Análise de preço de fertilizantes em Mato Grosso

Detalhes bibliográficos
Ano de defesa: 2016
Autor(a) principal: Beraldo, João Bosco Lima
Orientador(a): Não Informado pela instituição
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Federal de Mato Grosso
Brasil
Faculdade de Economia (FE)
UFMT CUC - Cuiabá
Programa de Pós-Graduação em Economia
Programa de Pós-Graduação: Não Informado pela instituição
Departamento: Não Informado pela instituição
País: Não Informado pela instituição
Palavras-chave em Português:
VAR
VEC
Link de acesso: http://ri.ufmt.br/handle/1/2626
Resumo: The Brazil is the fourth position among the countries that consume solid fertilizers (NPK) in the world, but needs to import 70 percent of its demand for these products. The Mato Grosso (MT) is the great consumer of fertilizer of Brazilian States, with 19.1% of the total used in the country and presents growth rates above the national average. However, fertilizer costs in the State represent more than 36% of the variable cost of soy crops and 38% of corn crops, which puts such input in a position of great importance for agriculture of Mato Grosso. Among the possible reasons for the high cost of this input are the price of the raw material, largely imported; prices of agricultural commodities, such as soybeans and corn, the demand for fertilizer and, finally, the prices of products in the energy sector, such as oil. Thus, this work started from the hypothesis that international prices of fertilizers imported, the price of soybeans and corn in Mato Grosso, the State fertilizer demand and international oil prices determine prices of the fertilizers urea, super simple phosphate (SSP), super triple phosphate (TSP), Mono ammonium phosphate (MAP) and potassium chloride (KCl) traded in the State. The main objective of this study was to analyze the participation of some variables in predicting prices of fertilizers in Mato Grosso state, as well as in price transmission between grains, oil and fertilizers. Therefore, this study used the multiple linear regression by the Ordinary Least Squares model to estimate fertilizer prices and forecast models of Vector Autoregressive (VAR) and Vector Error Correction (VEC) to analyse the price transmission between the markets involved with the Mato Grosso fertilizer market. The variables used in this study were monthly time series of international prices of fertilizers imported, the price of soya and corn in MT, the demand for fertilizers and international oil quotations between 2009 and 2015. The results showed that the prediction and transmission of fertilizer prices in the State are based on the international prices of raw materials and oil and, in the case of SSP and KCl, on the price of soy in Mato Grosso.