Banca de QUALIFICAÇÃO: NELSON RUBENS COUTINHO FILHO

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
DISCENTE : NELSON RUBENS COUTINHO FILHO
DATA : 08/12/2017
HORA: 14:30
LOCAL: Auditório 1 do NEPSA II
TÍTULO:

THE GEOPOLITICS OF OIL AND ITS INFLUENCE IN THE PRICES OF THE MAJOR BRAZILIAN COMMODITIES

PALAVRAS-CHAVES:

petroleum; commodities; energy matrix; productive cost; structural break; international trade

PÁGINAS: 139
GRANDE ÁREA: Ciências Sociais Aplicadas
ÁREA: Economia
RESUMO:

This dissertation aims to study the impact that oil price variation causes on the prices of some
agricultural commodities. The research topic will be the quantitative and qualitative
relationship between the variation of the oil price and the variation of the prices of the selected
commodities: sugar; coffee; corn; soy and wheat. The objective is to understand the interaction
between bidders and claimants in setting the market prices of oil and, from there, to understand
the causal relationship between the variation of oil prices and the variation of the prices of the
chosen agricultural commodities, which are the most important for the balance of the Brazilian
trade balance. The choice of these commodities is justified by several important factors: the
high weight they have in Brazilian international trade; are basic raw materials for the production
of food for humans and animal feed; petroleum is the basic input for the petrochemical industry,
besides being still the main world energy matrix; petroleum-derived fuels enter directly into the
cost of goods by the transport factor; Brazil in recent years has specialized in exporting some
of these agricultural commodities (sugar, coffee, corn and soybeans); the viability of production
of other energy sources depends directly on the price of oil. The period chosen will be from the
first quarter of 1990 to the second quarter of 2016, which was chosen because it did not
understand the main negative oil supply shocks of the 1970s. For the verification of the
quantitative relationship between oil prices and commodity prices will be used the following
econometric tools: increased Dickey-Fuller unit root test; tests of unit root with structural break
by the method of Zivot-Andrews and Perron; Durbin-Watson test; and test cointegration from
Engle-Granger.

MEMBROS DA BANCA:
Presidente - 1752338 - FABRICIO PITOMBO LEITE
Interno - 1474874 - JANAINA DA SILVA ALVES
Interno - 1149545 - MARCIA MARIA DE OLIVEIRA BEZERRA