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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Integração e transmissão de preços no mercado internacional de algodão / Integration and price transmission in the international cotton market

Caixeta, Ana Caroline Dias 29 February 2016 (has links)
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). No. of bitstreams: 2 Dissertação - Ana Caroline Dias Caixeta - 2016.pdf: 1636702 bytes, checksum: 7888ce2777585d9fd2027bdf928bea10 (MD5) license_rdf: 19874 bytes, checksum: 38cb62ef53e6f513db2fb7e337df6485 (MD5) Previous issue date: 2016-02-29 / Conselho Nacional de Pesquisa e Desenvolvimento Científico e Tecnológico - CNPq / 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. / 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.

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