Public Price Reporting in the Cash Market for Live Cattle: A Spatial Market Approach

the test for adverse selection in life insurance market: the case of mellat insurance company

انتخاب نامساعد یکی از مشکلات اساسی در صنعت بیمه است. که ابتدا در سال 1960، توسط روتشیلد واستیگلیتز مورد بحث ومطالعه قرار گرفت ازآن موقع تاکنون بسیاری از پژوهشگران مدل های مختلفی را برای تجزیه و تحلیل تقاضا برای صنعت بیمه عمر که تماما ناشی از عدم قطعیت در این صنعت میباشد انجام داده اند .وهدف از آن پیدا کردن شرایطی است که تحت آن شرایط انتخاب یا کنار گذاشتن یک بیمه گزار به نفع و یا زیان شرکت بیمه ...

Market Structure and Price Adjustment in the Iranian Tea Market

The Law of One Price and the Cointegration of Meat Price in The Global Market: The Case of Iran’s Market

In view of the importance of the meat imports and the exports of meat in Iran, this study focuses on the status of the global market of meat imports the unit price test in these markets between the years 1961 and 2011 using the market cointegration approach. The results of this study are indicative of prices co-integration in the international market of meat as well as among such major importer...

Price Discovery in U.S. Corn Cash and Futures Markets: The Role of Cash Market Selection

Using daily data from 182 spatially separated U.S. cash markets for the years 2006-2011, I investigate price discovery for corn. With a large number of cash markets available, I take into account explicitly the issue of market selection, which has been neglected in previous work. I find that empirical results concerning price discovery based on corn cash and futures markets vary with selection ...

Reinvestigation of Oil Price-Stock Market Nexus in Iran: A SVAR Approach

In this paper we investigate the effect of oil price shocks on stock market index in Iran, by using of a structural VAR (SVAR) approach. We used four variables in the model namely Kilian index, global oil supply, real oil price and real stock market index. The data are monthly and spanning the period 1997M10-2014M12. We identify the effect of four different shocks on stock market including oil ...