Sharif Digital Repository

In this thesis we are going to forecast the hourly consumption of the electricity over the country with two models and then, combine them. The first model decomposes the consumption to a deterministic trend and a stochastic residual. The second one assumes that the trend part is also stochastic.Once the consumption is being predicted separately by the models, in the second part of the thesis, we will combine the results to get a final prediction. This prediction is going to be compared with the load forecast of the Dispatching Unit of the electricity network as a base model. We are going to answer two important questions: firstly, does combining the models give a better prediction or not,... 

With the growth and success of applications like Uber using the sharing economy concept in order to create value, many firms try to run businesses with similar ideas. Assisting such businesses to be created and grew, we present an analysis of Uber’s operation in this thesis. In addition, factors affecting supply and demand function for travel-matching applications are perceived with Tap30’s dataset and the mismatch between these functions in some areas and times is recognized as Tap30’s current problem. To address this problem, a mechanism is designed to adjust supply function with the demand in order to increase the number of customer-driver matching in the system. To design a mechanism, a... 

In economics, choice or behavior is considered as a result of utility optimization. However, there’s much theoretical and experimental evidence that shows human beings suffer from decision-making and judgment errors. This research aiming at examining the relationship between post-choice attitude changes and framing effects as the two instances of those errors designed and implemented a 2 by 2 between-subject lab experiment. The subjects were randomly assigned to one of these four groups. The two treatment groups made their decision after they rated the objects one time and the two control groups did this after they evaluated the objects two times. Another intervention was to manipulate... 

Inequality and the feeling of injustice governing in the work environment place is one of the important and influential factors on employees'affecting productivity. If Should the employees believe that they are getting lower wages despite having the same productivity as their colleagues, they receive less wage than those co-workers, they might find the firm's behavior unfair and thus, they would loweradjust their performance accordingly. This problem is of great importance, hence the numerous related studies in the literature. This study investigates the effect of inequal unequal payment and promotion on the productivity of the employees by designing and implementing a natural work... 

A distinct viewpoint is adopted by each centrality to analyze a network and rank its nodes. This study aims to introduce a novel centrality that ranks the nodes of a network more effectively. In this respect, a function of five centralities, namely betweenness, closeness, agent vector, degree, and Katz, is introduced to maximize the connected components of the network after ranking its nodes and deleting the first twenty ones. The proposed centrality functions better than the other mentioned centralities. Among the networks simulated to evaluate the centrality, it functions better in Erdos-Renyi and small-world networks, both of whom being based on the Poisson degree distribution, and... 

The purpose of this study is to investigate the effect of Google search volume of trading tickers listed on the Tehran Stock Exchange, on volatility, abnormal returns, and trading volume. For this purpose, data related to the search volume as well as trading data for 22 trading tickers in the list of the 50 largest stock market companies from 2016 to 2020, has been extracted. After collecting data, the required calculations to estimate volatility and abnormal returns, as well as standardizing search volume and trading volume, are performed. Then the desired variables for all 22 selected tickers are placed in a data panel. Then, using the two main research models, descriptive and predictive... 

Asset pricing models are one of the most important tools in investment management and portfolio allocation. Multi-factor asset pricing models try to explain the relationship between risk and expected return through a limited number of macroeconomic, fundamental or statistical factors. Usually, these models are suggested based on the US market and its intrinsic qualities. Although, there are some similarities between the Iranian and the US market, these economies are structurally different and therefore, proposing a proper multi-factor model based on the Iranian market’s fundamental characteristics will greatly improve the understanding of risk-return relationship in this market. In this... 

Because of the importance of the issue of poverty, in this study, we introduce and copute aspects & dimensions of multidimensional poverty index. The object of this thesis is studing the trend of changes in Iranian households’ welfare during the years 2005 through 2015 and recognizing the economic and social poor households’ characteristics. There are two methods that are used to computing MPI (Multidimensional Poverty Index). One of them is standard method that is given unique weight to each dimension, the other one is questionnaire method which is asked poverty experts to set proper weight to each dimension. Knowing how poverty index (income & mpi) changes, can help policy makers to... 

In this research, we propose a dynamic econometric microstructure model of trading, and we investigate how the dynamics of trades and trade composition interact with the evolution of market liquidity. We estimate a bivariate generalized autoregressive intensity process for the arrival rates of informed and uninformed trades for fifty actively traded stocks in Tehran Stock Exchange over one year of transaction data. Our results show that both informed and uninformed trades are highly persistent, but that the uninformed arrival forecasts respond negatively to past forecasts of the informed intensity. Our estimation generates daily conditional arrival rates of informed and uninformed trades,... 

Asset pricing models are one of the most important tools in investment management and portfolio allocation. Multi-factor asset pricing models try to explain the relationship between risk and expected return through a limited number of macroeconomic, fundamental or statistical factors. Usually, these models are suggested based on the US market and its intrinsic qualities. Although, there are some similarities between the Iranian and the US market, these economies are structurally different and therefore, proposing a proper multi-factor model based on the Iranian market’s fundamental characteristics will greatly improve the understanding of risk-return relationship in this market. In this... 

The relationship between the environment and human life has long been considered by researchers. Technological growth in the last century, by the intensification of natural resources usage, led to environmental degradation, and thus the importance of recognizing the relationship between human life and the environment has doubled. The present dissertation is organized in three chapters, in each of which we investigate the impacts of a dimension of environmental degradation on human well-being.In the first chapter, we investigate the effect of drought on expenditure and income per capita of Iranian households. To do this, we combine the expenditure and income data of more than 600,000 urban... 

Batteries have always been used as one of the most important sources of electricity storage and supply. Among different types of batteries, lithium-ion batteries are widely used in various fields and engineering applications due to their high-density energy/power, high discharge/charge rate, and long life. The most common of these applications are using these batteries in all-electric and hybrid vehicles, which reduce environmental problems. Due to the high cost of these types of batteries and the environmental issues of battery decomposition, researchers are seeking to discover long-lasting batteries that lithium titanate oxide batteries have the most extended lifespan among lithium-ion... 

Implying non-model based approach and using seasonal data, we determined cyclical component of housing market and discussed about its lagging or leading behavior to overall economic business cycles in Iran. To extract cyclical component we applied band pass filters, including Hodrick-Prescot, Baxter- King, Butterworth and Christiano-Fitzjerald, and Bry-Boschan’s algorithm on any time series which is able to explain housing market’s behavior in aggregate level. After examining many criteria we found that real residential investment in urban cycles depict cyclical behavior of housing investment. Real residential investment’ cycles in urban lag monetary base rate cycles and m1 rate cycles which... 

Housing policy formulation should be informed by a careful understanding of the behaviour of the housing market, as reflected by housing demand. Since Housing is a complex outcome of cultural, economic and regulatory environment, cross-city studies may be helpful. This thesis sheds light on housing demand in Tehran and Mashad, based on microeconometric data from 0319. In this study, we divided housing demand to three choices: tenure, location and size. The study finds that although price and education variables in Tehran is significantly effective, in Mashhad is not effective. But age variable is significantly effective in both cities  

This study aimed at using industrial organization approach for banks and the use of models of determining the market structure and the level of competition in Iran’s banking industry. Models of market structure determination are divided into two categories: structural models that are the same as calculation of concentration indices using market share and non-structural models that are the same as revenue-cost nature of economic enterprises. Structural models have been established based on two theories of structure-conduct-performance (SCP) and efficient structure (ES). The difference between these two perspectives depends on the good or bad nature of concentration in banking services market.... 

Business cycles have been always one of the main issues discussed in macroeconomics. Nonlinear trend is one of the main characteristics of business cycles. Linear models are not able to explain this nonlinear nature. In order to capture nonlinear features of variables such as change rate of housing price or GDP which have severe ascending and descending and nonlinear behavior, regime switching models, specially Markov regime switching model, have been replaced existing linear models. Comprised to other models, regime switching model has a main advantage: this model is able to consider two important features of business cycles, i.e. asymmetry of different stages of business cycles and... 

The rate of cesarean section delivery in Iran is high and during the past 14 years, leading up to 2014, kept rising. In this regard, decreasing cesarean section rate was targeted through the healthcare reform plan, which was offered by Ministry of Health and Medical Education. This plan kicked off on May4, 2014. One of the most important proceedings of this plan was making natural childbirth to be free in all hospitals, which are under the auspices of the medical universities. According to healthcare utilization models, lower prices of healthcare services, more health centers and more accessibility to them, increase the probability of using health care services. Current study evaluated the... 

In this thesis, consider three important questions in the Iranian Wholesale Electricity Market (IWEM) and answer its. The first one is whether the bidding behavior of the firms in the IWEM has been ex-post optimal? The results of the research show that, on average, the firm’s bidding behavior didn’t optimal in the IWEM, and therefore the bidding strategy of them could be improved. This issue is importance from the regulatory viewpoint in terms of assessing market efficiency and market power of firms, as well as from the firm’s point of view to improve the bidding strategy and increase its profits. The second issue is the assessment of the firm’s ability to exercise unilateral market power by... 

This study investigates and enumerates instances of conflict of interests in some job positions in Iran’s Ministry of Health, Treatment and Medical Education. To achieve this goal, we interviewed people involved in the health field and reviewed job descriptions as well. By adopting the prevalent definition of conflict of interests regarding the duties, authorities, and responsibilities, instances of conflict of interests has been relatively identified in each position. The results show that the main reasons (determinants) for cases of conflict of interests can fall into three categories. First, duties of positions are in such a way that being a shareholder, CEO, and member of the board of...