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Publications

by alumni of

Ferdowsi University of Mashhad → Department of Agricultural Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles |

Working papers

2025

  1. Tehranchian, Amirmansour & Roudari, Soheil & Khabbaz, Seyedeh Mahsa, 2025, "The Role of Technology in the Impact of Non-Renewable Energy Consumption on Ecological Resilience: Application of Threshold Structural Vector Autoregression (TSVAR) Model," MPRA Paper, University Library of Munich, Germany, number 126834, May, revised 22 Jul 2025.
  2. Sadeghi, Abdorasoul & Roudari, Soheil & Nammouri, Hela, 2025, "Green finance, fossil energy, and institutional factors in the context of sustainable development," MPRA Paper, University Library of Munich, Germany, number 126836, Apr, revised 13 Aug 2025.
  3. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan & Chenarani, Hasan, 2025, "بررسی عملکرد مدیریت سرمایه گذاری در وزارت تعاون، کار و رفاه اجتماعی: شواهدی جدید از هلدینگ¬های تابعه
    [Assessment of Investment Management Performance in the Ministry of Cooperatives, Labor, and Social Welfare: New Evidence from Affiliated Holdings    ," MPRA Paper, University Library of Munich, Germany, number 126954, May.
  4. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Chenarani, Hasan & Mensi, Walid, 2025, "Portfolio Management in the selected Middle East countries: New evidence of Iran-Israel War," MPRA Paper, University Library of Munich, Germany, number 126960, Oct.
  5. Ahmadian- Yazdi, Farzaneh & Roudari, Soheil & Mensi, Walid, 2025, "Assessing the safe haven characteristic of Sukuk in Iran's financial market: Fresh evidence for portfolio management," MPRA Paper, University Library of Munich, Germany, number 126962, Mar.
  6. Chenarani, Hasan & Roudari, Soheil, 2025, "اولویت بندی واگذاری بنگاه¬های اقتصادی زیر مجموعه صندوق¬های بازنشستگی با تاکید بر مدیریت سرمایه¬گذاری: شواهدی جدید از رویکرد DCC-GARCH R2 decomposed connectedness
    [Prioritizing the Divestment of Pension Fund-Owned Enterprises with an Emphasis on In    ," MPRA Paper, University Library of Munich, Germany, number 126973, Aug, revised 14 Oct 2025.
  7. Rahimi Kahkashi, Sanaz & Asharieen, Nasim & Adeli, OmidAli & Roudari, Soheil, 2025, "تحلیل پویای واکنش رشد اقتصادی ایران به شوک های تحریمی و اقتصادی؛ کاربرد مدل الگوهای خود رگرسیون برداری تعمیم یافته با پارامتر متغیر زمان
    [Dynamic Analysis of Iran's Economic Growth Response to Sanctions and Economic Shocks: Application of the Gene    ," MPRA Paper, University Library of Munich, Germany, number 127342, Jan, revised 22 Sep 2025.

2024

  1. Roudari, Soheil, 2024, "Investigating the Dynamic Spillover among Exchange Rate, Stock Market Index, Housing Price and Inflation in Iran: Does the Severity of Sanctions Matter?," MPRA Paper, University Library of Munich, Germany, number 126829, Apr, revised 15 Sep 2024.
  2. Roudari, Soheil & Omidi, Vahid & Ahmadian-Yazdi, Fazaneh, 2024, "The Dynamics of Fossil Fuels, Cryptocurrencies, and Clean Energy: Dose the Energy market's price volatility create an incentive for cryptocurrency mining?," MPRA Paper, University Library of Munich, Germany, number 126833, Mar.
  3. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Mensi, Walid & Tiwari, Aviral, 2024, "Exploring the ripple effect: Time-frequency dynamics of uncertainty indexes, green bonds, oil, and stocks," MPRA Paper, University Library of Munich, Germany, number 126835, May.
  4. Roudari, Soheil, 2024, "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper, University Library of Munich, Germany, number 126952, Aug.
  5. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan, 2024, "بررسی سرریز ریسک پویا نامتقارن در بازار فلزات اساسی: شواهدی از مدیریت مواد مصرفی مجتمع صنایع مس شهید باهنر
    [Examining Asymmetric Dynamic Risk Spillover in the Base Metals Market: Evidence from Material Management at Shahid Bahonar Copper Industrie    ," MPRA Paper, University Library of Munich, Germany, number 126957, Oct.
  6. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan & Maghsoodi, Hamidreza, 2024, "منحنی فیلیپس نیوکینزی و درجه عبور نرخ ارز در اقتصاد ایران: شواهدی جدید از الگوی Mcwt
    [New Keynesian Phillips curve and exchange rate pass-through in Iran's economy: New evidence from the MCWT Model]    ," MPRA Paper, University Library of Munich, Germany, number 126958, Jun.
  7. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Homayounifar, Masoud & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024, "Time-Frequency Connectedness and Extreme Dependencies in Stock Sector Markets of the Chinese and U.S. Economies," MPRA Paper, University Library of Munich, Germany, number 126963, Oct.
  8. Roudari, Soheil, 2024, "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
    [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Caus    ," MPRA Paper, University Library of Munich, Germany, number 126972, Aug.
  9. Roudari, Soheil & Maghsoodi, Hamidreza & Ahmadian- Yazdi, Farzaneh, 2024, "تورم، نرخ ارز، مخارج دولت و نقدینگی: اثرپذیر یا اثرگذار؟ شواهدی جدید از رویکرد Tvp-Var-Sv
    [Inflation, Exchange Rate, Government Spending, and Liquidity: Effect to or Effect from?New Evidence of TVP-VAR-SV]    ," MPRA Paper, University Library of Munich, Germany, number 127037, Apr.
  10. Farahanifard, Saeed & Rahimi Kahkashi, Sanaz & Roudari, Soheil, 2024, "طراحی سبد بهینه پویای سرمایه گذاری با حداقل ریسک: شواهدی جدید از الگوی خودرگرسیون برداری متغیر در زمان
    [Dynamic Optimal Portfolio Design with Minimum Risk: New Evidence from the Time Varying Parameter Vector Autoregression Model]    ," MPRA Paper, University Library of Munich, Germany, number 127332, Oct, revised 16 Feb 2025.

2023

  1. Roudari, Soheil & Jalili, Esmaeil & Tehranchian, Amirmansour, 2023, "بررسی زمان- فرکانس ارتباط میان نوسانات نرخ ارز، تورم و کسری بودجه دولت در اقتصاد ایران
    [Investigating the time- frequency relationship between exchange rate, inflation and government budget deficit volatilities in Iran's economy]    ," MPRA Paper, University Library of Munich, Germany, number 126799, Nov, revised 07 Feb 2024.
  2. Roudari, Soheil, 2023, "Risk spillovers between S&P500, green bond, real estate, oil markets and dollar index," MPRA Paper, University Library of Munich, Germany, number 126830, Mar.
  3. Roudari, Soheil & Arabi, Seyed Hadi & Shahabadi, abolfazl & Adeli, Omid Ali, 2023, "اثرات سرریز پویای ریسک میان نرخ ارز، سهام، مسکن و سکه در ایران: شواهدی جدید از مقایسه دوران تحریم و غیرتحریم
    [Effects of dynamic risk spillover between exchange rates, stocks, housing and coins in Iran: New evidence from the comparison between san    ," MPRA Paper, University Library of Munich, Germany, number 127003, Aug, revised 15 Jan 2025.
  4. Roudari, Soheil & Ahmadi, Ali Mohammad & Omidi, Vahid, 2023, "بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور
    [Examining the mechanism of Contemporaneous risk transmission in the investment portfolio using the R2 Conn    ," MPRA Paper, University Library of Munich, Germany, number 127024, Oct, revised 18 May 2024.
  5. Roudari, Soheil & Jalili, Esmaeil & Omidi, Vahid, 2023, "مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR
    [Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach]    ," MPRA Paper, University Library of Munich, Germany, number 127026, Sep, revised 05 Jan 2024.
  6. Omidi, Vahid & Roudari, Soheil & Jamshidi, Amir, 2023, "بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR
    [Investigating The Relationship Between Bank, Automotive, Cement, Bas    ," MPRA Paper, University Library of Munich, Germany, number 127027, Jun, revised 16 Nov 2023.
  7. Roudari, Soheil & Arabi, Seyed Hadi & Rahimi Kahkashi, Sanaz, 2023, "بررسی علیت و سرریز نوسانات بین نرخ ارز، تورم و نقدینگی در اقتصاد ایران: رویکرد Tvp-Var-Bk
    [Volatility Causality and Spillovers between Exchange Rate, Inflation, and Liquidity in the Iranian Economy: A TVP VAR BK Approach]    ," MPRA Paper, University Library of Munich, Germany, number 127038, Jun, revised 20 Feb 2024.

2022

  1. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Arabi, Seyed Hadi & Hammoudeh, Shawkat, 2022, "Sanctions and Iranian Stock Market: Does the Institutional Quality Matter?," MPRA Paper, University Library of Munich, Germany, number 126831, Nov, revised 15 Mar 2023.
  2. Roudari, Soheil & Farahanifard, Saeed & Shahabadi, Abolfazl & Adeli, OmidAli, 2022, "بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران
    [Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran]    ," MPRA Paper, University Library of Munich, Germany, number 127004, Sep, revised 01 Nov 2022.
  3. Roudari, Soheil & Tehranchian, Amirmansour & Arabi, Seyed Hadi & Adeli, OmidAli, 2022, "بررسی نقش آستانه¬ای تحریم بر اثرگذاری درآمدهای نفتی بر نقدینگی در ایران: شواهدی جدید از الگوی Tsvar
    [Investigating the threshold role of sanctions on the effect of oil revenues on liquidity in Iran: new evidence from the TSVAR model]    ," MPRA Paper, University Library of Munich, Germany, number 127006, Aug, revised 07 Feb 2023.
  4. Omidi, Vahid & Goudarzi Farahani, Yazdan & Roudari, Soheil, 2022, "نرخ ارز، کسری دوگانه و اثر پاتینکین در اقتصاد ایران: آیا ارتباط مقیاس-زمانی مسئله است؟
    [Exchange rate, twin deficit and Patinkin effect in Iran's economy: Is the time-scale relationship a problem?]    ," MPRA Paper, University Library of Munich, Germany, number 127008, Nov, revised 23 May 2023.
  5. Rahimi Kahkashi, Sanaz & Adeli, OmidAli & Maleki, Mohammad Hassan & Roudari, Soheil, 2022, "پیش بینی نحوه اثرگذاری عوامل مؤثر بر رشد اقتصادی ایران با رویکرد مدل میانگین گیری پویا
    [Predicting the effect of factors affecting the economic growth of Iran with the approach of dynamic averaging models]    ," MPRA Paper, University Library of Munich, Germany, number 127009, Nov, revised 23 May 2023.
  6. Roudari, Soheil, 2022, "تاثیر نوسانات نرخ ارز و سهام بر کارایی تسهیلات اعطایی به بخش کشاورزی
    [The effect of exchange rate and stock index fluctuations on the efficiency of agricultural facilities]    ," MPRA Paper, University Library of Munich, Germany, number 127368, Oct.

2021

  1. Roudari, Soheil & Ghasemi, Hamidreza & Ghoreshi, Davood, 2021, "The role of institutional quality in the impact of oil rents on financial development in Brazil and Norway," MPRA Paper, University Library of Munich, Germany, number 126832, Oct, revised 23 Dec 2021.
  2. Ahmadian- Yazdi, Farzaneh & Roudari, Soheil, 2021, "A Survey of the Interaction Effect of Financial Development and CO2 Emissions on Poverty," MPRA Paper, University Library of Munich, Germany, number 127002, Feb.
  3. Tehranchian, Amirmansour & Roudari, Soheil & Hedayati, Hosein & Bahrami, Hedayat, 2021, "بررسی تاثیر نوسانات نرخ ارز بر میزان قاچاق کالا در کشور در شرایط تحریم
    [Investigating the Effect of Exchange rate Fluctuations on the Smuggling rate of Goods in the Country under Sanctions Situations]    ," MPRA Paper, University Library of Munich, Germany, number 127010, Jul, revised 07 Sep 2021.

2020

  1. Roudari, Soheil & Homayounifar, Masoud, 2020, "بررسی تاثیر شیوع ویروس کرونا بر بازار سهام ایران با لحاظ تغییرات رژیم
    [Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes]    ," MPRA Paper, University Library of Munich, Germany, number 127011, Apr, revised 23 Aug 2020.
  2. Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2020, "أثیر سرمایه اجتماعی بر مطالبات بانکی از بخش خصوصی و دولتی با تأکید بر کارآیی مخارج دول
    [The Impact of Social Capital on Bank Claims on the Private and Public Sectors with an Emphasis on Government Expenditure Efficiency]    ," MPRA Paper, University Library of Munich, Germany, number 127012, Jun, revised 29 Oct 2020.
  3. Roudari, Soheil & Tehranchian, Amirmansour & Zarei, Pegah & kakaei, hamid, 2020, "ارزيابي اثر تکانه درآمد نفت بر شاخص سهام در ايران: کاربردي از الگوي مارکوف سويچينگ خودرگرسيون برداري
    [Evaluating the effect of oil revenue shock on stock market index in Iran: Application of Markov switching vector autoregressive]    ," MPRA Paper, University Library of Munich, Germany, number 127014, Dec, revised 23 May 2021.
  4. Roudari, Soheil & Tehranchian, Amirmansour & Zarei, Pegah, 2020, "آیا نفت نفرین است یا موهبت برای توسعه مالی ایران؟
    [Is oil curse or a blessing for Iran's financial development?]    ," MPRA Paper, University Library of Munich, Germany, number 127015, Apr, revised 01 Sep 2021.
  5. Roudari, Soheil & Zarei, Pegah & Tehranchian, Amirmansour, 2020, "بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای
    [Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregression Approach]    ," MPRA Paper, University Library of Munich, Germany, number 127021, Aug, revised 30 Jan 2021.
  6. Roudari, Soheil & Tehranchian, Amirmansour, 2020, "نقش اقتصاد غیررسمی بر کارآفرینی با تاکید بر شاخص کیفیت نهادی
    [The role of Informal Economy on Entrepreneurship with Emphasis on Institutional Quality Index]    ," MPRA Paper, University Library of Munich, Germany, number 127022, Apr, revised 21 Oct 2020.
  7. Roudari, Soheil, 2020, "تاثیر رشد قیمت نفت بر کارایی تسهیلات اعطایی به بخش صنعت: کاربردی از الگوهای Bdea و Str
    [The effect of oil price growth on the efficiency of facilities granted to the industrial sector: Application of BDEA and STR Models]    ," MPRA Paper, University Library of Munich, Germany, number 127023, Mar.

2019

  1. Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019, "بررسی همبستگی میان نوسانات نرخ ارز، نوسانات مخارج جاری دولت و بدهی دولت به شبکه بانکی با تاکید بر مقیاس-زمان
    [Investigating the correlation between exchange rate fluctuations, current government expenditures fluctuations and government debt to the    ," MPRA Paper, University Library of Munich, Germany, number 127019, Jul, revised 29 Apr 2020.
  2. Roudari, Soheil & Homayounifar, Masoud & Salimifar, Mostafa, 2019, "تاثیر نوسانات نرخ ارز اسمی و چرخه¬های تجاری بر مطالبات شبکه بانکی کشور با تاکید بر تغییرات رژیم و زمان- مقیاس
    [Impact of Nominal Foreign Exchange Rate Fluctuations and Business Cycles on Nonperforming Loans with Emphasis on Regime Changes and Time    ," MPRA Paper, University Library of Munich, Germany, number 127020, Jul, revised 07 Jan 2020.

Journal articles

2025

  1. Ghamari, Hosein & Tehranchian, Amir Mansour & Jafari Samimi, Ahmad & Roudari, Soheil, 2025, "Transmission Channels of Monetary Policy Effects on Household Consumption in Iran: A TSVAR Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 20, issue 1, pages 39-67, March.
  2. Farzaneh Ahmadian-Yazdi & Amin Sokhanvar & Soheil Roudari & Aviral Kumar Tiwari, 2025, "Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-32, December, DOI: 10.1186/s40854-024-00694-4.

2024

  1. Ahmadian-Yazdi, Farzaneh & Roudari, Soheil & Omidi, Vahid & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024, "Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications," International Review of Economics & Finance, Elsevier, volume 95, issue C, DOI: 10.1016/j.iref.2024.103492.
  2. Mensi, Walid & Ahmadian-Yazdi, Farzaneh & Al-Kharusi, Sami & Roudari, Soheil & Kang, Sang Hoon, 2024, "Extreme Connectedness Across Chinese Stock and Commodity Futures Markets," Research in International Business and Finance, Elsevier, volume 70, issue PA, DOI: 10.1016/j.ribaf.2024.102299.

2023

  1. Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023, "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106482.
  2. Roudari, Soheil & Mensi, Walid & Kharusi, Sami Al & Ahmadian-Yazdi, Farzaneh, 2023, "Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?," International Economics, Elsevier, volume 173, issue C, pages 343-358, DOI: 10.1016/j.inteco.2023.01.006.
  3. Sadeghi, Abdorasoul & Tayebi, Seyed Komail & Roudari, Soheil, 2023, "Financial markets, inflation and growth: The impact of monetary policy under different political structures," Journal of Policy Modeling, Elsevier, volume 45, issue 5, pages 935-956, DOI: 10.1016/j.jpolmod.2023.08.003.
  4. Roudari, Soheil & Sadeghi, Abdorasoul & Gholami, Samad & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2023, "Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103688.

2022

  1. Sadeghi, Abdorasoul & Roudari, Soheil, 2022, "Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102596.
  2. Farzaneh Ahmadian-Yazdi & Mahsa Mesgarani & Soheil Roudari, 2022, "Natural Resource Rents and Social Capital Interaction: New Evidence on the Role of Financial Development," Journal of Environmental Assessment Policy and Management (JEAPM), World Scientific Publishing Co. Pte. Ltd., volume 24, issue 01, pages 1-30, March, DOI: 10.1142/S1464333222500211.

2020

  1. Roudari, Soheil & Salmani, Yunes, 2020, "Macroeconomic Effects of Government Debt to Banks in Iran," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, volume 15, issue 4, pages 403-422, October.

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