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

Causas de variação nos preços de bovinos nelore elite no Brasil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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 das propriedades físico-químicas de biocombustíveis microemulsionados

The development of new fuels is an important field of scientific and technological activities, since much of the energy consumed in the world is obtained from oil, coal and natural gas, and these sources are limited and not renewable. Recently it has assessed the employment of microemulsions as an alternative for obtaining fuel isotropic between phases originally not miscible. Among many advantages, emphasizes the application of substances that provide the reduction of levels of emissions compared to fossil fuels. Thus, this work was a study of various microemulsified systems, aiming to check the performance of the winsor regions front of the use of surfactants: RENEX 18 → 150, UNITOL L-60 → L-100 and AMIDA 60, together with structure of esters from soybean and castor bean oils. From the results it were chosen four systems to physico-chemical analyzes: System I RENEX 60, Soil bean oil, methylic ester (EMOS) and water; System II RENEX 60/AMIDA 60, EMOS and water; System III RENEX 70, mamona oil methylic ester (EMOM) and water and System IV RENEX 95, EMOM and water. The tests of physico-chemical characterization and study of temperature increase were done with nine points with different compositions in a way to include the interest area (microemulsion W/O). After this study, was conducted a modeling to predict the viscosity, the property is more varied as function of compositions systems changes. The best results were the systems II and IV with a temperature stability above 60°C. The system I had its physico-chemical characterization very similar to a fossil fuel. The system II was the best one due to its corrosivity be stable. In the modeling the four systems had shown good, with an error that varied between 5 and 18%, showing to be possible the viscosity prediction from the composition of the system. The effects the microemulsion and the engine´s performance with the microemulsion were also avaliated. The tests were performed in a cycle-diesel engine. The potency and consumption were analysed. Results show a slight increase the rendiment fuel compared with the conventional as well as a decrease in specific consumption

Extração e pirólise do óleo de girassol (Helianthus annus l.) visando a produção de biocombustíveis

Nowadays, the growing environmental worry leads research the focus the application of alternative materials from renewable resources on the industrial process. The most common vegetable oil extractant using around the world is the hexane, a petroleum derived, toxic and flammable. Based on this fact, the goal of this work was to test vegetable oil extractions from sunflower seeds cultivated on the Rio Grande do Norte State using two extraction process, the mechanical expelling and solvent extraction, this one using hexane and ethanol as a alternative solvent. The solvent extractions were carried out in the Soxhlet extractor in three different extraction times (4, 6, and 8 hours). The effect of solvent and extraction time was evaluated. The mechanical extraction was carried out in a expeller and the sunflower oil obtained was characterized by its physical-chemical properties and compared with sunflower refinery oil. Furthermore this work also explored the pyrolysis reaction carried out by thermogravimetry measurement as alternative route to obtain biofuel. For this purpose the oil samples were heated to ambient temperature until 900°C in heating rate of 5, 10, 20ºC min-1 with the objective evaluated the kinetics parameters such activation energy and isoconversion. The TG/DTG curves show the thermal profile decomposition of triglycerides. The curves also showed that antioxidant presents on the refinery oil not influence on the thermal stability of sunflower oil. The total yield of the extraction s process with hexane and ethanol solvent were compared, and the results indicated that the extraction with ethanol were more efficient. The pyrolysis reaction results indicated that the use of unpurified oil required less energy to obtain the bio-oil

Controvérsias do desenvolvimento dos assentamentos rurais em São Paulo: produção para os biocombustíveis e as alternativas de programas municipais

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Taxa de câmbio e preços de exportação no Brasil: avaliação empírica dos coeficientes de pass-through setoriais

Este trabalho analisa, de forma empírica, no período 1995-2005, os impactos de variações cambiais sobre os preços de exportação no Brasil, desagregados setorialmente, levando em consideração a inserção externa da economia em um contexto de ampliação da internacionalização e reestruturação produtiva. O cálculo dos coeficientes de pass-through é complementado por um exercício de análise fatorial, com o objetivo de verificar se é possível encontrar padrões setoriais definidos. Os resultados indicam maiores repasses em setores produtores de bens de menor conteúdo tecnológico em que o Brasil possui posição comercial relativamente forte, ao passo que parte dos setores produtores de manufaturados apresenta coeficientes de repasse cambial reduzido.

Formação, sustentação ou implosão de uma bolha imobiliária? A dinâmica de preços no mercado de imóveis de Natal no período 2005-2010

A motivação para a realização deste artigo foi a percepção de que o movimento de preços dos imóveis em Natal apresentava componentes que precisavam ser investigados, notadamente o influxo de capital estrangeiro, sobretudo para aplicação nos setores de turismo e imobiliário e o comportamento do crédito imobiliário. O objetivo do trabalho é examinar a evolução dos preços no mercado de imóveis da cidade no período 2005; 2010. Os indicadores levantados permitiram uma coleta de evidências suficiente para ampliar o grau de confiança nas hipóteses de que, de fato: a) ocorreu uma bolha no mercado de imóveis no triênio 2005; 2007; b) a bolha não implodiu no biênio 2009; 2010, após a crise financeira de 2008, pois o movimento de alta de preços se manteve tanto nos imóveis vendidos na planta quanto nos imóveis prontos.

Modelos matemáticos aplicados a problemas na cultura da cana-de-açúcar e no aproveitamento da energia da biomassa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise energética do processo experimental de produção de biodiesel a partir de óleo de frango

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

A evolução do sistema agroalimentar no Brasil e a redução de preços para o consumidor: os efeitos da atuação dos grandes compradores

Incluye Bibliografía

Proposta para mensuração de custos em cadeia de suprimentos

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A cooperação entre Brasil e Estados Unidos na área de biocombustíveis

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)