Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel

Detalhes bibliográficos
Ano de defesa: 2017
Autor(a) principal: Brand??o, Lucas Guimar??es Lins lattes
Orientador(a): Divino, Jos?? Angelo lattes
Banca de defesa: Não Informado pela instituição
Tipo de documento: Dissertação
Tipo de acesso: Acesso aberto
Idioma: por
Instituição de defesa: Universidade Cat??lica de Bras??lia
Programa de Pós-Graduação: Programa Strictu Sensu em Economia de Empresas
Departamento: Escola de Gest??o e Neg??cios
País: Brasil
Palavras-chave em Português:
Energia el??trica
Sistemas de energia el??trica
VAR em painel
Área do conhecimento CNPq:
CIENCIAS SOCIAIS APLICADAS::ECONOMIA
Resumo em Inglês: This study estimates the interrelation between selected variables of the Brazilian electric sector and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West, South, Northeast and North) and the Brazilian economy, these qualify these relationships through the panel vector autoregression (PVAR) methodology and impulse response. This method has the quality to evaluate the response of the several variables to the disturbances, without giving focus to a mathematical modeling. It is identified that the Brazilian energy market has a rigidity of the distributors' energy tariff, which can be explained by the state's regulatory intervention. Futhermore there is a relationship between consumption and energy tariff, however, this is not directly related to the short-term market price.
Link de acesso: https://bdtd.ucb.br:8443/jspui/handle/tede/2146
Resumo: This study estimates the interrelation between selected variables of the Brazilian electric sector and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West, South, Northeast and North) and the Brazilian economy, these qualify these relationships through the panel vector autoregression (PVAR) methodology and impulse response. This method has the quality to evaluate the response of the several variables to the disturbances, without giving focus to a mathematical modeling. It is identified that the Brazilian energy market has a rigidity of the distributors' energy tariff, which can be explained by the state's regulatory intervention. Futhermore there is a relationship between consumption and energy tariff, however, this is not directly related to the short-term market price.
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spelling Divino, Jos?? Angelohttp://lattes.cnpq.br/4790508103951006http://lattes.cnpq.br/2751351441793121Brand??o, Lucas Guimar??es Lins2017-06-12T13:18:44Z2017-03-06BRAND??O, Lucas Guimar??es Lins. Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel. 2017. 50 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.https://bdtd.ucb.br:8443/jspui/handle/tede/2146This study estimates the interrelation between selected variables of the Brazilian electric sector and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West, South, Northeast and North) and the Brazilian economy, these qualify these relationships through the panel vector autoregression (PVAR) methodology and impulse response. This method has the quality to evaluate the response of the several variables to the disturbances, without giving focus to a mathematical modeling. It is identified that the Brazilian energy market has a rigidity of the distributors' energy tariff, which can be explained by the state's regulatory intervention. Futhermore there is a relationship between consumption and energy tariff, however, this is not directly related to the short-term market price.Esta disserta????o tem o objetivo de avaliar a inter-rela????o entre vari??veis selecionadas do setor el??trico brasileiro e da economia. Utilizando dados mensais em painel dos submercados (Sudeste/Centro-Oeste, Sul, Nordeste e Norte) e da economia brasileira, de forma qualificar essas rela????es por meio da metodologia de vari??vel autorregressiva em painel (PVAR) e de impulso resposta. Este m??todo possui a qualidade de avaliar a resposta das diversas vari??veis a dist??rbios, sem dar foco ?? uma modelagem matem??tica. Identifica-se que o mercado de energia el??trica brasileiro possui uma rigidez da tarifa de energia el??trica das distribuidoras, que pode ser explicada pela interven????o regulat??ria do Estado. E que existe uma rela????o entre consumo e tarifa m??dia de energia el??trica, no entanto, esta n??o est?? diretamente relacionada ao pre??o do mercado de curto prazo.Submitted by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-06-12T13:18:37Z No. of bitstreams: 1 LucasGuimaraesLinsBrandaoDissertacao2017.pdf: 2537420 bytes, checksum: b4b5f382d28719b591da3a8cecc26002 (MD5)Approved for entry into archive by Sara Ribeiro (sara.ribeiro@ucb.br) on 2017-06-12T13:18:44Z (GMT) No. of bitstreams: 1 LucasGuimaraesLinsBrandaoDissertacao2017.pdf: 2537420 bytes, checksum: b4b5f382d28719b591da3a8cecc26002 (MD5)Made available in DSpace on 2017-06-12T13:18:44Z (GMT). No. of bitstreams: 1 LucasGuimaraesLinsBrandaoDissertacao2017.pdf: 2537420 bytes, checksum: b4b5f382d28719b591da3a8cecc26002 (MD5) Previous issue date: 2017-03-06application/pdfhttps://bdtd.ucb.br:8443/jspui/retrieve/4651/LucasGuimaraesLinsBrandaoDissertacao2017.pdf.jpgporUniversidade Cat??lica de Bras??liaPrograma Strictu Sensu em Economia de EmpresasUCBBrasilEscola de Gest??o e Neg??ciosEnergia el??tricaSistemas de energia el??tricaVAR em painelCIENCIAS SOCIAIS APLICADAS::ECONOMIAUma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painelinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesis-1139962560771343510500500600-1917891883403718704-2504903392600098822info:eu-repo/semantics/openAccessreponame:Biblioteca Digital de Teses e Dissertações da UCBinstname:Universidade Católica de Brasíliainstacron:UCBTHUMBNAILLucasGuimaraesLinsBrandaoDissertacao2017.pdf.jpgLucasGuimaraesLinsBrandaoDissertacao2017.pdf.jpgimage/jpeg5259https://bdtd.ucb.br:8443/jspui/bitstream/tede/2146/4/LucasGuimaraesLinsBrandaoDissertacao2017.pdf.jpg9b17e7876806f4432f51136c11c09bdcMD54TEXTLucasGuimaraesLinsBrandaoDissertacao2017.pdf.txtLucasGuimaraesLinsBrandaoDissertacao2017.pdf.txttext/plain86831https://bdtd.ucb.br:8443/jspui/bitstream/tede/2146/3/LucasGuimaraesLinsBrandaoDissertacao2017.pdf.txt8a995d7e2997ec3093d348c86dbc99d8MD53ORIGINALLucasGuimaraesLinsBrandaoDissertacao2017.pdfLucasGuimaraesLinsBrandaoDissertacao2017.pdfapplication/pdf2537420https://bdtd.ucb.br:8443/jspui/bitstream/tede/2146/2/LucasGuimaraesLinsBrandaoDissertacao2017.pdfb4b5f382d28719b591da3a8cecc26002MD52LICENSElicense.txtlicense.txttext/plain; charset=utf-82048https://bdtd.ucb.br:8443/jspui/bitstream/tede/2146/1/license.txt76cd1e6bdecb11e4b12c81d5fe0f87b3MD51tede/2146oai:bdtd.ucb.br:tede/21462017-06-13 01:03:04.084Biblioteca Digital de Disserta????es da Universidade Cat??lica de Bras??lia - UCBsdi@ucb.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
dc.title.por.fl_str_mv Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
title Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
spellingShingle Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
Brand??o, Lucas Guimar??es Lins
Energia el??trica
Sistemas de energia el??trica
VAR em painel
CIENCIAS SOCIAIS APLICADAS::ECONOMIA
title_short Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
title_full Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
title_fullStr Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
title_full_unstemmed Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
title_sort Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel
author Brand??o, Lucas Guimar??es Lins
author_facet Brand??o, Lucas Guimar??es Lins
author_role author
dc.contributor.advisor1.fl_str_mv Divino, Jos?? Angelo
dc.contributor.advisor1Lattes.fl_str_mv http://lattes.cnpq.br/4790508103951006
dc.contributor.authorLattes.fl_str_mv http://lattes.cnpq.br/2751351441793121
dc.contributor.author.fl_str_mv Brand??o, Lucas Guimar??es Lins
contributor_str_mv Divino, Jos?? Angelo
dc.subject.por.fl_str_mv Energia el??trica
Sistemas de energia el??trica
VAR em painel
topic Energia el??trica
Sistemas de energia el??trica
VAR em painel
CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.subject.cnpq.fl_str_mv CIENCIAS SOCIAIS APLICADAS::ECONOMIA
dc.description.abstract.eng.fl_txt_mv This study estimates the interrelation between selected variables of the Brazilian electric sector and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West, South, Northeast and North) and the Brazilian economy, these qualify these relationships through the panel vector autoregression (PVAR) methodology and impulse response. This method has the quality to evaluate the response of the several variables to the disturbances, without giving focus to a mathematical modeling. It is identified that the Brazilian energy market has a rigidity of the distributors' energy tariff, which can be explained by the state's regulatory intervention. Futhermore there is a relationship between consumption and energy tariff, however, this is not directly related to the short-term market price.
dc.description.abstract.por.fl_txt_mv Esta disserta????o tem o objetivo de avaliar a inter-rela????o entre vari??veis selecionadas do setor el??trico brasileiro e da economia. Utilizando dados mensais em painel dos submercados (Sudeste/Centro-Oeste, Sul, Nordeste e Norte) e da economia brasileira, de forma qualificar essas rela????es por meio da metodologia de vari??vel autorregressiva em painel (PVAR) e de impulso resposta. Este m??todo possui a qualidade de avaliar a resposta das diversas vari??veis a dist??rbios, sem dar foco ?? uma modelagem matem??tica. Identifica-se que o mercado de energia el??trica brasileiro possui uma rigidez da tarifa de energia el??trica das distribuidoras, que pode ser explicada pela interven????o regulat??ria do Estado. E que existe uma rela????o entre consumo e tarifa m??dia de energia el??trica, no entanto, esta n??o est?? diretamente relacionada ao pre??o do mercado de curto prazo.
description This study estimates the interrelation between selected variables of the Brazilian electric sector and the Brazilian economy. Using monthly data from the submarkets (Southeast / Center-West, South, Northeast and North) and the Brazilian economy, these qualify these relationships through the panel vector autoregression (PVAR) methodology and impulse response. This method has the quality to evaluate the response of the several variables to the disturbances, without giving focus to a mathematical modeling. It is identified that the Brazilian energy market has a rigidity of the distributors' energy tariff, which can be explained by the state's regulatory intervention. Futhermore there is a relationship between consumption and energy tariff, however, this is not directly related to the short-term market price.
publishDate 2017
dc.date.accessioned.fl_str_mv 2017-06-12T13:18:44Z
dc.date.issued.fl_str_mv 2017-03-06
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
status_str publishedVersion
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dc.identifier.citation.fl_str_mv BRAND??O, Lucas Guimar??es Lins. Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel. 2017. 50 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.
dc.identifier.uri.fl_str_mv https://bdtd.ucb.br:8443/jspui/handle/tede/2146
identifier_str_mv BRAND??O, Lucas Guimar??es Lins. Uma an??lise da din??mica do setor el??trico brasileiro utilizando VAR em painel. 2017. 50 f. Disserta????o (Programa Stricto Sensu em Economia de Empresas) - Universidade Cat??lica de Bras??lia, Bras??lia, 2017.
url https://bdtd.ucb.br:8443/jspui/handle/tede/2146
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dc.publisher.program.fl_str_mv Programa Strictu Sensu em Economia de Empresas
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dc.publisher.country.fl_str_mv Brasil
dc.publisher.department.fl_str_mv Escola de Gest??o e Neg??cios
publisher.none.fl_str_mv Universidade Cat??lica de Bras??lia
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