O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos

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2022-05-25

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Universidade Federal de Goiás

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Since 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.

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FERNANDES, K. C. C. O efeito dos preços das commodities agropecuárias sobre os preços dos alimentos. 2022. 104 f. Tese (Doutorado em Agronegócio) - Universidade Federal de Goiás, Goiânia, 2022.