تحلیل ریسک و تنوع صادرات غیر نفتی ایران: کاربرد روش ناپارامتری و نیمه‌پارامتری

نوع مقاله : مقاله پژوهشی

نویسندگان

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

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

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

چکیده

در این مطالعه با استفاده از نظریه پورتفولیو و الگو‌های ریسک محتوایی صادرات و مزیت نسبی آشکار شده وزنی، ریسک و تنوع سبد صادرات غیرنفتی ایران تحلیل شده است. در واقع هرکدام از بخش‌های کالایی صادراتی به عنوان یک دارایی تلقی‌ و نوسانات آن در ساختار صادراتی به عنوان ریسک محتوایی صادرات محاسبه شده است. در این راستا با استفاده از داده های صادرات طی دوره زمانی 2019-1988 شاخص تنوع بخشی صادرات غیرنفتی ایران براساس معیار تفاضل کل اندازه‌گیری شده است. ریسک مزیت نسبی آشکار شده وزنی محاسبه و رابطه آن با ریسک محتوایی صادرات و شاخص تنوع صادراتی با استفاده از تخمین ناپارمتری و نیمه پارمتری تحلیل شده است. مطابق نتایج این پژوهش رابطه میزان متنوع‌سازی صادرات با ریسک مزیت نسبی آشکار شده وزنی به صورت U شکل است. این امر بدین معنی است که چنانچه دربخش‌های صادراتی مطمئن کشور، مزیت نسبی وجود داشته باشد، صادرات کاملاً تخصص‌گرایی را انتخاب می‌کند. در بخش‌های پرریسک اگر قدرت مزیت نسبی به اندازه کافی قوی باشد، صادرات تخصص‌گرا خواهد شد. درحالیکه در حالت حد وسط قدرت مزیت نسبی، صادرات بین بخش‌های ریسکی و بدون ریسک متنوع می‌شود و یک ترکیب بهینه انتخاب می‌گردد.

کلیدواژه‌ها

عنوان مقاله [English]

Risk Analysis and Diversification of Iran's Non-oil Export: Application of Nonparametric and Semiparametric Methods

نویسندگان [English]

  • Ebrahim Anvari 1
  • Abdolmajid Ahangari 1
  • Ahmad Kazemifard 2
  • Lina Chasebi Nezhad 3
1 Associate Professor of Economics, Faculty of Economics & Social Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Iran
2 Assistant Professor of Mathematics, Faculty of Mathematical Sciences & Computer, Shahid Chamran University of Ahvaz, Ahvaz, Iran
3 Ph.D Candidate in Economics, Faculty of Economics & Social Sciences, Shahid Chamran University of Ahvaz, Ahvaz, Iran
چکیده [English]

In this study, using portfolio theory and the risk content of exports models and risk-weighted comparative advantage, the risk and diversification of Iran's non-oil export portfolio are analyzed. In fact, each of the export commodity sectors are considered as an asset and its variations in the export structure are calculated as the content risk of exports. In this regard, using export data during the period 1988-2019, the diversification index of Iran's non-oil exports has been measured based on the overall difference measures. In addition, the risk- weighted comparative advantage is calculated and its relationship with the risk content of exports and export diversification index using nonparametric and semi-parametric estimation analyzed. According to the results, the relationship between the degree of export diversification and the risk of the risk- weighted comparative advantage is U-shaped. This means that if there is a comparative advantage in the safe export sectors of the country, it will choose fully specialized. Exports will specialize in high-risk sectors if the comparative advantage is strong enough. However, in intermediate values of comparative advantage, the export will diversify between risky and risk-free sectors and an optimal combination solution is selected.

کلیدواژه‌ها [English]

  • Comparative Advantage
  • Diversification
  • Export Risk
  • Markowitz Portfolio Theory
  • Specialization

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