The problem is only with the Run command.
It works fine running the scripts individually. (In the exemple see how to change the code page to UTF-8):
C:\Documents\Academia\science>"c:\Program Files\gretl\gretlcli.exe" -b com_acentuação.inp
gretl versÒo 1.10.1
Copyright Ramu Ramanathan, Allin Cottrell e Riccardo "Jack" Lucchetti
Este software Ú livre e TOTALMENTE SEM NENHUMA GARANTIA
SessÒo atual: 2015-05-26 17:24
? run com_acentuaþÒo.inp
C:\Documents\Academia\science\com_acentuaþÒo.inp
Al├┤, Gretl!
Feito
C:\Documents\Academia\science>chcp 65001
Página de códigos activa: 65001
C:\Documents\Academia\science>"c:\Program Files\gretl\gretlcli.exe" -b com_acentuação.inp
gretl vers�o 1.10.1
Copyright Ramu Ramanathan, Allin Cottrell e Riccardo "Jack" Lucchetti
Este software � livre e TOTALMENTE SEM NENHUMA GARANTIA
Sess�o atual: 2015-05-26 17:24
? run com_acentua��o.inp
C:\Documents\Academia\science\com_acentua��o.inp
Alô, Gretl!
Feito
---
Commenting the Run with the file with accents also runs OK:
C:\Documents\Academia\science>"c:\Program Files\gretl\gretlcli.exe" -b Accents.inp
gretl vers�o 1.10.1
Copyright Ramu Ramanathan, Allin Cottrell e Riccardo "Jack" Lucchetti
Este software � livre e TOTALMENTE SEM NENHUMA GARANTIA
Sess�o atual: 2015-05-26 17:27
? run Accents.inp
C:\Documents\Academia\science\Accents.inp
? run "C:\Documents\Academia\science\sem_acento.inp"
C:\Documents\Academia\science\sem_acento.inp
Hello, Gretl!
#run "C:\Documents\Academia\science\com_acentuação.inp"
Feito
----
Not using accents in the filename, also makes Run OK:
C:\Documents\Academia\science>"c:\Program Files\gretl\gretlcli.exe" -b Accentos.inp
gretl vers�o 1.10.1
Copyright Ramu Ramanathan, Allin Cottrell e Riccardo "Jack" Lucchetti
Este software � livre e TOTALMENTE SEM NENHUMA GARANTIA
Sess�o atual: 2015-05-26 17:30
? run Accentos.inp
C:\Documents\Academia\science\Accentos.inp
? run "C:\Documents\Academia\science\sem_acento.inp"
C:\Documents\Academia\science\sem_acento.inp
Hello, Gretl!
? run "C:\Documents\Academia\science\com_acentuacao_PT.inp"
C:\Documents\Academia\science\com_acentuacao_PT.inp
Olá, Gretl!
Feito
Hélio
(Windows 7 Professional x64 and gretl snapshot)