Mudanças de regime e persistência dos choques sobre a volatilidade para a série de preços do petróleo: uma análise comparativa da família GARCH e modelos com mudança de regime Markoviana – MSIH e SWARCH

A previsão dos preços do petróleo é fundamental para o planejamento energético e oferece subsídio a tomada de decisões de longo prazo, que envolvem custos irrecuperáveis. No entanto, os preços do petróleo são muito instáveis sujeitos a choques como resultado de questões geopolíticas, poder de mercado da OPEP (Organização dos Países Exportadores de Petróleo) e pressões de demanda resultando numa série sujeita a quebras estruturais, prejudicando a estimação e previsão de modelos de série temporal. Dada a limitação dos modelos de volatilidade da família GARCH, que são instáveis e apresentam elevada persistência em séries com mudanças estruturais, este trabalho compara a previsão da volatilidade, em termos de intervalos de confiança e persistência, dos modelos de volatilidade com mudança de regime markoviana em relação aos modelos de volatilidade determinísticos. Os modelos de volatilidade com mudança de regime considerados são o modelo SWARCH (Markov Switch ARCH) e introduz-se o modelo MSIH (Markov Switch Intercept Heteroskedasticity) para o estudo da volatilidade. Como resultado as previsões de volatilidade dos modelos com mudança de regime permitem uma estimação da volatilidade que reduz substancialmente a persistência em relação aos modelos GARCH.

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

Extração de metais pesados de efluentes da indústria do petróleo utilizando derivados de óleos vegetais como extratantes

The study of a promising alternative for the treatment of produced water from the oil industry envisaging its reuse was the focus of this work. Millions of liters of water are generated per day, containing heavy metals in low concentrations (< 0,15 mg/L for Pb, <0,04 mg/L for Cd, <0,04 mg/L for Ni). The technology applied to extract these metals from aqueous phase was the solvent extraction and the extratants used were vegetable oils originated from coconut oil. They can be used in natural form or as derivatives, known as MAC - Mixture of Carboxílics Acids. The determination of the heavy metal con¬centrations in a complex matrix was made by using the atomic absorption spectrometry technique (AAS). On the bench tests using synthetics aqueous solutions containing metals, vegetable oils showed no power to extract the metals studied. The extractant MAC was selective for the Pb> Cd> Ni, in the concentration of 8% in the same organic phase. In this condition, the lower efficiency of extraction obtained was 92% for the Pb, 69% for the Cd, in the range of pH ranging from 6 to 8. An experimental planning was conducted for continuous tests. The device used was called MDIF Misturador-Decantador à Inversão de Fases and the aqueous phase was produced water from Pólo Indutrial de Guamaré/RN . No correlation between the studied variables (concentration of metal, concentration of extratant and agitation in the mixing chamer) could be obtained, because of possible factors which occurred as: variation in the composition of the studied sample, phenomena of precipitation and complexation of metals in the reservoir of feed, solubility of extratant

Aplicação da técnica de caminhamento elétrico em área contaminada por derivados de petróleo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

El Fondo de Estabilización de Precios del Petróleo (FEPP) y el mercado de los derivados en Chile

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Nota de la Secretaría sobre la situación de la industria de los derivados del petróleo en Centroamérica

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Cuadros y gráficas sobre derivados del petróleo

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Istmo Centroamericano: algunas posibilidades de ahorro en el sector transportes al sustituir derivados del petróleo por otros energéticos: versión provisional

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Posibilidades de ahorro de derivados del petróleo en el transporte urbano del Istmo Centroamericano

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Alternativas de expansión de la oferta de derivados del petróleo en el Istmo Centroamericano: términos de referencia generales

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Istmo Centroamericano: estimación de posibilidades de ahorro en el sector transporte al sustituir derivados del petróleo por otros energéticos

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Datos básicos estadísticos sobre petróleo y derivados

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Istmo Centroamericano: estudio sobre la armonización de las especificaciones de los productos derivados del petróleo

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