Mohammad Sharif Karimi | Razi University of Kermanshah, Iran (original) (raw)
Uploads
Papers by Mohammad Sharif Karimi
This paper investigates empirically the relationship between exchange rate volatility and the vol... more This paper investigates empirically the relationship between exchange rate volatility and the volume of international trade of six MENA countries over the period 1980–2012 using quarterly data. Estimates of the cointegrating relationships are obtained using different cointegration techniques. Estimates of the short-run dynamics are using cointegration and vector error correction model (VECM) techniques. The major finding shows that real exchange rate volatility exerts significant negative effects on exports both in the short run and the long run in each of the MENA countries. Overall, our results suggest that exporting activities of these countries can be further boosted up by policies aimed at achieving and maintaining a stable competitive real exchange rate.
Journal of Economic Research (JER), 2013
Asian Journal of Research in Business Economics and Management, 2014
A copula is a function that links univariate marginal's to their full multivariate distribution. ... more A copula is a function that links univariate marginal's to their full multivariate distribution. Copulas were introduced in 1959 in the context of probabilistic metric spaces. Copula models are becoming increasingly popular for modeling dependencies between random variables. The ranges of their recent applications include such fields as analysis of extremes in financial assets and returns, failure of paired organs in health science, and human mortality in insurance. Our contribution in this paper is to introduce joint life insurance as it is not offered by Iranian insurance companies. We are going to show importance and usefulness of this policy for both insurer and insured. For this reason, we use copula in order to calculate joint life insurance premiums by applying appropriate actuarial formulas using MATLAB and SPSS software. Based on our findings, a joint life insurance premium is lower than the sum of two policies which is bought separately. This means that insurers can charge lower premiums which enable them to increase their market share. On the other hand, lower premiums can increase customer's welfare.
in this study, we applied recently developed panel unit root and cointegration techniques to exam... more in this study, we applied recently developed panel unit root and cointegration techniques to examine the long-run real income per capita and price elasticities for demand of electricity in selected Middle East and North African (MENA) countries using an annual data series from 1990 to 2011.Our main finding from the panel analysis is that the demand for electricity is highly price elastic and slightly income elastic in the long run for MENA countries. Our findings are consistent with the argument that the demand for electricity in the MENA countries is affected largely by strong economic growth.
This paper investigates empirically the relationship between exchange rate volatility and the vol... more This paper investigates empirically the relationship between exchange rate volatility and the volume of international trade of six MENA countries over the period 1980–2012 using quarterly data. Estimates of the cointegrating relationships are obtained using different cointegration techniques. Estimates of the short-run dynamics are using cointegration and vector error correction model (VECM) techniques. The major finding shows that real exchange rate volatility exerts significant negative effects on exports both in the short run and the long run in each of the MENA countries. Overall, our results suggest that exporting activities of these countries can be further boosted up by policies aimed at achieving and maintaining a stable competitive real exchange rate.
Journal of Economic Research (JER), 2013
Asian Journal of Research in Business Economics and Management, 2014
A copula is a function that links univariate marginal's to their full multivariate distribution. ... more A copula is a function that links univariate marginal's to their full multivariate distribution. Copulas were introduced in 1959 in the context of probabilistic metric spaces. Copula models are becoming increasingly popular for modeling dependencies between random variables. The ranges of their recent applications include such fields as analysis of extremes in financial assets and returns, failure of paired organs in health science, and human mortality in insurance. Our contribution in this paper is to introduce joint life insurance as it is not offered by Iranian insurance companies. We are going to show importance and usefulness of this policy for both insurer and insured. For this reason, we use copula in order to calculate joint life insurance premiums by applying appropriate actuarial formulas using MATLAB and SPSS software. Based on our findings, a joint life insurance premium is lower than the sum of two policies which is bought separately. This means that insurers can charge lower premiums which enable them to increase their market share. On the other hand, lower premiums can increase customer's welfare.
in this study, we applied recently developed panel unit root and cointegration techniques to exam... more in this study, we applied recently developed panel unit root and cointegration techniques to examine the long-run real income per capita and price elasticities for demand of electricity in selected Middle East and North African (MENA) countries using an annual data series from 1990 to 2011.Our main finding from the panel analysis is that the demand for electricity is highly price elastic and slightly income elastic in the long run for MENA countries. Our findings are consistent with the argument that the demand for electricity in the MENA countries is affected largely by strong economic growth.