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Descoberta de preços e especulação no mercado de milho brasileiro
(Universidade Federal de São Carlos, 2018-09-06)
University of São Carlos, Sorocaba, 2018. Since the 2000s, several changes occurred in the Brazilian and international corn markets. In Brazil, due primarily to the increasing importance of the winter crop, the central-west ...
Análise de bolhas especulativas no mercado futuro brasileiro de commodities agropecuárias
(Universidade Federal de São Carlos, 2018-08-30)
We used agricultural commodities futures prices to identify speculative bubbles in the Brazilian derivatives markets between 2008 and 2017. We applied the Generalized Supremum Augmented Dickey-Fuller (GSADF) test to ...