Correlation analysis in time series of fruit prices produced in the São Francisco Valley Article Swipe
Bruno de Freitas Assunção
,
José Edvaldo de Oliveira Nunes
,
Íkaro Daniel de Carvalho Barreto
,
Borko Stošić
·
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.29327/2537114.12.3-9
YOU?
·
· 2023
· Open Access
·
· DOI: https://doi.org/10.29327/2537114.12.3-9
O agronegócio é uma relevante atividade econômica no Brasil, representando 26,6% do PIB em 2020. A fruticultura é um setor em destaque, contribuindo para o mercado interno e externo e gerando milhões de empregos diretos. A produção total de frutas in natura em 2020 superou 44 milhões de toneladas, posicionando o Brasil como o terceiro maior produtor mundial de frutas. Entre as principais frutas, a manga e a uva se destacam, ocupando a primeira e terceira posição nas exportações. Este estudo analisa os preços de duas variedades de manga (Palmer e Tommy Atkins) e duas de uva (Itália e Benitaka) produzidas no Vale do São Francisco, uma região relevante para essas produções e exportações. Os dados de preços médios semanais foram obtidos pelo Centro de Estudos Avançados em Economia Aplicada (CEPEA/USP). A partir das séries de preços obtidas, calculamos retornos logarítmicos e a volatilidade. Aplicamos os métodos Detrended Fluctuation Analysis (DFA) e Detrended Cross-Correlation Analysis (DCCA), que são úteis para a identificação de presença de autocorrelação e correlações entre duas séries temporais simultaneamente. O coeficiente de correlação cruzada (?DCCA) foi usado para inferir o nível de correlação cruzada. Os resultados indicaram maior persistência nas séries de volatilidade e dois regimes com antipersistência para maiores escalas nas séries de retorno. As correlações cruzadas sugerem que as flutuações de preços da variedade líder de exportação (Tommy Atkins) afetam mais os preços no mercado interno (variedade Palmer). O coeficiente de correlação cruzada apontou para uma correlação mais forte entre as séries de retorno.
Related Topics
Concepts
Metadata
- Type
- article
- Language
- pt
- Landing Page
- https://doi.org/10.29327/2537114.12.3-9
- https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774
- OA Status
- diamond
- Related Works
- 10
- OpenAlex ID
- https://openalex.org/W4410424534
All OpenAlex metadata
Raw OpenAlex JSON
- OpenAlex ID
-
https://openalex.org/W4410424534Canonical identifier for this work in OpenAlex
- DOI
-
https://doi.org/10.29327/2537114.12.3-9Digital Object Identifier
- Title
-
Correlation analysis in time series of fruit prices produced in the São Francisco ValleyWork title
- Type
-
articleOpenAlex work type
- Language
-
ptPrimary language
- Publication year
-
2023Year of publication
- Publication date
-
2023-01-01Full publication date if available
- Authors
-
Bruno de Freitas Assunção, José Edvaldo de Oliveira Nunes, Íkaro Daniel de Carvalho Barreto, Borko StošićList of authors in order
- Landing page
-
https://doi.org/10.29327/2537114.12.3-9Publisher landing page
- PDF URL
-
https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774Direct link to full text PDF
- Open access
-
YesWhether a free full text is available
- OA status
-
diamondOpen access status per OpenAlex
- OA URL
-
https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774Direct OA link when available
- Concepts
-
Series (stratigraphy), Correlation, Mathematics, Statistics, Economics, Geology, Geometry, PaleontologyTop concepts (fields/topics) attached by OpenAlex
- Cited by
-
0Total citation count in OpenAlex
- Related works (count)
-
10Other works algorithmically related by OpenAlex
Full payload
| id | https://openalex.org/W4410424534 |
|---|---|
| doi | https://doi.org/10.29327/2537114.12.3-9 |
| ids.doi | https://doi.org/10.29327/2537114.12.3-9 |
| ids.openalex | https://openalex.org/W4410424534 |
| fwci | 0.0 |
| type | article |
| title | Correlation analysis in time series of fruit prices produced in the São Francisco Valley |
| biblio.issue | 3 |
| biblio.volume | 12 |
| biblio.last_page | 81 |
| biblio.first_page | 67 |
| topics[0].id | https://openalex.org/T11898 |
| topics[0].field.id | https://openalex.org/fields/20 |
| topics[0].field.display_name | Economics, Econometrics and Finance |
| topics[0].score | 0.8367999792098999 |
| topics[0].domain.id | https://openalex.org/domains/2 |
| topics[0].domain.display_name | Social Sciences |
| topics[0].subfield.id | https://openalex.org/subfields/2002 |
| topics[0].subfield.display_name | Economics and Econometrics |
| topics[0].display_name | Economics of Agriculture and Food Markets |
| topics[1].id | https://openalex.org/T12348 |
| topics[1].field.id | https://openalex.org/fields/23 |
| topics[1].field.display_name | Environmental Science |
| topics[1].score | 0.8288000226020813 |
| topics[1].domain.id | https://openalex.org/domains/3 |
| topics[1].domain.display_name | Physical Sciences |
| topics[1].subfield.id | https://openalex.org/subfields/2308 |
| topics[1].subfield.display_name | Management, Monitoring, Policy and Law |
| topics[1].display_name | Rural Development and Agriculture |
| topics[2].id | https://openalex.org/T14256 |
| topics[2].field.id | https://openalex.org/fields/11 |
| topics[2].field.display_name | Agricultural and Biological Sciences |
| topics[2].score | 0.776199996471405 |
| topics[2].domain.id | https://openalex.org/domains/1 |
| topics[2].domain.display_name | Life Sciences |
| topics[2].subfield.id | https://openalex.org/subfields/1107 |
| topics[2].subfield.display_name | Forestry |
| topics[2].display_name | Agricultural and Food Sciences |
| is_xpac | False |
| apc_list | |
| apc_paid | |
| concepts[0].id | https://openalex.org/C143724316 |
| concepts[0].level | 2 |
| concepts[0].score | 0.6717503070831299 |
| concepts[0].wikidata | https://www.wikidata.org/wiki/Q312468 |
| concepts[0].display_name | Series (stratigraphy) |
| concepts[1].id | https://openalex.org/C117220453 |
| concepts[1].level | 2 |
| concepts[1].score | 0.5198819637298584 |
| concepts[1].wikidata | https://www.wikidata.org/wiki/Q5172842 |
| concepts[1].display_name | Correlation |
| concepts[2].id | https://openalex.org/C33923547 |
| concepts[2].level | 0 |
| concepts[2].score | 0.360409677028656 |
| concepts[2].wikidata | https://www.wikidata.org/wiki/Q395 |
| concepts[2].display_name | Mathematics |
| concepts[3].id | https://openalex.org/C105795698 |
| concepts[3].level | 1 |
| concepts[3].score | 0.34263965487480164 |
| concepts[3].wikidata | https://www.wikidata.org/wiki/Q12483 |
| concepts[3].display_name | Statistics |
| concepts[4].id | https://openalex.org/C162324750 |
| concepts[4].level | 0 |
| concepts[4].score | 0.3307120203971863 |
| concepts[4].wikidata | https://www.wikidata.org/wiki/Q8134 |
| concepts[4].display_name | Economics |
| concepts[5].id | https://openalex.org/C127313418 |
| concepts[5].level | 0 |
| concepts[5].score | 0.21549421548843384 |
| concepts[5].wikidata | https://www.wikidata.org/wiki/Q1069 |
| concepts[5].display_name | Geology |
| concepts[6].id | https://openalex.org/C2524010 |
| concepts[6].level | 1 |
| concepts[6].score | 0.11812067031860352 |
| concepts[6].wikidata | https://www.wikidata.org/wiki/Q8087 |
| concepts[6].display_name | Geometry |
| concepts[7].id | https://openalex.org/C151730666 |
| concepts[7].level | 1 |
| concepts[7].score | 0.07360073924064636 |
| concepts[7].wikidata | https://www.wikidata.org/wiki/Q7205 |
| concepts[7].display_name | Paleontology |
| keywords[0].id | https://openalex.org/keywords/series |
| keywords[0].score | 0.6717503070831299 |
| keywords[0].display_name | Series (stratigraphy) |
| keywords[1].id | https://openalex.org/keywords/correlation |
| keywords[1].score | 0.5198819637298584 |
| keywords[1].display_name | Correlation |
| keywords[2].id | https://openalex.org/keywords/mathematics |
| keywords[2].score | 0.360409677028656 |
| keywords[2].display_name | Mathematics |
| keywords[3].id | https://openalex.org/keywords/statistics |
| keywords[3].score | 0.34263965487480164 |
| keywords[3].display_name | Statistics |
| keywords[4].id | https://openalex.org/keywords/economics |
| keywords[4].score | 0.3307120203971863 |
| keywords[4].display_name | Economics |
| keywords[5].id | https://openalex.org/keywords/geology |
| keywords[5].score | 0.21549421548843384 |
| keywords[5].display_name | Geology |
| keywords[6].id | https://openalex.org/keywords/geometry |
| keywords[6].score | 0.11812067031860352 |
| keywords[6].display_name | Geometry |
| keywords[7].id | https://openalex.org/keywords/paleontology |
| keywords[7].score | 0.07360073924064636 |
| keywords[7].display_name | Paleontology |
| language | pt |
| locations[0].id | doi:10.29327/2537114.12.3-9 |
| locations[0].is_oa | True |
| locations[0].source.id | https://openalex.org/S5406990207 |
| locations[0].source.issn | 2317-0840 |
| locations[0].source.type | journal |
| locations[0].source.is_oa | True |
| locations[0].source.issn_l | 2317-0840 |
| locations[0].source.is_core | False |
| locations[0].source.is_in_doaj | False |
| locations[0].source.display_name | Sigmae |
| locations[0].source.host_organization | |
| locations[0].source.host_organization_name | |
| locations[0].source.host_organization_lineage | |
| locations[0].license | cc-by |
| locations[0].pdf_url | https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774 |
| locations[0].version | publishedVersion |
| locations[0].raw_type | journal-article |
| locations[0].license_id | https://openalex.org/licenses/cc-by |
| locations[0].is_accepted | True |
| locations[0].is_published | True |
| locations[0].raw_source_name | Sigmae |
| locations[0].landing_page_url | https://doi.org/10.29327/2537114.12.3-9 |
| indexed_in | crossref |
| authorships[0].author.id | https://openalex.org/A5089101732 |
| authorships[0].author.orcid | https://orcid.org/0000-0002-2045-884X |
| authorships[0].author.display_name | Bruno de Freitas Assunção |
| authorships[0].author_position | first |
| authorships[0].raw_author_name | Bruno de Freitas Assunção |
| authorships[0].is_corresponding | False |
| authorships[1].author.id | https://openalex.org/A5040982784 |
| authorships[1].author.orcid | https://orcid.org/0000-0003-4417-1875 |
| authorships[1].author.display_name | José Edvaldo de Oliveira Nunes |
| authorships[1].author_position | middle |
| authorships[1].raw_author_name | José Edvaldo de Oliveira Nunes |
| authorships[1].is_corresponding | False |
| authorships[2].author.id | https://openalex.org/A5038827939 |
| authorships[2].author.orcid | https://orcid.org/0000-0001-7253-806X |
| authorships[2].author.display_name | Íkaro Daniel de Carvalho Barreto |
| authorships[2].author_position | middle |
| authorships[2].raw_author_name | Ikaro Daniel de Carvalho Barreto |
| authorships[2].is_corresponding | False |
| authorships[3].author.id | https://openalex.org/A5042925476 |
| authorships[3].author.orcid | https://orcid.org/0000-0001-5031-6968 |
| authorships[3].author.display_name | Borko Stošić |
| authorships[3].author_position | last |
| authorships[3].raw_author_name | Borko Stosic |
| authorships[3].is_corresponding | False |
| has_content.pdf | True |
| has_content.grobid_xml | True |
| is_paratext | False |
| open_access.is_oa | True |
| open_access.oa_url | https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774 |
| open_access.oa_status | diamond |
| open_access.any_repository_has_fulltext | False |
| created_date | 2025-10-10T00:00:00 |
| display_name | Correlation analysis in time series of fruit prices produced in the São Francisco Valley |
| has_fulltext | False |
| is_retracted | False |
| updated_date | 2025-11-06T03:46:38.306776 |
| primary_topic.id | https://openalex.org/T11898 |
| primary_topic.field.id | https://openalex.org/fields/20 |
| primary_topic.field.display_name | Economics, Econometrics and Finance |
| primary_topic.score | 0.8367999792098999 |
| primary_topic.domain.id | https://openalex.org/domains/2 |
| primary_topic.domain.display_name | Social Sciences |
| primary_topic.subfield.id | https://openalex.org/subfields/2002 |
| primary_topic.subfield.display_name | Economics and Econometrics |
| primary_topic.display_name | Economics of Agriculture and Food Markets |
| related_works | https://openalex.org/W4391375266, https://openalex.org/W1979597421, https://openalex.org/W2007980826, https://openalex.org/W2061531152, https://openalex.org/W3002753104, https://openalex.org/W2077600819, https://openalex.org/W2142036596, https://openalex.org/W2072657027, https://openalex.org/W2962838298, https://openalex.org/W2600246793 |
| cited_by_count | 0 |
| locations_count | 1 |
| best_oa_location.id | doi:10.29327/2537114.12.3-9 |
| best_oa_location.is_oa | True |
| best_oa_location.source.id | https://openalex.org/S5406990207 |
| best_oa_location.source.issn | 2317-0840 |
| best_oa_location.source.type | journal |
| best_oa_location.source.is_oa | True |
| best_oa_location.source.issn_l | 2317-0840 |
| best_oa_location.source.is_core | False |
| best_oa_location.source.is_in_doaj | False |
| best_oa_location.source.display_name | Sigmae |
| best_oa_location.source.host_organization | |
| best_oa_location.source.host_organization_name | |
| best_oa_location.source.host_organization_lineage | |
| best_oa_location.license | cc-by |
| best_oa_location.pdf_url | https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774 |
| best_oa_location.version | publishedVersion |
| best_oa_location.raw_type | journal-article |
| best_oa_location.license_id | https://openalex.org/licenses/cc-by |
| best_oa_location.is_accepted | True |
| best_oa_location.is_published | True |
| best_oa_location.raw_source_name | Sigmae |
| best_oa_location.landing_page_url | https://doi.org/10.29327/2537114.12.3-9 |
| primary_location.id | doi:10.29327/2537114.12.3-9 |
| primary_location.is_oa | True |
| primary_location.source.id | https://openalex.org/S5406990207 |
| primary_location.source.issn | 2317-0840 |
| primary_location.source.type | journal |
| primary_location.source.is_oa | True |
| primary_location.source.issn_l | 2317-0840 |
| primary_location.source.is_core | False |
| primary_location.source.is_in_doaj | False |
| primary_location.source.display_name | Sigmae |
| primary_location.source.host_organization | |
| primary_location.source.host_organization_name | |
| primary_location.source.host_organization_lineage | |
| primary_location.license | cc-by |
| primary_location.pdf_url | https://publicacoes.unifal-mg.edu.br/revistas/index.php/sigmae/article/download/2255/1774 |
| primary_location.version | publishedVersion |
| primary_location.raw_type | journal-article |
| primary_location.license_id | https://openalex.org/licenses/cc-by |
| primary_location.is_accepted | True |
| primary_location.is_published | True |
| primary_location.raw_source_name | Sigmae |
| primary_location.landing_page_url | https://doi.org/10.29327/2537114.12.3-9 |
| publication_date | 2023-01-01 |
| publication_year | 2023 |
| referenced_works_count | 0 |
| abstract_inverted_index.A | 15, 35, 131 |
| abstract_inverted_index.O | 0, 173, 234 |
| abstract_inverted_index.a | 64, 67, 72, 142, 160 |
| abstract_inverted_index.e | 27, 29, 66, 74, 90, 93, 98, 112, 141, 151, 166, 197 |
| abstract_inverted_index.o | 24, 50, 53, 183 |
| abstract_inverted_index.44 | 45 |
| abstract_inverted_index.As | 209 |
| abstract_inverted_index.Os | 114, 188 |
| abstract_inverted_index.as | 61, 214, 246 |
| abstract_inverted_index.da | 218 |
| abstract_inverted_index.de | 32, 38, 47, 58, 84, 87, 95, 116, 124, 135, 162, 164, 175, 185, 195, 207, 216, 221, 236, 248 |
| abstract_inverted_index.do | 11, 103 |
| abstract_inverted_index.em | 13, 20, 42, 127 |
| abstract_inverted_index.in | 40 |
| abstract_inverted_index.no | 7, 101, 229 |
| abstract_inverted_index.os | 82, 145, 227 |
| abstract_inverted_index.se | 69 |
| abstract_inverted_index.um | 18 |
| abstract_inverted_index.é | 2, 17 |
| abstract_inverted_index.PIB | 12 |
| abstract_inverted_index.com | 200 |
| abstract_inverted_index.das | 133 |
| abstract_inverted_index.foi | 179 |
| abstract_inverted_index.nas | 77, 193, 205 |
| abstract_inverted_index.que | 156, 213 |
| abstract_inverted_index.uma | 3, 106, 241 |
| abstract_inverted_index.uva | 68, 96 |
| abstract_inverted_index.2020 | 43 |
| abstract_inverted_index.Este | 79 |
| abstract_inverted_index.São | 104 |
| abstract_inverted_index.Vale | 102 |
| abstract_inverted_index.como | 52 |
| abstract_inverted_index.dois | 198 |
| abstract_inverted_index.duas | 85, 94, 169 |
| abstract_inverted_index.mais | 226, 243 |
| abstract_inverted_index.para | 23, 109, 159, 181, 202, 240 |
| abstract_inverted_index.pelo | 122 |
| abstract_inverted_index.são | 157 |
| abstract_inverted_index.(DFA) | 150 |
| abstract_inverted_index.2020. | 14 |
| abstract_inverted_index.26,6% | 10 |
| abstract_inverted_index.Entre | 60 |
| abstract_inverted_index.Tommy | 91 |
| abstract_inverted_index.dados | 115 |
| abstract_inverted_index.entre | 168, 245 |
| abstract_inverted_index.essas | 110 |
| abstract_inverted_index.foram | 120 |
| abstract_inverted_index.forte | 244 |
| abstract_inverted_index.maior | 55, 191 |
| abstract_inverted_index.manga | 65, 88 |
| abstract_inverted_index.setor | 19 |
| abstract_inverted_index.total | 37 |
| abstract_inverted_index.usado | 180 |
| abstract_inverted_index.(Tommy | 223 |
| abstract_inverted_index.Brasil | 51 |
| abstract_inverted_index.Centro | 123 |
| abstract_inverted_index.afetam | 225 |
| abstract_inverted_index.estudo | 80 |
| abstract_inverted_index.frutas | 39 |
| abstract_inverted_index.líder | 220 |
| abstract_inverted_index.natura | 41 |
| abstract_inverted_index.nível | 184 |
| abstract_inverted_index.partir | 132 |
| abstract_inverted_index.úteis | 158 |
| abstract_inverted_index.(?DCCA) | 178 |
| abstract_inverted_index.(DCCA), | 155 |
| abstract_inverted_index.(Palmer | 89 |
| abstract_inverted_index.Atkins) | 92, 224 |
| abstract_inverted_index.Brasil, | 8 |
| abstract_inverted_index.Estudos | 125 |
| abstract_inverted_index.analisa | 81 |
| abstract_inverted_index.apontou | 239 |
| abstract_inverted_index.cruzada | 177, 238 |
| abstract_inverted_index.escalas | 204 |
| abstract_inverted_index.externo | 28 |
| abstract_inverted_index.frutas, | 63 |
| abstract_inverted_index.frutas. | 59 |
| abstract_inverted_index.gerando | 30 |
| abstract_inverted_index.inferir | 182 |
| abstract_inverted_index.interno | 26, 231 |
| abstract_inverted_index.maiores | 203 |
| abstract_inverted_index.mercado | 25, 230 |
| abstract_inverted_index.mundial | 57 |
| abstract_inverted_index.médios | 118 |
| abstract_inverted_index.obtidos | 121 |
| abstract_inverted_index.preços | 83, 117, 136, 217, 228 |
| abstract_inverted_index.regimes | 199 |
| abstract_inverted_index.região | 107 |
| abstract_inverted_index.sugerem | 212 |
| abstract_inverted_index.superou | 44 |
| abstract_inverted_index.séries | 134, 170, 194, 206, 247 |
| abstract_inverted_index.(Itália | 97 |
| abstract_inverted_index.Analysis | 149, 154 |
| abstract_inverted_index.Aplicada | 129 |
| abstract_inverted_index.Economia | 128 |
| abstract_inverted_index.Palmer). | 233 |
| abstract_inverted_index.cruzada. | 187 |
| abstract_inverted_index.cruzadas | 211 |
| abstract_inverted_index.diretos. | 34 |
| abstract_inverted_index.empregos | 33 |
| abstract_inverted_index.milhões | 31, 46 |
| abstract_inverted_index.métodos | 146 |
| abstract_inverted_index.obtidas, | 137 |
| abstract_inverted_index.ocupando | 71 |
| abstract_inverted_index.primeira | 73 |
| abstract_inverted_index.produtor | 56 |
| abstract_inverted_index.retorno. | 208, 249 |
| abstract_inverted_index.retornos | 139 |
| abstract_inverted_index.semanais | 119 |
| abstract_inverted_index.terceira | 75 |
| abstract_inverted_index.terceiro | 54 |
| abstract_inverted_index.Aplicamos | 144 |
| abstract_inverted_index.Benitaka) | 99 |
| abstract_inverted_index.Detrended | 147, 152 |
| abstract_inverted_index.atividade | 5 |
| abstract_inverted_index.destacam, | 70 |
| abstract_inverted_index.destaque, | 21 |
| abstract_inverted_index.indicaram | 190 |
| abstract_inverted_index.posição | 76 |
| abstract_inverted_index.presença | 163 |
| abstract_inverted_index.relevante | 4, 108 |
| abstract_inverted_index.temporais | 171 |
| abstract_inverted_index.variedade | 219 |
| abstract_inverted_index.(variedade | 232 |
| abstract_inverted_index.Avançados | 126 |
| abstract_inverted_index.Francisco, | 105 |
| abstract_inverted_index.calculamos | 138 |
| abstract_inverted_index.econômica | 6 |
| abstract_inverted_index.principais | 62 |
| abstract_inverted_index.produzidas | 100 |
| abstract_inverted_index.produção | 36 |
| abstract_inverted_index.resultados | 189 |
| abstract_inverted_index.toneladas, | 48 |
| abstract_inverted_index.variedades | 86 |
| abstract_inverted_index.Fluctuation | 148 |
| abstract_inverted_index.coeficiente | 174, 235 |
| abstract_inverted_index.produções | 111 |
| abstract_inverted_index.(CEPEA/USP). | 130 |
| abstract_inverted_index.agronegócio | 1 |
| abstract_inverted_index.contribuindo | 22 |
| abstract_inverted_index.correlação | 176, 186, 237, 242 |
| abstract_inverted_index.exportação | 222 |
| abstract_inverted_index.flutuações | 215 |
| abstract_inverted_index.fruticultura | 16 |
| abstract_inverted_index.posicionando | 49 |
| abstract_inverted_index.volatilidade | 196 |
| abstract_inverted_index.correlações | 167, 210 |
| abstract_inverted_index.logarítmicos | 140 |
| abstract_inverted_index.persistência | 192 |
| abstract_inverted_index.representando | 9 |
| abstract_inverted_index.volatilidade. | 143 |
| abstract_inverted_index.exportações. | 78, 113 |
| abstract_inverted_index.identificação | 161 |
| abstract_inverted_index.autocorrelação | 165 |
| abstract_inverted_index.simultaneamente. | 172 |
| abstract_inverted_index.Cross-Correlation | 153 |
| abstract_inverted_index.antipersistência | 201 |
| cited_by_percentile_year | |
| countries_distinct_count | 0 |
| institutions_distinct_count | 4 |
| citation_normalized_percentile.value | 0.25129726 |
| citation_normalized_percentile.is_in_top_1_percent | False |
| citation_normalized_percentile.is_in_top_10_percent | False |