Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão

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 Armazéns Gerais de São 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

A revenda de combustível e os limites constitucionais para a sua regulação: uma análise aplicada aos aspectos concorrênciais e ao controle de preços

The gas retail represents the end of a section of the oil and natural gas derivative chain, for it is at this stage where the commercialization of those merchandises takes place towards the costumers. This process involves an enormous amount of economic agents, which reflects on an activity of great influence on the citizen's everyday. By the time of the gas retail price liberalization, in 2002, there were great expectations towards that measure, for the insertion of that segment in a competitive market was likely to create a decrease in prices. As there was not a drastic drop off in cost, the question was no longer the price itself, but, predominantly, the conduct taken by the economic agents that operate the market. Not in vain, the segment introduces a greater number of different procedures combined with the organs that compose the Brazilian System of Competition Protection. What is understood, however, is that many of these complaints are made in a lightly way, without a proper analysis of the market and its practices, that being why, in this paper, evidences the causes of these complaints and explained what, in fact, occurs in this market. Also, the organs that protect the free initiative in the sector use different methods to assess anticompetitive practices, which are counterproductive on the combat of anticompetitive practice, that being why the present paper analyzes the used methods on a critic perspective, choosing one which is believed to be the most adequate. The present work also tries to present the gas retail prices on a constitutional, free competition, free initiative and consumers defense perspective, analyzing the competition s aspects on the gas market; the shaping of the gas prices; the market boundaries; the anti-competitive practices under the gas market; and analyze the possibility, according to the defined economic standards in the constitutional text of existing a greater control or gas price indexing and/or regulation which limits the distributors and resellers profit on gas. Still, in consequence of this analysis, a study on Natal s market behavior will be developed in its competitive feature. That being said, moreover being a theoretical-descriptive study, data and statistics gathered is used, which will lead, willing to grasp an experiential study on a few aspects of the Potiguar gas retail market

Estudo da circulação hidrodinâmica e da dispersão de óleo na zona costeira entre Macau e Galinhos RN

This paper presents a study on coastal hydrodynamics and the spread of an oil spill in waters off Macau and Galinhos, on the east coast of the state of Rio Grande do Norte in Northeast Brazil. This area has a very marked coastal dynamic owing to the complexity of its geomorphological features, developed in a regime of semidiurnal mesotides involving reefs, spits, estuaries, mangroves, lakes and dunes. The region also plays an important role in the socioeconomic development of the state, given that the production of oil, natural gas, salt and shrimp is concentrated there. The series of oil platforms is interconnected by a pipeline system that carries oil to the local terminal. This pipeline could leak at any moment, causing immense ecological damage. To gauge the risks of an oil leak and resulting contamination of the coastal region, two hydrodynamic scenarios were simulated. The results obtained were used to implement a contaminant transport model with the creation of various oil leak scenarios modeled at different volumes (from small to large) and intensities (sporadic and continuous), at points considered critical for the model (on two platforms and at two pipeline intersections), under different wind (summer and winter) and tidal (high and low at new, full and quarter moon phases) conditions. The use of hydrodynamic circulation computer models as a tool for representing a real project design has been increasingly frequent in recent years, given that they enable the realistic simulation of the hydrodynamic circulation pattern in bodies of water and an analysis of the impacts caused by contaminants released into the water. This study used the computer models contained in SisBAHIA®, in continuous development in the area of Coastal Engineering and Oceanography at COPPE/UFRJ

Simulações da ação do vento e da dispersão de contaminantes no estuário do Rio Potengi/ Brasil

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Sair curado para a vida e para o bem: diagramas, linhas e dispersão de forças no complexus nosoespacial do Hospital de Caridade Juvino Barreto (1909-1927)

This work has as object of study the Hospital de Caridade Juvino Barreto, nosocomial institution located in the city of Natal (RN), between the Praia de Areia Preta and the Monte Petrópolis, focusing on the period from 1909, the year in which the new hospital building was constructed and opened, and 1927, the date of the transfer of administration of the public domain to the newly created Sociedade de Assistência Hospitalar (SAH). We study the conditions of possibility of the emergence of this hospital space in the urban environment of the capital of Rio Grande do Norte, seeking to understand the different tactics and strategies implemented by the historical subjects involved in the formation of this institution nosocomial. Starting from a corpus of documents consisting of medical memories (with Dr. Januário Cicco as privileged observer), information present in newspapers (the Republic and the Christmas Journa l), photo collection and extensive administrative and legal material (Speeches, Exhibitions, Reports, Laws and Resolutions), we analyzed in detail the medical geography of HCJB, relating the discourses of medicine and geography in choosing the spatial location of the hospital as we examine the architecture of the hospital, its inner spat iality, divisions, forms of space control, and, finally, we discuss the medical practices that took place within it, leading us in this regard, from the experiences of clinical hospital chief, Dr. Januário Cicco, especially the discussion on "ethics" in hospital work. The perception of HCJB as medical nosoespaciality always on the move, incorporated under taxonomic principles based on difference and dispersion forces, led us to articulate it theoretically from the conceptual-methodological arsenal of philosopher Michel Foucault, particularly his reflections of genealogical phase, focusing on the phenomenon of power, a position that allows us to enhance our space-hospital construction, invention, product of power relations, which give the unfinished aspect nosocômio, apparent, always at stake, perpetual non-modeling possibility has previously defined array, establishing it at the field of possible, of virtuality, of power: hospital that could have been and that it was not. Indeed, the investigation of various aspects/elements of hospital space Juvino Barreto revealed us new dimensions of hospital space, far more complex than the simple and the current idea of a place to shelter patients: plasticity and fluidity of space, which is not made to circumscribe the limits of empeiria, engraving up to strength relations fought between different subject; its Constitution as a transitional space, Heterotopic, doing live inside modern elements with premoderns (professional doctors working with religious thought, skeptical of positivist medicine living with the religious faith of the nuns of Santana); the impossibility of thinking hospital space of HCJB while homogeneous unit, static, transistoric, making the spatiality, without considering the profound differences, fractures and dislocations that animated his own existence, multiplying their expressions of identity

Modelos de dispersão para extremos de precipitação. Estudo de caso: o nordeste do Brasil

In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

Investigando o uso do sentido háptico na visualização de dados multivariados em gráficos de dispersão bidimensionais

Data Visualization is widely used to facilitate the comprehension of information and find relationships between data. One of the most widely used techniques for multivariate data (4 or more variables) visualization is the 2D scatterplot. This technique associates each data item to a visual mark in the following way: two variables are mapped to Cartesian coordinates so that a visual mark can be placed on the Cartesian plane; the others variables are mapped gradually to visual properties of the mark, such as size, color, shape, among others. As the number of variables to be visualized increases, the amount of visual properties associated to the mark increases as well. As a result, the complexity of the final visualization is higher. However, increasing the complexity of the visualization does not necessarily implies a better visualization and, sometimes, it provides an inverse situation, producing a visually polluted and confusing visualization—this problem is called visual properties overload. This work aims to investigate whether it is possible to work around the overload of the visual channel and improve insight about multivariate data visualized through a modification in the 2D scatterplot technique. In this modification, we map the variables from data items to multisensoriy marks. These marks are composed not only by visual properties, but haptic properties, such as vibration, viscosity and elastic resistance, as well. We believed that this approach could ease the insight process, through the transposition of properties from the visual channel to the haptic channel. The hypothesis was verified through experiments, in which we have analyzed (a) the accuracy of the answers; (b) response time; and (c) the grade of personal satisfaction with the proposed approach. However, the hypothesis was not validated. The results suggest that there is an equivalence between the investigated visual and haptic properties in all analyzed aspects, though in strictly numeric terms the multisensory visualization achieved better results in response time and personal satisfaction.

Estrutura crustal e mantélica da província Borborema através de funções do receptor e dispersão de ondas superficiais

The Borborema Province, located in northeastern Brazil, has a basement of Precambrian age and a tectonic framework structured at the Neoproterozoic (740-560 Ma). After separation between South America and Africa during the Mesozoic, a rift system was formed, giving rise to a number of marginal and inland basins in the Province. After continental breakup, episodes of volcanism and uplift characterized the evolution of the Province. Plateau uplift was initially related to magmatic underplating of mafic material at the base of the crust, perhaps related to the generation of young continental plugs (45-7 Ma) along the Macau-Queimadas Alignment (MQA), due to a small-scale convection at the continental edge. The goal of this study is to investigate the causes of intra-plate uplift and its relationship to MQA volcanism, by using broadband seismology and integrating our results with independent geophysical and geological studies in the Borborema Province. The investigation of the deep structure of the Province with broadband seismic data includes receiver functions and surface-wave dispersion tomography. Both the receiver functions and surface-wave dispersion tomography are methods that use teleseismic events and allow to develop estimates of crustal parameters such as crustal thickness, Vp/Vs ratio, and S-velocity structure. The seismograms used for the receiver function work were obtained from 52 stations in Northeast Brazil: 16 broadband stations from the RSISNE network (Rede Sismográfica do Nordeste do Brasil), and 21 short-period and 6 broadband stations from the INCT-ET network (Instituto Nacional de Ciência e Tecnologia – Estudos Tectônicos). These results add signifi- cantly to previous datasets collected at individual stations in the Province, which include station RCBR (GSN - Global Seismic Network), stations CAUB and AGBL (Brazilian Lithosphere Seismic Project IAG/USP), and 6 other broadband stations that were part of the Projeto Milênio - Estudos geofísicos e tectônicos na Província Borborema/CNPq. For the surface-wave vii tomography, seismograms recorde at 22 broadband stations were utilized: 16 broadband stations from the RSISNE network and 6 broadband stations from the Milênio project. The new constraints developed in this work include: (i) estimates of crustal thickness and bulk Vp/Vs ratio for each station using receiver functions; (ii) new measurements of surfassewave group velocity, which were integrated to existing measurementes from a continental-scale tomography for South America, and (iii) S-wave velocity models (1D) at various locations in the Borborema Province, developed through the simultaneous inversion of receiver functions and surface-wave dispersion velocities. The results display S-wave velocity structure down to the base of the crust that are consistent with the presence of a 5-7.5 km thick mafic layer. The mafic layer was observed only in the southern portion of the Plateau and absent in its northern portion. Another important observation is that our models divide the plateau into a region of thin crust (northern Plateau) and a region of thick crust (southern Plateau), confirming results from independent refraction surveys and receiver function analyses. Existing models of plateau uplift, nonetheless, cannot explain all the new observations. It is proposed that during the Brazilian orogeny a layer of preexisting mafic material was delaminated, as a whole or in part, from the original Brasiliano crust. Partial delamination would have happened in the southern portion of the plateau, where independent studies found evidence of a more resistant rheology. During Mesozoic rifting, thinning of the crust around the southern Plateau would have formed the marginal basins and the Sertaneja depression, which would have included the northern part of the Plateau. In the Cenozoic, uplift of the northern Plateau would have occurred, resulting in a northern Plateau without mafic material at the base of the crust and a southern Plateau with partially delaminated mafic layer.

Mecanismos de transmissão de preços e parcelas de mercado: uma análise sobre as exportações brasileiras de manga

Climate and environmental conditions allowed Brazil to become one of the largest producers of tropical fruits in the world. The São Francisco Valley, over the years, has emerged as the main fruit-producing region of the country, especially mangos and grapes. The mango, which is produced in this region, has reached a good international position, especially in European and American markets. However, the domestic price has absorbed more and more the impact of fluctuations in the international market expectations affecting the production and marketing of producers. The objective of the study is to analyze the transmission ratio of export prices of the mango, with the American market prices and the European Union in the period from 2003 to 2013. It is intended also to analyze the factors affecting the fluctuations of exports Brazilian mango for the main import markets. To achieve the proposed objectives, we used, in the methodology, the autoregressive vector model, in order to find the price transmission mechanism and the mechanisms of impacts through the impulse response function. We also used, the Constant Market Share model, in order to observe the importance of the effects competitiveness, destination, and growth in world trade on the changes of Brazilian mango exports in the period. The data used were obtained from the database of the Ministry of Development and Foreign Trade - MIDIC and FAOSTAT (Food and Agriculture Organization of the United Nations). Among the results, it was found that the Brazilian domestic prices are influenced by the US market price, and that price shocks promoted this market can impact on the growth of the internal prices for several months. It was noted also that the competitiveness effect accounted for the largest portion of the effective growth of Brazilian exports, in other word, the country has improved its competitiveness among the other exporting countries.

Análise de volatilidade, integração de preços e previsibilidade para o mercado brasileiro de camarão

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 Armazéns Gerais de São 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