RES UMO -Este tra balho foi rea liz ado com o objetivo de deter minar os perío dos de interferência das plantas daninhas na cultura do feijoeiro (Phaseolus vulgaris) plantado em janeiro. A semeadura do cv. Carioca foi feita no sistema convencional e os tratamentos constaram de dois grupos: no primeiro, a cultura do feijão permaneceu livre da interferência das plantas daninhas desde a emergência até 10, 20, 30, 40, 50, 60 e 70 dias (todo o ciclo da cultura); no segundo, a cultura permaneceu sob interferência desde a semeadura até os mes mo s per ío dos de sc ri to s an te ri or men te , to ta li za ndo as si m 14 tr ata men to s. O delineamento experimental utilizado foi o de blocos casualizados com quatro repetições. A co mu ni da de in fe st an te fo i co mpo st a po r 13 es pé ci es , co m Al tern anth er a te ne ll a, Blaenvillea rhomboidea e Cenchrus echinatus se destacando das demais, representando 63,4% do total de indivíduos. O período anterior à interferência (PAI) ocorreu até os 17 dias após emergência da cultura, e o período total de prevenção à interferência (PTPI) ocorreu até 25 dias após a emergência da cultura. A interferência das plantas daninhas durante todo o ciclo de vida do feijoeiro reduziu-lhe a produtividade em 67%. Palavras-chave: Phaseolus vulgaris, competição, comunidade infestante. ABSTRACT -This work aimed to determine the periods of weed interference in 'Carioca' bean (Phaseolus vulgaris) during the dry season. The assay was conducted at the Experimental Farm of the Universidade do Estado de Sao Paulo-UNESP -Jaboticabal. The bean plants weresown under the conventional system. The experimental treatments consisted of two groups: in the first, the bean crop remained free of weed interference from emergence up to 10, 20, 30, 40, 50, 60, 70

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Crude oil prices are influenced by several events that occur randomly, for example, the weather, the available stocks of oil, the economic growth, the variation in the industrial production, political or geopolitical aspects, exchange rate movements, and so on. Oil price volatility brings uncertainties for the world economy. Despite the difficulty in working with oil price time series, a lot of researches have been developing ways to better understand the stochastic process which represents oil prices movements. This work introduces an alternative methodology, with a Bayesian approach, for the construction of forecasting models to study the returns of oil prices. The methodology introduced here takes in consideration the violation of homoskedasticity and the occurrence of abnormal information, or the non-Gaussian distribution, in the construction of the price forecast models. Moreover, this work examines the relationship between crude oil prices and exchange rate through a cointegration test. The data used in this study consists of the daily closing exchange rate of US dollar to Euro, and oil prices of WTI, West