List of Articles C12

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  1 - The Impact of Economic Sanctions on the Amount of Dependence between Oil and Financial Market (Extremal Dependence Approach)
  Tahereh Nowrouzifar shahram fattahi Kiomars sohaili
  Abstract This study tries to examine the contagion between oil and financial markets using a new method of co-volatility. In this survey, identification and measurement of contagion between financial markets, and contagion between oil and financial markets in Iran have More

  Abstract This study tries to examine the contagion between oil and financial markets using a new method of co-volatility. In this survey, identification and measurement of contagion between financial markets, and contagion between oil and financial markets in Iran have been investigated. The daily data for the period 2009-2015 is used which has been extracted from the Central Bank and the OPEC websites. Oil sanction has caused in a reduction in correlation between stock and oil markets fluctuations in short and long-term periods and between gold and oil markets in long-term period. In addition, oil sanction has caused to an increase in correlation among the fluctuations of oil and exchange, gold and exchange, gold and stock, exchange and stock markets during the two periods.  Manuscript profile
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  2 - The Application of GMDH Neural Network Approachin Forecasting the Price of Soybean Meal in Merchendis Stock Exchange
  علی اکبر باغستانی سعید یزدانی مجید احمدیان
  Abstract Livestock and poultry industry has depended much on soybean meal. This dependence has led to fluctuations in the price of this product and therefore, forces market participants to follow the sensitivity and accuracy. These fluctuations created serious concerns More

  Abstract Livestock and poultry industry has depended much on soybean meal. This dependence has led to fluctuations in the price of this product and therefore, forces market participants to follow the sensitivity and accuracy. These fluctuations created serious concerns about the supply and price of soybean meal. So, this study, using monthly and weekly data of Soybean prices in the exchange market, tried to forecast soybean price. So Soybean Meal price has predicted with neural network GMDH algorithm and ARIMA. The results based on the root mean square error (RMSE), mean absolute error (MAE) and mean absolute percentage error (MPAE) showed that the GMDH algorithm, has a better ability to predict the price accurately.   Manuscript profile
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  3 - Providing a Pattern of the Impact of Political Connection and Corporate Governance on Banks Performance in Financial Crisis Condition
  مهدی ذوالفقاری سید علی واعظ محمد خدامرادی
  The aim of the present study is to investigate and provide a model of the impact of political connection and corporate governance on banks' performance in the financial crisis condition. In order to achieve the objectives of the research, the information of 10 banks lis More

  The aim of the present study is to investigate and provide a model of the impact of political connection and corporate governance on banks' performance in the financial crisis condition. In order to achieve the objectives of the research, the information of 10 banks listed on Tehran Stock Exchange, which were selected for a ten-year territory (from the beginning of 2010 to the end of 2019), was extracted and necessary statistical tests were performed on them. In order to test the research hypotheses, multivariate linear regression based on panel data and a combination of cross-sectional and temporal series has been used. Research has shown that in times of financial crisis, political communication has a positive and significant effect on return on assets and the ratio of TobinsQ in exemplary banks; negative and significant in the context of financial crises in banks Sample; and in times of financial crisis, corporate governance has a positive and significant effect on return of assets and the TobinsQ ratio of the sample banks. Manuscript profile