نتایج جستجو برای: oil price by one lag
تعداد نتایج: 7880117 فیلتر نتایج به سال:
Crude oil exerts a strong influence on national economy. Changes of international crude oil price have an important effect on Chinese economy because of China’s high dependence on the import of the crude oil. Thus, Chinese stock market can be shocked by the fluctuation of oil price. Reversely, changes in crude oil imports of China have some effect on demands and price of the crude oil. This art...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
Estimating Oil Products Demand by State-space Model and Relevant Guidelines for Price Liberalization
The purpose of this paper is to estimate oil products demand by the state-space model, taking into account the implications for price liberalization using the Kalman filter technique in the framework of a time-varying pattern. For this purpose, we use the data of the Energy Balance Sheet and the National Iranian Oil Refining and Distribution Company during the period of 1994-2017. Our model res...
Examining the relation between oil price changes and trade balance is important for oil-importing countries to formulate policy solutions. This study contributes literature by examining asymmetric effects of in prices on China, world’s largest crude importer. To this end, Nonlinear Autoregressive Distributed Lag (NARDL) cointegration approach Pesaran’s Generalized Variance Decompositions techni...
sharp increase in oil price and the volatility in recent decades have attracted most researchers towards the field of energy. it seems not only the direct oil price, but also the uncertainty caused by the oil price volatility affect the raw oil supply. in this research the effect of oil price volatility on oil supply has been estimated using monthly time series data from january 1980 to septemb...
reputation of a monetary’s authority, is an agents believe on his to control of deviation between targeting inflation and observed inflation. on one hand , a monterey’s authority, can throw agent’s trust to his polices, leading to lower inflation expectations and inflation. but on the other hand, government pressure on the monetary authority to do discretionary monetary policy( such as creation...
employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...
International trade has been playing an extremely significant role in China over the last 20 years. This paper is aimed to investigate and understand the relationship between China’s macro-economy and oil price from this new perspective. We find strong evidence that the increase of China’s price level resulting from oil price shocks is statistically less than that of its main trade partners’. T...
in this thesis, a better reaction conditions for the synthesis of spirobarbiturates catalyzed by task-specific ionic liquid (2-hydroxy-n-(2-hydroxyethyl)-n,n-dimethylethanaminium formate), calcium hypochlorite ca(ocl)2 or n-bromosuccinimide (nbs) in the presence of water at room temperature by ultrasonic technique is provided. the design and synthesis of spirocycles is a challenging task becaus...
This paper investigate Iranian tourism demand to Malaysia using the recently developed autoregressive distributed lag (ARDL) ‘Bound test’ approach to cointegration for 2000:Q1 to 2013:Q4. The demand for tourism has been explained by macroeconomic variables, including income in Iran, tourism prices in Malaysia, tourism price substitute, travel cost and trade value between Iran and Malaysia. In a...
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