A dinâmica dos preços do petróleo, COVID-19 e taxas de câmbio em cinco economias emergentes no atípico primeiro trimestre de 2020

Autores

  • Dacio Villarreal-Samaniego Profesor titular, Departamento de Ciencias Económico-Administrativas, Instituto Tecnológico de Parral, Hidalgo del Parral, México. https://orcid.org/0000-0003-4488-842X

DOI:

https://doi.org/10.18046/j.estger.2021.158.4042

Palavras-chave:

taxas de câmbio, COVID-19, preços do petróleo, cointegração

Resumo

A disseminação da doença COVID-19 e a queda dos preços do petróleo causaram turbulência financeira durante o primeiro trimestre de 2020. O objetivo deste artigo foi examinar a relação entre a pandemia de COVID-19, os preços do petróleo e as taxas de câmbio em relação ao dólar americano de cinco economias emergentes: dois importadores e três exportadores de petróleo. Os resultados da análise autoregressiva com defasagens distribuídas, revelam um movimento conjunto positivo entre as taxas de letalidade e as taxas de câmbio de três de esses países. O estudo também encontrou uma relação negativa entre os preços do petróleo e as taxas de câmbio nos cinco países.

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Publicado

2021-01-27

Como Citar

A dinâmica dos preços do petróleo, COVID-19 e taxas de câmbio em cinco economias emergentes no atípico primeiro trimestre de 2020. (2021). Estudios Gerenciales, 37(158), 17-27. https://doi.org/10.18046/j.estger.2021.158.4042