Bacharelado em Ciências Econômicas (UAST)

URI permanente desta comunidadehttps://arandu.ufrpe.br/handle/123456789/2933

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APP - Artigo Publicado em Periódico
TAE - Trabalho Apresentado em Evento
TCC - Trabalho de Conclusão de Curso

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Autor: search.filters.author.Santana, Ana Paula FlorentinoData inicial: 2020

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    Preço do petróleo e o mercado acionista brasileiro: uma análise usando o modelo SVAR
    (2022-06-08) Santana, Ana Paula Florentino; Reis, Felipe Alves; http://lattes.cnpq.br/4966295939906577; Não localizado
    This study seeks to analyze the effects of fluctuations in the price of Brent oil on the Ibovespa index – the main performance indicator of the Brazilian stock market. For that, a structural autoregression vector model (SVAR) was estimated with monthly data referring to industrial production, exchange rate, Ibovespa and the price of oil, during the period from January 2002 to December 2021. According to the results of the variance decomposition, it was found that shocks in the analyzed variables directly impact the stock market. In addition, the results of the impulse response functions suggest a highly significant reaction of the Ibovespa to positive shocks in oil prices, exchange rates and industrial production