Detalhes bibliográficos
| Ano de defesa: |
2023 |
| Autor(a) principal: |
FLORIANO, Leandro de Sousa
 |
| Orientador(a): |
MELO, André de Souza |
| Banca de defesa: |
XAVIER, Leonardo Ferraz,
SILVA, Igor Ézio Maciel |
| Tipo de documento: |
Dissertação
|
| Tipo de acesso: |
Acesso aberto |
| Idioma: |
por |
| Instituição de defesa: |
Universidade Federal Rural de Pernambuco
|
| Programa de Pós-Graduação: |
Programa de Pós-Graduação em Administração e Desenvolvimento Rural
|
| Departamento: |
Departamento de Administração
|
| País: |
Brasil
|
| Palavras-chave em Português: |
|
| Área do conhecimento CNPq: |
|
| Link de acesso: |
http://www.tede2.ufrpe.br:8080/tede2/handle/tede2/9598
|
Resumo: |
The main objective of this study was to analyze the effect of the exchange rate shock on the domestic price of sugar and ethanol between the period from 2010 to 2022. Ethanol and Sugar are two of the main Brazilian commodities, which contribute strongly to the economy of the country, the latter is considered a great representative in the international market, therefore, it becomes relevant to study this theme, due to the importance of the exchange rate in the sugar and alcohol sector. The methodology used was carried out through the econometric model of Autoregressive Vectors (VAR) with the objective of identifying the behavior of the price of sugar and ethanol when there is a shock in the exchange rate. In addition, it was possible to analyze the impulse-response function and the decomposition of the forecast error variance. The results showed the behavior of the variables studied and their impacts on exchange rate variations, in the short and long term, showing that ethanol was the most impacted variable in the face of exchange rate fluctuations and sugar remained well represented both in the domestic market and in the international market. international, even in the face of global impacts, such as COVID-19 that started in 2020. |
