Nas últimas décadas, identificou-se uma crescente preocupação com a sustentabilidade e com a qualidade ambiental, ao mesmo tempo em que se observou uma expansão do comércio internacional e uma procura por um maior grau de liberalização comercial. Nesse contexto, surgiram órgãos destinados a defender cada uma das questões, ambiental e comercial, e questionamentos e conflitos sobre os impactos que cada um deles estava causando ao outro. Diante desses questionamentos identificou-se, então, a importância da inter-relação entre as duas áreas, de forma que passou a buscar-se uma maior interação entre as discussões englobando comércio e meio ambiente. Contudo, muitas pesquisas ainda tendem a avaliar as questões ambientais e comerciais separadamente. Em virtude disso, este trabalho tem como objetivo analisar conjuntamente as duas questões, a fim de ampliar a discussão acerca de sua inter-relação; ao mesmo tempo, propõe-se um modelo para analisar a relação entre a liberalização comercial e a qualidade ambiental (representada aqui pelas emissões de CO2 equivalente) para o Brasil, estimado por meio de um Modelo de Autorregressão Vetorial estrutural com correção de erro (VAR-VEC). A análise abrangeu o período de 2003 a 2015, período que já incorpora a entrada da China no mercado internacional, ocorrida no ano de 2002, fato que usualmente tem bastante impacto sobre os fluxos comerciais e sua modelagem. As variáveis utilizadas no modelo foram o índice de abertura comercial, importações mundiais, como proxy de renda mundial, preços totais de commodities e emissões brasileiras de CO2 Equivalente. O modelo identificou que um aumento da abertura comercial brasileira contribui para a ampliação das emissões de CO2 do país, seguindo o esperado de acordo com a literatura. / In the last decades, a concern about sustainability and environmental quality has grown, simultaneously to the process of the international trade expansion, pursuing also for greater degree of trade liberalization. In this context, international bodies were created to defend each of these issues, environmental and commercial, raising questions and conflicts about the impacts that each one was causing to the other. Thus, the importance of the interrelation between the two themes became evident, in a way to highlight the necessity to promote a greater interaction between debates encompassing trade and environment. However, many surveys still tend to analyze environmental and trade issues separately. As a result, this work aims to examine the two issues together, in order to broaden the discussion about their interrelationship. At the same time, a model has been proposed to quantify the relationship between trade liberalization and environmental quality (here represented by CO2 equivalent emissions) for Brazil, estimated by a VAR- VEC model. The analysis covered the period from 2003 to 2015, comprising the tie of China\'s entry into the international market in 2002, which is important once this event usually has a significant impact on international trade flows and their modelling. The variables used in the model are the index of trade liberalization for Brazil, the world imports as a proxy for the world income, total commodity prices and the Brazilian emissions of equivalent CO2. The model identified that an increase in Brazilian trade liberalization contributes to an increase in the country\'s CO2 emissions, following expectations from the reviewed literature.

As técnicas utilizadas pelas empresas atualmente para a avaliação econômica dos projetos de investimento em condições de risco, com destaque para a análise de cenários, apresentam três importantes limitações: não fornecem o capital no risco, utilizam uma taxa mínima da atratividade (TMA) única para a empresa em seu todo, desprezando as particularidades de cada caso, e tratam o risco isoladamente, fora do contexto amplo da diversificação eficiente. Diante desse contexto, o presente estudo propôs a aplicação de três modelos originários do mercado de capitais: o valor no risco (VAR), o modelo de precificação dos ativos de capital (CAPM) e a teoria de precificação por arbitragem (APT). Os resultados obtidos mostram que tais modelos são capazes de: fornecer o capital no risco dos projetos de investimento (VAR), utilizar uma TMA própria, segundo as particularidades de cada projeto de investimento (CAPM e APT), e tratar o risco em projetos de investimento no contexto amplo da diversificação eficiente (VAR, CAPM e APT). / The techniques used now by the companies for the economic evaluation of the investment projects in risk conditions, with prominence for the analysis of sceneries, present three important limitations: they don\'t supply the capital in the risk, they use an attractiveness of minimum rate (TMA) only for the company in its whole, despising the particularities of each case, and they treat the risk separately, out of the wide context of the efficient diversification. Before of that context, the present study proposed the application of three original models of the market of capitais: the value at risk (VAR), the capital asset pricing model (CAPM) and the arbitrage pricing theory (APT). The obtained results showed that such models are capable of: to supply the capital in the risk of the investment projects (VAR), to use an own TMA, according to the particularities of each investment project (CAPM and APT), and to treat the risk in investment projects in the wide context of the efficient diversification (VAR, CAPM and APT).

Nas últimas décadas, a China obteve um crescimento econômico robusto. Dados mostram que o produto chinês, entre 1980 e 2010, teve uma média anual de crescimento de 9,5%. Esse aumento do produto permitiu que as condições de vida de milhões de pessoas melhorassem via incremento da renda e consumo. No entanto, esse crescimento também produziu desequilíbrios ambientais, uma vez que a consequente modernização se deu com base no elevado consumo de carvão. Atualmente a China consome quase 50% do carvão mundial, sendo a primeira em produção de energia elétrica e emissões absolutas de CO2, sendo que o carvão possui um papel preponderante em sua matriz energética. Frente a essa realidade, este trabalho propõe um modelo para analisar o papel do carvão como variável de energia no crescimento econômico chinês. A abordagem teórica baseou-se na função de produção do tipo Cobb-Douglas, que foi estimada por um modelo um VAR-VEC (Modelo de Autoregressão Vetorial com correção de Erro). O período de análise compreende 1980 a 2010. Busca-se relacionar o peso do carvão, capital e trabalho com o comportamento do PIB chinês. A variável capital foi testada de duas formas distintas. O primeiro modelo utilizou uma variável de capital construída, baseada em Conesa et al. (1999), enquanto que o segundo modelo utilizou a formação bruta de capital fixa, variável utilizada para representar o estoque de capital. Os resultados dos dois modelos apontam que carvão, capital e trabalho apresentaram um bom poder de explicação sobre o crescimento do PIB chinês em ambos os modelos. Porém, o modelo com a variável de capital construída mostrou melhores resultados para os coeficientes de relações contemporâneas e elasticidades impulso-resposta. Observou-se também que, em ambos os modelos, o carvão teve uma importância considerável na determinação do PIB chinês quando analisado pela função de impulso-resposta. / In recent decades, China has achieved robust economic growth. Data show that the Chinese product between 1980 and 2010 had an average annual growth of 9,5%. This increase in output allowed the living conditions of millions of people would improve through increased income and consumption. However, this growth has also produced environmental disturbances, because the resulting modernization was made based on high coal consumption. Currently China consumes nearly 50% of world coal, the first production of electric power and absolute CO2 emissions, with coal has a major role in its energy matrix. Facing this reality, this work proposes a model to analyze the role of coal as an energy variable in Chinese economic growth. The theoretical approach was based on the production function of the Cobb-Douglas, which was estimated by a model a VAR-VEC (Model autoregression Vector with error correction). The analysis period covers 1980 to 2010. The aim is to relate the weight of coal, capital and work with the Chinese GDP behavior. The capital variable was tested in two ways. The first model employed a variable capital constructed based on Conesa et al. (1999), while the second model used the gross formation of fixed capital, variable this commonly used for capital stock. The results of both models indicate that coal, capital and labor had a good explanatory power of the Chinese GDP growth in both models. However, the model with the built capital variable showed better results for the contemporary relations coefficients and impulse response elasticities. It was also observed that in both models, coal had a considerable importance in determining the Chinese GDP when analyzed by the impulse response function.

AtravÃs da utilizaÃÃo de instrumentais estatÃsticos e economÃtricos para a anÃlise de sÃries temporais, buscou-se verificar as relaÃÃes entre as taxas de crescimento dos paÃses desenvolvidos e emergentes. Para tanto, utilizou-se de uma amostra contendo a taxa real de crescimento econÃmico desses paÃses no perÃodo de 1970-2007. Com base nesse estudo, verificou-se que existe causalidade, no sentido Granger, do crescimento econÃmico dos paÃses desenvolvidos em direÃÃo aos paÃses emergentes. A funÃÃo de resposta a impulsos mostrou que a resposta dos paÃses emergentes a choques no crescimento dos paÃses desenvolvidos foi a mais significativa e duradoura. / Through the use of statistical and econometric instrumentals for the analysis of time series, this work aims to verify the relationships between the economic growth rate of developed and emergent countries. For so much, it was used of a sample containing the real economic growth rate of those countries in the period of 1970-2007. With base in this study, it was verified that causality exists, in the sense of Granger, of the economic growth rate of the countries developed towards the emerging countries. The impulse response function showed that the answer of the emerging countries to impacts in the economic growth of the developed countries was the most significant and durable.

Made available in DSpace on 2017-07-10T17:36:50Z (GMT). No. of bitstreams: 1 Milciades_Ariel_Melgarejo_Arrua.pdf: 1163658 bytes, checksum: 81228372113779e003022aa88c5a0f12 (MD5) Previous issue date: 2013-02-28 / Itaipu Binacional / The objective of this work was to evaluate the influence of different sowing dates on agronomic traits and oil content of canola (Brassica napus L.) crop in 2012. We used a randomized complete block design in a split plot 2 x 7, seven sowing dates: 24/03/12, 07/04/12, 21/04/12, 05/05/12, 19 / 05/12, 02/06/12 and 16/06/12 and two canola hybrids: Hyola 61 and 433. The average population was 252,500 plants per hectare. The advancement in sowing times reduced plant height, number of pods per plant, thousand grain weight, productivity and oil content. The hybrid Hyola 61 showed 9% lower than the number of pods and 5.4% higher in thousand grain weight in relation to Hyola 433 . Grain yield and oil content were similar among treatments, with an average of 1058 kg ha -1 and 38%, respectively. The results allow to infer that the first season of sowing, that is 20/04 may favor the coincidence with environmental conditions favorable to high yields of canola / Objetivou-se com este trabalho avaliar a influência das diferentes épocas de semeadura sobre as características agronômicas e teor de óleo da canola (Brassica napus L.) na safra de 2012. Utilizou-se o delineamento experimental em blocos casualizados, num esquema de parcelas subdivididas 7 x 2, sendo sete épocas de semeadura: 24/03/12; 07/04/12; 21/04/12; 05/05/12; 19/05/12; 02/06/12 e 16/06/12 e dois híbridos de canola: Hyola 61 e Hyola 433. A população media plantas foi de 252.500 por hectare. O avanço nas épocas de semeadura reduziu a altura das plantas, o número de síliquas por planta, a massa de mil grãos, a produtividade e o teor de óleo. O híbrido Hyola 61 apresentou 9% inferior na quantidade de síliquas e 5,4 % superior na massa de mil grãos em relação ao Hyola 433 . A produtividade de grãos e o teor de óleo foram semelhantes entre os híbridos, com a média de 1.058 kg ha -1 e 38%, respectivamente. Os resultados obtidos possibilitam inferir que a primeira época de semeadura, ou seja 20/04 poderá favorecer a coincidência com condições ambientais favoráveis a altos rendimentos de canola

Made available in DSpace on 2014-06-12T15:55:40Z (GMT). No. of bitstreams: 2 arquivo9374_1.pdf: 2655923 bytes, checksum: 4a8cd8dfda72129aa8308dbf088c4d10 (MD5) license.txt: 1748 bytes, checksum: 8a4605be74aa9ea9d79846c1fba20a33 (MD5) Previous issue date: 2004 / Beauveria bassiana, Metarhizium anisopliae var. anisopliae e Metarhizium flavoviride var. flavoviride são fungos entomopatogênicos com ação comprovada contra várias espécies, embora não tenham sido testados em Chrysomya albiceps, um díptero de importância na saúde pública. Assim, objetivou-se avaliar a ação de B. bassiana, M. anisopliae var. anisopliae e M. flavoviride var. flavoviride em ovos, larvas e adultos de C. albiceps, utilizando as concentrações 104, 105, 106, 107, 108 conídios.mL-1, considerando o percentual de eclosão de larvas, período de pré-pupa, pupa, percentual de emergência de adultos, ritmo de emergência, morte acumulativa, longevidade, período de postura e percentual de eclosão a partir de fêmeas infectadas. O comportamento dos fungos reisolados também foi avaliado através dos parâmetros biológicos: percentual de germinação, número de conídios, número e diâmetro de colônias, bem como a citologia no que se refere à descrição das estruturas vegetativas e reprodutivas. De acordo com a metodologia empregada, verificou-se que os três fungos apresentaram ação contra ovos, larvas e adultos de C. albiceps. Já em relação ao comportamento, foi observado que os fungos reisolados de larva apresentaram o melhor desempenho em relação ao controle e os aspectos citológicos não diferiram quando comparados ao controle. Esses resultados sugerem a possibilidade do emprego desses fungos no controle de C. albiceps.

La présente thèse a pour ambition d’évaluer la structure de marché du transport maritime de lignes régulières, en particulier au regard de l’intégration maritime au sein de l’ASEAN. Les problématiques principales abordées dans le cadre de ce travail sont liées aux déterminants fondamentaux des taux de fret, à la connectivité maritime, à l’efficacité portuaire et à la compétition sur les routes maritimes. Les analyses reposent sur l’utilisation d’outils méthodologiques précis tels que les modèles Markov-Switching Vecteur Autorégressifs, la Théorie des graphes, l'Analyse d'enveloppement des données, l'Analyse en composantes principales et le partitionnement de données. Les résultats permettent d’identifier trois cycles économiques entre 2003 et 2017, et montrent que le développement de la flotte a eu des effets négatifs non négligeables sur les taux de fret. L’étude illustre que le classement portuaire change en fonction des différents coefficients de centralités. Les résultats de l’analyse de la modularité confortent l’intuition d’une bonne connectivité maritime intra-ASEAN. De plus, le réseau maritime de l’ASEAN possède des attributs similaires aux flux d’échanges commerciaux. Cette analyse de l’intégration maritime régionale est complétée par une étude plus approfondie permettant de visualiser les ports les plus efficaces de la communauté. Une dernière analyse de la compétition sur les routes maritimes met en avant les trajets sur lesquels le nombre d’entreprises en concurrence est le plus élevé. Au final, la thèse permet de mieux comprendre comment est organisé le transport de conteneurs au niveau mondial et régional, et comment s’effectue l'intégration maritime de l’ASEAN dans la chaîne d'approvisionnement mondiale. / This dissertation aims to analyze the structure and the evolution of the Container Liner Shipping Industry by paying particular attention to the maritime integration of ASEAN member states. The factors behind freight rates, maritime connectivity, port efficiency and competition on maritime routes are the central topics of research. Methodological tools such as Markov-Switching Vector Autoregressive Approach, Graph Theory, Data Envelopment Analysis, as well as Principle Component Analysis and Cluster Analysis are employed. The findings from the research show that between 2003 and 2017 three economic cycles occurred and that fleet development had the most profound negative impact on freight rates. The Network Analysis of 153 ports confirms a hub-and-spoke nature of the shipping network. The study illustrates that port rankings change according to different centrality measures. It also demonstrates that ASEAN member states form a cluster of interconnected ports, and their shipping network has the same features as the intra-regional country exports. To complete the analysis of ASEAN maritime integration, this research outlines the most efficient ports within the community and the optimum container handling capacity. Competition on maritime routes, with respect to the country and region of origin and the destination, is also evaluated by highlighting the most concentrated routes in terms of number of competing firms. Moreover, the findings of this dissertation provide key answers to understanding how the industry is organized at global and regional levels, and the extent of maritime integration of the ASEAN region within the global supply chain.

Orientador: André Gonzaga dos Santos / Resumo: A Casearia sylvestris Swartz apresenta duas variedades: var. sylvestris (típica de Mata Atlântica) e var. língua (típica do Cerrado). As ações anti-inflamatória, antiulcerogênica, antitumoral e antimicrobiana do óleo essencial (OE) das folhas foram comprovadas. A variabilidade química nas plantas é associada a fatores genéticos e ambientais, entretanto, como existem poucos estudos de variabilidade do OE da C. sylvestris, o objetivo foi avaliar o teor e composição química de ambas variedades em locais, períodos e horários diferentes, estabelecendo parâmetros botânicos, físicos e químicos do OE. Neste estudo foram realizadas análises morfoanatômicas e da composição dos solos dos espécimes coletados. O OE foi extraído por hidrodestilação das folhas frescas e folhas secas, para determinação do teor e composição (CG-EM) correlacionando com fatores edáfico-climáticos. Foram realizadas análises físicas e quimiométricas do OE. A morfologia dos troncos e folhas, estômatos e índice de paliçada diferenciaram as variedades. Os resultados da densidade, índice de refração, infravermelho e CCD foram semelhantes entre as variedades e a rotação óptica diferenciou as variedades. As folhas secas e a var. sylvestris possuem maior teor de OE, já o teor de sesquiterpenos oxigenados no OE aumentou com a secagem e extração. Foi verificada variabilidade populacional, intrapopulacional e sazonal no teor de OE. O β-elemeno, α-humuleno, germacreno D, biciclogermacreno, espatulenol, óxido de cariofileno ... (Resumo completo, clicar acesso eletrônico abaixo) / Abstract: Casearia sylvestris Swartz exhibits two varieties: var. sylvestris (typical from Atlantic Fores) and var. língua (typical from Cerrado). The anti-inflammatory, antiulcerogenic, antitumor and antimicrobial activities of essential oil (EO) from leaves were proven. Chemical variability in plants is associated with genetic and environmental factors, however, as there are few studies of C. sylvestris from EO variability, the aim was to evaluate chemical content and composition of both varieties in different places, periods and times, establishing botanical, physical and chemical parameters from EO. In this study, morpho-anatomical and soil analysis from collected specimens were performed. EO was extracted by hydrodistillation from fresh leaves and dry leaves to determine the content and composition (GC-MS) correlating with edaphic-climatic factors. Physical and chemometrics analysis of EO were performed. Morphology of trunk and leaves, stomata and palisade index differentiated varieties. Density, refractive index, infrared and TLC results were similar between varieties and optical rotation differentiated varieties. Dried leaves and var. sylvestris have higher EO content, whereas oxygenated sesquiterpenes content in EO increased with drying and extraction. Population, intrapopulation and seasonal variability in the EO content were verified. β-elemene, α-humulene, germacrene D, bicyclogermacrene, spathulenol, caryophyllene oxide and. humulene epoxide II were the major components in ... (Complete abstract click electronic access below) / Doutor

This dissertation is composed of two parts, an integrative essay and a set of published papers. The essay and the collection of papers are placed in the context of development and application of time series econometric models in a temporal-axis from 1970s through 2005, with particular focus in the Marketing discipline. The main aim of the integrative essay is on modelling the effects of marketing actions on performance variables, such as sales and market share in competitive markets. Such research required the estimation of two kinds of time series econometric models: multivariate and multiple time series models. I use Autoregressive Integrated Moving Average (ARIMA) intervention models and the Pierce and Haugh statistical test to model the impact of a single marketing instrument, mainly price promotions, to measure own and cross-short term sales effects, and to study asymmetric marketing competition. I develop and apply Vector AutoRegressive (VAR) and Bayesian Vector AutoRegressive (BVAR) models to estimate dynamic relationships in the market and to forecast market share. Especially, BVAR models are advantageous because they contain all relevant dynamic and interactive effects. They accommodate not only classical competitive reaction effects, but also own and cross-market share brand feedback effects and internal decision rules and provided substantively useful insights into the dynamics of demand. The integrative essay is structured in four main parts. The introduction sets the basic ideas behind the published papers, with particular focus on the motivation of the essay, the types of competitive reaction effects analysed, an overview of the time series econometric models in marketing, a short discussion of the basic methodology used in the research and a brief description of the inter-relationships across the published papers and structure of the essay. The discussion is centred on how to model the effects of marketing actions at the selective demand or brand level and at the primary demand or product level. At the brand level I discuss the research contribution of my work on (i) modelling promotional short-term effects of price and non-price actions on sales and market share for consumer packaged goods, with no competition, (ii) how to measure own and cross short-term sales effects of advertising and price, in particular, cross-lead and lag effects, asymmetric sales behaviour and competition without retaliatory actions, in an automobile market, (iii) how to model the marketing-mix effectiveness at the short and long-term on market shares in a car market, (iv) what is the best method to forecast market share, and (v) the study of causal linkages at different time horizons between sales and marketing activity for a particular brand. At the product or commodity level, I propose a way to model the flows of tourists that come from different origins (countries) to the same country-destination as market segments defining the primary demand of a commodity - the product

Value-at-Risk (VaR) is among financial institutions a commonly used tool for measuring market risk. Several methods to calculate VaR exists and different implementations often results in different VaR forecasts. An interesting implementation is historical simulation, and the purpose of this thesis is to examine whether historical simulation with dynamic volatility updating is useful as a model to calculate VaR and how this differs in regard to type of asset or instrument. To carry out the investigation six different models are implemented, which then are tested for statistical accuracy through Christoffersens test. We find that incorporation of volatility updating into the historical simulation method in many cases improves the model. The model also generates good results compared to other commonly used models, especially if the volatility is predicted through a GARCH(1,1) updating scheme. / Value-at-Risk (VaR) är ett bland finansiella institutioner vanligt mått för att mäta marknadsrisk. Det finns ett flertal olika sätt att beräkna VaR, vilka ofta ger olika resultat beroende på förutsättningar. Ett av dessa är historisk simulering, och syftet med denna uppsats är att undersöka huruvida historisk simulering med dynamiskt uppdaterande volatilitet är en användbar modell för beräkning av VaR och hur dess lämplighet beror på valt tillgångsslag eller instrument. För att besvara detta implementeras sex olika modeller för beräkning av VaR, vilka sedan testas med hjälp av Christoffersens test. Vi finner att inkorporering av dynamisk volatilitet i historisk simulering i många fall medför en förbättring av modellen ifråga om statistisk riktighet. Vidare kan historisk simulering med dynamiskt uppdaterande volatilitet anses vara konkurrenskraftig i jämförelse med andra vanligt använda modeller, framförallt då volatiliteten skattas genom GARCH(1,1).