Análise da Volatilidade do Retorno da Commodity Dendê: 1980-2008
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The agricultural prices variation analysis is essential on the formulation
of public policies and business decisions. Considering the strategic importance of the
biofuels for the Brazilian economy and the social objectives of the biofuel programs for
familiar agriculture, this study aims to quantify the volatility of palm oil prices and the
reaction towards clash under ARCH and GARCH models. The results for palm oil quotes
show that clashes of volatility last for long periods of time, increasing the risk for farmers.