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Formações de Clusters de Eficiência nos Mercados Futuros Agropecuários Mundiais de Soja

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  • Rodrigues, Marcos Aurelio
  • Filho, João Gomes Martines

Abstract

We analyzed the efficiency and the presence of clusters in the soybean complex future contracts (soybean, soybean meal and soybean oil) traded in the following future markets: Argentina (MTB), Brazil (BVMF), China (DCE), India (NCD), Japan (TKT), US (CBT) and South-Africa (SAF). Based on the metrics obtained by Euclidian distances of variance ratios, similar dependencies were found for all markets. The results suggest informational efficiency spread. Therefore, agents shall maintain perceptions over several international markets, given the interdependence found for prices in separate future markets.

Suggested Citation

  • Rodrigues, Marcos Aurelio & Filho, João Gomes Martines, 2017. "Formações de Clusters de Eficiência nos Mercados Futuros Agropecuários Mundiais de Soja," Brazilian Journal of Rural Economy and Sociology (Revista de Economia e Sociologia Rural-RESR), Sociedade Brasileira de Economia e Sociologia Rural, vol. 55(2), August.
    • Handle: RePEc:ags:rdecag:263227
    DOI: 10.22004/ag.econ.263227
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    Keywords

    Agribusiness;

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