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Estratégias Com Contratos Futuros E Previsão Dos Preços De Café Arábica: Uma Abordagem De Co-Integração

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  • Silva Muller, Carlos Andre da
  • Cassuce, Francisco Carlos da Cunha
  • Moura, Altair Dias de

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  • Silva Muller, Carlos Andre da & Cassuce, Francisco Carlos da Cunha & Moura, Altair Dias de, 2006. "Estratégias Com Contratos Futuros E Previsão Dos Preços De Café Arábica: Uma Abordagem De Co-Integração," 44th Congress, July 23-27, 2006, Fortaleza, Ceará, Brazil 148460, Sociedade Brasileira de Economia, Administracao e Sociologia Rural (SOBER).
    • Handle: RePEc:ags:sobr06:148460
    DOI: 10.22004/ag.econ.148460
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    References listed on IDEAS

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    1. Engle, Robert & Granger, Clive, 2015. "Co-integration and error correction: Representation, estimation, and testing," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 39(3), pages 106-135.
    2. Marcelo de Paiva Abreu & Marcelo Cunha Medeiros & Rogério L.F. Werneck, 2003. "Formação de preços de commodities: padrões de vinculação dos preços internos ao externos," Textos para discussão 474, Department of Economics PUC-Rio (Brazil).
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