Análise da volatilidade de preço do mercado da borracha natural

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Garneiro, Augusto Hauber
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The core of this research was to develop an analysis of príce trajectory from rubber through the XX eanfury, uslng sconorngfrics test from the ARCH cfass: GARCH, EGARCH and TARCH to calculate the intemational príce volatility of physical rubber, based on the price of Maiaysian Rubber Exchange maln entity in fhe sector. As resuiís frnm the statistical tests available in the market, it was possible to observe a strong incidence of seasona! cydes in the intematicna! price of rubber that impacfs direc% in the wodd production. It is also possible to notice the iow capacity of production to answer shocks of demand due to !ong time to mature the plantation.

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