ریسک ژئوپولتیک، نااطمینانی اقتصادی و تغییر رژیم تولید نفت، مطالعه موردی ایران و عربستان سعودی

https://www.sid.ir/fa/journal/ViewPaper.aspx?id=301994.

References

Adelman, M.A. and Watkins, G.C. (1995). Reserve Asset Values and the Hotelling Valuation Principle: Further Evidence. Southern Economic Journal, 61(3), pp. 664-673.

Ahir, H., Bloom, N. & Furceri, D. (2022). The world uncertainty index (No. w29763). National bureau of economic research.

Alalade, O.M. (2016). What determines oil production?: a case study of Nigeria and the United Kingdom. [Unpublished Masters of Philosophy thesis]. Brunel University.

Baker, S. R., Bloom, N. and Davis, S. J. (2016). Measuring economic policy uncertainty. The quarterly journal of economics, 131(4), 1593-1636.

Bandyopadhyay, K.R. (2008).OPEC's Price-Making Power. Economic and Political Weekly, 43(46), pp.18-21.

Baumeister, C.& Kilian, L. (2016). Forty years of oil price fluctuations: Why the price of oil may still surprise us. Journal of Economic Perspectives, 30(1), 139-160.

Bloom, N. (2009). The impact of uncertainty shocks. econometrica, 77(3), 623-685.

Bollerslev, T. (1986). Generalized Autoregressive Conditional Heteroskedasticity. Econometrica, 31, 307-327.

Bourghelle, D., Jawadi, F.& Rozin, P. (2021). Oil price volatility in the context of Covid-19. International Economics, 167, 39-49.

1. (2022). bp Statistical Review of World Energy 2022, 71st edition.

Brokse, M. (2008). Multivariate simultaneous generalized ARCH. University of California and San Diego: Department of Economics, Discussion Paper.

Caldara, D.& Iacoviello, M. (2022). Measuring geopolitical risk. American Economic Review, 112(4), 1194-1225.

Cologni, A. and Manera, M. (2014).On the economic determinants of oil production: Theoretical analysis and empirical evidence for small exporting countries. Energy Economics, 44, pp. 68-79.

Correlje, A.& Van der Linde, C. (2006). Energy supply security and geopolitics: A European perspective. Energy policy, 34(5), 532-543.

Cunado, J., Gupta, R., Lau, C. K. M.& Sheng, X. (2020). Time-varying impact of geopolitical risks on oil prices. Defence and Peace Economics, 31(6), 692-706.

De la Torre-Torres, O. V., Aguilasocho-Montoya, D., Álvarez-García, J. & Simonetti, B. (2020). Using Markov-switching models with Markov chain Monte Carlo inference methods in agricultural commodities trading. Soft Computing, 24(18), 13823-13836.

Eilts, H. F. (1991). The Persian Gulf crisis: perspectives and prospects. Middle East Journal, 45(1), 7-22.

Enders, W. (2010). Applied Econometric Time Series. 3nd ed. Wiley. Alabama.

Engle, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation. Econometrica, 50(4), 987. https://doi.org/10.2307/1912773

Fakari, B., Farsi, M. M.& Kojouri, M. (2013). Determining fluctuations and cycles of corn price in Iran. Agricultural Economics (Czech Republic), 59(8), 373-380.

Guo, W., Lai, F. and Zeng, D. (2015).A Hotelling model with production. Mathematical Social Sciences, 73, pp. 40-49.

Hamilton, J. (2018). Regime Switching Models. In A Course on Statistics for Finance (pp. 199-214). Chapman and Hall/CRC. https://doi.org/10.1201/ 9781315373751-9

Hamilton, J. D. (1989). A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle. Econometrica, 57(2), 357. https://doi.org/10.2307/1912559

https://doi.org/10.1007/s00500-019-04629-5

https://doi.org/10.3390/engproc2021005002

Jahangir, S.& Dural, B.(2018).Crude oil, natural gas, and economic growth: impact and causality analysis in Caspian Sea region. International Journal of Management and Economics,54(3) 169-184. https://doi.org/ 10.2478/ijme-2018-0019

Kalligeris, E. N., Karagrigoriou, A.& Parpoula, C. (2021). An Advanced Markov Switching Approach for the Modelling of Consultation Rate Data. Engineering Proceedings, 5(1), 1-5.

Mabro, R. (1994). The impact of the Gulf crisis on world oil and OPEC. International Journal, 49(2), 241-252.

Morse, E. L.& Richard, J. (2002). The battle for energy dominance. Foreign Affairs, 16-31.

Murakami, T. (1976).Policy Simulation for Crude Oil Production of OPEC Countries. Policy Sciences, 7(1), pp. 93-111.

Olanipekun, I. O.& Alola, A. A. (2020). Crude oil production in the Persian Gulf amidst geopolitical risk, cost of damage and resources rents: is there asymmetric inference?. Resources Policy, 69, 101873.

Ozcelebi, O.& Tokmakcioglu, K. (2022). Assessment of the asymmetric impacts of the geopolitical risk on oil market dynamics. International Journal of Finance & Economics, 27(1), 275-289.

Peng, J., Li, Z.& Drakeford, B. M. (2020). Dynamic characteristics of crude oil price fluctuation—from the perspective of crude oil price influence mechanism. Energies, 13(17), 4465.

Reynolds, D.B. and Baek, J. (2012). Much ado about Hotelling: Beware the ides of Hubbert . Energy Economics, 34(1), pp. 162 - 170.

Shin, S. Y.& Mahmudlu, C. (2020). Global Oil‐Market Strategies of Saudi Arabia and Iran. Middle East Policy, 27(1), 102-114.

Temkeng, S. D.& Fofack, A. D. (2021). A Markov-switching dynamic regression analysis of the asymmetries related to the determinants of US crude oil production between 1982 and 2019. Petroleum Science, 18(2), 679-686.

Uddin, G. S., Bekiros, S.& Ahmed, A. (2018). The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. Physica A: statistical mechanics and its applications, 495, 30-39.

Valera, H. G. A.& Lee, J. (2016). Do rice prices follow a random walk? Evidence from Markov switching unit root tests for Asian markets. Agricultural Economics (United Kingdom), 47(6), 683-695. https://doi.org/10.1111/agec.12265

Wang, E.Z.& Lee, C.C. (2020). The Dynamic Correlation between China’s Policy Uncertainty and the Crude Oil Market: A Time-varying Analysis. Emerging Markets. Finance and Trade

Zaklan, A., Zachmann, G., Neumann, A. (2010). The dynamics of global crude oil production, DIW Discussion Papers, No. 1075, Deutsches Institutfür Wirtschaftsforschung (DIW), Berlin

In Persian

Ebrahimi, M., babaei agh esmaili, M.& kafili, V. (2016). Investigate price regimes of two prime index in the world oil market(Brent and WTI) before and after the financial crisis: Evidence from the Markov regime switching model. Quarterly Journal of Quantitative Economics, 13(3), 57-83. doi: 10.22055/jqe.2016.12537. (In Persian)

Fakari, B., Anooshehpour, A. & Hossein Abadi, H. (2022). The impact of gold prices on global exchange rate fluctuations and ounces. Financial Knowledge of Securities Analysis, 15(55), 133-145. doi: 10.30495/jfksa. 2022.21089. (In Persian)

Fallahi, F, & Hashemi Dizadj, A. (2010). Energy Consumption-GDP Relationship in Iran: A Markov Switching Approch. Energy Economics REVIEW, 7(26), 131-152. SID. https://sid.ir/paper/99611/en. (In Persian)

Farshadgohar N, Badpar F. (2013). OPEC Structural Econometric. jemr 2013; 4 (13) :27-41 URL: http://jemr.khu.ac.ir/article-1-341-en.html. (In Persian)

Pordel, P.& Esfandiari, M. (2022). The Effect of Economic Policy Uncertainty on Oil Prices (Case Study: OPEC Countries). Quarterly Journal of Quantitative Economics, 10.22055/jqe.2022.39326.2441. (In Persian)