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Relações De Preços Nos Mercados Interno E Internacional De Soja E Derivados

Author

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  • Diehl, Daiane
  • Bacchi, Mirian Rumenos Piedade

Abstract

O objetivo deste trabalho foi identificar relações causais e estimar elasticidades de transmissão entre preços de soja, farelo e óleo nos mercados interno e externo e entre os preços desses produtos no mercado interno. Para tanto, foram utilizadas seis séries de dados semanais, obtidas a partir de séries diárias de preços, para o período de 2000 a 2004. Para as cotações internas do preço da soja em grão, farelo e óleo, utilizou-se os indicadores de preços levantados pelo CEPEA (Centro de Estudos Avançados em Economia Aplicada/ESALQ/USP) e, para as cotações externas, os valores do primeiro vencimento do contrato futuro negociado na Bolsa de Chicago (CBOT). Os procedimentos econométricos realizados incluíram critérios de Akaike (AIC) e Schwarz (SC), testes de raiz unitária, testes de co-integração, correlação cruzada e análise de regressão. Foram observadas relações causais no caso do farelo e do óleo, sendo que os preços internos são antecipados pelos preços externos, com variações transmitidas com até uma semana de defasagem. No caso da soja em grão, não se observou relação causal entre os preços interno e externo. No mercado interno, foram observadas relações bicausais entre os preços do grão e do farelo.

Suggested Citation

  • Diehl, Daiane & Bacchi, Mirian Rumenos Piedade, 2006. "Relações De Preços Nos Mercados Interno E Internacional De Soja E Derivados," 44th Congress, July 23-27, 2006, Fortaleza, Ceará, Brazil 148203, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER).
    • Handle: RePEc:ags:sobr06:148203
    DOI: 10.22004/ag.econ.148203
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    References listed on IDEAS

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    2. Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
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