- Adeli, A. Ghafari, H. & Shaygani, B. (2020). Studying the simultaneous effects of economic sanctions shocks on Iran's economic sectors. Applied economics studies, 9(34): 163-189. (In Farsi)
- Aminizadeh, M., Rafiee, H., Riahi, A. & Mehrparvar Hosseini, H. (2014). Pattern of Competitiveness of Pistachios World Premier Exporters in Iran's Importers Market. Agricultural Economics, 8(2): 41-68. (In Farsi)
- Amiri, F. (2009). Investigation effective factor on Iran’s pistachio exportation. International journal of marketing studies, 1(2): 35- 40.
- Angstmann, C.N. Henry, B.I. & Ortega-Piwonka, I. (2017). Generalized master equations and fractional Fokker–Planck equations from continuous time random walks with arbitrary initial conditions, Computers & Mathematics with Applications, 73(6): 1315-1324.
- Angstmann, C. Henry, B. & McGann, A. (2019). Time-fractional geometric Brownian motion from continuous time random walks. Physica A, 526, 121002.
- Askan, E. (2019). Economic analysis and marketing margin of pistachios in Turkey. Bulletin of the National Research Centre, https://doi.org/10.1186/s42269-019-0216-5.
- Basnarkov, L., Stojkoski, V., Utkovski, Z. & Kocarev, L. (2019). Option Pricing with Heavy-Tailed Distributions of Logarithmic Returns. International Journal of Theoretical and Applied Finance, 22(7): 1950041.
- Biabani, J., Abolhasani Hastiyani, A., Shayegani, B. & Haghgou, M. (2013). Stability of export and economic growth in Iran: estimation and predication from the perspective of GMDH neural network. journal of economic growth and development research, 3(9): 99-112. (In Farsi)
- Bastian-Pinto, C.L., Teixeira Brandão, L.E., Ozorio, L.M., & Tavares do Poço A.F. (2021) A parameter based approach to single factor stochastic process selection for real options applications, The European Journal of Finance, 27(15), 1533-1552, DOI: 10.1080/1351847X.2021.1895859.
- Coppock, J.T. (1962). International Economic Instability. MC-Grow Hill:New York.
- Farajzadeh, Z. & Esmaeli, A. (2010). Analyzing price transmission in pistachio world market, Agricultural Economics and Development, 18(3): 69-98. (In Farsi)
- Farida Agustini, W. Restu Affianti, I. & Putri, E.R.M. (2018). Stock price prediction using geometric Brownian motion, Journal of Physics, Conf. Ser. 974 (012047)
- Food and Agriculture Organization (FAO) Retrieved july 1 2021 from https://www.fao.org /faostat/en/#data/ TCL.
- Ghorbanian, E. & Esmailie, A. (2009). Competition of Iran and America in pistachios global oligopoly market, Agricultural economics research, 2:225-242. (In Farsi)
- Heydari, A. Keynia, F. Shahsavari Pour, N. & Sedaghat, R. (2016). An evolutionary hybrid method to predict pistachio price. International Conference on Reserarch In Science And Technology, Berlin. Germany.
- Heydari, A., Keynia, F., Shahsavari-Pour, N. & Sedaghat, R. (2017) An evolutionary hybrid method to predict pistachio price. Complex & Intelligent Systems. 3, 121–132.
- Hull, J.C. (2009). Options, Futures, and other Derivatives, Seventh Edition, Pearson Prentice, Hall, Inc.
- Liaghati, H., Nazari, M. & Avazdahandeh, S. (2017). Structural evolution of the pistachio global market with emphasis on the role of Iran, Journal of Agroecology, 7:186-199. (In Farsi)
- Mehrabi Boshrabadi, H. (2002). Review Of Factors Influencing Iran"S Share In The World Pistachio Market, Journal of Agricultural Economics and Development, 10(3): 85-102. (In Farsi)
- Mehrabi Boshrabadi, H., & Javdan, E. (2012). Forecasting World Market Structure of Iran's Pistachio Exports, Journal of Life Sciences, 6:701-707.
- Mirakbari, Z., Mojaverian, M., Rafiee, H. & Amirnezhad, H. (2020). Clustering Target Countries of Iranian Pistachio Exports Based on Hybrid Meta-Heuristic Algorithms, Iranian Journal of Agricultural Economics and Development Research, 51(3): 413-427. (In Farsi)
- Mohammadi, H. & Bahrami Nasab, M. (2014) Assessment of Effective Factors on Supply and Demand of Iran’s Pistachios Export (Vector Auto Regression Approach). Agricultural Economics, 7(4): 23-42. (In Farsi)
- Najafi, B. & Abdollahi Ezzatabadi, M. (2000). Factors affecting pistachio price fluctuations and problems arising from it. Agricultural Economics and Development, 17: 25–42. (In Farsi)
- Nikravesh, S., Yazdani, S., Yavari, G.R. & Kazemnejad, M. (2017). The Growth of Agricultural Sector and Marginal Propensity to Trade. Agricultural Economics, 11(4): 127-141. (In Farsi)
- Pishbahar, E.,Rahimi, J. Dashti, Gh. & Ghahremanzad, M. (2015). The effects of agricultural trade instability and volatility on growth of agricultural sector in Iran, Iranian Journal of Agricultural Economics and Development Research, 46(2): 299-310. (In Farsi)
- Raei, R. & Falahtalab, H. (2013). Application of Monte Carlo simulation and random walk process to value at risk forecasting. Financial engineering and securities management, 4(16):75-92. (In Farsi)
- Salami, H. & Mafi, H. (2018). Predicting Export prices of the Iranian Pistachio Based on Commercial Cycles: Application of Structural Time Series Model. Iranian Journal of Agricultural Economics and Development Research, 49(4): 559-571. (In Farsi)
- Salami, H. & Sadafi Abkenar, S. (2019). A non-parametric Approach to Specifying Changes of Preferences German Consumers for the Iranian and U.S. Pistachios. Iranian Journal of Agricultural Economics and Development Research, 50(1): 79-95. (In Farsi)
- Salehnia, N., Fallahi, M., Seifi, A. & Mahdavi Adeli, M. (2015). The estimation of natural gas daily spot prices with geometric Brownian motion model. Journal of Economic Modeling Research, 5(20): 7-54. (In Farsi)
- Sedaghat, R. (2011). FORECASTING OF THE WORLD PISTACHIO MARKET (SUPPLY, DEMAND AND PRICE). Acta Hortic (International Society for Horticultural Science), 912 (124): 819-826. (In Farsi)
- Stojkoski, V. Utkovski, Z. Basnarkov, L. & Kocarev, L. (2019). Cooperation dynamics in networked geometric Brownian motion. Phys. Rev. E, 99, 062312.
- Tahamipour, M.,Varahrami, V. & Ghavidel, V. (2019). Measuring Pistachio price risk and determining effective factors on it in the main producer provinces. Journal of Agricultural Economics researches, 11: 237-262. (In Farsi)
- Unesi, M. & Godarzi, M. (2016). Pistachio export price prediction using neural-fuzzy system (ANFIS), neural network (ANN) and Autoregressive ARIMA, 3rd international conference on research in science and technology. Berlin (2016).
- Zare, E. (2008). The structure of world and Iran's export market of almond. Pajouhesh-va-sazandegi, 21(1): 2-10. (In Farsi)
|
