Um estudo sobre modelos de previsão de preços no mercado de grão de soja

• Ano de defesa: 2007
• Autor(a) principal: Duarte, Marcos Tiago
• Tipo de documento: Dissertação
• Tipo de acesso: Acesso aberto
• Idioma: por
• Instituição de defesa: Universidade Federal de Uberlândia; BR; Programa de Pós-graduação em Economia; Ciências Sociais Aplicadas; UFU
• Palavras-chave em Português: Modelos de previsão; Mercado de soja; Séries temporais; Soja - Mercado; Economia agrícola; Forecast models; Soy market; Time series; CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA
• Link de acesso: https://repositorio.ufu.br/handle/123456789/13476

This work has the objective to analyze the market of soy in grain and to approach the econometrical methodology of time series to this market. The work makes a study on the agro-industrial complex of the soy in the period between 2001 and 2007. To try to identify the future behavior of the prices in the national market of soy in grain, the econometrical models of forecast of prices are used, more specifically the models of exponential smoothing and the integrated auto-regressive models of mobile averages (ARIMA). For the application of the models are used a daily data of 1997 up to 2007. From the gotten results, it makes an analysis of which model it generates better results and can be used as orienting in the daily negotiations of this market.