ANALISANDO A RELAÇÃO DOS VOLUMES DE EXPORTAÇÃO E DE IMPORTAÇÃO, PIB, TAXAS DE CÂMBIO E INFLAÇÃO NO PERÍODO DE 2004 A 2014.

Esta dissertação visa deslumbrar uma análise macroeconômica do Brasil, especialmente no que se refere à relação dos índices mensais dos volumes das exportações e das importações com os volumes mensais do PIB, da Taxa SELIC e as Taxas de Câmbio, conforme dados coletados no período de janeiro de 2004 a dezembro de 2014, através de pesquisa literária referente aos históricos sobre cada conceito envolvido no âmbito da macroeconomia das varáveis estudadas. Foi realizado um estudo de caso embasado em dados de sites governamentais, no período delimitado, empregando-se o método de regressão linear, com base na Teoria da correlação de Pearson, demonstrando os resultados obtidos no período do estudo para as varáveis estudadas. Desta maneira, conseguiu-se estudar e analisar como as variáveis dependentes (resposta): volume das exportações e volume das importações estão relacionadas com as varáveis independentes (explicativas): PIB, Taxa Selic e taxa de Câmbio. Os resultados apurados no presente estudo permitem identificar que existe correlação moderada e negativa, quando analisadas a Taxa Selic e a Taxa de Câmbio com os volumes das exportações e das importações, enquanto o PIB apresenta correlação forte e positiva na análise com os volumes das exportações e das importações

La siderurgia malagueña (1899-1924)

Basado en una documentación inédita de archivos de París, Roubaix y Antequera, este artículo estudia un tema prácticamente virgen: la historia de la antigua fábrica de Heredia entre 1899, año en el que fue vendida a Hauts Fourneaux, Forges et Aciéries de Málaga, y 1924, fecha en la que cerró Altos Hornos de Andalucía, su sucesora. Tras sintetizar la historia de ambas empresas, el trabajo analiza las causas que explican el fracaso del intento de resucitar la siderurgia malagueña.

The Financialization of Food: An Inquiry into the 2008-2011 Food Price Spikes

This dissertation investigates the question: has financial speculation contributed to global food price volatility since the mid 2000s? I problematize the mainstream academic literature on the 2008-2011 food price spikes as being dominated by neoclassical economic perspectives and offer new conceptual and empirical insights into the relationship between financial speculation and food. Presented in three journal style manuscripts, manuscript one uses circuits of capital to conceptualize the link between financial speculators in the global north and populations in the global south. Manuscript two argues that what makes commodity index speculation (aka ‘index funds’ or index swaps) novel is that it provides institutional investors with what Clapp (2014) calls “financial distance” from the biopolitical implications of food speculation. Finally, manuscript three combines Gramsci’s concepts of hegemony and ‘the intellectual’ with the concept of performativity to investigate the ideological role that public intellectuals and the rhetorical actor the market play in the proliferation and governance of commodity index speculation. The first two manuscripts take an empirically mixed method approach by combining regression analysis with discourse analysis, while the third relies on interview data and discourse analysis. The findings show that financial speculation by index swap dealers and hedge funds did indeed significantly contribute to the price volatility of food commodities between June 2006 and December 2014. The results from the interview data affirm these findings. The discourse analysis of the interview data shows that public intellectuals and rhetorical characters such as ‘the market’ play powerful roles in shaping how food speculation is promoted, regulated and normalized. The significance of the findings is three-fold. First, the empirical findings show that a link does exist between financial speculation and food price volatility. Second, the findings indicate that the post-2008 CFTC and the Dodd-Frank reforms are unlikely to reduce financial speculation or the price volatility that it causes. Third, the findings suggest that institutional investors (such as pension funds) should think critically about how they use commodity index speculation as a way of generating financial earnings.

You'd better bet on the ETS. Bruegel Policy Brief 2013/02, April 2013

The issue: The European Union's emissions trading system (ETS), introduced in 2005, is the centerpiece of EU decarbonisation efforts and the biggest emissions trading scheme in the world. After a peak in May 2008, the price of ETS carbon allowances started to collapse, and industry, civil society and policymakers began to think about how to ‘repair the ETS’. However, the ETS is an effective and efficient tool to mitigate greenhouse gas emissions, and although prices have not been stable, it has evolved to cover more sectors and greenhouse gases, and to become more robust and less distorting. Prices are depressed because of an interplay of fundamental factors and a lack of confidence in the system. Policy challenge The ETS must be stabilised by reinforcing the credibility of the system so that the use of existing low-carbon alternatives (for example burning gas instead of coal) is incentivised and investment in low-carbon assets is ensured. Further-more, failure to reinvigorate the ETS might compromise the cost-effective synchronisation of European decarbonisation efforts across sectors and countries. To restore credibility and to ensure long-term commitment to the ETS, the European Investment Bank should auction guarantees on the future emission allowance price.This will reduce the risk for low-carbon investments and enable stabilisation of the ETS until a compromise is found on structural measures to reinforce it in order to achieve the EU's long-term decarbonisation targets.

Comment on “Low time resolution analysis of polar ice cores cannot detect impulsive nitrate events” by D.F. Smart et al.

Smart et al. (2014) suggested that the detection of nitrate spikes in polar ice cores from solar energetic particle (SEP) events could be achieved if an analytical system with sufficiently high resolution was used. Here we show that the spikes they associate with SEP events are not reliably recorded in cores from the same location, even when the resolution is clearly adequate. We explain the processes that limit the effective resolution of ice cores. Liquid conductivity data suggest that the observed spikes are associated with sodium or another nonacidic cation, making it likely that they result from deposition of sea salt or similar aerosol that has scavenged nitrate, rather than from a primary input of nitrate in the troposphere. We consider that there is no evidence at present to support the identification of any spikes in nitrate as representing SEP events. Although such events undoubtedly create nitrate in the atmosphere, we see no plausible route to using nitrate spikes to document the statistics of such events.

Production, consumption and price trends of coffee /

Cover title.

The tragedy of Julius Caesar,

Mode of access: Internet.

Rapport adressé au gouvernement d'Haïti /

Half title page : Rapport sur la Conférence Internationale Américaine de Washington.

Elogio del historiador y novelista D. José María Roa Bárcena.

Mode of access: Internet.

Oversight hearing on Council on Wage and Price Stability : hearing before the Subcommittee on Economic Stabilization of the Committee on Banking, Finance and Urban Affairs, House of Represenatives, Ninety-sixth Congress, first session, October 10, 1979.

"Serial no. 96-33."

Field administration of price stabilization /

"June 1953."

Price control standards /

"June 1953."

Briefing materials on the direct control programs : price, wage, salary, rent /

"January 1953."