در این بررسی با استفاده از داده های میانگین نرخ دلار برای بازه زمانی فروردین 1364 تا بهمن 1402 (برگرفته از سایت بانک مرکزی) و به کارگیری مدل آریما و شبیه سازی تصادفی این...

This paper investigates the impact of the crude oil price uncertainty on the growth of Industry and Mine sector in Iran over the period of 1367:1 to 1389:4. We applied Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) Model to generate the crude oil price uncertainty...

This paper evaluates dynamic correlation between growth of Industry and Mine sector and crude oil price in Iran over the period of 1367:1 to 1389:4, with emphasis on the origin of oil price shocks. We apply Dynamic Conditional Correlation (DCC) model to estimate dynamic correlation. Our results...