Use este identificador para citar ou linkar para este item: http://rebacc.crcrj.org.br/handle/123456789/6020
Registro completo de metadados
Campo DCValorIdioma
dc.contributorCEAGESP-
dc.creatorFelipe, Israel José dos Santos-
dc.creatorMól, Anderson Luiz Rezende-
dc.creatorAndrade, Bernardo Borba de-
dc.date2015-12-14-
dc.date.accessioned2020-08-13T16:18:22Z-
dc.date.available2020-08-13T16:18:22Z-
dc.identifierhttp://www.revistas.uneb.br/index.php/financ/article/view/1189-
dc.identifier10.18028/rgfc.v5i4.1189-
dc.identifier.urihttp://rebacc.crcrj.org.br/handle/123456789/6020-
dc.descriptionThe present paper has the purpose of investigate the dynamics of the volatility structure in the shrimp prices in the Brazilian fish market. Therefore, a description of the initial aspects of the shrimp price series was made. From this information, statistics tests were made and selected univariate models to be price predictors. It´s presented as an exploratory research of applied nature with quantitative approach. The database was collected through direct contact with the Society of General Warehouses of São Paulo (CEAGESP).The results showed that the great variability in the active price is directly related with the gain and loss of the market agents. The price series presents a strong seasonal and biannual effect. The average structure of price of shrimp in the last 12 years was R$ 11.58 and external factors besides the production and marketing (U.S. antidumping, floods and pathologies) strongly affected the prices. Among the tested models for predicting prices of shrimp, four were selected, which through the prediction methodologies of "One Step Ahead" with 12 periods horizon , proved to be statistically more robust. We concluded that the dynamic pricing of commodity shrimp is strongly influenced by external productive factors and that these phenomena cause seasonal effects in the prices. Through statistical modeling is possible to minimize the risk and uncertainty embedded in the fish market, thus, the sales and marketing strategies for the Brazilian shrimp can be consolidated and widespread.-
dc.formatapplication/pdf-
dc.languageeng-
dc.publisherRevista de Gestão, Finanças e Contabilidade-
dc.relationhttp://www.revistas.uneb.br/index.php/financ/article/view/1189/1251-
dc.relationhttp://www.revistas.uneb.br/index.php/financ/article/downloadSuppFile/1189/184-
dc.relationhttp://www.revistas.uneb.br/index.php/financ/article/downloadSuppFile/1189/232-
dc.relationhttp://www.revistas.uneb.br/index.php/financ/article/downloadSuppFile/1189/233-
dc.sourceRevista de Gestão, Finanças e Contabilidade; v. 5, n. 4 (2015): set./dez.; 83-107-
dc.source2238-5320-
dc.source10.18028/rgfc.v5i4-
dc.subjectVolatility. Integration pricing. Previsibility. Shrimp-
dc.titlePREDICTABLE AND PRICE VOLATILITY RISK IN THE BRAZILIAN MARKET INTEGRATION OF SHRIMP-
dc.typeinfo:eu-repo/semantics/article-
dc.typeinfo:eu-repo/semantics/publishedVersion-
Aparece nas coleções:Revista de Gestão, Finanças e Contabilidade - UNEB

Arquivos associados a este item:
Não existem arquivos associados a este item.
Mostrar registro simples do item Visualizar estatísticas


Os itens no repositório estão protegidos por copyright, com todos os direitos reservados, salvo quando é indicado o contrário.