From June 1994 to June 1995, producer prices increased rapidly. Excluding food and energy, prices of crude materials and intermediate goods rose at annual rates of 7.2 and 16.7 percent, respectively. At the same time, however, prices of consumer goods and services excluding food and energy increased a more modest 2.9 percent. Many analysts are concerned that recent increases in the prices of cr...

abstract: this paper discusses two topics. at first, it uses continuous wavelet (morlet) transform, coherency, and phase angle analysis to study the effect of mean volatility in opec crude oil prices, wti crude oil prices, brent crude oil prices and iran’s crude oil prices on the iran’s reer. to this end, the monthly data of the variables for years 2003 to 2012 is used. coherency analysis revea...

producers and consumers’ price behavior were analyzed in chicken meat market in fars province. monthly average producers and consumers prices from june 1997 to july 2008 were taken into account. changes in the producer and consumer prices indicated that the prices follow an increasing trend with much fluctuations. marketing margin has an increasing trend of violent fluctuations. the result of g...

– In this paper, we are interested in American option prices in the Black–Scholes model. For a large class of payoffs, we show that in the region where the European price increases with the time to maturity, this price is equal to the American price of another claim. We give examples in which we explicit the corresponding claims. The characterization of the American claims obtained in this way ...

T he objective of this study is using the Markov Switching Vector Autoregressive method and regime dependent impulse response functions to measure the pass-through of world food prices to consumer price index in Iran from 1990 to 2013. With respect to information criteria and the log-likelihood ratio statistic, MSIA(2)-VAR(1) model has a better fit to data than other models. The magn...