Revista de Economia e Sociologia Rural
https://revistasober.org/article/doi/10.1590/1234-56781806-94790550206
Revista de Economia e Sociologia Rural
Artigo original

Formações de 'Clusters' de Eficiência nos Mercados Futuros Agropecuários Mundiais de Soja2

Marcos Aurelio Rodrigues; João Gomes Martines Filho

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Resumo

Resumo:: Investigou-se a eficiência e formações de clusters nos contratos futuros do complexo soja (soja, farelo de soja e óleo de soja) negociados nas bolsas de commodities: argentina, brasileira, chinesa, indiana, japonesa, norte-americana e sul-africana. Com base na métrica obtida por distância euclidiana de razões de variância, evidenciaram-se dependências similares dos mercados, as quais podem ser interpretadas como efeito espraiamento da eficiência informacional. Os agentes devem, portanto, manter percepções em relação aos diversos mercados devido às sinalizações interdependentes dos preços.

Palavras-chave

Eficiência de mercado, análise de cluster, agropecuário.

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