Details about Soheil Roudari

Access statistics for papers by Soheil Roudari.

Last updated 2025-11-28. Update your information in the RePEc Author Service.

Short-id: pro1409

Working Papers

2025

1. Green finance, fossil energy, and institutional factors in the context of sustainable development
   MPRA Paper, University Library of Munich, Germany
2. اثرات سرریز پویای ریسک میان نرخ ارز، سهام، مسکن و سکه در ایران: شواهدی جدید از مقایسه دوران تحریم و غیرتحریم
   (Effects of dynamic risk spillover between exchange rates, stocks, housing and coins in Iran: New evidence from the comparison between sanctions and non-sanctions eras)
   MPRA Paper, University Library of Munich, Germany
3. اولویت بندی واگذاری بنگاه¬های اقتصادی زیر مجموعه صندوق¬های بازنشستگی با تاکید بر مدیریت سرمایه¬گذاری: شواهدی جدید از رویکرد DCC-GARCH R2 decomposed connectedness
   (Prioritizing the Divestment of Pension Fund-Owned Enterprises with an Emphasis on Investment Management: New Evidence from the DCC GARCH R² Decomposed Connectedness Approach)
   MPRA Paper, University Library of Munich, Germany
4. بررسی عملکرد مدیریت سرمایه گذاری در وزارت تعاون، کار و رفاه اجتماعی: شواهدی جدید از هلدینگ¬های تابعه
   (Assessment of Investment Management Performance in the Ministry of Cooperatives, Labor, and Social Welfare: New Evidence from Affiliated Holdings)
   MPRA Paper, University Library of Munich, Germany

2024

5. Exploring the ripple effect: Time-frequency dynamics of uncertainty indexes, green bonds, oil, and stocks
   MPRA Paper, University Library of Munich, Germany
6. Investigating the Dynamic Spillover among Exchange Rate, Stock Market Index, Housing Price and Inflation in Iran: Does the Severity of Sanctions Matter?
   MPRA Paper, University Library of Munich, Germany
7. Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets
   (Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets)
   MPRA Paper, University Library of Munich, Germany
8. The Dynamics of Fossil Fuels, Cryptocurrencies, and Clean Energy: Dose the Energy market's price volatility create an incentive for cryptocurrency mining?
   MPRA Paper, University Library of Munich, Germany
9. بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality
   (Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Causality Framework)
   MPRA Paper, University Library of Munich, Germany
10. بررسی زمان- فرکانس ارتباط میان نوسانات نرخ ارز، تورم و کسری بودجه دولت در اقتصاد ایران
    (Investigating the time- frequency relationship between exchange rate, inflation and government budget deficit volatilities in Iran's economy)
    MPRA Paper, University Library of Munich, Germany
11. بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور
    (Examining the mechanism of Contemporaneous risk transmission in the investment portfolio using the R2 Connectedness approach: Evidence from the National Pension Fund Investment Company)
    MPRA Paper, University Library of Munich, Germany
12. بررسی سرریز ریسک پویا نامتقارن در بازار فلزات اساسی: شواهدی از مدیریت مواد مصرفی مجتمع صنایع مس شهید باهنر
    (Examining Asymmetric Dynamic Risk Spillover in the Base Metals Market: Evidence from Material Management at Shahid Bahonar Copper Industries Complex)
    MPRA Paper, University Library of Munich, Germany
13. بررسی علیت و سرریز نوسانات بین نرخ ارز، تورم و نقدینگی در اقتصاد ایران: رویکرد TVP-VAR-BK
    (Volatility Causality and Spillovers between Exchange Rate, Inflation, and Liquidity in the Iranian Economy: A TVP VAR BK Approach)
    MPRA Paper, University Library of Munich, Germany
14. تورم، نرخ ارز، مخارج دولت و نقدینگی: اثرپذیر یا اثرگذار؟ شواهدی جدید از رویکرد TVP-VAR-SV
    (Inflation, Exchange Rate, Government Spending, and Liquidity: Effect to or Effect from?New Evidence of TVP-VAR-SV)
    MPRA Paper, University Library of Munich, Germany
15. مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR
    (Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach)
    MPRA Paper, University Library of Munich, Germany
16. منحنی فیلیپس نیوکینزی و درجه عبور نرخ ارز در اقتصاد ایران: شواهدی جدید از الگوی MCWT
    (New Keynesian Phillips curve and exchange rate pass-through in Iran's economy: New evidence from the MCWT Model)
    MPRA Paper, University Library of Munich, Germany

2023

17. Risk spillovers between S&P500, green bond, real estate, oil markets and dollar index
    MPRA Paper, University Library of Munich, Germany
18. Sanctions and Iranian Stock Market: Does the Institutional Quality Matter?
    MPRA Paper, University Library of Munich, Germany
19. بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR
    (Investigating The Relationship Between Bank, Automotive, Cement, Base Metals, And Petroleum Products in Tehran Stock Exchange in Positive and Negative Return by Asymmetric TVP-VAR)
    MPRA Paper, University Library of Munich, Germany
20. بررسی نقش آستانه¬ای تحریم بر اثرگذاری درآمدهای نفتی بر نقدینگی در ایران: شواهدی جدید از الگوی TSVAR
    (Investigating the threshold role of sanctions on the effect of oil revenues on liquidity in Iran: new evidence from the TSVAR model)
    MPRA Paper, University Library of Munich, Germany
21. نرخ ارز، کسری دوگانه و اثر پاتینکین در اقتصاد ایران: آیا ارتباط مقیاس-زمانی مسئله است؟
    (Exchange rate, twin deficit and Patinkin effect in Iran's economy: Is the time-scale relationship a problem?)
    MPRA Paper, University Library of Munich, Germany
22. پیش بینی نحوه اثرگذاری عوامل مؤثر بر رشد اقتصادی ایران با رویکرد مدل میانگین گیری پویا
    (Predicting the effect of factors affecting the economic growth of Iran with the approach of dynamic averaging models)
    MPRA Paper, University Library of Munich, Germany

2022

23. بررسی مقیاس-زمان سرریز نوسانات میان نرخ ارز، تورم، سهام و مسکن در ایران
    (Investigating the time-frequency volatility spillover between exchange rate, inflation, stocks, and housing in Iran)
    MPRA Paper, University Library of Munich, Germany

2021

24. The role of institutional quality in the impact of oil rents on financial development in Brazil and Norway
    MPRA Paper, University Library of Munich, Germany
25. آیا نفت نفرین است یا موهبت برای توسعه مالی ایران؟
    (Is oil curse or a blessing for Iran's financial development?)
    MPRA Paper, University Library of Munich, Germany
26. ارزيابي اثر تکانه درآمد نفت بر شاخص سهام در ايران: کاربردي از الگوي مارکوف سويچينگ خودرگرسيون برداري
    (Evaluating the effect of oil revenue shock on stock market index in Iran: Application of Markov switching vector autoregressive)
    MPRA Paper, University Library of Munich, Germany
27. بررسی تاثیر نوسانات نرخ ارز بر میزان قاچاق کالا در کشور در شرایط تحریم
    (Investigating the Effect of Exchange rate Fluctuations on the Smuggling rate of Goods in the Country under Sanctions Situations)
    MPRA Paper, University Library of Munich, Germany
28. بررسی رفتار غیرخطی بی ثباتی مالی در ایران: رهیافت خودرگرسیون برداری ساختاری آستانه ای
    (Examining the Nonlinear Behavior of Financial Instability in Iran: A Threshold Structural Vector Autoregression Approach)
    MPRA Paper, University Library of Munich, Germany

2020

29. بررسی تاثیر شیوع ویروس کرونا بر بازار سهام ایران با لحاظ تغییرات رژیم
    (Investigation of the Effect of Coronavirus Outbreak on Iran Stock Market by Considering Regime Changes)
    MPRA Paper, University Library of Munich, Germany
30. بررسی همبستگی میان نوسانات نرخ ارز، نوسانات مخارج جاری دولت و بدهی دولت به شبکه بانکی با تاکید بر مقیاس-زمان
    (Investigating the correlation between exchange rate fluctuations, current government expenditures fluctuations and government debt to the banking network with emphasis on time-scale)
    MPRA Paper, University Library of Munich, Germany
31. تأثیر سرمایه اجتماعی بر مطالبات بانکی از بخش خصوصی و دولتی با تأکید بر کارآیی مخارج دولت
    (The Impact of Social Capital on Bank Claims on the Private and Public Sectors with an Emphasis on Government Expenditure Efficiency)
    MPRA Paper, University Library of Munich, Germany
32. تاثیر رشد قیمت نفت بر کارایی تسهیلات اعطایی به بخش صنعت: کاربردی از الگوهای BDEA و STR
    (The effect of oil price growth on the efficiency of facilities granted to the industrial sector: Application of BDEA and STR Models)
    MPRA Paper, University Library of Munich, Germany
33. تاثیر نوسانات نرخ ارز اسمی و چرخه¬های تجاری بر مطالبات شبکه بانکی کشور با تاکید بر تغییرات رژیم و زمان- مقیاس
    (Impact of Nominal Foreign Exchange Rate Fluctuations and Business Cycles on Nonperforming Loans with Emphasis on Regime Changes and Time -Scale)
    MPRA Paper, University Library of Munich, Germany
34. نقش اقتصاد غیررسمی بر کارآفرینی با تاکید بر شاخص کیفیت نهادی
    (The role of Informal Economy on Entrepreneurship with Emphasis on Institutional Quality Index)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2025

1. Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening
   Financial Innovation, 2025, 11, (1), 1-32

2024

2. Contagion effect between fuel fossil energies and agricultural commodity markets and portfolio management implications
   International Review of Economics & Finance, 2024, 95, (C) View citations (5)
3. Extreme Connectedness Across Chinese Stock and Commodity Futures Markets
   Research in International Business and Finance, 2024, 70, (PA) View citations (4)

2023

4. Dynamic spillovers among natural gas, liquid natural gas, trade policy uncertainty, and stock market
   Resources Policy, 2023, 83, (C) View citations (9)
5. Financial markets, inflation and growth: The impact of monetary policy under different political structures
   Journal of Policy Modeling, 2023, 45, (5), 935-956 View citations (2)
6. Impacts of oil shocks on stock markets in Norway and Japan: Does monetary policy's effectiveness matter?
   International Economics, 2023, 173, (C), 343-358 View citations (4)
7. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
   Energy Economics, 2023, 118, (C) View citations (16)

2022

8. Heterogeneous effects of oil structure and oil shocks on stock prices in different regimes: Evidence from oil-exporting and oil-importing countries
   Resources Policy, 2022, 76, (C) View citations (10)
9. Natural Resource Rents and Social Capital Interaction: New Evidence on the Role of Financial Development
   Journal of Environmental Assessment Policy and Management (JEAPM), 2022, 24, (01), 1-30 View citations (14)

2020

10. Macroeconomic Effects of Government Debt to Banks in Iran
    Journal of Money and Economy, 2020, 15, (4), 403-422