تحلیل حساسیت تاثیر قیمت نفت بر رفاه اقتصادی و عرضه کالای عمومی در ایران

نوع مقاله : علمی

نویسنده

گروه مدیریت و بانکداری، دانشکده علوم انسانی، دانشگاه آزاد اسلامی واحد مهاباد، مهاباد، آذربایجان غربی

چکیده

اقتصاد کشورهای صادر کننده نفت از جمله ایران، بطور شگفت انگیزی تحت تاثیر درآمد حاصل از فروش نفت و به تبع آن، قیمت جهانی آن می‌باشد. هدف تحقیق حاضر، بررسی تاثیر کاهش قیمت نفت بر رفاه اقتصادی، عرضه کالای عمومی، و تحلیل حساسیت تغییر رفاه اقتصادی، در ایران می‌باشد. به این منظور مدل چند ناحیه‌ای تعادل عمومی، ویژه تجارت جهانی، مورد استفاده قرار گرفت. برای ایجاد انبوهش داده ها، کشور ایران، کشورهای صادر کننده نفت، و بقیه کشورهای جهان بعنوان نواحی اقتصادی، ده بخش عمده اقتصادی و پنج عامل تولید در انبوهش جدید از پایگاه داده های مدل، انتخاب شدند. پس از تغییر روش بستن مدل، کاهش قیمت نفت، شبیه سازی شد. یافته های تحقیق نشان داد که این شوک سیاستی باعث کاهش تولید، درآمد عوامل تولید، و مصرف کالای عمومی و خصوصی می‌شود. همچنین کاهش رفاه اقتصادی و مطلوبیت در بخش خصوصی و دولتی مشاهده گردید. سپس با تغییر پارامترهای کشش در مدل، نتایج تحلیل حساسیت نشان داد که در سطح اعتماد95/0 کاهش در متغیرهای فوق، چشمگیر می‌باشد. کاهش سطح عمومی قیمتها، کاهش ارزش و مقدار تولید ناخالص داخلی، تغییر ترکیب مصرف از دولتی به خصوصی و تغییر سلیقه خانوار از مصرف واردات به تولید داخل، از دیگر نتایج کاهش قیمت نفت برای ایران می‌باشد.

کلیدواژه‌ها


عنوان مقاله [English]

Sensitivity Analysis of Oil Price Impact on Welfare and Public Good's Supply in Iran

نویسنده [English]

  • Abdollah Mahmoodi
Management Department, Faculty of Humanities, Mahabad Branch, Islamic Azad University, Mahabad, Iran
چکیده [English]

The economies of oil-exporting countries, including Iran, are surprisingly affected by the oil revenue and, the world oil price. The aim of this study is to assess the impacts of oil price reduction on welfare and public goods supply, and sensitivity analysis of welfare changes in Iran. The GTAP model is used to simulate the policy shock. In the new data aggregation, Iran, oil-exporting countries, and the rest of the world countries as economic new regions, ten new created economic sectors which in them the oil introduced as one sector and, five endowments are aggregated. In the new economic closure, price is exogenous variable, and reduction in oil price is simulated in the model as a policy shock. The results show that a reduction in oil price reduced production factors earing, and reduced production and consumption of public and private goods and services. Using equivalent variation (EV), changes in welfare and utility of private and public sectors are negative, and sensitivity analysis shows that, by 95% of the confidence interval, the reduction in welfare is significant. Finally, deflation, reduction in GDP and changes in consumption combination from the public to the private sector, changing consumer tastes consumption of domestically produced rather than imported goods are the other impacts of reduction in oil price. Based on the results of the research, it is imperative for the government to seriously endeavor to stabilize or raise global oil prices.

کلیدواژه‌ها [English]

  • Consumption composition
  • Endowments
  • GTAP
  • Welfare decomposition
  • Utility
Administration, U. S. E. I. (2017). What drives crude oil prices? An analysis of 7 factors that influence oil markets, with charts data updated monthly and quarterly. U. S. E. I. Administration. Washington, DC, Independent Statistics & Analysis: 1-23.
Afshari, Z. (2013). Economic Planning, Tehran, Iran, SAMT. (In Persian)
Baffes, J., Ayan Kose, M., Ohnsorge, F., & Stocker, M. (2015). The Great Plunge in Oil Prices: Causes, Consequences, and Policy Responses. PRN/15/01, World Bank Group: 61. https://doi.org/10.2139/ssrn.2624398
Bahman, S. (2014). The Impacts of Negative Oil Shocks on Macroeconomic Variables of Iranian Economy Sectors. Institute of Economy. Kerman, Shaheed Bahonar University. Master of Science. (In Persian)
Barkhordari, S. & N. Mehregan (2010). CGE models and their applications in economics. Hamedan, Iran, Noor Elm. (In Persian)
Behboudi, D., Motafakker Azad, M. A., & Rezazadeh, A. (2009). "The Impacts of Oil Price Instability on Gross Domestic Product in Iran." Quarterly Energy Economics Review 6(20): 1-33. (Persian)
Burfisher, M. E. (2011). Introduction to Computable General Equilibrium Models: Cambridge University Press.
Corong, E. L., Hertel, T. W., McDougall, R. Tsigas, M. E., Mensbrugghe, D. (2017). The Standard GTAP Model, Version 7. Journal of Global Economy Analysis, 2(2017), 1-119. doi: http://dx.doi.org/10.21642/JGEA.020101AF
Delavari, M., Shirin Bakhsh, S., & Dasht Bozorgi, Z. (2008). "The Impact of Oil Price on Iranian Economic Growth Using Asymmetric Convergence." Quarterly Energy Economics Review 18(5): 65-81. (In Persian)
Dreger, C. & T. Rahmani (2014). The Impacts of Oil Revenues on the Iranian Economy and the Gulf States. Berlin, German Institute for Economic Research 23. https://doi.org/10.2139/ssrn.2432957 
Ebrahimi, M., Zarrini, E., & Haji Mirzaei, S. M. A. (2008). "Price Fluctuation of Oil and its Macro-Effect on Iranian Economy (1988-2005)." Journal of Economic Studies and Policies (Economic Policies (Nameh-Ye Mofid)) 6(16): 89-106. (Persian)
Emami, K. & M. Adibpour (2012). "Oil income shocks and economic growth in Iran." Economic Modelling 2012(29): 6. https://doi.org/10.1016/j.econmod.2012.05.035
Emamie Meibodi, A. (2006). "Analysis of the Effective Factors on Oil Price Movements." Iranian Journal of Economic Research 28(8): 107-122. (In Persian)
Esfahani, H. S., Mohaddes, K., & Pesaran, H. (2009). Oil Exports and the Iranian Economy. I. D. N. 4537. Bonn, Germany, Institute for the Study of Labor: 45. Https://doi.org/10.2139/ssrn.1849563.
Farzanegan, M. R. (2011). "Oil Revenue Shocks and government spending in Iran." Energy Economics 33(2011): 15,
Hertel, T. W. (1997). Global Trade Analysis: Modeling and application. Cambridge University Press.
Ghiasvand, A. & M. Yahoo (2009). "Asymmetrical Oil Price Shocks Effects on the Private Consumption and Government Expenditure in Iran." Journal of Financial Economics (Financial Economics and Development) 2(5): 31-53. (Persian)
Gozali, M. (2011). "Macroeconomic impacts of oil price levels and volatility on Indonesia." Undergraduate Economic Review 7(1). 1-74. http://digitalcommons.iwu.edu/uer/vol7/iss1/4
Gummi, U. M., Buhari, A. I., & Muhammad, A. (2017). Oil Price Fluctuations and Economic Growth in Nigeria (Evidence from Granger Causality Test). Australasian Journal of Social Science, 3(1), 1-16.
Hassanzadeh, M., Sadeghi, H., Yousefi, A., Sahabi, B., & Ghanbari, A. (2013). "Oil Price Fluctuations and Household Welfare in Iran." The Economic Research 12(4): 55-77. (In Persian)
Jahadi, M. & Z. Elmi (2011). "Oil Price Shocks and Economic Growth Evidence from OPEC." Journal of Economic Growth and Development Research 1(2):11-41. (In Persian)
Lofgren, H., Lee Harris, R., & Robinson, S. (2002). A standard computable general equilibrium (CGE) model in GAMS. Washington, D.C.: International Food Policy Research Institute (IFPRI).
Mahmoodi, A. (2015). Global Trade Analysis Project (GTAP), CGE. Tehran, Iran, Printing and Publishing Organization of Islamic Azad University. (In Persian)
Mahmoodi, A. (2017). OIL Price Reduction Impacts on the Iranian Economy. Journal of Economics and Business, 35(2), 353-374. doi:https://doi.org/10.18045/zbefri.2017.2.353
Mehragan, N., Mohammadzade, P., Haqani, M., & Salmani, Y. (2013). "Investigating the Economic Growth Multi Behavior Patterns in Response to Crude Oil Price Volatility: An Application of GARCH Models and Markov Switching Regression Model." Journal of Economic Modeling Research 3(12): 70-102. (In Persian)
Monjazeb, M., Souri, A., & Shahabi, Z. (2013). "The effects of oil price shocks on economic growth (Case study: Selected oil exporting countries)." Technical Journal of Engineering and Applied Sciences 3(17): 2118-2122.
Moqaddam, M. & M. Sezavar (2012). "The effect of World oil prices on macroeconomic variables in Iran." The Economic Research 12(47): 197-216. (In Persian)
Motavaseli, M. and M. Fouladi (2007). "The Effects of the Increase in World Oil Price on GDP and Employment in Iran: A CGE Approach." Journal of Economic Research (TAHGHIGHAT-E-EGHTESADI) 41(76): 51-77. (In Persian)
Nusair, S. A. (2016). "The effects of oil price shocks on the economics of the Gulf Co-operation council countries: Nonlinear analysis." Energy Policy, 91(2016): 256-267.
Pilvar, M., Rafiei, H., & Abbasiay, E. (2013). "Relationship between Social Welfare in Iran and Oil Revenues During 1374-1388." Social Welfare, 13(49): 67-99. (In Persian)
Rabee Hamedani, H. & M. Pedram (2014). "Wealth Effect and Cost Push Effect of Oil Price Shock in Iranian Economy: A New-Keynesian Approach." Quarterly Journal of Economic Research and Policies 22(70): 23-57. (In Persian)
Samadi, S., Yahya Abadi, A., & Moallemi, N. (2009). "Analysis of the impact of oil price shocks on macroeconomic variables in Iran." Journal of Economic Research and Policies 17(52): 5-26. (In Persian)
Wang, Q. & R. Li (2016). "Impact of Cheaper Oil on Economic System and Climate Change: A SWOT Analysis." Renewable and Sustainable Energy Reviews 54(2016): 7.