Mestrado em Agronegócio (EA)
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Navegando Mestrado em Agronegócio (EA) por Por Orientador "Figueiredo, Reginaldo Santana"
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Item Mercado de bovinos de corte: assimetria e transmissão de preços entre os principais mercados exportadores de carne bovina(Universidade Federal de Goiás, 2019-03-07) Caetano, Tulio Ferreira; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Wander, Alcido Elenor; Oliveira Neto, Odilon José de; Figueiredo, Reginaldo SantanaThe aim of this study is to analyze the price transmission as well as the asymmetry in the price transmission of beef cattle paid to the producer, among the main beef export markets, more precisely: Brazil, the USA and Australia. By the estimation of an autoregressive vector model with error correction (VEC) it could be concluded that the beef cattle markets of the three main beef exporters in the world are integrated concerning the prices paid to producers. The results of the Granger (1987) Causality test in blocks, showed that, in the long term, a change in the price paid to the beef cattle producer in any one of the three analyzed markets causes a change in the prices received by the producers of the other two markets, but the test of asymmetry in price transmission (ATP) pointed to the existence of asymmetry in the transmissibility of increases or decreases in prices between these three markets.Item A abordagem não paramétrica para avaliação da percepção de sustentabilidade do sistema de produção de arroz de terras altas(Universidade Federal de Goiás, 2015-08-19) Inga de La Cruz, Elvis Edgard; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Ferreira, Carlos Magri; Wander, Alcido ElenorThis study aimed, expand the method of Production Systems Sustainability Perception Rice High -MPSAT Lands. The choice of this method is justified by the fact that it has a good theoretical framework and be easily understood by the actors; however, it lacks nonparametric statistical approach. They were interviewed actors in the production chain of upland rice in Mato Grosso on two occasions, in 2006/07, when the MPSATA and 2014 was developed as part of this research. The methodology transformed the qualitative elements that make up the MPSATA (questions, attributes, indicators, key variables, secondary counselors, primary guiding and sustainability dimensions) for ordinal type and identified the sense of the order of the categories of these elements. Then it verified the significance of matched elements, considering the 2007 and 2014 surveys, with the IBM-SPSS 21. Later the element values were calculated. These elements have as a data source practices and managements carried out along the production chain. The end result of the research was the development of Parametric Method Not for Perception Sustainability Highlands Rice Production System - MPSATA-NP. The results obtained by MPSATA-NP allowed to accept or reject in statistical terms, if there were significant differences between the values of the features found in different eras who were surveyed, revealing that the 221 questions elements, eleven have statistical difference between their medians (three environmental dimension, two of the socioeconomic scale, four in the economic dimension and two territorial dimension). The other sustainability factors have changes compared to paired terms, however, it can´t be said that these elements are in fact different and represent more or less sustainable production conditions. So it follows that not hear significant change in the perception of the actors with respect to the sustainability of the land rice production system in the region.Item Análise do binômio risco-retorno como ferramenta de apoio à tomada de decisão do investidor na integração lavoura-pecuária-floresta(Universidade Federal de Goiás, 2018-03-24) Marques, Eluardo de Oliveira; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Souza, Cleonice Borges de; Muniz, Luciano CavalcanteThe agribusiness sector, which is responsible for a significant contribution to the Brazilian trade balance surplus, presents some specificities such as the self-risk degree associated with production. With this, it is evident the need for studies that aim to maximize the use of physical and financial resources, so that the producer can obtain better economic returns in the agricultural activity. Integrated production systems are an alternative for producers, since by diversifying agricultural and livestock production in the same area through rotation and consortium, they increase their chances of higher returns and minimize the effect of possible losses related to crop failures. harvest, for example. Secondary data, historical series of prices and production costs for each of the activities studied were made available by the Federation of Agriculture and Livestock of the State of Goiás (FAEG), Institute for the Strengthening of Agriculture in Goiás (IFAG) FUTURE developed by the Confederation of Agriculture and Livestock of Brazil (CNA) and National Rural Apprenticeship Service (SENAR), in addition to other partners. The methodology was applied in the application of linear programming in the light of Henry Markowitz's Portfolio Theory to identify options on optimal combinations of resource allocation and area in crop-livestock-forest integration (ILPF) projects. The data generated by the application of the linear programming methodology led to the formation of 4 portfolios referring to the 4 activities studied, which presented different combination options on which proportion of areas and which proportion of resources to allocate to each activity. Portfolio 4 was the one that presented the best cost-benefit ratio among those studied, with an expected return of 1.54% at an associated risk of only 0.15%. This portfolio, made up of eucalyptus and cattle breeding, presented the following proportion in the distribution, respectively, of 85% and 15% (areas) and 91% and 9% (resources). Therefore, we can infer that the tool of linear programming through the application of the theory of Portfolio can be adopted when studying integration projects and must be adapted to each type and profile of project and investor.Item Transmissão e volatilidade de preços das commodities agrícolas(Universidade Federal de Goiás, 2014-02-28) Moratoya, Elsie Estela; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Oliveira Neto, Odilon José de; Cunha, Cleyzer Adrian daThis study presents an empirical analysis of price and volatility transmission for soybean and corn prices, between an international market, represented by the Chicago Board of Trade, and four domestic markets in Brazil: State of Goiás, Mato Grosso, Paraná and Rio Grande do Sul. Daily soybean and corn prices were collected for the period January, 2008 to June 2013 from the Centre for Advanced Studies in Applied Economics and the Institute of Agricultural Economics in Brazil. Henceforth, returns for the nominal price series were calculated and logaritmized for a preliminary to assess the behavior of the series, in which all were found to be integrated of order (1). Furthermore, the international market and domestic markets were found to be highly correlated. Co-movement and price transmission speed for both crops in all domestic markets and international market were measured using the Johansen cointegration test and the error correction model. Empirical results for the soybean prices presented the state of Rio Grande do Sul as the market that more rapidly adjusts to international market prices, at a rate of speed of 55%. Soybean prices in the state of Goiás corrected at a rate of 40%, Mato Grosso at a rate of 46%, and Paraná at a rate of speed of 55%. In terms of corn prices, the state of Goiás was the first to arrive at equilibrium with those of CBOT, at a rate of speed of 1.12%. Corn prices in the state of Mato Grosso corrected at a rate of 0.67% and Paraná and Rio Grande do Sul at a rate of 0.83%. Volatility transmission was determined with the use of a lower triangular GARCH - BECK model and the Impulse Response Function. The results showed that, in the case of soybean prices, the state of Goiás was the only one that presents no evidence of volatility transmission. Evidence of volatility transmission was found from CBOT to Mato Grosso, Parana to CBOT and bi-directional transmission between CBOT and Parana. Furthermore, results of the impulse response function show that a shock in the international soybean prices on prices of the State of Goiás did not normalize within a period of twenty four months. Other domestic markets showed a tendency to stabilize on an average of twenty months. In the case of corn prices, evidence of bi-directional volatility transmission was found between CBOT prices and Goias, Mato Grosso and Parana. Volatility transmission was unidirectional for Rio Grande do Sul and CBOT. The reaction to a shock in prices in the international market showed that the persistence of the shock in the domestic markets lasted an average of ten days before normalizing. The results show that price and volatility transmission between the domestic markets for the commodities analyzed and CBOT do exist and new information within the individual markets play a bigger role on returns volatility than new information from CBOT.Item Influência dos preços dos principais grãos da alimentação de suínos no preço da carne porcina nos estados de Goiás, Minas Gerais e Paraná(Universidade Federal de Goiás, 2021-02-25) Oliveira Júnior, João Ricardo de; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Wander, Alcido Elenor; Oliveira Neto, Odilon José deIn pig farming, animal nutrition is considered an important component of the production costs representing about 70% of rearing and fattening activity. This input is based on three important agricultural products: corn, soybeans and sorghum. That said, the knowledge of the interrelationships between inputs’ prices and other components of animal feed allows to draw some guidelines for planning and management of pig farmers especially for the decisions making that involve production that can expanding the possibilities of financial returns. Thus, the main objective of this master thesis was to analyze the influence of corn, soy and sorghum prices on the pork price in the states of Goiás, Minas Gerais and Paraná, Brazil. The methodology used involved verifying the behavior and order of integration of the variables. As well as, the investigation of the degree of magnitude and speed of adjustment of pork prices to highs and lows alterations in these commodities prices. In addition, the hypothesis of asymmetry in prices was verified. In the end, the causal relationship between prices was accurate. The econometric models used in this master thesis were Engle-Granger cointegration, ECM, TAR, M-TAR and Granger causality. Consequently, due to the common results found between the states of Goiás, Minas Gerais and Paraná, pork price respond equally to changes in the prices of corn, soy and sorghum, with similar behaviors in the long term. As well, that the short-term price path towards long-term equilibrium is slow, with the late transfer of corn, soybeans and sorghum prices of pork price. In addition, it has been assumed that a hypothetical increase in grain prices would lead to a significant increase in pork prices when using sorghum and soy in pig feed in Minas Gerais and Goiás, whereas in Paraná it would be when using corn and soy. Also, the corn price can be considered a good predictor for pork price in Minas Gerais and Paraná. In Goiás the pork prices are a good predictor for variations in sorghum prices. And in Paraná the pork price is established as a good predictor for variations in soybeans prices.Item Análise da transmissão assimétrica de preços da cadeia produtiva da cebola em Goiás(Universidade Federal de Goiás, 2018-03-26) Oliveira, Frederico Rodovalho de; Cruz, José Elenilson; http://lattes.cnpq.br/3130838156334394; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Nascimento, Abadia dos Reis; Santos, Felipe Corrêa Veloso dosThe onion is a vegetable consumed by a large part of the world population. Brazil occupies an important position on the world stage, ranking ninth among the largest producers. Most of the national production is concentrated in the Southern Region, which accounts for 45% of the onion production in the country. The state of Goiás currently ranks sixth among the largest domestic producers, accounting for 14% of Brazilian production. The literature on the marketing of horticultural products indicates the existence of a concentration process, which is exercised by the wholesale market, but it is also worth mentioning the fact that the retail market influences the productive chain due to the market power of the large supermarket chains. Thus, the objective of this work is to analyze the existence of Asymmetry in Price Transmission (ATP) among the agents of the onion production chain in Goiás. For the conduction of the study it was necessary to use econometric models such as the one developed by Houck 1977). In general terms, the results indicate that 30% of the income from the sale of the onion, are directed to the rural producer, and the rest is divided between the wholesale market and the retailer. In addition, the results show that asymmetry occurs in the speed of transmission of prices among the agents of the onion production chain, with relative advantage to retail over the other productive links.Item Hedge com diversificação de atividades agropecuárias(Universidade Federal de Goiás, 2013-04-26) Xavier, Karine Diniz; Figueiredo, Reginaldo Santana; http://lattes.cnpq.br/1098394550647665; Figueiredo, Reginaldo Santana; Wander, Alcido Elenor; Muniz, Luciano CavalcanteThis study presents an instrument for farmers and general users to mitigate the risk on the agricultural market. Such instrument refers to different portfolios from a table composed of several agricultural activities. These portfolios are accompanied by its risk and monthly operating payback, along with optimal allocation of its financial resources and the area of rural property for each activity. Whence, eight agricultural activities economically relevant to the State of Goiás were primarily selected (cotton, rice, beef cattle, bean, corn, soybean, sorghum and tomato) and the monthly medium prices series received by farmers were researched at the Companhia Nacional de Abastecimento – Conab. Also, the series of operational costs per hectare were collected from the Federação da Agricultura e Pecuária de Goiás – Faeg. Posteriorly, the operating payback of each related activity was calculated and checked the stationarity of the payback series. After confirmed the stationarity of the time series, the volatility of the payback series from each activity was analyzed. Then was calculated the matrix of correlation between the activities payback on the study and the model of linear programming, which has the equation proposed by Markowitz (1952) as objective function in order to minimize the portfolio risk. The results show portfolios with combinations of two, three, four, five and six agricultural activities. It was possible to check that Portfolio 1, composed by corn and soybean activities, showed greater level of monthly operational payback, 15.70%, to a risk of 2.79%. The Portfolio 6, composed by tomato and beef cattle activities, offer a minor level of risk when compared to other portfolios, 0.35%, to a monthly operational payback of 3.33%. The choice of the best portfolio is done when the user takes into account the level of risk which he or she is able to face. It was also possible to check that the activity diversification promotes the reduction of the non-systemic risk until a certain limit amount of agricultural activities in the portfolio. The Efficient Frontiers showed each combination of risk and payback that makes up the portfolio, further offering great resource allocations (land and capital).