IDEAS home Printed from https://ideas.repec.org/p/hal/journl/hal-02093480.html
   My bibliography  Save this paper

Mathematical Analysis of Impact of Oil, Gold and Currency on Tehran Stock Exchange

Author

Listed:
  • Abolfazl Biglar Beigi

    (IASBS - Institute for Advanced Studies in Basic Sciences [Zanjan])

Abstract

The use of economic factors has led to a lot of research on the behavior of stock markets. These economic factors can be evaluated simultaneously using statistical tools called joint. The present paper examines the impact of global oil, Currency (Dollar) and gold prices on the Tehran Stock Exchange, using conditional heteroscedastic Models. indeed, we used autoregressive conditional heteroscedastic (ARCH), the generalized ARCH (GARCH) to capture behavior of the volatility. Actual data of years obtained from the Iran Market is used to t the models.

Suggested Citation

  • Abolfazl Biglar Beigi, 2018. "Mathematical Analysis of Impact of Oil, Gold and Currency on Tehran Stock Exchange," Post-Print hal-02093480, HAL.
  • Handle: RePEc:hal:journl:hal-02093480
    Note: View the original document on HAL open archive server: https://hal.science/hal-02093480
    as

    Download full text from publisher

    File URL: https://hal.science/hal-02093480/document
    Download Restriction: no
    ---><---

    References listed on IDEAS

    as
    1. Moghaddam, Amir Kamyab & Ketabdar, Milad & Amir Ahmadian, Sepideh & Hoseini, Pedram & Pishdadakhgari, Mohammadali, 2017. "Experimental survey of energy dissipation in nappe flow regime in stepped spillway equipped with inclined steps and sill," MPRA Paper 94690, University Library of Munich, Germany, revised Apr 2017.
    2. Rahmani, Fatemeh & Razaghian, Farhad & Kashaninia, Alireza, 2014. "High Power Two- Stage Class-AB/J Power Amplifier with High Gain and Efficiency," MPRA Paper 86867, University Library of Munich, Germany, revised May 2014.
    3. Sadeghian, Ehsan, 2018. "Modeling and Checking the Power Quality of High Pressure Sodium Vapor Lamp," MPRA Paper 86668, University Library of Munich, Germany.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Atuwo, Tamaraebi, 2018. "Application of Artificial Neural Networks in Cold Rolling Process," MPRA Paper 88520, University Library of Munich, Germany.
    2. Rahmani, Javad & Sadeghian, Ehsan & Dolatiary, Soheil, 2018. "Comparison between ideal and estimated pv parameters using evolutionary algorithms to save the economic costs," MPRA Paper 91708, University Library of Munich, Germany.
    3. Yusefi, Peyman & Ostad, Mohammad & Sadeqi, Abolfazl, 2019. "Building Management System for Supporting the repaired Building," MPRA Paper 98181, University Library of Munich, Germany.
    4. Parandeh, Soheila & S Esmaeilzadeh, Nasim & Vaezi, Amir & Parandeh, Kimia & Bagheri, Ehsan, 2019. "Implementation of wampac security and stability improvement of power grids with systems," MPRA Paper 91806, University Library of Munich, Germany.
    5. Sadeqi, Abolfazl & Rahmani, Javad & Habibifar, Saeed & Ammar Khan, Muhammad & Mudassir Munir, Hafiz, 2020. "Design method for two-Stage CMOS operational amplifier applying load/miller capacitor compensation," MPRA Paper 102931, University Library of Munich, Germany, revised 12 Mar 2020.
    6. Habibifar, Saeed & Kashaninia, Alireza & Farokhi, Fardad, 2017. "Robot path planning in a dynamic and unknown environment based on Colonial Competitive Algorithm (CCA) and fuzzy logic," MPRA Paper 92255, University Library of Munich, Germany, revised Sep 2017.
    7. Mafi, Mehdi & Azizi, Habib & Yazdizadeh Alborz, Hamidreza, 2017. "A new model of free global positioning system using triple DME," MPRA Paper 92341, University Library of Munich, Germany, revised Jul 2017.
    8. Atuwo, Tamaraebi, 2018. "Application of Optimized SFCL and STATCOM for the Transient Stability and LVRT Capability Enhancement of Wind Farms," MPRA Paper 88590, University Library of Munich, Germany, revised Jun 2018.
    9. Dolatiary, Soheil & Rahmani, Javad & Khalilzad, Zahra, 2018. "Optimum location of DG units considering operation conditions," MPRA Paper 94194, University Library of Munich, Germany, revised 2018.
    10. Soori, Saba & Hajikandi, Hooman, 2017. "Numerical Computation of Flow Reattachment Lengthovera Backward-Facing Step at High Reynolds Number," MPRA Paper 94297, University Library of Munich, Germany, revised Apr 2017.
    11. Sirat, Ali Parsa, 2018. "Loss Minimization through the Allocation of DGs Considering the Stochastic Nature of Units," MPRA Paper 87636, University Library of Munich, Germany.
    12. Rahmani, Fatemeh, 2018. "Electric Vehicle Charger Based on DC/DC Converter Topology," MPRA Paper 108310, University Library of Munich, Germany, revised 01 Jul 2018.
    13. Rahmani, Javad & Sadeqi, Abolfazl & Ayeh Mensah, Dennis Nii, 2020. "Self-Healing in LTE networks with unsupervised learning techniques," MPRA Paper 99770, University Library of Munich, Germany, revised 21 Feb 2020.
    14. Hamedi, Amirmasoud & Ketabdar, Milad & Fesharaki, Mohammad & Mansoori, Abbas, 2015. "Nappe flow regime energy loss in stepped chutes equipped with reverse inclined steps: experimental development," MPRA Paper 96176, University Library of Munich, Germany, revised Dec 2015.
    15. Hajibabaei, Ehsan & Ghasmi, Alireza & Hosseini, Seyed Abbas, 2017. "Numerical Investigation of Head Frontal Velocity of nonconservative Dense Flows in Small Inclined Beds," MPRA Paper 88383, University Library of Munich, Germany, revised Jan 2017.
    16. Moghaddam, Amir Kamyab & Ketabdar, Milad & Amir Ahmadian, Sepideh & Hoseini, Pedram & Pishdadakhgari, Mohammadali, 2017. "Experimental survey of energy dissipation in nappe flow regime in stepped spillway equipped with inclined steps and sill," MPRA Paper 94690, University Library of Munich, Germany, revised Apr 2017.
    17. Khorsandi Talab, Babak & Kordi, M, 2015. "An empirical study on employees’ theft behavior in insurance industry," MPRA Paper 99924, University Library of Munich, Germany.
    18. Mostofi, Kasra Hossein & Kolbadi nezhad, Rooholla, 2016. "Evaluating the effect of upside and downside slope on flow hydraulic in cylindrical overflows by using Flow 3D software," MPRA Paper 91638, University Library of Munich, Germany.
    19. Sadeghian, Ehsan, 2018. "Modeling and Checking the Power Quality of High Pressure Sodium Vapor Lamp," MPRA Paper 86668, University Library of Munich, Germany.

    More about this item

    Keywords

    TSE; Volatility models; Time series; Autoregressive conditional heteroscedastic; Generalized autoregressive conditional heteroscedastic;
    All these keywords.

    NEP fields

    This paper has been announced in the following NEP Reports:

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-02093480. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: CCSD (email available below). General contact details of provider: https://hal.archives-ouvertes.fr/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.