List of Articles Volatility

• Open Access Article
  • Abstract Page
  • Full-Text
  
  1 - Providing a Network for Measuring the Dynamics Volatility Connectedness of Oil and Financial Markets
  Nasser Gholami Teymor Mohammadi Hamid Amadeh Morteza  Khorsandi
  10.29252/jist.8.31.149
  Various studies have shown that markets are not separated and that fluctuations in different markets affect each other. Therefore, awareness of connectedness is needed for investors and policymakers for making appropriate decisions. The aim of this paper is to measure t More

  Various studies have shown that markets are not separated and that fluctuations in different markets affect each other. Therefore, awareness of connectedness is needed for investors and policymakers for making appropriate decisions. The aim of this paper is to measure the dynamics connectedness of selected stock markets in the Middle East, oil markets, gold, the dollar index, and euro-dollar and pound-dollar exchange rates during the period February 2007 to August 2019 in networks with different weekly horizons. In this paper, we intend to evaluate the pairwise impact of crude oil and the Middle East stock markets, in particular on the Tehran Stock Exchange, and to analyze this variance using different time horizons. The results show that in all time horizons the variance of forecast error in most markets is due to the shocks themselves. The Saudi Arabian Stock Exchange has the most impact on other Middle Eastern stocks. The dynamics connectedness of the oil markets is remarkable, however, as the time horizon increases, dynamic connectedness between the two markets decreases and they are mostly affected by other markets, especially the Middle East stock exchanges except for Iran. Moreover, Iran stock market is an isolated market. About the gold market, there is a significant connectedness with the pound-dollar exchange rate and gold market; however, the dynamics connectedness of this market with other markets are not significant. Therefore, this market and Iran stock exchange can be used as a tool to hedge risk for investors. Manuscript profile
• Open Access Article
  • Abstract Page
  • Full-Text
  
  2 - Assessing the effect of open trade on economic growth and inflation member countries of the Islamic Conference Organization.
  Sarvoddin Fathi Masoud Nonejad Ali Haghighat Hashem Zare
  Open economy and foreign trade have always been of special importance as a stimulus for production and economy growth,and many economists believe that the degree of openness or closure of foreign economy and trade with other countries has had macroeconomic effects for c More

  Open economy and foreign trade have always been of special importance as a stimulus for production and economy growth,and many economists believe that the degree of openness or closure of foreign economy and trade with other countries has had macroeconomic effects for countries and even macroeconomics.The effectiveness of policies is analyzed according to this point,so due to the degree of openness of the economies of countries,policy-making for economic growth is done.Today, due to the significant role of trade as a factor in economic growth and the development ,almost all goverment try to influence the international community in various ways,such as regional and trade agreement.In this study,we examined the impact of trade openness on economic growth and inflation in the priod1990-2018 in two groups of oil exporting and importing countries.in other words,in this study,we seek to answer the question of whether increasing trade openness growth.the second is whether the opening of the economy reduces inflation.to answer these question,the panel model has been used.the results show that increasing the degree of trade openness reduces economic growth in oil-exporting,Increasing trade openness reduces economic growth in oil-importing countries.Increasing trade openness increases inflation oil-importing countries.Increasing trade openness increases inflation in oil-exporting countries.increasing trade openness has reduced economic growth and increases inflation.Human capital have a positive effect on the economic growth of oil-exporting countries.Investment have a positive effect on the economic growth of oil-exporting countries.Human capital and investment have a positive effect on the economic growth of oil-exporting countries,Human capital and investment have a negative effect on the inflation of oil-exporting and importing countries, Manuscript profile