List of Articles Global Market

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  1 - The Analysis and Test of Spillover and Volatility of Global Markets for Petrochemical Products and Base Metals (Based on Copula family models)
  Mahsa Banakar Hashem nikoomaram Hasan Ghalibaf Asl Mehrzad Minouie
  Fluctuations in commodity prices in global markets have always influenced the behavior and decisions of investors in financial markets. In this research, using the Copula family models, financial contagion or volatility spillover on global price of petrochemical product More

  Fluctuations in commodity prices in global markets have always influenced the behavior and decisions of investors in financial markets. In this research, using the Copula family models, financial contagion or volatility spillover on global price of petrochemical products and base metals on the on the stock price index of eight selected industries of Tehran Stock Exchange listed companies during a period of 10 years (2008-2018) has been reviewed. The research method is descriptive-analytical in nature and applied in terms of purpose. The research hypotheses were tested using an econometric approach based on Copula models and programming in MATLAB software. The results show that the effects of overflow of these variables on the index of selected industries are significant but different.Examination of different models of Copula method showed that T-Student model is most suitable for transmitting spillover effects, which indicates the symmetrical effects of price variables in global markets of petrochemical products and base metals on the index performance of selected industries. And then Clayton and Gumble models are in the next rank. Manuscript profile
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  2 - The oil and gold global market interaction on the stock market of Iran; the GARCH-Copula approach
  Seyed Mozaffar Mirbargkar Maryam Borzabadi Farahani
  Studying the countries' stock market and global market interaction has been one of the most important research subjects in the global market. Thus, studying the relationships may have a significant role for the decision making of the investors. An appropriate estimation More

  Studying the countries' stock market and global market interaction has been one of the most important research subjects in the global market. Thus, studying the relationships may have a significant role for the decision making of the investors. An appropriate estimation of the dependence structure has been the significant starting point at an investing period, for the investment risk control. The present research aims to study the interaction between dependence structure at Tehran stock market efficiency and the global price of gold and oil, at the period of 2010-2017, on a daily basis. In doing so, GARCH-Copula approach has been applied. The results show the asymmetric mutual relationship between the studied efficiencies. As it can be seen in the present paper, the t-student Copula functions can have a better recognition than other functions for both efficiencies; 'Tehran stock and gold market', and 'Tehran stock and oil market'. The results indicate that the Tehran stock market has been highly dependent to both oil and gold markets, and their threshold changes may lead to a stronger dependency of the markets together. Manuscript profile
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  3 - Reinsurance: taking advantage of internationalization opportunities in line with social security
  Fatemeh Hashemi Jamshid Edalatian Shahryari Jalal Haghighat Monfare
  Due to its nature, the insurance industry is one of the most key social phenomena in order to ensure social security. Among these different forms of insurance, reinsurance has a greater impact on social security. Considering the expansion of the phenomenon of globalizat More

  Due to its nature, the insurance industry is one of the most key social phenomena in order to ensure social security. Among these different forms of insurance, reinsurance has a greater impact on social security. Considering the expansion of the phenomenon of globalization on the one hand and considering the effective role of reinsurance as one of the public policy tools in guaranteeing social security, this research is conducted with the aim of designing a reinsurance model to enter international markets. This study is practical in terms of its purpose, which was conducted with a qualitative approach in terms of its nature and form of implementation. The statistical population of this research includes 10 insurance industry experts who were selected using targeted non-probability sampling. The main tool for data collection was a semi-structured interview and a Delphi questionnaire to screen indicators. Content analysis method and MaxQuda software were used to analyze the obtained data. The results of qualitative analysis by Max Kyuda software showed that the dimensions and components of reinsurance model design in international markets include investment, international marketing, strategies, market development, internationalization, internationalization attitude, international entrepreneurship and entering international markets. Also, for these components, 48 indicators were finally approved by the experts. The results of the analysis of sub-categories of the research showed that the indicators of compliance with international obligations, clarification, welcoming ideas and creativity about circumventing sanctions, attention and importance to information technology, establishing favorable communications and introducing oneself at the international level are among the most have priority. Manuscript profile
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  4 - Investigating the Quality of Exported Olives and its Iimpact on the Global Market Supply
  Samane Lajevardi Shaban Ali Khoshkar Moghaddam
  10.30495/qafj.2022.1955594.1026
  Quality food preservation, and paying attention to global developments with the aim of increasing transnational cooperation between producing countries, improves supply in the world market. The purpose of this study is to investigate the factors of maintaining the quali More

  Quality food preservation, and paying attention to global developments with the aim of increasing transnational cooperation between producing countries, improves supply in the world market. The purpose of this study is to investigate the factors of maintaining the quality of olive export product and solutions to meet the supply challenge in the global market. The implementation method is descriptive and based on survey. Therefore, according to the conceptual model, a researcher-made questionnaire was prepared in the form of 4 factors and 40 indicators. This questionnaire has been distributed in the statistical population of 50 companies in the field of olive export in Tehran and Rudbar. The results through AHP method and combining coefficients, and pairwise comparison of factors show that the factor of "health, hygiene and environment" and its indicators have the most important role in the quality of exported olives and in the global market supply. After that, "public and private sector policy" is an important factor. Also, a coherent strategy between producers and exporters in global marketing, alignment of supervisory boards, and the creation of a scalable database by regional brands, and the provision of quality information and the authenticity of olive oil have played an important role in the global market supply. Manuscript profile
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  5 - Designing a reinsurance model to enter international markets with a mixed approach
  fatemeh hashemi JAMSHID edalatian shahryari jalal haghighat monfared
  The purpose of this study is to design a reinsurance model to enter international markets. In terms of purpose, this study is an application that has been done with a qualitative approach in terms of nature and form of implementation. The statistical population of this More

  The purpose of this study is to design a reinsurance model to enter international markets. In terms of purpose, this study is an application that has been done with a qualitative approach in terms of nature and form of implementation. The statistical population of this research in the qualitative part includes 10 experts in the insurance industry and in the quantitative part of the experts of insurance branches in Tehran province, from which a sample of 384 people has been selected. The main tools of data collection were semi-structured interview and Delphi questionnaire for screening indicators and a 5-point Likert scale questionnaire. To analyze the obtained data, content analysis method and Maxiquida software and partial least squares technique and Smart PLS software were used. The results of qualitative analysis by Max Kyoda software showed that the dimensions and components of reinsurance model design in international markets include investment, international marketing, strategies, market development, internationalization, internationalization attitude, international entrepreneurship and entry into international markets. Also, 48 indicators for these components were finally approved by experts. The results of data analysis confirmed all research hypotheses. Calculation of goodness-of-fit indices showed that the proposed model in this study has good validity. Manuscript profile