UNDERSTANDING RISK DISSEMINATION: AN OVERVIEW IN SOYBEAN AND CORN MARKETS

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https://doi.org/10.25070/rea.v18i1.8644

Abstract

Este artigo fornece uma visão geral da literatura de pesquisa sobre a disseminação de riscos para os mercados de milho e de soja. A revisão sistemática abarca a pesquisa, estruturação e sintetização dos estudos empíricos que utilizaram termos como contágio, transmissão e transbordamento para avaliar a propagação de riscos entre mercados. Os tópicos de destaque incluem a revisão sobre as principais óticas de análise da interação do mercado agrícola com outros mercados e os avanços teóricos na análise do risco de preços. Mudanças exógenas ao mercado agrícola como a crise financeira, ascensão dos biocombustíveis e financeirização das commodities são apontadas pela literatura como vetores de transmissão de risco para os mercados de milho e de soja. Dentre os resultados de pesquisa, cabe destacar a disseminação de artigos que avaliam a temática transbordamento, com a utilização predominante da abordagem GARCH multivariada, focada principalmente na interrelação entre os mercados de alimentos e energia.

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Author Biographies

Julyerme Matheus Tonin, Universidade Estadual de Maringá (UEM)

Bacharel em Ciências Econômicas (UEM, 2004), mestre em Economia Aplicada (UFV, 2009) e doutor em Economia Aplicada (ESALQ, 2019) com período sanduíche na Universidade de Évora/Portugal (2017/2018). Professor da Universidade Estadual de Maringá (desde 2009), Coordenador do Programa de Apoio ao Desenvolvimento Regional (GDR/UEM), Coordenador do Grupo de Pesquisa de Gestão de Risco na Comercialização de Commodities (GRCC).

Rui Manuel de Sousa Fragoso, Assistant Professor in the Department of Management in the University of Évora

Bacharel em Engenharia Zootécnica (U. Évora, 1993), mestre em Economia Agrícola (Institut Agronomique Mediterranéen de Montpellier, 1996) e doutor em Gestão de Empresas (U. Évora, 2001). Professor Auxiliar com Agregação (Universidade de Évora), membro do Centro de Estudos e Formação Avançada em Gestão e Economia da Universidade de Évora (CEFAGE-UE).

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Published

2020-07-29

How to Cite

Tonin, J. M., & Fragoso, R. M. de S. (2020). UNDERSTANDING RISK DISSEMINATION: AN OVERVIEW IN SOYBEAN AND CORN MARKETS. Revista De Economia E Agronegócio, 18(1), 1–23. https://doi.org/10.25070/rea.v18i1.8644

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Vol. 18 No. 1 (2020)

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