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Previous issue date: 2017-03-06 / This study estimates the interrelation between selected variables of the Brazilian electric sector
and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West,
South, Northeast and North) and the Brazilian economy, these qualify these relationships
through the panel vector autoregression (PVAR) methodology and impulse response. This
method has the quality to evaluate the response of the several variables to the disturbances,
without giving focus to a mathematical modeling. It is identified that the Brazilian energy
market has a rigidity of the distributors' energy tariff, which can be explained by the state's
regulatory intervention. Futhermore there is a relationship between consumption and energy
tariff, however, this is not directly related to the short-term market price. / Esta disserta????o tem o objetivo de avaliar a inter-rela????o entre vari??veis selecionadas do setor
el??trico brasileiro e da economia. Utilizando dados mensais em painel dos submercados
(Sudeste/Centro-Oeste, Sul, Nordeste e Norte) e da economia brasileira, de forma qualificar
essas rela????es por meio da metodologia de vari??vel autorregressiva em painel (PVAR) e de
impulso resposta. Este m??todo possui a qualidade de avaliar a resposta das diversas vari??veis a
dist??rbios, sem dar foco ?? uma modelagem matem??tica. Identifica-se que o mercado de energia
el??trica brasileiro possui uma rigidez da tarifa de energia el??trica das distribuidoras, que pode
ser explicada pela interven????o regulat??ria do Estado. E que existe uma rela????o entre consumo
e tarifa m??dia de energia el??trica, no entanto, esta n??o est?? diretamente relacionada ao pre??o do
mercado de curto prazo.
Identifer | oai:union.ndltd.org:IBICT/oai:bdtd.ucb.br:tede/2146 |
Date | 06 March 2017 |
Creators | Brand??o, Lucas Guimar??es Lins |
Contributors | Divino, Jos?? Angelo |
Publisher | Universidade Cat??lica de Bras??lia, Programa Strictu Sensu em Economia de Empresas, UCB, Brasil, Escola de Gest??o e Neg??cios |
Source Sets | IBICT Brazilian ETDs |
Language | Portuguese |
Detected Language | English |
Type | info:eu-repo/semantics/publishedVersion, info:eu-repo/semantics/masterThesis |
Format | application/pdf |
Source | reponame:Biblioteca Digital de Teses e Dissertações da UCB, instname:Universidade Católica de Brasília, instacron:UCB |
Rights | info:eu-repo/semantics/openAccess |
Relation | -1139962560771343510, 500, 500, 600, -1917891883403718704, -2504903392600098822 |
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