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| Registros recuperados: 16 | |
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| Figueiredo, Adelson Martins; Santos, Maurinho Luiz dos; Lirio, Viviani Silva. |
| The objective of this work is to determine factors that explain the alteration of the participation of the Brazilian soybean agro-industry and industry in the international trade. Particularly, it intends to analyze the Brazilian competitiveness in the exports of each segment of the soybean agro-industry. For this, the Constant-Market-Share (CMS) model was used, through which, the discrepancies were computed in the potential and effectual variation of the Brazilian exports of soybeans, soybean meal and oil, disaggregating them in these components: market size, market distribution and competitiveness. The market size was shown positive for the three analyzed segments, demonstrating that the expansion of the world demand of soybean and its by-products it was... |
| Tipo: Journal Article |
Palavras-chave: Constant-Market-Share; Competitiveness; Exports; Soybean; Brazil; International Relations/Trade. |
| Ano: 2004 |
URL: http://purl.umn.edu/56786 |
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| Cassuce, Francisco Carlos da Cunha; Santos, Maurinho Luiz dos. |
| This paper, supported on the theory of the Boarding of the Elasticities, had as objective to show the influence of the exchange rate depreciation in the value of the Brazilian exportations. For this purpose, Structural Vector Autoregressive Models (SVAR Models) where used to calculate the offer of foreign currency elasticities, determining if depreciations in the currency would increase or reduce the exported value of soybean. The results showed that cambial depreciations really raise the value of the Brazilian exportations. The impulse response functions show that the exportation price is the variable that exerted greater influence in the exported value, indicating, perhaps, that politics that degenerate the Brazilian soybean exportations can contribute... |
| Tipo: Journal Article |
Palavras-chave: Soy bean; Exported Value; SVAR.; Crop Production/Industries; International Relations/Trade. |
| Ano: 2005 |
URL: http://purl.umn.edu/43926 |
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| Figueiredo, Adelson Martins; Santos, Maurinho Luiz dos; Lirio, Viviani Silva. |
| The objective of this work was to estimate and to analyze the elasticity of substitution between Brazil, the USA and Argentina in the soybeans exports in the selected importers markets. This fact is important, considering that, it increases the integration of the world economies, placing in prominence of the adaptability to the world demand, as a fundamental factor for the exports expansion. Like this, given the economical relevance of the Brazilian exports of soybeans it was looked for, specifically, to verify the substitution possibility between the soybeans exports of Brazil, the USA and Argentina. After accomplishment of Dickey-Fuller expanded tests (ADF) for unit root, and Trace test and Max-eingevalue test for co-integration, the Error Correction... |
| Tipo: Journal Article |
Palavras-chave: Elasticity of substitution; Exports; Soybeans; Brazil; International Relations/Trade. |
| Ano: 2004 |
URL: http://purl.umn.edu/56769 |
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| Coura, Rodrigo Mendes; Figueiredo, Adelson Martins; Santos, Maurinho Luiz dos. |
| The agriculture of São Paulo State, Brazil, has been increased its productivity and in some years of the 90’s the increasing was the double of average for the all country. The objective of this paper is to measure the factors total productivity (FTP) of cotton, rice, bean, corn and soybean on São Paulo State, for the period of 1985 to 2001. Specifically, it is checked if the increasing on productivity for those crops came from gains in efficiency or technological change and if there are differences between the periods separated by the brazilian economy opening, occurred in 1990. This study is based on the technical efficiency measure with output orientation and it is applied the Data Envelopment Analysis as analytical method. The results show that the... |
| Tipo: Journal Article |
Palavras-chave: Agriculture; Commercial opening; Technical efficiency; Technological change.. |
| Ano: 2006 |
URL: http://purl.umn.edu/43818 |
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| Leite, Gil Bracarense; Maciel, Marilia Fernandes; Santos, Maurinho Luiz dos. |
| Este trabalho objetivou analisar as mudanças ocorridas na despesa com água e esgoto, em resposta à alteração na renda das famílias nas regiões Norte, Nordeste, Centro-Oeste, Sudeste e Sul. Para isso, estimou-se a elasticidade-renda da despesa por meio de um modelo econométrico que consiste em ajustar uma poligonal com três segmentos, com vistas em mostrar como a despesa com água e esgoto varia em decorrência de uma alteração no recebimento familiar. Os dados foram extraídos da Pesquisa de Orçamento Familiar de 2002/2003, realizada pelo IBGE. Os valores encontrados para elasticidade-renda situaram-se entre 0 e 1, o que indica que a água pode ser considerada um bem normal nas regiões analisadas e no Brasil, onde o valor encontrado foi de 0,4263. As... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Água; Elasticidade-renda; Regiões brasileiras; Water; Elasticity-income; Brazilian regions; Consumer/Household Economics. |
| Ano: 2008 |
URL: http://purl.umn.edu/108072 |
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| Farias, Christiano Alves; Vieira, Wilson da Cruz; Santos, Maurinho Luiz dos. |
| This paper presents a comparison of three portfolio selection models, Mean-Variance (MV), Mean Absolute Deviation (MAD), and Minimax, as applied to the Brazilian Stock Market (BOVESPA). For this comparison, we used BOVESPA data from three different 12 month time periods: 1999 to 2000, 2001, and 2002 to 2003. Each model generated three optimal portfolios for each period, with performance determined by monthly returns over the period. In general, the accumulated returns from the Minimax modeled portfolios were superior to the BOVESPA’s principal index, the IBOVESPA. The MV model was the least efficient for portfolio selection. |
| Tipo: Journal Article |
Palavras-chave: Portfolio selection; Stock market; Brazil; Financial Economics. |
| Ano: 2006 |
URL: http://purl.umn.edu/55187 |
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| Aredes, Alan Figueiredo de; Pereira, Matheus Wemerson Gomes; Alves, Marcelo de Castro; Santos, Maurinho Luiz dos. |
| The formation of agricultural stock has the important paper of softening the seasonal impacts, lessening the discrepancy among the prices in the harvest and time between harvests, contributing, like this, with the stabilization of the price. In that sense, the present article aimed at to analyze the financial viability in the Arabic stockpiling of coffee in the area of Viçosa -MG, being obtained for that the return and the stockpiling risk for every month of the year. In agreement with the results, the stockpiling of the coffee is a strategy financially viable, being a factor in the elevation of the return and decrease of the risk level, especially in what he/she concerns the stockpiling in the period of 8, 9 and 10 months and the sale of the coffee in... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Coffee; Return; Risk.; Crop Production/Industries. |
| Ano: 2008 |
URL: http://purl.umn.edu/96286 |
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| Aredes, Alan Figueiredo de; Pereira, Matheus Wemerson Gomes; Santos, Vladimir Faria dos; Santos, Maurinho Luiz dos. |
| The objective of this article was to evaluate the yield and risk in the production and storage of the Arabian coffee. Cash flows are elaborated for coffee production in two productive systems, one with low productivity and other with high productivity. Twelve different scenarios are simulated, each one representing the returns and risks in the production and storage for every month of the year. The financial indicators Payback Period (PP), Net Present Value (VPL) and Internal Rate of Return (TIR) and the indicator Average Cost (CMe), suggest that high productivity is important to increase profitability and to decrease the activity risk, being the best periods to sale coffee, on the part of the producers, the months that precede the harvest, January,... |
| Tipo: Journal Article |
Palavras-chave: Financial Economics; Coffee; Return; Risk. |
| Ano: 2008 |
URL: http://purl.umn.edu/53876 |
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| Farias, Christiano Alves; Vieira, Wilson da Cruz; Santos, Maurinho Luiz dos. |
| The objective of this paper was to compare and to analyze three portfolio selection models: Mean-Variance, Minimax and Minimax Weighted. These models were evaluated using historical data (September 1999 to August 2000, January 2001 to December 2001 and February 2002 to January 2003) obtained from the Brazilian Stock Market (Bovespa). They were selected optimal portfolios to each month based on the returns of the last twelve months. The results show that the returns obtained through the Mean-Variance model were superiors in certain circumstances and inferiors in others when compared to the Ibovespa index. The Minimax model obtained the best accumulated returns when compared with the others models and the Ibovespa index. |
| Tipo: Journal Article |
Palavras-chave: Portfolio selection; Mean-variance; Bovespa; Game theory; Financial Economics. |
| Ano: 2004 |
URL: http://purl.umn.edu/56814 |
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| Aredes, Alan Figueiredo de; Santos, Maurinho Luiz dos; Rufino, Jose Luiz dos Santos; Reis, Bricio dos Santos. |
| The objective of this paper is analyze the economic viability of implanting different technological alternatives of irrigation in the culture of coffee in the municipal district of Viçosa-MG. Technical and financial parameters of coffee cultivation were analyzed in five different technological alternatives: (A) - no-irrigated production with low productivity, (B) - no-irrigated production with high productivity, (C) - irrigated production by leaking, (D) - irrigated production by leaking fertilizing, (E) - irrigated production by mesh. For each one of there alternatives, Present Value, Internal Rate of Return, the Rate Interns of Return Modified and the Payback Period, being made the risk simulations were performed using the Latin Hypercube method. Results... |
| Tipo: Journal Article |
Palavras-chave: Coffee; Return; Risk; Risk and Uncertainty. |
| Ano: 2007 |
URL: http://purl.umn.edu/54597 |
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| Lazzarotto, Joelsio Jose; Santos, Maurinho Luiz dos; Lima, Joao Eustaquio de. |
| The Brazilian agricultural sector is characterized by a great diversity of production systems subject to a wide number of risk factors. These risks cannot be completely eliminated, but they can be minimized by the adoption of some strategies, such as diversification of agricultural and livestock activities. In this light, a comparative analysis, under operational and market risk conditions, of the financial viability of integrated crop-livestock systems, in relation to systems characterized by grain exploitation or specialized in livestock (beef cattle), was done. The methodology included data on farming in Paraná state, especially the in area of Guarapuava. Long term financial indicators were generated: net present value, internal return rate and... |
| Tipo: Journal Article |
Palavras-chave: Farming system; Financial indicators; Probabilities; Agribusiness; Agricultural Finance; Industrial Organization. |
| Ano: 2010 |
URL: http://purl.umn.edu/93585 |
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| Lazzarotto, Joelsio Jose; Santos, Maurinho Luiz dos; Lima, Joao Eustaquio de; Moraes, Anibal de. |
| In the Brazilian agriculture, there is a great diversity and heterogeneity of production systems that are subject to wide number of factors of risks. Although these risks cannot be completely eliminated, they can be minimized by adopting some strategies, as the diversification with agricultural and cattle activities. Based on the research historical results of the Paraná’s agriculture e with the measurement of the value-at-risk, this work aimed to analyze the volatility of the economic returns of integrated crop-beef cattle systems compared to systems characterized by grain cultivation or beef cattle specialization. As results, we observed that, in the short-term, the integrated crop-livestock system is the alternative that trends to generate better... |
| Tipo: Journal Article |
Palavras-chave: Farm systems; Risk; Value-at-risk; Risk and Uncertainty. |
| Ano: 2009 |
URL: http://purl.umn.edu/56860 |
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| Registros recuperados: 16 | |
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