Seyed Babak Ebrahimi's research while affiliated with Khaje Nasir Toosi University of Technology and other places
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Publications (25)
The ability to predict the stock market and analyze market trends is invaluable to researchers and anyone interested in investing. However, this task is a challenging problem due to a large number of parameters and unpredictable noise that may affect the stock price. To overcome this issue, researchers have employed numerous approaches such as Movi...
Supply risk is one of the undeniable risks in a supply chain that can affect the supply chain process and lead to disruptions in customer satisfaction or distributor reliability. This research employs a closed-loop supply chain network for the plastic bottle industry, followed by formulating a multi-objective mathematical model by considering sever...
We consider directional volatility connectedness among energy markets and financial markets over time and frequencies simultaneously during the period 2007–2018. We utilize and expand Barunik and Krehlik (J Financ Econom 16:271-296, 2018) connectedness measurements using HVAR in order to achieve a better perspective of energy markets. Our results i...
Today, oil and natural gas are the most important sources of human energy. These two essential sources have strategic importance in economic and political equations of the world and can play a significant role in the process of international relations. To this end, this research design a multi-echelon network for the oil and gas supply chain includ...
Adopting the theoretical perspective of a consumer based model of brand equity, objective of this study is to analyze the impact of social media marketing activities (SMMAs) on customer response through brand equity in heavy commercial vehicles industry. Data was collected by deploying a questionnaire in which the truck owners were the respondents....
The primary purpose of investors is maximizing the utility that is characterized by two essential criteria include risk and return. Regarding investors' uncertainty about the future, one of the main ways to reduce risk is to diversify the investment portfolio. In this research, we proposed an index conducted by Euclidean distance for assessing port...
We investigate the directional volatility and return network connectedness among stock, commodity, bond, currency and cryptocurrency markets. The period of study covers Feb 2006 until August 2018. We utilize and expand Diebold and Yilmaz (2014 2015) connectedness measurement; accordingly, in the variance decomposition structure, we use Hierarchical...
In this paper, a multi-period portfolio selection model is presented considering the behavioral factors of investors. The behavioral factors are presented in the form of prospect theory with three main parameters as reference dependence, risk aversion, and diminishing sensitivity; these parameters define the behavioral features of investors that ca...
Received a plethora of attention by both practitioners and researchers, oil price forecasting remains a challenging issue due to the particular characteristics of oil price and its prodigious impact on various economic sectors. Motivated by this issue, the authors aim to introduce a robust hybrid model for reliable forecasting of Brent oil price. F...
Irrefutably, energy transition has recently gathered momentum thanks to the Paris Agreement and renewable energy (RE) falling costs. However, unlocking the full socio-economic potential of energy transition requires encouraging Foreign Direct Investment (FDI) in developing countries where energy demand and the risk of stranded assets are growing. E...
Cultural productions are considered as a sign of civilization in modern societies. Theater is known as an important type of cultural productions, playing important role in the cultural economy of a society. Due to complexities of socio-economic interactions, this sector needs dynamic investigation to illuminate different aspects of possible potenti...
Sustainable supply chain is widely studied and investigated in various papers due to the presence of increasing environmental pollution and social risks caused by manufactories, transportation vehicles, and unused and defective products spilled into the nature; e.g. tires. This paper designs a closed loop supply chain network taking into considerat...
One of the fundamental challenges of today’s manufacturing systems is the contradiction between cost efficiency and customer satisfaction. Finding a good balance between good customer satisfaction and supply chain efficiency is a critical problem in the supply chain management. To achieve this goal, a bi-objective mathematical model is suggested in...
Commercial potential in developing countries has always received a great attention from international investors, but this is not the case in Waste-to-Energy sector. Waste-to-Energy is bound up with various uncertainties rooted in its long-term nature therefore incorporating risks regarding political matters in developing countries makes it more com...
Beta anomaly is one of the greatest anomalies in finance literature as CAPM conveys a positive relationship between the beta of a stock and future returns; however, empirical studies do not document this proposition. Branded as betting against beta, this conundrum is known as a controversial subject. Drawing on literature the authors propose new mu...
Presently, emerging economies are acquiring singular positions all over the world. The complexities of nowadays economy have caused international companies and investors to be of a tendency towards emerging markets for more profitability and growth. This study aims to find the relationships between firm's profitability and growth in Iranian manufac...
The expansion of Globalization not only affects developed countries' financial markets, but also the markets in developing countries. This condition causes investors who diversify their asset portfolio in foreign markets, pay serious attention to links between stock markets. This fact implies that there is an equilibrium relation between financial...
The purpose of this study is to consider an international facility location problem under uncertainty and
present an integrated model for strategic and operational planning. The paper offers two methodologies
for the location selection decision. First, the extended VIKOR method for decision making problem
with interval numbers is presented as a...
The purpose of this study is to consider an international facility location problem under uncertainty and present an integrated model for strategic and operational planning. The paper offers two methodologies for the location selection decision. First, the extended VIKOR method for decision making problem with interval numbers is presented as a met...
In this paper, we report the development of a method for forecasting enrollments at the University of Alabama using the harmony search algorithm and fuzzy time series. In recent years, researchers have proposed many methods of forecasting, including forecasting enrollments at the University of Alabama or financial markets such as FOREX. In recent r...
Price volatility of stocks is an important issue in stock markets. It should also be taken into account that the stochastic nature of volatility affects decision-makers’ minds to a great extent. Therefore, predicting price volatility could help them make proper decisions. In this paper, a new multivariate fractionally integrated generalised autoreg...
Citations
... Paper distribution of different objective function3.3 Method to handle uncertaintyTo address the issues of uncertainties in network design, inexact optimization techniques are employed in a mix-integer programming framework, various approaches have been developed to deal with uncertainty, such as stochastic programming, robust optimizations, fuzzy theory(Ebrahimi and Bagheri, 2022) ...
... 26 Supply chain performance indicator items were all adapted from existing measurement scales. 38,53,54,55 Only validated measurement scales (with a minimum Cronbach's alpha of 0.7) were adapted for this study. Five-point Likert scales ranging from 1 = strongly disagree to 5 = strongly agree were used as the response option on measurement scales. ...
... In this way, the findings somewhat highlight the opportunity of using natural gas market to hedge and act as safe-haven asset for other petroleum markets. Recently, Farid et al. (2021) and Bagheri et al. (2022) also stress the hedging and safe-haven role of natural gas market, in particular during the COVID-19 outbreak. ...
... With increasing cross-sector commodity connectedness which strengthens in the events of crises (Diebold and Yilmax 2015;Baruník et al. 2016;Balli et al. 2019;Xiao et al. 2020;Bagheri and Ebrahimi 2020;Zhang & Broadstock 2020;Balcilar et al. 2021;Bouri et al. 2021;Mensi et al. 2020;Ozili 2022), we use the theory of balance of payment to explain the link between exchange rates and commodity returns in Ghana. First, Malik and Umar (2019) were able to show that shocks in oil prices significantly caused simultaneous volatility in exchange rates after the global financial crisis (GFC). ...
... The standard predictive regressive framework model improved the individual autoregressive models. New Hybrid models Adaptive neuro-fuzzy inference system, Autoregressive Fractionally integrated moving average, and Markov switching models were deployed for oil forecasting in Abdollahi and Ebrahimi (2020). The models were deployed to capture lag, nonlinearity, and market interrelationships in oil prices. ...
![[object Object]](https://i1.rgstatic.net/ii/profile.image/11431281172531583-1688592227448_Q64/Hooman-Abdollahi.jpg)
... Huang et al. [23] proposed a novel multi-period optimization (MPO) approach to index tracking portfolio design, which can account for transaction costs and holding costs. Moghadam et al. [24] proposed a multi-period portfolio selection model considering investors' dependence, risk aversion, and diminishing sensitivity. A robust optimization approach was considered, and three metaheuristic algorithms were developed for solving largesize problems. ...
![[object Object]](https://i1.rgstatic.net/ii/profile.image/842127835680771-1577790330866_Q64/Donya-Rahmani-3.jpg)
... The neurons in each layer of the structure function in parallel with one another. Every successive layer is fully interconnected with its predecessor and successor [17]- [20]. ...
... The latter, however, neglects the recent considerable drop in CSP (concentrated solar power) costs (Hansen et al., 2019). Other studies show that by developing new risk assessment methods or modifying contracts with O&G companies to include a "renewable clause," RES can show attractive returns and large potential, interestingly, in FF-producing countries such as Iran and Lebanon (Olleik et al., 2021;Shimbar & Ebrahimi, 2020). ...
... To the best of our knowledge, the available literature does not discuss barriers and facilitators of eHealth adoption in Uganda using the Systems Thinking perspective, yet this approach elucidates the systemic behaviour of key processes within an ecosystem. The potential of system's thinking has been underscored in many studies such as understanding the geopolitical tension in Middle East [18], road accident prevention [19], modeling interactions among the sustainable development goals [20,21], economy and production [22] and product development in software startups [23]. This potential compelled us to undertake this research in order to understand the barriers and facilitators of eHealth adoption from the system's thinking angle. ...
... Most studies consider the location of distribution centers, collection centers, remanufacturing plants, recycling plants, and manufacturing centers in the CLSC. In addition, some authors consider cross-docking centers (Saxena et al. 2018a, b;Khan et al. 2020;Kumar et al. 2020), centralized return points (Subulan et al. 2015;Yuchi et al. 2019;Ghasemzadeh et al. 2021), hybrid centers combining collection and distribution (Yadollahinia et al. 2018;Gao and Cao 2020), manufacturing and remanufacturing (Gao and Cao 2020), tire-cutting centers (Oyola-Cervantes and Amaya-Mier 2019), storage centers (Ebrahimi 2018;Khan et al. 2020;Gholizadeh et al. 2021), energy recovery plants (Simić et al. 2017; Oyola-Cervantes and Amaya-Mier 2019; Tehrani and Gupta 2021), and landfill locations for disposal (Gao and Cao 2020;Gholizadeh et al. 2021). ...
