Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT

Detalhes bibliográficos
Autor(a) principal: Perobelli, Fabiana Salgueiro
Data de Publicação: 2002
Outros Autores: Mello, Pedro de Carvalho
Tipo de documento: Artigo
Idioma: por
Título da fonte: Economia Aplicada
Texto Completo: https://www.revistas.usp.br/ecoa/article/view/219903
Resumo: In the end of the 1980s the cotton system lost importance and Brazil became a net importer. After that, some changes occurred at the production structure and this system evaluated to a model based on big producers. That sector is in a competitive market, where there aren't barriers to products and capitals. During the 1990s some events occur, so that the volatility of prices became high and the agents took their decisions with a high degree of uncertainty. The present research has the aim of analyze which option of hedge could be more efficient for Brazilian members of cotton system, if it was the cotton contract of Brazilian Mercantile and Futures Markets (BM&F) or the contract of New York Board of Trade (NYBOT).
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spelling Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOTcottonmercantile exchangeefficiency in futures marketsIn the end of the 1980s the cotton system lost importance and Brazil became a net importer. After that, some changes occurred at the production structure and this system evaluated to a model based on big producers. That sector is in a competitive market, where there aren't barriers to products and capitals. During the 1990s some events occur, so that the volatility of prices became high and the agents took their decisions with a high degree of uncertainty. The present research has the aim of analyze which option of hedge could be more efficient for Brazilian members of cotton system, if it was the cotton contract of Brazilian Mercantile and Futures Markets (BM&F) or the contract of New York Board of Trade (NYBOT).Universidade de São Paulo, FEA-RP/USP2002-04-19info:eu-repo/semantics/articleinfo:eu-repo/semantics/publishedVersionapplication/pdfhttps://www.revistas.usp.br/ecoa/article/view/21990310.11606/1413-8050/ea219903Economia Aplicada; Vol. 6 Núm. 2 (2002); 317-341Economia Aplicada; Vol. 6 No. 2 (2002); 317-341Economia Aplicada; v. 6 n. 2 (2002); 317-3411980-53301413-8050reponame:Economia Aplicadainstname:Universidade de São Paulo (USP)instacron:USPporhttps://www.revistas.usp.br/ecoa/article/view/219903/200771Copyright (c) 2002 Economia Aplicadahttp://creativecommons.org/licenses/by-nc/4.0info:eu-repo/semantics/openAccessPerobelli, Fabiana Salgueiro Mello, Pedro de Carvalho 2023-12-08T15:42:44Zoai:revistas.usp.br:article/219903Revistahttps://www.revistas.usp.br/ecoaPUBhttps://www.revistas.usp.br/ecoa/oai||revecap@usp.br1980-53301413-8050opendoar:2023-12-08T15:42:44Economia Aplicada - Universidade de São Paulo (USP)false
dc.title.none.fl_str_mv Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
title Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
spellingShingle Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
Perobelli, Fabiana Salgueiro
cotton
mercantile exchange
efficiency in futures markets
title_short Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
title_full Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
title_fullStr Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
title_full_unstemmed Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
title_sort Análise sobre eficiência em mercados futuros: uma comparação entre os contratos de algodão em pluma da BM&F e da NYBOT
author Perobelli, Fabiana Salgueiro
author_facet Perobelli, Fabiana Salgueiro
Mello, Pedro de Carvalho
author_role author
author2 Mello, Pedro de Carvalho
author2_role author
dc.contributor.author.fl_str_mv Perobelli, Fabiana Salgueiro
Mello, Pedro de Carvalho
dc.subject.por.fl_str_mv cotton
mercantile exchange
efficiency in futures markets
topic cotton
mercantile exchange
efficiency in futures markets
description In the end of the 1980s the cotton system lost importance and Brazil became a net importer. After that, some changes occurred at the production structure and this system evaluated to a model based on big producers. That sector is in a competitive market, where there aren't barriers to products and capitals. During the 1990s some events occur, so that the volatility of prices became high and the agents took their decisions with a high degree of uncertainty. The present research has the aim of analyze which option of hedge could be more efficient for Brazilian members of cotton system, if it was the cotton contract of Brazilian Mercantile and Futures Markets (BM&F) or the contract of New York Board of Trade (NYBOT).
publishDate 2002
dc.date.none.fl_str_mv 2002-04-19
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://www.revistas.usp.br/ecoa/article/view/219903
10.11606/1413-8050/ea219903
url https://www.revistas.usp.br/ecoa/article/view/219903
identifier_str_mv 10.11606/1413-8050/ea219903
dc.language.iso.fl_str_mv por
language por
dc.relation.none.fl_str_mv https://www.revistas.usp.br/ecoa/article/view/219903/200771
dc.rights.driver.fl_str_mv Copyright (c) 2002 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
info:eu-repo/semantics/openAccess
rights_invalid_str_mv Copyright (c) 2002 Economia Aplicada
http://creativecommons.org/licenses/by-nc/4.0
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
publisher.none.fl_str_mv Universidade de São Paulo, FEA-RP/USP
dc.source.none.fl_str_mv Economia Aplicada; Vol. 6 Núm. 2 (2002); 317-341
Economia Aplicada; Vol. 6 No. 2 (2002); 317-341
Economia Aplicada; v. 6 n. 2 (2002); 317-341
1980-5330
1413-8050
reponame:Economia Aplicada
instname:Universidade de São Paulo (USP)
instacron:USP
instname_str Universidade de São Paulo (USP)
instacron_str USP
institution USP
reponame_str Economia Aplicada
collection Economia Aplicada
repository.name.fl_str_mv Economia Aplicada - Universidade de São Paulo (USP)
repository.mail.fl_str_mv ||revecap@usp.br
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