Antecipação do movimento do preço da commodity aço em contratos a preço firme no mercado de engenharia industrial no Brasil
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2006-06-20
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Ferreira, Pedro Cavalcanti Gomes
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In this thesis, some possibilities were shown for the anticipation of steel future price using econometric models. These models were defined in function of a behaviour analysis, in a long-term, among the series of price in Brazil vis-à-vis its related external prices. The verification of this behaviour of a long-term was done using cointegration test. As from the certification of the non-cointegration of these series, it were defined two models whose forecast for different periods, were herein presented. A comparative analysis was done where it were identified the best model and to which forecast temporalities are better applied. As it was proved here, steel is a very important element in the industrial plants. Considering that, prices are presently demanded in a lump-sum form, i.e., with no possibility of change, it is necessary the identification of mechanisms of anticipation of future movements of this commodity, in a way that it may be considered in the formation of offered prices so, reducing losts caused by its unexpected fluctuations.