Doutorado em Agronegócio (EA)
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Navegando Doutorado em Agronegócio (EA) por Por Orientador "Figueiredo, Reginaldo Santana"
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Item O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos(Universidade Federal de Goiás, 2022-05-25) Fernandes, Kellen Cristina Campos; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Teixeira, Sônia Milagres; Sobrinho, Carlos Antônio Cardoso; Cabral, Juliana Silva Rodrigues; Gonçales, ClaudecirSince the food crisis that occurred in 2007-2008, the debate on the volatility of food prices has intensified, when there has been a significant increase in the prices of staple foods. This rise in food prices harms food security, since it affects more intensely the population of the downtown area, whose expenditure on food is higher compared to other social classes. This research was verified as the prices of agricultural commodities and their estimate estimates the prices of food and their estimate. Therefore, an analysis of price transmission between agricultural commodities and food markets will be carried out, using Engle and Granger's (1987) cointegration test and Johansen's (1988) Cointegration test and the analysis of volatility transmission. between agricultural commodities and food markets, using the BEKK model (Baba, Engle, Kraft and Kroner) by Engle and Kroner (1995). It was found that there is a long-term relationship between the prices of food and agricultural commodities as variations in commodity prices, according to food prices. It is suggested that further study and empirical research be carried out to explain how this effect of agricultural commodity prices occurs, given data to be studied on food prices. The information derived from this can contribute to the improvement of price and risk management in various agribusiness production chains and in their economic sectors.Item O efeito do câmbio sobre os preços dos alimentos no atacado e varejo(Universidade Federal de Goiás, 2022-09-02) Vilela, Joelmir Divino Carlos Feliciano; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Wander, Alcido Elenor; Medrano, Luis Alberto Toscano; Menezes, José Elmo de; Oliveira Neto, Odilon José deThis doctoral dissertation analyzes whether exchange rate variations in the USDollar/ Brazilian Real exchange rate influence food prices at the wholesale and retail level. For the analysis of price transmission, the Engle-Granger Cointegration, VEC, TAR and MTAR Models and the Granger Causality Test were used, and for the risk transmission analysis, the BEKK Model was used. The results of the analysis for the price transmission indicated that: (i) the USDollar/Brazilian Real exchange rate and food prices are cointegrated, concluding that there is a long-term equilibrium relationship between them; (ii) the MCE presented the parameters that correct the short-term imbalance relationship to its long-term equilibrium value between the US-Dollar/Brazilian Real exchange rate and food prices; (iii) the TAR and MTAR Models indicated that the USDollar/Brazilian Real exchange rate and food prices are cointegrated and the transmission of prices between them occurs symmetrically; (iv) the Granger Causality Test indicated that the US-Dollar/Brazilian Real exchange rate influences food prices. Finally, the results analyzed for risk transmission indicated that there is strong evidence that the variability of the USDollar/Brazilian Real exchange rate transmits risks to food prices, both via shocks and viavolatilities.