برآورد ﭘﺘﺎﻧﺴﯿﻞ ﺗﺠﺎري ﻣﯿﺎن اﯾﺮان و ﮔﺮوه ديﻫﺸﺖ، ﺑﺎ اﺳﺘﻔﺎده از روشSGMM (ﮐﺎرﺑﺮدي از ﻣﺪل ﺟﺎذﺑه)

Application of futures in calculating optimal hedge ratio in crude oil market: Comparison between static and dynamic approaches

در اﯾﻦ ﻣﻄﺎﻟﻌﻪ ﺑﻪ ﺑﺮرﺳﯽ ﭘﺘﺎﻧﺴﯿﻞ ﺗﺠﺎري ﻣﯿﺎن اﯾﺮان و ﮐﺸﻮرﻫﺎي ﻋﻀﻮ ديﻫﺸﺖ )ﻫﺸﺖ ﮐﺸﻮر اﺳﻼﻣﯽ در ﺣﺎل ﺗﻮﺳﻌﻪ( در ﻃﯽ ﺳﺎلﻫﺎي1992 – 2016 ﺑﺎ اﺳﺘﻔﺎده از ﻣﺪل ﺟﺎذﺑﻪ و روش )SGMM2( ﺑﻪﻋﻨﻮان ﻣﻨﺎﺳﺐﺗﺮﯾﻦ روش ﭘﺮداﺧﺘﻪ ﺷﺪه اﺳﺖ. ﻧﺘﺎﯾﺞ ﺑﻪدﺳﺖآﻣﺪه ﻧﺸﺎن ﻣﯽدﻫﺪ ﮐﻪ ﺿﺮﯾﺐ ﺗﻮﻟﯿﺪ ﻧﺎﺧﺎﻟﺺ داﺧﻠﯽ اﯾﺮان و ﮐﺸﻮرﻫﺎي ﺷﺮﯾﮏ ﺗﺠﺎري ﻣﺜﺒﺖ ﺑﻮده و ﺑﻨﺎﺑﺮاﯾﻦ ﺗﻮﻟﯿﺪ ﻧﺎﺧﺎﻟﺺ داﺧﻠﯽ ﺑﻪﻋﻨﻮان ﻣﻌﯿﺎري از اﻧﺪازه اﻗﺘﺼﺎدي ﮐﺸﻮرﻫﺎ، ﺗﺄﺛﯿﺮ ﻣﺴﺘﻘﯿﻤﯽ ﺑﺮ ﺗﺠﺎرت دوﺟﺎﻧﺒﻪ آنﻫﺎ دارد. ﻫﻤﭽﻨﯿﻦ ﺿﺮﯾﺐ ﻓﺎﺻﻠﻪ ﺟﻐﺮاﻓﯿﺎﯾﯽ ﺑﻪ ﻋﻨﻮان ﻣﻌﯿﺎري از ﻫﺰﯾﻨﻪﻫﺎي ﺣﻤﻞوﻧﻘﻞ ﻣﻨﻔﯽ ﺑﻮده و ﻟﺬا ﻫﺮ ﭼﻪ ﻓﺎﺻﻠﻪ ﺑﯿﻦ ﭘﺎﯾﺘﺨﺖ ﮐﺸﻮرﻫﺎ ﺑﯿﺸﺘﺮ ﺑﺎﺷﺪ، ﻣﯿﺰان ﺗﺠﺎرت دوﺟﺎﻧﺒﻪ ﻧﯿﺰ ﮐﻤﺘﺮ ﻣﯽﺷﻮد. ﺿﺮﯾﺐ ﻣﺘﻐﯿﺮﻫﺎي داﻣﯽ ﺳﺎرك3 و آﺳﻪآن4 ﻣﺜﺒﺖ و ﻣﻌﻨﯽدار ﺑﻮده و ﻧﺸﺎن ﻣﯽدﻫﺪ ﮐﻪ ﻋﻀﻮﯾﺖ اﯾﺮان در اﯾﻦ ﯾﮑﭙﺎرﭼﮕﯽﻫﺎ ﭘﺘﺎﻧﺴﯿﻞ ﺗﺠﺎري اﯾﻦ ﮐﺸﻮر را اﻓﺰاﯾﺶ ﻣﯽدﻫﺪ. ﻫﻤﭽﻨﯿﻦ ﻧﺘﺎﯾﺞ ﺣﮑﺎﯾﺖ از واﺑﺴﺘﮕﯽ ﻓﻀﺎﯾﯽ ﻣﻨﻔﯽ ﺑﯿﻦ ﮐﺸﻮرﻫﺎي ﻋﻀﻮ ديﻫﺸﺖ اﺳﺖ. ﻧﺘﺎﯾﺞ ﺑﺮآورد ﭘﺘﺎﻧﺴﻞ ﺗﺠﺎري ﻧﺸﺎن ﻣﯽدﻫﺪ ﮐﻪ ﮐﻞ ﭘﺘﺎﻧﺴﯿﻞ ﺗﺠﺎري اﯾﺮان ﺑﺎ ﮔﺮوه ديﻫﺸﺖ ﻃﯽ دوره زﻣﺎﻧﯽ ﻣﻮرد ﺑﺮرﺳﯽ در ﺣﺪود 2398 ﻣﯿﻠﯿﺎرد دﻻر ﺑﻮده ﮐﻪ از اﯾﻦ ﻣﻘﺪار ﺗﻨﻬﺎ 1400 ﻣﯿﻠﯿﺎرد دﻻر آن ﺗﺤﻘﻖ ﯾﺎﻓﺘﻪ اﺳﺖ.

one of the methods for developing foreign trade in each country is the precise understanding of the commercial economic potential of major partners and ways of improving the volume and composition of foreign trade, including exports and imports. on this basis, in this study to examine the commercial potential between iran and member states of the D8 (eight islamic countries developing) during the 1992 - 2016 model of gravity model, the dynamic spatial method (sgmm) is chosen as the most appropriate method of estimation. the results show that the gross domestic product coefficient (gdp) and trade partner countries are positive and therefore, the gross domestic product as a measure of the economic size of countries has a direct impact on their bilateral trade. The geographic distance coefficient was seen as a measure of negative transportation costs, which indicates that the greater the distance between the capital of countries, the degree of bilateral trade is reduced. the coefficient of the SAARC and ASEAN is positive and significant, which indicates that Iran's membership in these countries increases the trade potential of this country. Also, the spatial Rho coefficient has been negative, implying a negative spatial dependence between the D8 countries. The results of the trade potential estimation show that the total trade potential of Iran with D8 has been 2398.47977 billion dollars the period under review, of which only 1400 billion dollars has been realized.