A Utilização da BM&F como Instrumento de Gerenciamento de Risco de Preço de Boi Gordo Comercializado em Rondônia
| dc.creator | de Zen, Sergio | |
| dc.creator | Bellotti de Melo, Guilherme | |
| dc.date | 2017-04-01T14:02:14Z | |
| dc.date.accessioned | 2026-07-09T05:24:06Z | |
| dc.description | This paper aimed to analyse the BM&F cattle future market as a tool for price risk management for traders that deal cattle in the Rondônia State. In order to reach this goal it was analysed if there is a long-term relationship between the cattle prices in Rondônia and the Esalq/BM&F Cattle Index. Besides that, it was done an examination of the optimal hedge Rio Branco – Acre, 20 a 23 de julho de 2008 Sociedade Brasileira de Economia, Administração e Sociologia Rural ratio and its effectiveness to the year of 2007. The results indicated that the cattle price in Rondônia and the Esalq/BM&F Cattle Index has a long-term relationship, which means the traders can use the BM&F as tool to hedge the cattle price in such state. However, through the optimal hedge ratio and the effectiveness analyses were possible to note that between august and november the BM&F utilization did not contribute significantly to manage the cattle price risk. | |
| dc.identifier | doi:10.22004/ag.econ.96279 | |
| dc.identifier | https://ageconsearch.umn.edu/record/96279/files/369.pdf | |
| dc.identifier | http://ageconsearch.umn.edu/record/96279 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/563170 | |
| dc.language | eng | |
| dc.publisher | ||
| dc.source | http://ageconsearch.umn.edu/record/96279 | |
| dc.title | A Utilização da BM&F como Instrumento de Gerenciamento de Risco de Preço de Boi Gordo Comercializado em Rondônia | |
| dc.type | Text |