بررسی نوسانات شاخص صنایع غذایی در بحران عمومی (شیوع کووید 19)

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Al-Awadhi, A.M., Alsaifi, K., Alhammadi, S. (2020). Death and contagious infectious diseases: impact of the COVID-19 virus on stock market returns. Journal of Behavioral and Experimental Finance, 27, 100326.

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Ashraf, B.D. (2020). Stock markets’ reaction to COVID-19: cases or fatalities? Research in International Business and Financ, 54, 101249.

Baker, S. R., Bloom, N., Davis, S. J., Kost, K. J., Sammon, M. C. and Viratyosin, T. (2020). The Unprecedented Stock Market Impact of COVID-19. National Bureau of Economic Research Working Papers, No. w26945. w26866.

Bohlogi, H.(2022). Food Security and Nutrition Policies in the World and in Iran: View on the Impact of the Covid-19 Epidemic Challenges. Iranian Journal of Culture and Health Promotion, 6 (1), 149-156.

Cheshomi, A., Osmani, F. (2021). Stock Market Returns in Iran in Three Waves of COVID-19 Pandemic: Evidence of Multiple Breaks Regression. Iranian Journal of Economic Studies, 10(2) 2021, 339-364.

Clark, B. M., Detra, J. D., D'Antoni, J., and Zapata, H. (2012). The role of an agribusiness index in a modern portfolio. Agricultural Finance Review, 72(3), 362–380. https://doi.org/10.1108/00021461211277231

Coulson, N.E. and Robins, R.P. (1985). Aggregate economic activity and the variance of inflation: Another look. Journal of  Economics Letters, 17(1-2), 71-75.

Engle, R.F. and D. Kraft. (1983). Multiperiod forecast error variances of inflation estimated from ARCH models, in: A. ZeUner, ed., Applied time series analysis of economic data (Bureau of the Census, Washington, DC) 293-302.

Engle, R.F.(1982). Autoregressive conditional heteroskedasticity with estimates of the variance of U.K. inflation. Journal of Econometrica, 50, 987-1008.

Engle, R.F.(1983). Estimates of the variance of U.S. inflation based on the ARCH model. Journal of Money Credit and Banking, 15, 286-301.

Goodell, J.W. and Huyng, T.L.D. (2020). Did Congress trade ahead? Considering the reaction of US industries to COVID-19. Journal of Finance Research Letters, 36,101578.

Goodell, J.W. (2020). COVID-19 and finance: agendas for future research. Journal of Finance Research Letters, 35, 101512.

Gray, R. S. (2020). Agriculture, transportation, and the COVID‐19 crisis. Canadian. Journal of Agricultural Economics/Revue canadienne d'agroeconomie, 68, 239–243. https://doi.org/10.1111/cjag.12235

He, Q., Liu, J., Wang, S. and Yu, J. (2020). The impact of COVID-19 on stock markets. Journal of Economic and Political Studies, 8(3), 1-14.

Iyke, B. N. (2020). The disease outbreak channel of exchange rate return predictability: Evidence from COVID-19. Journal of Emerging Markets Finance and Trade, 56 (10), 2277–2297.

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Jahangard, E., and Kakaie, J.(2021). Evaluation of COVID-19 Virus Effect on Production and Employment of Iranian Economy. Economics Research, 21(80), 47-77. doi: 10.22054/joer.2021.52995.872

Karamti, C., Belhassine, O. (2022). COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. Finance Research Letters, Vol. 45,102136

Katchova, A. L., and Enlow, S. J. (2013). Financial performance of publicly‐traded agribusinesses. Journal of Agricultural Finance Review, 73(1), 58–73. https://doi.org/10.1108/00021461311321311

Konarasinghe, S. (2019). Sama Circular Model and ARIMA on Forecasting BSE Sensex. International Journal of Novel Research in Physics Chemistry & Mathematics, 6(2), (1-7), Month: May -August, Available at: www.noveltyjournals.com.

MacKinlay, A. C. (1997). Event studies in economics and finance. Journal of Economic Literature, 35(1), 13–39. https://doi.org/10.2307/2729691

Meher, B. K., Hawaldar, I. T., Spulbar, C. M., and Birau, F. R. (2021). Forecasting Stock Market Prices Using Mixed ARIMA Model: A Case Study of Indian Pharmaceutical Companies. Journal of Investment Management and Financial Innovations, 18(1), 42-54. http://dx.doi. org/10.21511/imfi.18(1). 2021.04

Mohammad Mehdipour, T. (2020). Investigating the spread of corona disease on the efficiency of Iran's capital market. The fourth scientific conference of applied research in science and technology of Iran, 1-12. (In Farsi).

Mojaverian, S.M., Eshghi, F., and Ahangari, S. (2023). The Impact of the Covid-19 Outbreak on the Stock Value of Food Companies: Case Study of the Tehran Stock Exchange-Iran. Journal of Agricultural Economics & Development 36(4): 353-361. DOI: 10.22067/jead.2022.71165.1053

Narayan, P.K., Phan, D.H.B., Liu, G. (2020). COVID-19 lockdowns, stimulus packages, travel bans, and stock returns. Journal of Finance Research Letters, 38, 101732.

Onali E. (2020). COVID-19 and stock market volatility. SSRN: https://ssrn.com/abstract=3571453or 10.2139/ssrn.3571453.

Organisation for Economic Cooperation and Development OECD, (2020), COVID19 and the Food and Agriculture Sector: Issues and Policy Responses, (online), available at http://www.oecd.org/coronavirus/en.

Ravn, M.O. and Uhlig, H. (2002) .On adjusting the Hodrick-Prescott filter for the frequency of observations. Journal of The Review of Economics and Statistics, 84(2), 371–376.

Rivington, M., King, R., Duckett, D., Iannetta, P., Benton, T.G., Burgess, P.J., Hawes, C.,Wellesley, L., Polhill, J.G. and Aitkenhead, M. (2021). UK Food and Nutrition Security during and after the COVID-19 Pandemic. Nutrition Bulletin, 46, 88–97.

Saneifar, M., and Saidi, P. (2020). Comparison of complex networks of stock exchange markets and economic variables in the period before and after the spread of the Corona virus (Covid-19). Journal of Economic Modeling Research Quarterly, 40, 123-159. (In Farsi)

Stanciu, S., Radu, R., Sapira, C., Dumitrache, B.,  Florea, A.(2020). Consumer Behavior in Crisis Situations. Research on the Effects of COVID19 in Romania. Economics and Applied Informatics, 26(1):5-13.

Tashanova, D., Sekerbay A., Chen, D., and Luo, Y., Zhao Sh. and Zhang, Q. (2020). Investment Opportunities and Strategies in an Era of Coronavirus Pandemic. April 2. Available at SSRN: https://ssrn.com/abstract=3567445 or http://dx.doi.org/10.2139/ssrn.3567445.

Tanjena, R., and Islam, S.M. (2020). Environmental effects of COVID-19 pandemic and potential strategies of sustainability. Heliyon. 6 (9), e04965.

Tezerji S, Nazari Robati F. (2020).Status of Food Security in Kerman, Iran During the COVID-19 Pandemic. Journal of Arak University of Medical Sciences, 23 (5) :774-785. (In Farsi)

Weiss, A.A. (1982). Asymptotic theory for ARCH models: Stability, estimation and testing, Discussion paper 82-36 (University of California, San Diego, CA).

Weiss, A.A. (1984). ARMA models with ARCH errors, Journal of Time Series Analysis 5, 129-143.

Yan, H., Tu, A., Stuart, L., and Zhang, Q. (2020). Analysis of the effect of COVID-19 on the stock market and potential investing strategies. Working article. SSRN.

Yousfi, M.,  Zaied, M., Cheikh, N., Lahouel, B., Bouzgarrou, H. (2021). Effects of the COVID-19 pandemic on the US stock market and uncertainty: A comparative assessment between the first and second waves. Technological Forecasting and Social Change, Vol.167, 120710

Živković, A. (2022). Forecast of Belex15 and Belexline movement using ARIMA model. Journal of Economic Analysis, 55(1), 90-104.