Please use this identifier to cite or link to this item: https://hdl.handle.net/10419/206058 
Year of Publication: 
2018
Citation: 
[Journal:] Cogent Business & Management [ISSN:] 2331-1975 [Volume:] 5 [Publisher:] Taylor & Francis [Place:] Abingdon [Year:] 2018
Publisher: 
Taylor & Francis, Abingdon
Abstract: 
The objective of this study is to investigate evidence of cointegration and causality between the market price of the live cattle in Brazil and the prices of the respective derivatives traded on BM&FBOVESPA – São Paulo, Brazil. The Johansen test was used to analyze evidence of cointegration between markets. The cointegration of these markets and their bidirectional causality signal to decision-makers in this agribusiness that the variations in BM&FBOVESPA futures contracts cause changes in the prices of the spot prices, as well as the spot prices cause to the futures contracts of B&MFBOVESPA.
Persistent Identifier of the first edition: 
Creative Commons License: 
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Document Type: 
Article

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