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Previous issue date: 2013-03-26 / The present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. Then, it was verified the existence of relationship of long-term equilibrium between the Brazilian and American imported shrimp and if, confirmed the relationship, whether or not there is a causal link between these assets, considering that the two countries had presented trade relations over the years. It is presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Companhia de Entrepostos e Armaz?ns Gerais de S?o Paulo (CEAGESP) and on the official website of American import, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of one step forward of horizon 12, proved to be statistically more robust. It was found that there is weak evidence of long-term equilibrium between the Brazilian and American shrimp, where equivalently, was not found a causal link between them. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. There is no relationship of long-term stability between the Brazilian and American shrimp prices, but it is known that Brazil imports USA production inputs, which somehow shows some dependence productive. To the market agents, the risk of interferences of the external prices cointegrated to Brazilian is practically inexistent. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread / O presente trabalho tem como proposta geral investigar a din?mica da estrutura de volatilidade nos pre?os do camar?o no mercado brasileiro de pescados. Para tanto, foi feita a descri??o dos aspectos iniciais da s?rie de pre?os do camar?o. A partir destas informa??es, foram realizados testes estat?sticos e selecionados modelos univariados que pudessem funcionar como previsores de pre?os. Em seguida, averiguou-se a exist?ncia de relacionamento de equil?brio de longo prazo entre o camar?o importado brasileiro e o americano e por fim, verificou-se a exist?ncia ou n?o da rela??o de causalidade entre esses ativos, tendo em vista que os dois pa?ses apresentaram, ao longo dos anos, rela??es comerciais. Apresenta-se como uma pesquisa explorat?ria de natureza aplicada com abordagem quantitativa. O banco de dados foi coletado atrav?s de contato direto com a Companhia de Entrepostos e Armaz?ns Gerais de S?o Paulo (CEAGESP) e no site oficial de importa??o americano, National Marine Fisheries Service - National Oceanic and Atmospheric Administration (NMFS- NOAA). Os resultados apontaram que a grande variabilidade nos pre?os do ativo se relaciona diretamente com os ganhos e perdas dos agentes de mercado. A s?rie de pre?os apresenta um forte efeito sazonal e semestral. A m?dia de pre?o do camar?o dos ?ltimos 12 anos foi de R$ 11,58 e, provavelmente, fatores externos ? produ??o e a comercializa??o (antidumping americano, enchentes e patologias) afetaram fortemente os pre?os. Dentre o conjunto de modelos testados para a previs?o de pre?os do camar?o, foram selecionados quatro, os quais, atrav?s do procedimento de previs?o de um passo ? frente de de horizonte 12, revelaram-se estatisticamente mais robustos. Constatou-se que h? fracos ind?cios de equil?brio de longo prazo entre as s?ries de pre?os do camar?o brasileiro e o americano, onde de forma equivalente, n?o se encontra rela??o de causalidade entre elas. Concluiu-se que a din?mica de pre?os da commodity camar?o ? influenciada fortemente por fatores produtivos externos e que esses fen?menos causam efeitos sazonais nos pre?os. N?o h? rela??es de estabilidade de longo prazo entre os pre?os do camar?o brasileiro e o americano, mas sabe-se que o Brasil importa insumos produtivos dos EUA, o que de alguma forma demonstra certa depend?ncia produtiva. Para os agentes de mercado, o risco de interfer?ncias de pre?os externos cointegrados ao brasileiro praticamente inexiste. Atrav?s de modelagem estat?stica ? poss?vel minimizar o risco e a incerteza que est?o incorporados no mercado de pescados, deste modo, as estrat?gias de venda e comercializa??o para o camar?o brasileiro podem ser consolidadas e difundidas
| Identifer | oai:union.ndltd.org:IBICT/oai:repositorio.ufrn.br:123456789/12218 |
| Date | 26 March 2013 |
| Creators | Felipe, Israel Jos? dos Santos |
| Contributors | CPF:03040553607, http://lattes.cnpq.br/4968429773311336, Almeida, Vin?cio de Souza e, CPF:83906762300, http://lattes.cnpq.br/5861723290897089, Machado, Marcio Andre Veras, CPF:76215482315, http://lattes.cnpq.br/7863514939024209, Andrade, Bernardo Borba de, M?l, Anderson Luiz Rezende |
| Publisher | Universidade Federal do Rio Grande do Norte, Programa de P?s-Gradua??o em Administra??o, UFRN, BR, Pol?ticas e Gest?o P?blicas; Gest?o Organizacional |
| 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:Repositório Institucional da UFRN, instname:Universidade Federal do Rio Grande do Norte, instacron:UFRN |
| Rights | info:eu-repo/semantics/openAccess |
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