تجزیه و تحلیل و شناسایی اثر نوسان‌های قیمت نفت، طلا و ارز بر تراز تجاری در ایران: رویکرد رگرسیون‌های فازی و روش تاپسیس تعمیم‌یافته

نوع مقاله : مقاله پژوهشی

نویسندگان

1 دانشجوی دکتری اقتصاد دانشکده اقتصاد و علوم اجتماعی دانشگاه شهید چمران اهواز، اهواز، ایران

2 دانشیار گروه اقتصاد دانشکده اقتصاد و علوم اجتماعی دانشگاه شهید چمران اهواز، اهواز، ایران

3 استادیار گروه ریاضی دانشکده علوم ریاضی و کامپیوتر دانشگاه شهید چمران اهواز، اهواز، ایران

10.29252/jem.2023.229805.1809

چکیده

نفت، طلا و نرخ ارز متغیرهای مهم اقتصادی هستند که تحولات اقتصاد جهانی را تحریک می‌کنند. در مطالعه‌ی حاضر به تجزیه و تحلیل و شناسایی روابط قیمت نفت، طلا و ارز بر تراز تجاری در ایران با استفاده از رهیافت نوین ترکیبی رگرسیون‌های فازی و تصمیم‌گیری‌های چند معیاره پرداخته شده است. بدین منظور، با بکارکیری داده‌های سالانه طی دوره‌ی 99 -1357 از پنج الگوی رگرسیون فازی فرآرو و همکاران استفاده و الگو‌ها با استفاده از روش تاپسیس تعمیم‌یافته رتبه‌بندی و از بین آن‌ها، الگوی رگرسیون وزنی فازی به عنوان الگوی منتخب معرفی شد. مطابق نتایج از بین متغیرهای قیمت نفت، طلا و ارز متغیر نرخ ارز دارای بیشترین اثرگذاری بر تراز تجاری کشور در طی دوره مورد بررسی بوده است. علاوه‌براین نتایج نشان داد استفاده از رویکردهای رگرسیونی با منطق‌های متنوع در طراحی تابع خطا برآوردهای دقیق‌تری از ضرایب را ایجاد می‌کند. محدوده حداقل و حداکثر تاثیر نرخ ارز بر تراز تجاری به صورت (1.474 و 1.382-) استخراج شد. این ضرائب رگرسیونی تجمیعی فازی نشان می‌دهد که اولویت اثرگذاری بر مقوله تراز تجاری به ترتیب عبارت از نرخ ارز، قیمت نفت و سپس قیمت طلا است. لذا به منظور بهبود تراز تجاری باید سیاست‌گذاری‌ها به اولویت نرخ ارز سپس قیمت نفت و در نهایت به قیمت طلا معطوف گردد.

کلیدواژه‌ها

موضوعات

عنوان مقاله [English]

Analyzing and Identifying the Effects of Fluctuations of Exchange Rate, Oil and Gold Prices on Trade Balance in Iran: Approach of Fuzzy Regression and Generalized TOPSIS

نویسندگان [English]

  • Samira Rezaei Mirza 1
  • Ebrahim Anvari 2
  • Abdul Majid Ahangari 2
  • Ahmad Kazemifard 3
1 PhD Candidate in Economics, Faculty of Economics and Social Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Iran
2 Associate Professor of Economics, Faculty of Economics and Social Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Iran
3 Assistant Professor of Mathematics, Faculty of Mathematical and Computer Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Iran
چکیده [English]

Exchange rates, oil and gold prices are important economic variables that stimulate global economic developments. In this study, the relationships between the variables of oil, gold prices and exchange rate and their impacts on the trade balance in Iran using the new hybrid approach of fuzzy regressions and multi-criteria decision-making framework is investigated. For this, five novel fuzzy regression models are considered and ranked by Generalized TOPSIS method using the annual data during the period of 1979-2021 and among the models, the fuzzy weighted model has been selected as the best model to describe the optimal relationship between variables. According to the results, among the variables of oil, gold and foreign exchange rate, the exchange rate variable has the most impact on the trade balance. Other results show that the use of fuzzy regression models approaches with various logics in the design of the error function produces more accurate estimates of the coefficients. The range of minimum and maximum effect of exchange rate on trade balance was extracted as (1.474 and -1.382). These fuzzy cumulative regressions show that the priority of influencing the trade balance is the exchange rate, oil price and then gold price. Hence to improve the trade balance, policies should be focused on the exchange rate, then the price of oil, and finally the price of gold.

کلیدواژه‌ها [English]

  • Oil Price
  • Gold Price
  • Exchange Rate
  • Trade Balance
  • Fuzzy Regression
  • Generalized TOPSIS Method

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