فهرست مطالب

اقتصاد و توسعه کشاورزی - سال سی و یکم شماره 1 (بهار 1396)
  • سال سی و یکم شماره 1 (بهار 1396)
  • تاریخ انتشار: 1396/03/30
  • تعداد عناوین: 8
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  • علمی - پژوهشی
  • مریم شریف زاده، ندا کاظمی صفحات 1-13
    ناپایداری معیشت یکی از موانع توسعه محسوب می شود و یکی از راه های مقابله با آن، اتکا به اقتصاد خانوار است. معیشت دربرگیرنده ی قابلیت ها، دارایی ها و فعالیت های مورد نیاز زندگی است. بدیهی است چنین قابلیت ها، مهارت ها و دارایی هایی در زنان روستایی بخش مهمی از فرصت حیات خانوار را در دنیای در حال تغییر فراهم می سازد. لذا، این پژوهش برآن است تا با بررسی مهارت های اقتصاد خانه و خانه داری در زنان قالیباف دهستان داریان، شهرستان شیرازبه واکاوی تعیین کننده های بروز این مهارت ها در بین زنان روستایی بپردازد. این مطالعه از نوع مطالعات همبستگی می باشد. روش انجام آن پیمایش و ابزار جمع آوری داده ها پرسشنامه ای ساختارمند بوده که مقیاس های مختلف آن دارای آلفای کرنباخ بین دو بازه 94/0-69/0 بودند. دویست زن از دهستان داریان با روش نمونه گیری طبقه ای تصادفی با انتساب متناسب انتخاب گردیدند. ابزارهای تحلیل داده ها در این مطالعه نسخه 22 نرم افزار آماریSPSSwin، و Super Decision بوده است. نتایج این مطالعه نشان داد در بین مهارت های اقتصاد خانه داری، زنان روستایی مناطق توسعه یافته و نیمه توسعه یافته از نظر مهارت زندگی خانوادگی، مهارت مدیریتی و مهارت درآمدزایی در محیط خانه دارای تفاوت معناداری با یکدیگر هستند. همچنین مهم ترین پیش بینی کننده های اقتصاد خانوار نیز مهارت های زندگی، سطح توسعه یافتگی مناطق روستایی، حمایت خانوار از فعالیت های زنان و تجربه قالی بافی آنان می باشند.
    کلیدواژگان: اقتصاد خانوار، اولویت زندگی، مهارت های زندگی، زنان روستایی، دهستان داریان
  • طراوت عارف عشقی، محمد قهرمان زاده، حسین راحلی، قادر دشتی صفحات 14-26
    به سبب وابستگی شدید فعالیت‏های کشاورزی به عوامل آب و هوایی، این زیربخش اقتصادی با ریسک بیشتری مواجه بوده و جهت مدیریت این ریسک ها همواره بیمه کشاورزی به عنوان یکی از بهترین راهکارها مطرح بوده است. نکته کلیدی در طراحی مناسب قراردادهای بیمه کشاورزی، الگوسازی دقیق توزیع عملکرد محصول و در واقع برآورد احتمال خسارت می‏باشد. در حال حاضر بیمه عملکرد محصول به صورت سنتی اجرا می‏شود و با مشکلاتی مواجه است که توجه به متنوع‏سازی روش های بیمه‏ای و استفاده از روش‏های دقیق و مرسوم جهت محاسبه احتمال خسارت و حق‏بیمه، به‏ منظور بهبود شرایط موجود را ضروری می‏کند. بنابراین در مطالعه حاضر تلاش شده است تا میزان ریسک عملکرد محصول با استفاده از رهیافت های آماری پارامتریک و ناپارامتریک برای یک خدمت بیمه ای جدید به نام بیمه عملکرد منطقه ای محاسبه شود. اطلاعات مورد استفاده مربوط به محصولات گندم و جو آبی و دیم در شهرستان‏های اهر و هشترود در استان آذربایجان‏شرقی طی دوره زمانی 92-1354 می‏باشد. نتایج بدست آمده حاکی از آن است که مقادیر احتمال خسارت محاسبه شده از طریق رهیافت ناپارامتریک از دقت بیشتری برخوردارند. همچنین مشخص گردید درصد احتمال خسارت برای محصولات مورد نظر در شهرستان هشترود از شهرستان اهر بیشتر است. لذا پیشنهاد می‏شود تا ضمن در نظرگرفتن خصوصیات توابع توزیع در محاسبات مربوط به احتمال خسارت و انتخاب رهیافت مناسب، در تقسیم ‏بندی‏های منطقه‏ای مربوط به تعیین حق ‏بیمه، به‏ منظور تشکیل گروه های ریسک عملکرد همگن، بر روی شهرستان‏ها به جای کل استان تمرکز گردد.
    کلیدواژگان: احتمال خسارت، اندازه گیری ریسک، بیمه عملکرد منطقه ای، توزیع بتا و کرنل
  • صدیقه آهنگری، سید مجتبی مجاوریان، سید علی حسینی یکانی صفحات 27-35
    با توجه شفاف نبودن اطلاعات، ساختار سنتی و هم چنین ریسکی بودن فعالیت کشاورزی انتظار می رفت بورس کالای کشاورزی ایران جهت مهار موانع فوق موثر باشد اما این شرکت نتوانست نقش رهبری را در بازار محصولات کشاورزی داشته باشد. در این مطالعه سعی شده است عملکرد رینگ کشاورزی با نگرش بر معیارهای انتخاب کالا در بورس بررسی گردد. در این مطالعه از روش تاکسونومی معمولی و تاکسونومی وزنی از طریق روش آنتروپی شانون استفاده شده است. از میان 19 کالای کشاورزی پذیرش شده در بورس، 10 کالا به دلیل وجود اطلاعات کامل مورد تجزیه و تحلیل قرار گرفت. در نهایت محصول برنج و ذرت در صدر محصولات مناسب برای معاملات در بورس شناسایی شدند. بر اساس نتایج حاصله در این مطالعه پیشنهاد می شود، اولا در انتخاب کالا برای ورود به بورس به عواملی مانند ضریب اهمیت و استمرار در عرضه توجه بیشتری شود. با توجه به صدر فهرست کالاها، محصولاتی که مورد حمایت مستقیم و بیش تر دولت قرار دارند در صورت اعتقاد سیاستگذاران به کارکرد این بازار، می تواند به شدت در موفقیت آن موثر باشد.
    کلیدواژگان: انتخاب کالا، آنتروپی شانون، بورس کالای ایران، تاکسونومی عددی، رینگ کشاورزی
  • حمید مطرودی، محمد آقاپور صباغی صفحات 36-49
    در ادبیات اقتصادی خصوصی سازی و گذار به اقتصاد مبتنی بر بازار یکی از راه های افزایش کارایی است. لذا در این تحقیق به بررسی تاثیر مالکیت خصوصی بر کارایی واحدهای صنایع غذایی و آشامیدنی کشور پرداخته شده است. در مطالعه حاضر 19 زیربخش صنایع غذایی و آشامیدنی در سال مای 1392-1387 به عنوان جامعه آماری مدنظر قرارگرفته اند. در این تحقیق برای محاسبه کارایی از روش تحلیل فراگیر داده ها و برای برآورد الگوی اقتصادسنجی از رهیافت پانل دیتا پویا استفاده شده است. نتایج تحقیق نشان می دهد که افزایش مالکیت خصوصی در این زیربخش و حرکت در جهت خصوصی سازی می تواند عاملی در جهت افزایش کارایی این زیر بخش تلقی گردد. میانگین کارایی برای بخش صنایع غذایی و آشامیدنی کشور در حدود 70 درصد حاصل شده است که نشان می دهد این بخش امکان افزایش کارایی و دستیابی به ستانده مطلوب را به میزان 30 درصد دارا می باشد. نتایج حاکی از اثر مثبت و معنی دار سرمایه انسانی، صادرات، نوآوری و سیکل های تجاری بر کارایی واحدهای موردبررسی است. در مقابل متغیرهای اندازه، شاخص تمرکز و شدت مصرف انرژی اثر منفی و معنی داری بر کارایی واحدهای صنایع غذایی و آشامیدنی کشور داشته اند. با توجه به اثر مثبت خصوصی سازی بر کارایی، پیشنهاد می گردد این سیاست که درواقع یک سیاست رقابتی است به منظور افزایش کارایی در زیربخش صنایع غذایی و آشامیدنی کشور با شتاب بیشتری موردنظر قرار گیرد.
    کلیدواژگان: تحلیل فراگیر داده ها، خصوصی سازی، بازدهی نسبت به مقیاس، داده مای پانل
  • امیر دادرس مقدم، محمد قربانی، علیرضا کرباسی، محمد رضا کهنسال صفحات 50-59
    تنوع محصول هر نشان تجاری نقش مهمی در انتخاب نهایی مصرف کنندگان دارد. این موضوع از آن جهت حائز اهمیت است که سطح بهینه تنوع و قیمت نشان های تجاری می تواند راهگشای تصمیم گیری در طراحی و قیمت گذاری خطوط تولید برای مدیران باشد. اطلاعات مورد نیاز این پژوهش، مربوط به 435 فروشگاه مواد غذایی از داده های شرکت صنایع شیر پگاه در سال 1393می باشد. در این پژوهش تلاش شده است با استفاده از الگوی سیستم معادلات به ظاهر نامرتبط و الگوریتم بهینه سازی اجتماع ذرات، سطح بهینه تنوع و قیمت نشان های تجاری تعیین شود. نتایج الگوریتم بهینه سازی اجتماع ذرات نشان داد که سطح بهینه تنوع نشان تجاری کاله در بازار از دیگر نشان های تجاری رقیب بیشتر شده است. همچنین نشان تجاری صباح باید 1 نوع از محصول پنیر خود را از بازار حذف نماید و نشان های تجاری کاله و پگاه در وضعیت بهینه از لحاظ تنوع محصول پنیر می باشند. با توجه به یافته ها از نظر قیمتی پیشنهاد می شود، سطح قیمت بهینه نشان تجاری کاله از دیگر رقبا بیشتر باشد. همچنین فروشگاه های مواد غذایی برای افزایش سود، بایستی نسبت بیشتری از تنوع نشان های تجاری کاله و پگاه را داشته باشند.
    کلیدواژگان: تنوع پذیری نشان تجاری، سود فروشگاه، سطح قیمت بهینه، الگوریتم PSO
  • مصطفی شمس الدینی، محمد نبی شهیکی تاش، فرهاد خداداد کاشی صفحات 60-72
    عدم تقارن اطلاعات می تواند عملکرد شرکت ها در بورس اوراق بهادار را شدیدا تحت تاثیر قرار دهد و شرکت ها با محیط اطلاعاتی نامناسب را برای سرمایه گذاران غیر جذاب کند. شرکت های فعال در صنعت مواد غذایی و آشامیدنی در بورس اوراق بهادار تهران نتوانسته اند موفقیت چشم گیری را در جذب سرمایه معامله کنندگان در بازار داشته باشند. یکی از دلایل این امر می تواند مربوط به محیط اطلاعاتی پیرامون این شرکت ها در بازار باشد. ازاین رو پژوهش حاضر سعی داشته تا عدم تقارن اطلاعاتی این شرکت ها را در سال های 1387 تا 1394 بسنجد. در این راستا از معیار احتمال معامله آگاهانه (PIN) که یکی از معیارهای نوین در سنجش ضریب عدم تقارن اطلاعات است، استفاده شده است. به منظور تحلیل بهتر، نتایج محاسبه این شاخص در دو بخش شرکت های فعال در صنعت مواد غذایی و آشامیدنی به جز قند و شکر و صنعت قند و شکر ارائه شده است. نتایج نشان دهنده ضریب عدم تقارن اطلاعاتی بالا در شرکت های مورد بررسی است. به صورت میانگین، بیشترین ضریب عدم تقارن اطلاعات در این شرکت ها مربوط به سال 1388 و کم ترین ضریب مربوط به سال 1394 است. همچنین نتایج نشان می دهد که شرکت های معدودی عدم تقارن اطلاعاتی نزدیک به صفر دارند از طرفی نیز شرکت های زیادی در این صنعت عدم تقارن اطلاعاتی تقریبا کامل در برخی از سال ها، داشته اند که می تواند تا حدودی بیانگر عدم توفیق زیاد این شرکت ها در بازار باشد. ازآنجاکه نتایج نشان دهنده عدم ثبات در محیط اطلاعاتی پیرامون شرکت-های مورد بررسی است ازاین رو تلاش برای کاهش عدم تقارن اطلاعات و ارائه محیط اطلاعاتی مناسب تر حول این شرکت ها می تواند در موفقیت صنعت مواد غذایی و آشامیدنی در بورس اوراق بهادار تهران تاثیر بسزایی داشته باشد.
    کلیدواژگان: بورس اوراق بهادار تهران، صنعت مواد غذایی و آشامیدنی، عدم تقارن اطلاعات، PIN
  • اسماعیل پیش بهار، جلال رحیمی صفحات 73-94
    پیش بینی الگوی رفتاری تغییرات در سیستم های منابع آب، تحت تاثیر اعمال سیاست های بهره برداری می تواند بهره برداران این منابع را به منظور استفاده بهینه، با توجه به موقعیت های فصلی و اقلیمی و بر اساس اصل توسعه پایدار یاری نماید. در این تحقیق به بررسی وضعیت آب های موجود در ایران و بهره برداری از آنها پرداخته شد، برای این کار با استفاده از روش پویایی های سیستم، حلقه های علت و معلولی و الگوهای اقتصادسنجی، مدلی شامل چهار بخش هیدرولوژی، تقاضای آب، تولید بخش کشاورزی و جمعیت توسعه داده شد که در آن اثر تولید بخش کشاورزی و بخش های غیر کشاورزی بر مصرف منابع آبی ایران برای دوره ی 1442-1392 نشان داده شد. در این تحقیق منابع آبی کشور به صورت منابع آب سطحی، آب های ذخیره شده، زیرزمینی و آب مجازی ناشی از واردات محصولات کشاورزی در نظر گرفته شد. نتایج حاصل از شبیه سازی نشان داد که روند تولید بخش کشاورزی، جمعیت، تقاضا برای محصولات کشاورزی و واردات در طی 50 سال آینده افزایشی و صادرات بخش کشاورزی کاهشی خواهد بود، جمعیت کشور نیز حجم بیشتر از صد میلیون نفر را تجربه خواهد کرد و این فعالیت ها موجب تخلیه شدید منابع آبی خواهد شد. همچنین نتایج حاصل سناریوها نشان دادند که سناریوی تغییرات اقلیمی روند تخلیه منابع آبی را شدت خواهد بخشید و تولید بخش کشاورزی نیز نسبت به وضعیت موجود بیشتر کاهش خواهد یافت و سناریوهای مدیریتی نیز نشان دادند که کاهش برداشت از آب های زیرزمینی و انتقال آب موجب کاهش کمبود در بخش کشاورزی و غیر کشاورزی خواهند شد و در بلند مدت منابع آبی را احیا خواهند کرد.
    کلیدواژگان: انتقال آب، بخش کشاورزی، بیلان آب، تقاضای آب، تغییرات اقلیمی
  • آرش دوراندیش، امیر حسین توحیدی، سمانه سلیمانی نژاد صفحات 95-104
    پیش بینی بازده نقدی شرکت های کشاورزی فعال در بازار بورس نقش بسیار مهمی در تعیین تولید، توزیع، تقاضا و کاهش ریسک و عدم قطعیت بازاری ایفا می نماید. از این رو، توسعه روش های پیش بینی و بهبود عملکرد این روش ها برای صاحبان شرکت ها و همچنین فعالان بازار بورس امری ضروری است. لذا، مقایسه عملکرد و دقت روش های مختلف پیش بینی مقادیر بازده نقدی سهام شرکت های کشاورزی در بورس اوراق بهادار تهران هدف اصلی این مطالعه می باشد. در این مطالعه با استفاده از داده های ماهانه بازده نقدی طی دوره ی (1) 1388 تا (1) 1394و بر اساس معیارهای دقت و آزمون دایبولد و ماریانو، دقت پیش بینی روش های خطی (ARIMA و ARIMAX)، غیرخطی (NAR و NARX) و مدل های هیبرید (ARIMA-ANN و ARIMAX-ANN) مورد ارزیابی و مقایسه قرار گرفته است. با اضافه نمودن متغیرهای توضیحی نرخ ارز، نرخ بهره، نرخ تورم، قیمت نفت و مخارج دولت؛ این مطالعه سعی در پاسخگویی به این سوال را دارد که آیا عملکرد مدل های پیش بینی خطی، غیرخطی و هیبرید به طور قابل توجهی بهبود می یابد یا خیر؟ نتایج مطالعه نشان داد که در مدل های خطی و غیرخطی، اضافه نمودن متغیرهای توضیحی خارجی موجب بهبود عملکرد پیش بینی می گردد؛ اما این یافته برای مدل های هیبرید برقرار نمی باشد. همچنین، نتایج مطالعه موید آن است که مدل های هیبرید در مقایسه با مدل های خطی و غیرخطی، از دقت و عملکرد بهتری در پیش بینی مقادیر بازده نقدی سهام شرکت های کشاورزی برخوردار می باشند. لذا به شرکت ها و سهامداران بازار بورس اوراق بهادار توصیه می گردد که از مدل های هیبرید در برنامه ریزی های مالی خود استفاده نمایند.
    کلیدواژگان: بازار بورس، پیش بینی، مدل هیبرید، ARIMAX
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  • M. Sharifzadeh, N. Kazemi Pages 1-13
    Introduction
    Home Economics activities provide a useful framework to reduce inconsistencies of livelihood in development geography. The term 'livelihood' describes the means – 'capabilities, assets (stores, resources, claims and access) and activities – required for living'. Rural women capabilities, assets and activities and the major aspects of family living are the most important means of providing opportunities for rural households to match with their ever changing communities. These assets and activities are known as the means of making a living or surviving and denote the abilities to maintain or build long-term well-being. Rural women as the half of human population in rural areas are the guardians of holding diversified portfolios for rural households and equipping them in the social change process. They play significant role in social and cultural realms along with economic roles in rural areas. Women economic roles indoor their house and applying scientific principles to domestic situations are called home science, domestic economic and later home economics. Home economical activities identify rural women' livelihood aspirations and the barriers that make livelihood creation difficult within the rural context. Home economic activities include all the products and services which produce a community that is healthier, wiser, freer, motivated, challenged and empowered. But the main question here is that what are the home economic competencies of rural women? Do the women in regions with different levels of development experience different home economics competencies? And which factors determine these competencies among rural women? This research aims to investigate the determinants of home economics competencies among rural women in Darian township, Shiraz county, Iran.
    Materials And Methods
    The study depends on primary data collected from rural women in rural regions of Darian township, Shiraz county, Iran. In this study, a survey was conducted using structural questionnaire. Questionnaire was designed to cover four basic household-based measures of home economics; life competencies and skills; life priorities; family support and home economics competencies. Demographic characteristics of respondents were also questioned. Face validity of questionnaires was confirmed by a panel of experts. The calculated Cronbach’s alpha for the different measures of the instrument were 0.69 to 0.94. The Statistical Package for the Social Sciences (SPSS 22) and Super Decision software were used to treat and analyze the obtained data. Multi-stage random cluster sampling technique was used to select 200 rural women from developed and semi developed villages of Darian township.
    Results And Discussion
    Results revealed that, rural women in developed and semi developed rural areas weren’t significantly different regarding their life priorities (child development, family life, etc.). This may imply that rural women living in developed villages tend to experience similar competencies comaring to their counterparts in semi-developed villages. The results showed that while rural women in developed and semi developed villages were significantly different with respect to their family life competencies and skills, home management competencies and home employment activities; there was no significant difference in the mean scores of the other competencies achieved by women living in developed regions. It may be interpreted that most of the women in villages with different levels of development had similar home economics competencies (housing and home furnishing, foods and nutrition, clothing and textile, and child development competencies). However, the results shed light on the impact of development on family life skills, managerial skills and the necessity of earning money in home activities. The other important difference between the study areas was the level of family support. Results revealed that rural women in developed villages experience significantly more family supports in comparison to their counterparts in semi developed regions. The perception of support of family members (spouse, child and other household members) provided a facilitative environment to promote home economics competencies. Hierarchical regression results also indicated that life skills, perceptions of family supports, craft weaving experience and the level of rural development could predict 70 percent of variation in home economics competencies among rural women.
    Conclusion
    The researchers would like to propose possible suggestions to provide applied opportunities for women in semi developed regions. As indicated by the results, family members couldn’t provide necessary support for women to play their economical roles in their homes. Cultural support would be important to provide the supporting context for women in semi and under developed regions.
    Keywords: Darian township, Home economics, Life competencies, Life priorities, Rural women
  • T. Aref Eshghi, M. Ghahremanzadeh, H. Raheli, Gh. Dashti Pages 14-26
    Introduction risk is as an uncertainty that has effects on individual’s welfare, which is often related to the adversities and loss and is defined as the probability of adversity or loss too. Activity in the agriculture sector is different from the other sectors because the producer's incomes are affected by a lot of risks. Agricultural insurance is mentioned always as a good strategy for the risk management of the agricultural sector. In designing and rating a crop insurance contract, the modeling of yield risk is fully analogous to modeling the probability of distribution for the crop yield and significantly depends on the distribution function, thus in appropriate designing of agricultural insurance contracts, the accurate modeling of the crop yield distribution is vital.
    Materials and Methods There are three approaches for modeling yield distributions, parametric, non-parametric and semi-parametric methods which parametric and nonparametric approaches are more conventional. In many cases, crop yields show increasing trends over time because of technological change which deviation from this pattern (the error term) is often causes variance heterogeneity and reject the assumption that the yields are independently distributed. Thus A common approach to yield risk modeling is detrending the data and using detrended series for modeling yield risk. This approach is often called a two-step approach. The candidate parameterizations includes beta as the parametric and kernel as the nonparametric distribution. The area under the density to the left of the guaranteed yield presents the probability of loss thus the integral of the curve between zero and the insurer yield guaranteed should be calculated as the probability of loss. The Integral under the kernel density to present the probabilities of loss was numerically estimated using a trapezoid rule. Now the yield insurance is running traditionally by the Agricultural Insurance Fund and is faced with problems of mismatch in received insurance premiums and payment indemnities. Therefore, consideration to diversification of insurance products and using the accurate and conventional methods to calculate the probability of losses and premiums in order to improve the current situation is very important. This study attempts to calculate the probability of loss using the parametric and nonparametric approaches for the area yield crop insurance contract and employs historical county-level yield data for irrigated and dry wheat and barley during the years of 1975 to 2013 for Ahar and Hashtrood counties in East Azarbaijan province published by Agriculture-Jihad Organization.
    Results and Discussion The descriptive statistics for the detrended yields for all counties and crops indicates that the yields exhibit negative skewness in more than 63 percent of the cases. Negative skewness suggests fatter right-hand-side tails with yields close to the maximum yield observed more frequently than very low yields. We calculate the probability of loss in different coverage levels (65%, 70%, 75%, 80%, 85% and 90%) and the results indicate that the ranges of their variations are different. The results show that the values of probability of loss in parametric approach (beta distribution) are higher than nonparametric approach (kernel distribution). To compare the parametric and nonparametric distributions, the CDF plots of the kernel, beta and empirical distribution are evaluated and the results showed that the kernel distribution fit the sample data very well and fits the data better than beta CDF. Moreover the results show that except for some coverage levels of dry wheat, in all the cases, the values of probability of loss are higher in rain fed crops than irrigated crops. The results also show that the probability of loss in Hashtrood County is more than Ahar County, indicating that the crop yield risk in Hashtrood County is more than Ahar County, thus the probability of indemnity payments will increase and the higher premiums will be needed for this county.
    Conclusions In general, the results indicate that the values of the probability of loss obtained from two approaches are significantly different from each other and the nonparametric approach results are more accurate. Therefore, it is recommended that in estimating the premium rates and yield risk calculation, the characteristics of distribution functions to be considered and the appropriate approach to be selected. Due to the results that show the probability of loss in Hashtrood County is more than Ahar County, it is recommended that in determining the premiums, the smaller divisions than province to be considered to organize the homogeneous risk groups. Moreover since the availability of different coverage levels provide better choice power for producer to manage their farm risks, it is recommended that the premium rates which due to the different probability of loss in different coverage levels are different, present in the variable coverage levels to the insurers.
    Keywords: Area yield crop insurance, beta, kernel distribution, probability of loss, measuring risk
  • S. Ahangari, S.M. Mojaverian, S.A. Hosseini Yekani Pages 27-35
    Introduction
    The market of agricultural products has always faced with a lot of limits and structural problems in Iran. The most part of these problems are related to non development of agricultural economy of our country and also traditional and inefficient structure of the market of agricultural products. According to non-transparency of market information, its traditional structure, as well as the risk of agricultural activity, it was expected that agricultural ring of Iran Mercantile Exchange (IME) is effective in order to prevent the above mentioned obstacles; however from 2007 up to now, less than 1 percent of agricultural products arrived to this market and IME couldn’t have a leading role in the market of agricultural products. Although previous studies have examined some of the obstacles of IME development, but few researches have investigated choose of suitable products for trading across this market. In this study, it is tried to study the performance of agriculture ring of IME with focus on commodity selection criteria of such markets.
    Materials And Methods
    In this study, two approaches of conventional taxonomy and weighted taxonomy are used in order to achieving the goals. In conventional taxonomy, component coefficients are constant and equal to one. But at the same weight taxonomy approach, data were weighted by Shannon entropy method. The required data of this study have been gathered from official websites of Statistical Center of Iran, Iranian National Standards Organization, Ministry of agriculture Jihad and Iran Mercantile Exchange. It is worth noting because of lack of access to updated data; the data of 2013 was used in this research.
    Results And Discussion
    Because of lack of data, 10 out of the 19 accepted commodities of IME were analyzed. The most obvious difference between the two methods of conventional and weighted taxonomy in this study is removal of pistachios in the conventional taxonomy. After obtaining the distance matrix, it was observed that pistachios have passed upper bounds and therefore, this product has been removed for the rest of the calculations. In the weighted taxonomy through Shannon entropy, none of the goods is removed. Finally, rice and maize identified as two top products on the list of most suitable commodities for trading at IME. Wheat and tea are also got the ranks of third and fourth respectively in conventional and weighted taxonomy approaches. According to the Iranian people's taste, good choice of rice as the first rank in this study was not surprising and is in line with reality. This product has an important role in satisfying the protein and calories of the world people. So, the more rice trades at IME, the more agricultural ring is successful. Corn, wheat and tea have also comparative importance across the studied agricultural commodities and expanding their trades at IME would have a major contribution in the success of agricultural ring.
    Conclusions
    As mentioned, rice has upper priority across the other studied commodities for trading at IME. After rice, corn, wheat and tea ranked second, third and fourth more suitable commodities. According to the results of this study, it is suggested that, factors such as the coefficient of importance and continuity in supply should consider as importance factors of commodity selection. According to the ranks of selected commodities, direct support of government could have an important role in the success of commodity in trading at IME. In order to successful entrance of agricultural commodities to IME, further support from the government is required. It is also proposed that free regional public educations are planned for small and large farmers to understand the agricultural ring of IME and its common standards and trading strategies. A package of incentive policies such as purchase guarantees in the absence of successful trading at IME and partial waivers on transporting costs to the warehouses is also proposed. Next to the contrary, it is also required to have some punishment policies so that in the absence of trading at IME for some farmers, financial supports such as loans or guaranteed purchase of those farmers would be far out of reach. Also decreasing the distance between IME and farmers through expanding the number of accepted warehouses in production areas by IME could ease the entrance of farmers to this market.
    Keywords: Commodity selection, Shannon entropy, Numerical taxonomy, Agricultural ring, Iran Mercantile Exchange
  • H. Matrodi, M. Aghapour Sabbaghi Pages 36-49
    Introduction The agro-processing industry in agriculture sector because of in the global context, participation in regional and international markets and joining the WTO, has particular importance. With increasing demand for production and resource constraints in this subsection, The importance of efficient use of resources and improve the efficiency of production is determined more than ever before. In these situations, optimal use of resources can be a necessary condition for the development of various agricultural sectors such as food and beverage be considered so that section, in addition means to responding to the increasing needs of food products to do well its duties in the economic development. On the one hand In recent years the privatization of state-owned companies not only as a means of economic restructuring, and competition is increasing, but the necessary infrastructure to increase efficiency and is to promote economic efficiency. Therefore, at Present study With Emphasis on kind of ownership survey of efficiency and and factors affecting that in Food & Beverage sector be considered.
    Materials and Methods At present Study 19 subsection of Food & Beverage at 2009-2014 considered as Statistics Society. In order to calculate the efficiency of the review of data envelopment analysis (DEA) is used. Capital, labor and energy are the inputs and outputs is the output. In order to estimate the econometric model dynamic panel data approach used. The information for this research, from statistics of 10 person and more in ministry industry collected.
    Results and Discussion The results showed that the rise of private property in the subdivision and the move towards privatization can be a factor considered in order to increase the efficiency of this subsection.
    The average efficiency for about 70 percent of the country's food and drink industry is showing that it is possible to increase efficiency and achieve optimum output rate until 30%. 4 sector involve producing animal and herbal oil and fat, slaughter livestock and poultry, dairy produce and tea have the perfect performance. Another important point of this research is the more distinction between efficiency in the subsectors . Achieved 0.95 for average returns to scale industries show the decreasing returns to scale in the food and beverage sub-sector. The results showed a positive and significant effect of human capital, exports, innovation and business cycles on the efficiency. In contrast, variables, index and energy intensity and commercial focus are significant and negative effect on the efficiency of the food and beverage sectors.
    Conclusion Due to the positive impact of privatization on performance, it is recommended that this policy is actually a competition policy in order to increase the efficiency of the subdivision food and beverage countries to be accelerated. Supporting of the private sector by means of fiscal and monetary management, pay more attention to assignment state-owned company, as well as monitoring after the privatization, the continuation of the implementation of the policy basis of 44 law of the competitive conditions and legislative transparency are the this study recommends .Motivate and suit conditions for continuing education of industry employees, implementation of scientific and practical training for them, enhancing the quality of education given to the students associated with this industry and created needed fit with market needs to an increase in human capital will increase the sector efficiency. Due to decreasing returns to scale in the industry, support of small businesses in the sector and lending to micro producer recommend to increase the efficiency. Due to the export positive effect on the performance proposed by encouraging exports, facilitate the export process, provide advice to exporters or identify new markets and new comparative advantages in the production of Food and Beverage higher level of interaction with the global economy design for rising industry performance is under consideration. Use of a new technology on the world in terms of production, delivery and in-service training in order to increase the level of production technique as well as increasing the share of spending on research and development in order to increase the level of staff's technical knowledge can suggestions in order to increase the efficiency of the industry. The results show that with the moving food and beverage industry toward monopoly space, reduced efficiency in the industry.Therefore, it is suggested that industrial policy be developed in order to increase competition. Physical preparation and presentation facilities in order to increase the possibility of free entry to the industry in order to reduce among other recommendations of this study in order to increase the efficiency of this unit. Industry restructuring and the establishment of a factory for optimum use of energy resources in order to save energy, new manufacturing techniques to reduce energy intensity and use international experiences in the energy efficiency to increase efficiency in the food and beverage industry are ways to increase efficiency.
    Keywords: Data Envelopment Analysis, Privatization, Return to Scale, Panel data
  • A. Dadrasmoghadam, M. Ghorbani, K. Karbasi, M.R. Kohansal Pages 50-59
    Introduction
    Product line design is a critical task that may determine a firm's survival. Producers need to constantly evolve in response to market and technology changes. As a result, the determining optimal diversity has attracted considerable attention in the marketing literature. So, all optimization approaches that have been applied to the optimal product line design problem aim at finding a better approximation of the global optimal solution that this paper solved the optimal diversity problem for brands with the use of a new population-based optimization algorithm called Particle Swarm Optimization (PSO). PSO is a nature-inspired intelligence technique, which has displayed high performance in providing a wide variety of good near-optimal solutions in optimization problems of high complexity.
    Materials And Methods
    In this article, diversity and prices of selected brands on the market Mashhad cheese product using Noshad project data and Pegah Milk Industry (including 435 Grocery Store) using seemingly unrelated regression model and particle swarm optimization algorithm were reviewed and analyzed and optimized in 2014. The objective function is the sum of market shares (Kalleh, Pegah and Sabah). Constrain is share total of available brands in the market which is equal to one. The parameters used in this study, with population size 50 and individual and social learning rate is 2
    Results And Discussion
    Results showed that the effect the price on share of Kalleh is positive. In addition, Kalleh brand diversity have been a significant positive impact on share brand of Kalleh but with the Pegah and Sabah brand diversity have been negative relationship (statistically meaningless). The impact Pegah price is negative on the share of Pegah brand so Pegah price has a positive relationship with the price of Kalleh. With rising price of Sabah increase Pegah brand share. And diversity of Kalleh is negative and significant. Diversity of sabah brand is negative and non-significant. The effect of price on share of Pegah brand is negative and non-significant. The coefficient of Sabah brand diversity have been positive and significant relationship with Sabah brand share in the market but Kalleh brand diversity on customers buying of Sabah has a significant and positive impact. The optimum level of diversification cheese brands of Kalleh, Pegah and Sabah respectively, 8, 5 and 3 obtained which it shows that the optimum level of Kalleh cheese brand diversity in the market is more than the other rival brands. The average price of cheese brand product diversity of Kalleh, Pegah and Sabah are 45696, 34626 and 30678 (rials) respectively and it suggests that the Kalleh brand price should be higher than the other competitors. After that, brand price have been Pegah and Sabah. Kalleh brand has maximum diversity, the optimum value diversity in this study still is 8 .Also, Pegah are optimized for these state and the optimum value is obtained 5 for Pegah in the market. In other words, the number required Kalleh and Pegah cheese brand is optimized in the market. The maximum of Sabah diversity is 4 which the optimal level of Sabah diversity should be reduced to 3. In the summery, results showed that the optimum level particle swarm optimization algorithm of cheese product diversity of Kalleh brand in the market is more than other rival brands. As well as, 1 type of cheese products Sabah brand should be removed in the market and Kalleh and Pegah brands are in optimal state from the terms of cheese product diversity.
    Conclusion
    According to the findings is suggested, Kalleh brand price is more than other competitors brands. The results also showed that grocery stores should have been more than Pegah and kalleh brand diversity to increase profits. Kalleh brand diversity lead to more profitability than other types of brands in the optimized state. One of the main reasons that the Kalleh brand has a special share in this market is its diversity. Optimum profit from their grocery stores showed that the optimal value of kalleh and Pegah diversity is caused to increase profitability in grocery stores. Kalleh cheese price is also more than other competitors because of the quality and products diversity could have been. Brands must be paid attention to the issue of diversity products of Cheese to increase their shares. Cheese product of brands must be investigated to packaging and processing, and other diversity of brands features to increase share and profit in the market.
    Keywords: brand diversity, grocery store profit, optimal level of price, algorithms PSO
  • M. Shamsoddini, M. N. Shahiki Tash, F. Khodadad Kashi Pages 60-72
    Introduction
    The significance of asymmetric information in determining market functions and explaining complexities is undeniable. Asymmetric information can strongly affect firm's performance in Stock Exchange, and can make firms with poor informational environment unattractive for investors. Therefore, trying to reduce asymmetric information can have an important effect on performance in Stock Exchange. Food and beverage firms in Tehran Stock Exchange have not been successful in attracting traders. This may be partially caused by the informational environment of these firms in market.
    Materials And Methods
    This study aims to measure asymmetric information among active firms in the food and beverages industry in Tehran Stock Exchange between 2008 and 2015. Researchers have developed measures to determine the level of information asymmetry because is not directly observable. These measures fall into three categories (Clarke and Shastri, 2000). The first category uses measures based on growth opportunities and argues that firms with more growth opportunities have a symmetrical information environment. The second category uses measures based on predicted profit and argues that an increase in the level of a firm's information leads to convergence of expectations of that firm's future profits. The third category uses a series of measures based on market microstructure literature that are commonly compared with other categories. In doing so, we use Probability of Informed Trading (PIN) which is a modern index for measuring asymmetric information (third category). Easley and OHara (1992) offer a model of unusual order flow in the market, based on which one can estimate the probability of a random trading by an informed trader; higher values of PIN (in the range of 0 to 1) indicate more confidential information or higher levels of asymmetric information. The basic assumption of this model is that general information is reflected in prices directly and without the need for trading activity, while confidential information is reflected during unusual orders (surplus orders to buy or sell).
    Results And Discussion
    In order to conduct a better analysis, the results of PIN index are provided in two parts: (1) food and beverage firms excluding those in the sugar industry and (2) firms in the sugar industry. Results show high asymmetric information in these firms. A review of PIN results shows a wide range of numbers between 0 and 1, but more numbers are close to 1, indicating high asymmetric information. Of course in some years and some firms this index is very close to zero, which means in some cases asymmetric information is very small and in most cases asymmetric information is relatively high. For instance, in the first group of firms, on average symbols MRAM1, SBEH1 and GBEH1 have lowest PIN index: values for first and second firms are approximately 0.26, and for third firms is 0.29. It is important to note that the lowest PIN values for active firms in this industry (0.26) shows high asymmetric information. Also, considering the same group of firms, symbols NOSH1, SLMN1 and CHCH1 have the highest PIN index, approximately equal to0.99; this means almost full asymmetric information. In sugar industry's firms, symbols SHKR1, GPSH1 and GESF1 have lowest PIN index, that PIN values for these firms are 0.31, 0.35 and 0.39 respectively. Also symbols GLOR1, GSHI1 and GNJN1 have the highest PIN indexes, equal to 0.62, 0.56 and 0.54, respectively. Overall, firms in the sugar industry have better informational environment compared to their other food and beverage firms.
    Conclusions
    On average, the highest coefficient of asymmetric information in food products and beverages industry belongs to 2008 and the lowest coefficient occurred in 2015, when asymmetric information in the surveyed firms was reduced. This may be the result of two events. Increased informational level of traders in market and more good news which improved the trader's expectations of future investment in Tehran Stock Exchange. Positive political events had a great role in this case. In general, PIN values had a direct relationship with instabilities in Tehran Stock Exchange. Also, it is important to note that the food and beverages industry is a relatively small industry in Tehran Stock Exchange, and it is natural that it does not have a great success to attracting capital flow. However, food and beverage firms in Tehran Stock Exchange should try to reduce their asymmetric information to be able to earn better growth in the market.
    Keywords: Tehran Stock Exchange, Food Products, Beverages Industry, Asymmetric Information, PIN
  • E. Pishbahar, J. Rahimi Pages 73-94
    Introduction
    The reducing of supplies of underground water poses a serious threat to the water security of the country, a problems which seems not to have been taken seriously. Climate changes and the result that changing in water cycle have made the challenges of water supply even more complicated. Immediately soaring and unbalance growth of population (about 80 million people in 2015) has to lead a drop in per capita water. The rapid growth of urbanization, interminable migration to the metropolis for better welfare, and the need for more food have testified the need for the promotion of health and hygiene, the industrial development of water demand and consequently the pressure over water resources. Due to population growth in Iran, the annually per capita resources of renewable water which was 7000 m3 in 1956 and in 1996 dropped to 2,000 m3 and it is predicted to decrease to 800 m3 in 2020. Moreover, population settlement pattern have lost its compatibility with the temporal and spatial distribution of water resources in the country (Center Statistics and Water Resources Management, 2015). The purpose of modeling in this study is create and develop a simulation model in order raise our understanding of the resources, the uses of such resources as well as their dynamics so that some of solutions are provided for the system to retain its proper functioning.
    Material and
    Method
    This study have projected the effects of the agricultural sector on water resources depletion. For this purpose, the model is extended and simulated from 2013 to 2063 to four sections of hydrology, water demand and socio-economic. In this study, we used the econometric time series models to develop a systems dynamic modeling and used annual data from 1983 to 2012 to evaluating the effects of economic, social and environmental effects on water resources. For studying, the stationary of variables which are used in experimental models used Augmented Dickey-Fuller (ADF) and Zivot-Andrews (ZA, the unit root test with one structural break) unit root tests. The data were collected from Central Bank of the Islamic Republic of Iran, Center Statistics of Iran, Iranian Ministry of Agriculture, FAO, World Bank and Iranian Water Resources Management Organization the statistical collected and these data were analyzed by statistical softwares in term of, Stata 12, Excel, Vensim and iThink 9. Systems dynamics has developed in a wide range of issues, Forrester (1973) were used in integrated design strategy and planning. System dynamics is an approach to understanding certain types of the complex system problems. Casual-loop diagrams and the modeling process is a simple way to display the loop structures before formulating equations. Flow diagrams include the rate variables, level, auxiliary and fixed elements and a series of tests, operations, and procedures which organize for integrate network issues in management, economic, financial and industry. In this study based on iThink software, a model was developed for projected the effects of agriculture and non-agricultural sectors on the utilize water sources in Iran from 2013 to 2063. The model extended in hydrology, water demand, agricultural economics, and population sectors. To achieve this, water resources were considered as surface water resources, reservoir, groundwater and virtual water.
    Results And Discussion
    The result of Augmented Dickey-Fuller (ADF) and Zivot-Andrews unit root tests showed that production, import and export of agricultural products, capital of the agricultural sector, exchange rate, consumer price index, oil income, population, income per capita, acreage and water use variables, which except for the oil income and population, income per capita, other variables are rejected the null hypothesis of unit root. The results of Iran's water resources dynamic model simulate from 2013 to 2063, as well the verification results of the surface water, groundwater aquifers and reservoir level variables from 193 to 2012. The results illustrate that Iran's water resources are decreasing and it is projected that extremely depleting in next 50 years. It is projected that surface water discharged very severe and from 450 (billion m3) in 2013 decrease to 386 (billion m3) in 2063. As well the reservoir water shown downward trend behavior and decrease from 30 (billion m3) in 2013 to 22 (billion m3) in 2063 and the accessible groundwater aquifers decreasing from 120 (billion m3) in 2013 to 83 (billion m3) in 2063.
    Conclusions
    Based on simulation model, it is projected that water shortage in agricultural and non-agricultural sectors, the price index of agricultural products and waters price are soaring over time. Thus, some policies can revitalize the water resources such as reducing the number of legal and illegal withdraw ground water, importing water-intensive agricultural products, modifying the cropping pattern, adopting with climate change, importing water and increasing water use efficiency in the agricultural sector.
    Keywords: Agricultural sectors, water balance, Water demand, Climate change, Import water
  • A. Dourandish, A.H. Tohidi, S. Soleimani Nejad Pages 95-104
    Introduction
    Providing an alternative route for mobilizing domestic savings, stock markets increase investment growth and, consequently, economic growth. Moreover, allocating better resources (through the concessions of labor division), the stock market plays an important role in economic growth. In addition to the positive effects of the stock market on economic growth, this market has high potential to create employment (direct and indirect). According to the existing conditions of the agriculture sector in meeting the needs of the society have increased the importance of this sector. Thus, it is necessary to use the stock exchange of the agricultural sector as one of the most important tools to solve the problems of this sector, improve market efficiency, increase productivity and provide financial requirements of agricultural companies in this market. Concerning the number of shares, stock volume and variety of products, agricultural exchange is the largest stock exchange. Cash returns can be used as a criterion to identify the economic status of agricultural firms in the stock market; identifying this trend plays an important role in financial planning and investment decisions. So, the main objective of this study was to compare the performance and accuracy of different methods to predict cash returns of agricultural companies in Tehran Stock Exchange.
    Materials And Methods
    The stock returns prediction models can be divided into two groups of statistical models and artificial intelligence. In this study, prediction accuracy was evaluated for linear (ARIMA and ARIMAX), non-linear (NAR and NARX) and hybrid models (ARIMA-ANN and ARIMAX-ANN) using monthly cash returns data over the period 2009(4)-2015(4) and according to the Diebold and Mariano test. ARIMA linear models have dominated many areas of time series forecasting. The linear function is based on three parametric linear components: auto regression (AR), integration (I), and moving average (MA). The ARIMA models also have the capability to include external independent or predictor variables. In this case, the model is a multivariate model and this model is represented as ARIMAX, where X represents the independent external. Artificial neural networks are capable of learning, generalizing, information parallel processing and error endurance. These attributes make the ANNs powerful in solving complex problems. Moreover, the ANN is able to adapt to the data pattern and relationship between the input and output, resulting in better prediction accuracy than the statistical method. The combined ARIMA(X)-ANN model is able to use the characteristics of both models simultaneously. Adding the explanatory variables, exchange rates, interest rates, inflation, oil prices and government spending, this study tried to answer the question whether performance prediction models improve significantly for linear, nonlinear and hybrid?
    Results And Discussion
    In this study, augmented Dicky Fuller tests (ADF), dickey fuller generalized least squares (DF-GLS), Phillips-Perron (PP) and Kwiatkowski–Phillips–Schmidt–Shin (KPSS) tests were used to test the unit root. According to results, time series of cash returns was stationary. Next we estimated ARIMA (2,0,0) and ARIMAX (2,0,0) models. Based on the criteria of accuracy, the results showed that the ARIMAX model had a higher predicting accuracy compared to the ARIMA. In this study, two models were designed using artificial neural networks to predict cash returns. the first model only included the first and second lag of cash returns (infact, the first model was Nonlinear Autoregressive model (NAR)); in the second model, in addition to two lags of cash returns, the exchange rates, interest rates, inflation, oil prices and government spending variables were used as the network inputs (this pattern is known as Nonlinear Autoregressive with Exogenous Input (NARX Model)). We find that the performance and accuracy of Auto Regression artificial neural networks increases by adding explanatory variables. In this study also used the ARIMA-ANN and ARIMAX-ANN hybrid models, in order to consider the linear and nonlinear characteristics in the data. After running the hybrid models and predicting, the results indicate that ARIMA-ANN and ARIMAX-ANN hybrid models have better performance in comparison with linear models (ARIMA and ARIMA) and non-linear models (NAR and NARX). Another result shows that ARIMA-ANN model is more accurate compared to ARIMAX-ANN. Finally, we show that hybrid models have greater prediction accuracy according to the Diebold and Mariano test.
    Conclusions
    The results showed that the addition of external explanatory variables could improve the prediction accuracy in linear and nonlinear models and this improvement in performance was significant statistically. The results of the study revealed that making use of hybrid models increased prediction accuracy significantly. Therefore, researchers, companies and shareholders of stock exchange are suggested to use the hybrid models in their financial planning to forecast economic variables.
    Keywords: Hybrid Models, Prediction, Stock Market, ARIMAX