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Exemplo simulado de uma regressão aplicada à logística para estimação de Janela de Tempo. Em seguida fiz um exercício inserindo uma variável binária para chuva.
Você pode conferir mais trabalhos em meu perfil no Rpubs.
Published in Revista de Economia e Sociologia Rural, 2020
Neste artigo, buscou-se estudar as transmissões de volatilidade de preços entre commodities agrícolas brasileiras, mais especificamente o etanol, o açúcar e a soja. Fez-se o uso de dados diários entre 25 de janeiro de 2010 e 28 de dezembro de 2018, obtidos no CEPEA.
Recommended citation: CARVALHO, João Carlos de; PAVAN, Lucca Simeoni; HASEGAWA, Marcos Minoru. Transmissões de volatilidade de preços entre Commodities agrícolas brasileiras. Rev. Econ. Sociol. Rural, Brasília , v. 58, n. 3, e193763, 2020 . https://www.scielo.br/scielo.php?pid=S0103-20032020000300214&script=sci_arttext
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Graduação, Universidade Federal Tecnológica do Paraná, Departamento de Administração/Economia, 2018
Graduação, Universidade Federal Tecnológica do Paraná, Departamento de Matemática, 2019