• سیاستگذاریهای اقتصادی و مالی در حوزههای فوقالذکر در سطوح ملی، منطقهای و جهانی
Sarah Akbari; Teymour Mohamadi; Hamid Reza Arbab; Reza Taleblou
Abstract
Oil prices and other oil-products prices are connected to each other and their price volatilities are parallel. Firms which are using crude oil in their products are facing a risk of price volatility which has different reactions in each era and is known under different oil regimes. For example lubricant ...
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Oil prices and other oil-products prices are connected to each other and their price volatilities are parallel. Firms which are using crude oil in their products are facing a risk of price volatility which has different reactions in each era and is known under different oil regimes. For example lubricant industry is completely connected to the oil price. With this philosophy when the economy faced volatility the market players faced loss and so to overcome this issue they began to hedge themselves with another commodity. This hedging process in different regimes has different rates. So there is a need to introduce a new model. From the work of Hamiltonian (1989) oil price has its own volatility and regimes so to this attitude there is an effort to calculate an efficient hedging ratio with regime switching dynamic constant correlation. In this article, monthly data of oil and gold prices for about 10 years from 2010 till 2020 is used and the model is programed with MATLAB. The result showed that the efficient hedge ratio for the first regime (first major change in price of two markets) is 66 percent and the second (second major change in price of two markets) one is 26 percent.
hamidreza arbab; morteza yousefi
Abstract
Pricing goods and services produced always a crucial concern is the economy and policy decisions by governments.because any change could cost the welfare of consumers and on the other hand the quality and quantity of production and supply of goods and services affect them. In this thesis by examining ...
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Pricing goods and services produced always a crucial concern is the economy and policy decisions by governments.because any change could cost the welfare of consumers and on the other hand the quality and quantity of production and supply of goods and services affect them. In this thesis by examining the natural gas market using theories of microeconomics ,public sector,with the assumptions of of the optimality current price of gas for manufacturing industries in iran,aims to provide the pattern,resonable price ,which the government in the framework of the implimentation of targeted subsidies,with this pricing method high. So according to the terms of the natural monopoly of the natural gas market that is ruling Iran,justified,ramsey pricing pattern has found a method of fuzzy regression olza due to lack of having the resterictions governing classical regression as well as high precision will be used.also ,in order to estimate the production function and efficiency compared to the estimates of the demand function and also to scale and stretch it,your explanation of the pattern of operation with extensive breaks(ARDL) in 1356-1393 .finally also the optimal pattern of natural gas pricing for the various industries of iran’s plant has been estimated. Keywords Optimal pattern,natural gas, pricing,manufacturing industeries
hamidreza arbab; Ali Emami Meibodi; Saba Rajabi Ghadi
Abstract
The amount of energy consumption per growth affects on economic growth in all countries, so the access of world countries to variety of energy is essential for economic growth. Numerous studies in a world have shown that the pace of growth of energy consumption will largely depend on the level of economic ...
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The amount of energy consumption per growth affects on economic growth in all countries, so the access of world countries to variety of energy is essential for economic growth. Numerous studies in a world have shown that the pace of growth of energy consumption will largely depend on the level of economic growth. The present study aims to investigate on the researches that has been done on impact of the renewable energy consumption on the economic growth, all over the world. And after that the relation between renewable energy consumption and growth in a selected countries of OPEC members during 1985-2014. With unit root test determine stability of data and proved that all data are stable. The linear Granger causality test indicate unidirectional causality from energy consumption to growth. F limer and hausman test also stimate for determining the Regression model.
Hamidreza Arbab; Zohreh Abbasifar
Volume 1, Issue 3 , July 2012, , Pages 1-16
Abstract
Most studies suggest a form of inverted U relationship between environmental quality and economic growth, entitled as "the environmental Kuzne's curve (EKC)"
Given the importance of maintaining environmental quality along with economic growth, this study studies the level of water pollution and economic ...
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Most studies suggest a form of inverted U relationship between environmental quality and economic growth, entitled as "the environmental Kuzne's curve (EKC)"
Given the importance of maintaining environmental quality along with economic growth, this study studies the level of water pollution and economic growth both in developing and developed countries during 2001-1980. Based on theoretical foundations of environmental EKC curve, as in addition to the income variable, the population variable, is also considered as an exogenous variable and the integration method is used for estimating the model. The results indicates that the economic conditions prevailing in both groups of countries are consistent with the EKC. Curve and it this curve. The turning point in developed countries is at 10,622 dollars based on statistical findings, most of the studied countries in this group have crossed the turning point. But as for developing countries, the turning point in this curve is estimated at approximately 901 dollars of national per capita income. Statistical analysis of existing data showed that many countries at this group still have not reached the turning point of the EKC curve and are far from it. Using the results, it seems necessary for the developing countries to adopt more cautious policies to grow and develop their economies, in order to promote the growth of national per capita income, as well as policies to improve quality of water resources, or at least prevent their contamination.
