Edson Zambon Monte

PREVISÃO DA CONCENTRAÇÃO DE OZÔNIO NA REGIÃO DA GRANDE VITÓRIA, ESPÍRITO SANTO, BRASIL, UTILIZANDO O MODELO ARMAX-GARCH

O objetivo deste trabalho foi estimar e prever a concentracao horaria de ozonio na Regiao da Grande Vitoria, Espirito Santo, Brasil, utilizando um modelo ARMAX-GARCH, para o periodo 01/01/2011 a 31/12/2011. Foram utilizados dados da rede de monitoramento do Instituto Estadual de Meio Ambiente e Recursos Hidricos (IEMA), sendo escolhidas tres estacoes: Laranjeiras, Enseada do Sua e Cariacica. Adotou-se alguns parâmetros medidos nas estacoes como variaveis explicativas da concentracao de ozonio, a saber: temperatura, umidade relativa, velocidade do vento e concentracao de dioxido de nitrogenio. Estas foram significativas e melhoraram a estimativa do modelo ajustado. As previsoes horarias para o dia 31/12/2011 revelaram-se muito proximas dos valores observados, sendo que as estimativas, em geral, seguiram a trajetoria diaria da concentracao de ozonio. No mais, em comparacao aos modelos ARMA e ARMAX, o modelo ARMAX-GARCH revelou-se mais eficaz na predicao de episodios de poluicao de ozonio (concentracao horaria superior a 80 µg/m3), reduziu o numero de falsos alarmes estimados e apresentou menor taxa de ocorrencia de episodios nao detectados.

Impactos dos royalties do petróleo nos indicadores de desenvolvimento dos municípios do Espírito Santo

Abstract: With the revival of oil industry in Espirito Santo’s territory in late 1990 and early 2000, it becomes im-portant to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development. Key words: Oil rents. Local economic development. State of Espirito Santo. Resume: Avec l’essor de l’industrie petroliere dans l’etat de Espirito Santo a la fi n des annees 1990 et debut des annees 2000, il est important d’etudier les impacts causes par les interets du gouvernement dans les villes de cet etat. Par consequent, il a ete estime un modele empirique pour determiner si les redevances ont affecte des indicateurs de developpement municipal. Les resultats montrent que les redevances n’ont pas considerablement contribue a l’amelioration des indicateurs de developpement local.With the revival of oil industry in Espírito Santo’s territory in late 1990 and early 2000, it becomes important to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development.

Robust Estimation of Fractional Seasonal Processes: Modeling and Forecasting Daily Average SO2 Concentrations

This paper deals with the estimation of seasonal long-memory time series models in the presence of ‘outliers’. It is long known that the presence of outliers can lead to undesirable effects on the statistical estimation methods, for example, substantially impacting the sample autocorrelations. Thus, the aim of this work is to propose a semiparametric robust estimator for the fractional parameters in the seasonal autoregressive fractionally integrated moving average (SARFIMA) model, through the use of a robust periodogram at both very low and seasonal frequencies. The model and some theories related to the estimation method are discussed. It is shown by simulations that the robust methodology behaves like the classical one to estimate the long-memory parameters if there are no outliers (no contamination). On the other hand, in the contaminated scenario (presence of outliers), the standard methodology leads to misleading results while the proposed method is unaffected. The methodology is applied to model and forecast sulfur dioxide (SO2) pollutant concentrations which have seasonal long-memory features and occasional large peak pollutant concentrations.

USING LOGISTIC REGRESSION TECHNIQUES TO EVALUATE OF MAXIMUM FLOW RATES OF THE RIO DOCE, CITY OF COLATINA, ES, BRAZIL

This research aimed to evaluate the impacts of maximum rainfall in watershed of the Rio Doce in the probability of flooding alert flow in the municipality of Colatina, ES, Brazil, using Logit model. To this, it were considered the rainfall stations of the locations of Aimores, Tumiritinga, Conselheiro Pena and Resplendor in the Minas Gerais state and Baixo Guandu, Itaguacu, Itarana and Colatina in the state of Espirito Santo, beyond fluviometric station in Colatina municipality, during the period from 01/01/1986 to 31/12/2014. The results of the logistic regression model shown significant impacts of the maximums rainfall in Tumiritinga, Aimores, Baixo Guandu and Colatina in the probability of occurrence of episodes of flood warning in Colatina, ES. Moreover, it was observed that in periods with higher volumes of rain (spring and summer), the chance of occurrence of a warning flow event in Colatina increased significantly. Lastly, it is hoped that this article can support actions aimed at flood control.

IMPACTS OF MINING AND STEEL INDUSTRIES ON CONCENTRATIONS OF PM10 AND SO2, IN THE REGION OF GRANDE VITÓRIA, ESPÍRITO SANTO, BRAZIL

This study aimed to verify the impacts of mining and steel industries on concentrations of particulate matter (PM10) and sulfur dioxide (SO2), in the Region of Grande Vitoria (RGV), Espirito Santo, Brazil, using the Vector autoregressive/Vector error correction (VAR/VECM) method. The results showed that i) the concentrations of the pollutants PM10 and SO2 are significantly impacted by mining and steel industries, being the sectors represented in this study by the export of iron ore pellets and concentrates and other semi-manufactured products of iron/steel; ii) the influence of the mining and steel industries is higher on the pollutant SO2 than on PM10; and, iii) short-term estimates of the cointegration vector revealed that the short-term imbalances for PM10 concentrations are corrected more quickly than for SO2 concentrations.

EFEITOS REGIONAIS DA POLÍTICA MONETÁRIA: O CASO DO ESTADO DO ESPÍRITO SANTO

Este artigo se propoe a estimar os impactos da politica monetaria na economia do estado do Espirito Santo, no periodo 2000-2010, usando a tecnica de vetores autorregressivos (VAR). A base de dados utilizada e mensal e as variaveis analisadas sao, a grosso modo, de cunho monetario, cambial, de atividade economica, de precos e de arrecadacao tributaria, tanto para o Espirito Santo quanto para o Brasil. A contribuicao do artigo reside na analise especifica de uma economia com caracteristicas peculiares, como a participacao substancial de empresas de pequeno porte, a baixa participacao no credito nacional e o elevado grau de abertura externa, o que resultou num impacto maior em alguns indicadores estudados para a economia local do que para a economia nacional.

Impacts of oil royalties in the indicators of development of municipalities in Espírito Santo

Abstract: With the revival of oil industry in Espirito Santo’s territory in late 1990 and early 2000, it becomes im-portant to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development. Key words: Oil rents. Local economic development. State of Espirito Santo. Resume: Avec l’essor de l’industrie petroliere dans l’etat de Espirito Santo a la fi n des annees 1990 et debut des annees 2000, il est important d’etudier les impacts causes par les interets du gouvernement dans les villes de cet etat. Par consequent, il a ete estime un modele empirique pour determiner si les redevances ont affecte des indicateurs de developpement municipal. Les resultats montrent que les redevances n’ont pas considerablement contribue a l’amelioration des indicateurs de developpement local.With the revival of oil industry in Espírito Santo’s territory in late 1990 and early 2000, it becomes important to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development.

Impactos de regalías petroleras en los indicadores de desarrollo de municipios en Espírito Santo

Abstract: With the revival of oil industry in Espirito Santo’s territory in late 1990 and early 2000, it becomes im-portant to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development. Key words: Oil rents. Local economic development. State of Espirito Santo. Resume: Avec l’essor de l’industrie petroliere dans l’etat de Espirito Santo a la fi n des annees 1990 et debut des annees 2000, il est important d’etudier les impacts causes par les interets du gouvernement dans les villes de cet etat. Par consequent, il a ete estime un modele empirique pour determiner si les redevances ont affecte des indicateurs de developpement municipal. Les resultats montrent que les redevances n’ont pas considerablement contribue a l’amelioration des indicateurs de developpement local.With the revival of oil industry in Espírito Santo’s territory in late 1990 and early 2000, it becomes important to study the impacts caused by government shares in the State’s cities. Therefore, it has been estimated an empirical model to evaluate whether the royalties affected municipal indicators of development. The results show that oil royalties have not contributed signifi cantly to the improvement of local indicators of development.