Present a model determining the oil market transferability turmoil on the financial markets of the Iranian economy (Dynamic systems approach)

  • سال انتشار: 1403
  • محل انتشار: مجله آنالیز غیر خطی و کاربردها، دوره: 15، شماره: 9
  • کد COI اختصاصی: JR_IJNAA-15-9_014
  • زبان مقاله: انگلیسی
  • تعداد مشاهده: 197
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نویسندگان

Ahmad Farhadi

Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran

Mehrzad Minouei

Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran,

Gholamreza Zomorodian

Department of Financial Management, Central Tehran Branch, Islamic Azad University, Tehran, Iran

چکیده

A model for determining the oil market transferability turmoil on the financial markets of the Iranian economy using the dynamic systems approach. At first, data related to oil, gold, stock exchange and foreign exchange were extracted from statistics related to the World Bank, Central Bank and Statistics Center of Iran and were analyzed with statistical analysis and simulation software. Then the research model was constructed using simulation methods and system analysis and the results were analyzed. The oil market in supply and demand for price determination is based on global systemic behavior. this simulation has used the factors affecting oil supply, oil demand, the expectations that shape this supply and demand, as well as macro factors such as macroeconomic indicators of the US economy, sanctions on the oil sector in Iran, the rate of world industry development and the available knowledge on oil substitution. Hidden mechanisms are the main reason for some oil price behaviors. The results of the research have led to the forecast of oil prices in the baseline scenario until ۲۰۲۵. The presence of political problems due to the interconnectedness of parallel markets in Iran causes widespread fluctuations in the currency and gold sectors in the Iranian economy

کلیدواژه ها

Fluctuation Contagion, Oil Market, Financial Market, Dynamic Systems

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