One of the most important aspects of investment is determining the “optimal investment portfolio”. To date, scientific research has been conducted to determine the optimal portfolio with “artificial intelligence” and “Fuzzy logic”. However, we determine the optimal portfolio based on Dynamic Stochastic General Equilibrium (DSGE) model. On the other hand, several factors affect returns, which is one of the most important issues in investment decision-makings, and various models have been developed to analyze the return of “capital” and “other assets”. In this regard, some of the most important models include linear and non-linear models, artificial neural network models, Fama–French model, Generalized AutoRegressive Con

Climate change, in addition to reducing rainfall and increasing temperature, has led to a decline in water quality and increased groundwater salinity in Iran. These factors have a negative effect on crop yields. Therefore, the assessment of the effects of climate change and groundwater salinity on agricultural production is necessary. Hence, the object of this study was to investigate the effects of temperature, precipitation and groundwater salinity changes on farmer’s income risk, water shadow price and economic, social and environmental indicators in Qazvin region. To this purpose, the sensitivity of crop yield to temperature, precipitation and groundwater salinity was estimated by using Response-Yield function and General Maximum Entr

The self-sufficiency policy for wheat production in Iran has increased external costs for the country besides causing the destruction of water and land resources. Nevertheless, due to various political, economic, and socio-economic reasons, self-sufficiency in wheat production in Iran is a binding policy. According to statistics, an average of about 67 percent of wheat production across the different regions of Iran is irrigated wheat. Thus, in this study, the effect of a guaranteed price policy on the distribution of irrigated wheat land-use in Iran during the period 2001–2016 was evaluated with an emphasis on the role of the regional differences using the pooled mean group approach. The results indicated that, in the long run, the incre

The present study evaluated the potential impacts of climate change of Hamadan-Bahar plain on dimensions including economical, physiological, hydrological and meteorological aspects. The results showed that climate change in the region has negative impacts on the agricultural sector by reducing the crop yield as well as groundwater balance. In the most optimistic scenario on the horizon of 2090, rainfall and groundwater levels would reduce by 14.4 and 12.3 %, respectively and the average temperature would rise by 14.7 %. Accordingly, the economic value of water would increase by 44 % and the agricultural value-added (net income) would fall by 19 %, indicating the intensification of water shortage crisis and agricultural recession. Also, the

Introduction: The potential impacts of climate change on water resources and food security are receiving growing attention especially in regions that face growing challenges like water demands for agricultural, domestic and environmental uses. The anticipated climate change are likely to impact water resources (surface water and groundwater) by altering precipitation patterns and change in nature of rainfall regimes. Apart from the effects on water availability, climate change is expected to adversely affect crop productivity, food security and food producers' income. Climate changes could affect the four dimensions of food security; food availability, access, utilization, and stability. Therefore, this study aims at investigating the econo

One of the most appropriate methods for providing compressive residual stresses in the surface layer of parts is low plasticity burnishing that can increase fatigue life of metals. Low plasticity burnishing reduces or completely eliminates surface tensile stresses, without optimizing the environment, materials or design components. During this process, a free-rolling ball with proper vertical load is moved on the work-piece in order to create plastic deformation and compressive residual stress. In this study, finite element modeling of the process on Aluminum Alloy 7075-T6 shaft is presented in two conditions, single and double ball. Effect of the process on residual stresses and fatigue life of work-piece by strain-based approach is invest

In recent years, with droughts and declining irrigation water, efficient use of water and water management has become inevitable. For this purpose, in this study, the risk effects of irrigation strategy in Qazvin plain in the 2015-2016 were analyzed. Initially, the percentage change in water quantity was calculated during the drought period. Then, using water-yield functions, deficit irrigation was applied to plants in four scenarios of 19, 32, 44 and 51% corresponding to the periods of weak, medium, severe and very severe droughts. Then, using the TM-PMP model, the risk effects of drought were investigated on the cropping pattern and water consumption productivity. The results showed that deficit irrigation increased the area under crops o

This research evaluated climate change impacts on water resources using soil and water assessment tool (SWAT) models under representative concentration pathway scenarios (RCP 2.6, RCP 6, RCP 8.5). First, drought intensity was calculated using the standardized precipitation index (SPI) for the period 1987–2016. Then, the coefficients of precipitation as well as minimum and maximum temperature changes were simulated as SWAT model inputs. The results revealed that temperature will rise in future periods and the precipitation rate will be changed consequently. Then, changes in runoff during periods of 2011–2040, 2041–2070, and 2071–2100 were simulated by introducing downscaled results to SWAT model. The model was calibrat

زا رﺎﺘﮑﻫ ﺮﻫ رد ﯽﻋارز تﻻﻮﺼﺤﻣ ﺪﯿﻟﻮﺗ هدوﺰﻓا شزرا زا ﺪﺣاو ناﺰـﯿﻣ ﻪـﭼ ﻪـﺑ ﻦﯿـﻣارو يروﺮـﭙﻣاد و يزروﺎﺸﮐ ﻊﻤﺘﺠﻣ عراﺰﻣ ﺎﯿﻧ بآ فﺮﺼﻣ ﺶﯾاﺰـﻓا، ﻻﺎـﺑ ترﺎـﺒﻋ ﻪـﺑ ﻪـﺟﻮﺗ ﺎﺑ. ﺖﺳا ﺪﻨﻣز ﻪﺑ تﻻﻮﺼﺤﻣ ﺪﯿﻟﻮﺗ شزرا مﻮﻬﻔﻣ ﻪﺑ ﯽﻓﺮﺼﻣ بآ ﺪﺣاو ﺮﻫ يازا ﺶﻫﺎـﮐ، ﻦﯿـﻨﭽﻤﻫ. دﻮـﺑ ﺪـﻫاﻮﺧ بآ فﺮـﺼﻣ ﯽﯾارﺎـﮐ ﺶﯾاﺰﻓا ﻪـﺑ بآ فﺮﺼﻣ ﺪـﯿﻟﻮﺗ هدوﺰـﻓا شزرا زا ﯽـﺼﺨﺸﻣ ناﺰـﯿﻣ يازا بآ فﺮـﺼﻣ

Fig and grape have a high position in job creation and foreign exchange earnings for Iran. Moreover, these two products also have the same international position in terms of production and exports. This study has examined and compared price discrimination in the two markets of fig and grape exports using Exchange Rate Pass-Through and Pricing To Market (PTM) behavior approaches. The econometric analysis using the Panel-Corrected Standard Errors (PCSE) model showed that fig exporters had the ability to discriminate prices in the Singapore, Malaysia, Australia, Sweden, and Russia. Furthermore, fig and grape have an equal position in terms of production and exports, but the power of exporters are more in the fig export market and have better c

Volatility and imperfect price transmission in food markets always impress the welfare of producers and consumers, especially in the developing countries. Therefore, the purpose of this study was to investigate the price relationship in vertical market levels (ie farm gate, wholesale and retail) of rice as a staple food for Iranians, using the Vector Error Correction Model (VECM) and the Generalized AutoRegressive Conditional Heteroskedastic (GARCH). The data used was based on monthly observations of prices in Kamfiroz Rice Market from April 1997 to March 2015. Results showed that the direction of Granger causality and partial price transmission were from farm gate to retail market as well as from wholesale to farm gate level and retail mar

see more details of the country. Therefore, several protection policies have been implemented to improve self-sufficiency for this crop. However, official statistics show that despite the efforts made, the production of wheat in Iran iran Subject Category: Geographic Entitiessee more details remains far from reliable. Considering the importance of dynamic processes in the wheat production and wheat supply chain in Iran such as climate change and population growth, this study aimed to evaluate the effectiveness of a guaranteed purchase policy in stabilizing wheat production for the time horizon of 2025. By designing a dynamic partial equilibrium model, the processes in the production and supply chain of wheat in Iran were simulated. The resu

see more details is one the main and the largest producer and exporter of the saffron with 88% of the world production. A survey of the approach of global export shows that the increase or decrease in the amount of Iran export directly and obviously influences the global export of saffron and it is affected by the increase or decrease of Islamic republic of Iran export. Thus, in this study, the effects of the changes in products amount on the saffron export have been studied as a result of changes in cultivated area, relative prices and the currency fluctuations fluctuations Subject Category: Properties

Fig and grape have a high position in job creation and foreign exchange earnings for Iran. Moreover, these two products also have the same international position in terms of production and exports. This study has examined and compared price discrimination in the two markets of fig and grape exports using Exchange Rate Pass-Through and Pricing To Market (PTM) behavior approaches. The econometric analysis using the Panel-Corrected Standard Errors (PCSE) model showed that fig exporters had the ability to discriminate prices in the Singapore, Malaysia, Australia, Sweden, and Russia. Furthermore, fig and grape have an equal position in terms of production and exports, but the power of exporters are more in the fig export market and have better c

see more details is presented as strategic agricultural product because it is the main human food source affecting on food security. Wheat farming covers more than half cereals farmlands in Iran iran Subject Category: Geographic Entitiessee more details. Accordingly, wheat is also the core cereal in Iran. This study intents to investigate the raised question" how does climate change climate change Subject Category: Climate Related