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market’s groups time series were estimated. Results prove that almost all of the group’s time series are demonstrating Non …-Gaussian behavior. And the type of time series’ memories whether they are short-term or long-term were identified. Furthermore …, Predictability indices of time series were calculated which is also useful in investor’s decision making. …
Persistent link: https://www.econbiz.de/10015244159
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...
Persistent link: https://www.econbiz.de/10015256117
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...
Persistent link: https://www.econbiz.de/10015256130
In this paper, using a static Financial Computable General Equilibrium (FCGE) model we investigate the effects of oil export decline on GDP, private consumption, investment, government expenditure and production of different sectors in Iran's economy. We consider zero profit conditions, market...
Persistent link: https://www.econbiz.de/10015265014