme Rocha, Stosic, Tatijana
Tipo de documento: Artigo
Idioma: por
Título da fonte: Research, Society and Development
Texto Completo: https://rsdjournal.org/index.php/rsd/article/view/9461
Resumo: Corn and soybean meal are the most used inputs in poultry feed production in Brazil. Changes in the prices of these inputs influence the price and consumption of chicken meat. With this in mind, this work aims to analyse the dynamics of chicken, corn and soybean prices individually and jointly, using the Recurrence Plot method, its extension, the Cross Recurrence Plot and the Recurrence Quantification Analysis, which were developed for the analysis of nonlinear dynamics of temporal series. The data are daily prices for chicken meet, corn and soybeans, from 08/02/2004 to 08/31/2020, provided by the Centro de Estudos Avançados em Economia Aplicada/Escola Superior de Agricultura Luiz de Queiroz/Universidade de São Paulo. The results showed that commodity prices evolve in a similar manner, where soybeans and corn prices are more synchronized with each other than with chicken prices. Considering the input/product relationship it was shown that soybean prices have a greater influence (than corn prices) on the temporal variation of chicken meat prices.
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spelling Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meatAnálisis de cuantificación de recurrencia de precios brasileños del maíz, la soja y la carne de polloAnálise de quantificação de recorrência de preços brasileiros do milho, da soja e da carne de frangoFood commoditiesInputsRecurrence plotRecurrence quantification analysis.AlimentosInsumosGráfico de recurrenciaAnálisis de cuantificación de recurrencia.AlimentosInsumosGráfico de recorrênciaAnálise quantificação de recorrência.Corn and soybean meal are the most used inputs in poultry feed production in Brazil. Changes in the prices of these inputs influence the price and consumption of chicken meat. With this in mind, this work aims to analyse the dynamics of chicken, corn and soybean prices individually and jointly, using the Recurrence Plot method, its extension, the Cross Recurrence Plot and the Recurrence Quantification Analysis, which were developed for the analysis of nonlinear dynamics of temporal series. The data are daily prices for chicken meet, corn and soybeans, from 08/02/2004 to 08/31/2020, provided by the Centro de Estudos Avançados em Economia Aplicada/Escola Superior de Agricultura Luiz de Queiroz/Universidade de São Paulo. The results showed that commodity prices evolve in a similar manner, where soybeans and corn prices are more synchronized with each other than with chicken prices. Considering the input/product relationship it was shown that soybean prices have a greater influence (than corn prices) on the temporal variation of chicken meat prices.La harina de maíz y soja son los insumos más utilizados en la producción de piensos para aves de corral en Brasil. Los cambios en los precios de estos insumos influyen en el precio y el consumo de la carne de pollo. Con esto en mente, este trabajo tiene como objetivo analizar la dinámica de los precios del pollo, maíz y soja de forma individual y conjunta, utilizando el método Gráfico de Recurrencia, su extensión, el Gráfico de Recurrencia Cruzada, y el Análisis de Cuantificación de Recurrencia, desarrollado para el análisis de la dinámica no lineal de series temporales. Los datos analizados aquí son los registros de precios diarios de pollo, maíz y soja, desde el 02/08/2004 al 31/08/2020, proporcionados por el Centro de Estudos Avançados em Economia Aplicada/Escola Superior de Agricultura Luiz de Queiroz/Universidade de São Paulo. Los resultados mostraron que los precios de las materias primas evolucionan de manera similar, pero los precios de la soja y el maíz están más sincronizados entre sí que con los precios del pollo. Considerando la relación insumo/producto, se demostró que los precios de la soja tienen una mayor influencia (que los precios del maíz) en la variación temporal de los precios de la carne de pollo.O milho e o farelo de soja são os insumos mais utilizados na produção de ração para aves no Brasil. Com isso, alterações em seus preços influenciam no preço da carne de frango, bem como em seu consumo. A análise individual e conjunta do valor do milho, da soja e da carne de frango traz, portanto, informações relevantes sobre a dinâmica de preços dessas commodities. Objetivando tal contribuição, utiliza-se neste trabalho o método Gráfico de Recorrência; sua extensão, o Gráfico de Recorrência Cruzada; e a Análise de Quantificação de Recorrência, desenvolvidos para a análise da dinâmica não-linear de séries temporais. Os dados analisados aqui são os registros de preços diários do milho, da soja e da carne de frango no período de 02/08/2004 a 31/08/2020, fornecidos pelo Centro de Estudos Avançados em Economia Aplicada/Escola Superior de Agricultura Luiz de Queiroz/Universidade de São Paulo. Os resultados mostraram que os preços dessas commodities evoluem conjuntamente de maneira semelhante, porém os preços de soja e milho são mais sincronizados entre si do que com os de frango. Considerando a relação insumo/produto, mostrou-se que a variação temporal dos preços da carne de frango recebe maior influência do valor da soja que do de milho.Research, Society and Development2020-10-30info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://rsdjournal.org/index.php/rsd/article/view/946110.33448/rsd-v9i10.9461Research, Society and Development; Vol. 9 No. 10; e9979109461Research, Society and Development; Vol. 9 Núm. 10; e9979109461Research, Society and Development; v. 9 n. 10; e99791094612525-3409reponame:Research, Society and Developmentinstname:Universidade Federal de Itajubá (UNIFEI)instacron:UNIFEIporhttps://rsdjournal.org/index.php/rsd/article/view/9461/8454Copyright (c) 2020 Leika Irabele Tenório de Santana; Joelma Mayara da Silva; Lidiane da Silva Araújo; Guilherme Rocha Moreira; Tatijana Stosichttps://creativecommons.org/licenses/by/4.0info:eu-repo/semantics/openAccessSantana, Leika Irabele Tenório de Silva, Joelma Mayara daAraújo, Lidiane da SilvaMoreira, Guilherme RochaStosic, Tatijana2020-10-31T12:03:23Zoai:ojs.pkp.sfu.ca:article/9461Revistahttps://rsdjournal.org/index.php/rsd/indexPUBhttps://rsdjournal.org/index.php/rsd/oairsd.articles@gmail.com2525-34092525-3409opendoar:2024-01-17T09:31:44.192620Research, Society and Development - Universidade Federal de Itajubá (UNIFEI)false
dc.title.none.fl_str_mv Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
Análisis de cuantificación de recurrencia de precios brasileños del maíz, la soja y la carne de pollo
Análise de quantificação de recorrência de preços brasileiros do milho, da soja e da carne de frango
title Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
spellingShingle Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
Santana, Leika Irabele Tenório de
Food commodities
Inputs
Recurrence plot
Recurrence quantification analysis.
Alimentos
Insumos
Gráfico de recurrencia
Análisis de cuantificación de recurrencia.
Alimentos
Insumos
Gráfico de recorrência
Análise quantificação de recorrência.
title_short Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
title_full Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
title_fullStr Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
title_full_unstemmed Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
title_sort Recurrence quantification analysis of Brazilian prices of corn, soybean and chicken meat
author Santana, Leika Irabele Tenório de
author_facet Santana, Leika Irabele Tenório de
Silva, Joelma Mayara da
Araújo, Lidiane da Silva
Moreira, Guilherme Rocha
Stosic, Tatijana
author_role author
author2 Silva, Joelma Mayara da
Araújo, Lidiane da Silva
Moreira, Guilherme Rocha
Stosic, Tatijana
author2_role author
author
author
author
dc.contributor.author.fl_str_mv Santana, Leika Irabele Tenório de
Silva, Joelma Mayara da
Araújo, Lidiane da Silva
Moreira, Guilherme Rocha
Stosic, Tatijana
dc.subject.por.fl_str_mv Food commodities
Inputs
Recurrence plot
Recurrence quantification analysis.
Alimentos
Insumos
Gráfico de recurrencia
Análisis de cuantificación de recurrencia.
Alimentos
Insumos
Gráfico de recorrência
Análise quantificação de recorrência.
topic Food commodities
Inputs
Recurrence plot
Recurrence quantification analysis.
Alimentos
Insumos
Gráfico de recurrencia
Análisis de cuantificación de recurrencia.
Alimentos
Insumos
Gráfico de recorrência
Análise quantificação de recorrência.
description Corn and soybean meal are the most used inputs in poultry feed production in Brazil. Changes in the prices of these inputs influence the price and consumption of chicken meat. With this in mind, this work aims to analyse the dynamics of chicken, corn and soybean prices individually and jointly, using the Recurrence Plot method, its extension, the Cross Recurrence Plot and the Recurrence Quantification Analysis, which were developed for the analysis of nonlinear dynamics of temporal series. The data are daily prices for chicken meet, corn and soybeans, from 08/02/2004 to 08/31/2020, provided by the Centro de Estudos Avançados em Economia Aplicada/Escola Superior de Agricultura Luiz de Queiroz/Universidade de São Paulo. The results showed that commodity prices evolve in a similar manner, where soybeans and corn prices are more synchronized with each other than with chicken prices. Considering the input/product relationship it was shown that soybean prices have a greater influence (than corn prices) on the temporal variation of chicken meat prices.
publishDate 2020
dc.date.none.fl_str_mv 2020-10-30
dc.type.driver.fl_str_mv info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion
format article
status_str publishedVersion
dc.identifier.uri.fl_str_mv https://rsdjournal.org/index.php/rsd/article/view/9461
10.33448/rsd-v9i10.9461
url https://rsdjournal.org/index.php/rsd/article/view/9461
identifier_str_mv 10.33448/rsd-v9i10.9461
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://rsdjournal.org/index.php/rsd/article/view/9461/8454
dc.rights.driver.fl_str_mv https://creativecommons.org/licenses/by/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv https://creativecommons.org/licenses/by/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Research, Society and Development
publisher.none.fl_str_mv Research, Society and Development
dc.source.none.fl_str_mv Research, Society and Development; Vol. 9 No. 10; e9979109461
Research, Society and Development; Vol. 9 Núm. 10; e9979109461
Research, Society and Development; v. 9 n. 10; e9979109461
2525-3409
reponame:Research, Society and Development
instname:Universidade Federal de Itajubá (UNIFEI)
instacron:UNIFEI
instname_str Universidade Federal de Itajubá (UNIFEI)
instacron_str UNIFEI
institution UNIFEI
reponame_str Research, Society and Development
collection Research, Society and Development
repository.name.fl_str_mv Research, Society and Development - Universidade Federal de Itajubá (UNIFEI)
repository.mail.fl_str_mv rsd.articles@gmail.com
_version_ 1797052662155313152

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