This paper provides a method to forecast day-ahead electricity prices based on autoregressive integrated moving average (ARIMA) and generalized autoregressive conditional heteroskedastic (GARCH) models. In the competitive power market environment, electricity price forecasting is an essential...

This paper investigates factors of contagion between crude oil price and growth of Industry and Mine sector in Iran during 1367:1- 1389:4. For this reason, the dynamic correlation between crude oil price and growth of Industry and Mine sector has been analyzed by means of the DCC Model. Then, in...

This paper measures the distributional and welfare impacts of cutting commodity subsidy and paying cash subsidy. We introduce an extended Input-Output model employing a non-linear programming approach. The model is calibrated based on 2004 Iranian Micro Consistent Matrix with 56 commodity...