Journal of System Management(JSM)

Journal of System Management(JSM)

Journal of System Management, Volume 9, Issue 1, Winter 2023 (مقاله علمی وزارت علوم)

مقالات

۱.

The Mechanism of Volatility Spillover and Noise Trading Among Financial Markets and The Oil Market: Evidence from Iran(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۴۰ تعداد دانلود : ۱۰۵
Financial markets are currently experiencing sharp volatility. Studying how the returns and volatility in one market affect other markets has always been one issue that helps investors and policymakers to make optimal decisions. Given the importance of volatility spillovers in the Iranian financial market, this study aimed to investigate the mechanisms behind the volatility spillovers in the foreign exchange, gold, and stock markets to the oil market in Iran. This descriptive study was conducted using the daily and monthly data from the oil, foreign exchange, gold, and capital markets from 2010 to 2019 and to analyze the data, ARCH and GARCH models have been used. The results of this study showed that the abnormal volatility of the foreign exchange and gold in the previous day positively affects the abnormal volatility of the oil market today, this indicates that money flows in the currency market, spilling over the fluctuations into the oil market. hey also found that the abnormal volatility of the capital market in the previous day negative affects the abnormal volatility of the oil market today, indicating that if money flows in the capital market, which indicates the flow of money in the capital market from yesterday, increasing the transfer of emotions to the current capital market but does not spillover into the oil market and volatility is not transferred into the oil market. Overall, the findings of this study confirmed the positive impact of the foreign exchange and gold markets on the abnormal volatility in the oil market in the short term (daily) and long term (monthly), but did not confirm the positive impact of the capital market on the abnormal volatility in the oil market.
۲.

Identifying the Effective Factors of Oral Electronic Marketing on Brand Equity(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۹۶ تعداد دانلود : ۱۷۱
The main challenging issues for e-commerce operators are building trust in customers to make purchases and gaining a suitable position in the minds of consumers to repeat purchases. Therefore, this research aims to identify the effective factors of word of oral electronic marketing on brand equity. For this purpose, the researcher tried to use the grounded qualitative research method (Glaserian grounded theory) and, with the help of MAXQDA software, to identify and present the dimensions, components, and indicators of oral electronic marketing effective on "brand equity" from the analysis of theoretical bases, upstream documents, and interviews with experts. This research is in the category of applied-developmental research, and in terms of method, strategy, and nature, it is part of exploratory qualitative research, whose philosophy is based on the interpretative-constructive paradigm. It has a single time horizon, collects data from both documentary and field methods, and its tool is recording in the documentary (library) section and interviews in the field section. The statistical population of this research is experts in the fields of human resources management, marketing, and branding; managers and vice-presidents; and employees of e-commerce companies. Based on research findings, oral electronic marketing has two dimensions: technical and technological factors and individual factors, and the dimension of technical and technological factors includes the components of electronic marketing tools and situational features, message features, and the dimension of human factors includes the components of individual factors and interpersonal factors. The special value of the brand also has two dimensions of consumer perception and consumer behavior. The dimension of consumer perception includes the components of brand association, perceived quality, and brand awareness, and the dimension of consumer behavior includes the components of brand loyalty, customer relationships, and brand consistency.
۳.

Designing a Model for Implementing the Fourth Generation Industry to Achieve Sustainable Development Goals in the Automotive Industry (Case Study: Iran KhodroCompany)(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۴۴ تعداد دانلود : ۱۳۳
The automotive industry, as a job-creating and infrastructure industry, needs an executive model for success in the domestic and international markets. In this regard, the present study has been conducted with the aim of designing a model for implementing the fourth generation industry to achieve sustainable development goals in Iran Khodro Company. The study is an applied-developmental study in terms of purpose and cross-sectional survey research. Also, in this study, a mixed research method (qualitative-quantitative) was used. Content analysis method and MaxQDA software were used for data analysis in the qualitative section. Then, using Interpretive Structural Modeling (ISM) with MICMAC software, the initial pattern was drawn. In the quantitative section, one-sample t-test and SPSS software were used to measure the current situation. The research findings showed that the Collection and Analysis of Big Data affects the Simulation and Automatic Robots. These factors affect horizontally and vertically integration systems and thus lead to the Internet of Industrial Things, Augmented Reality and Cyber Security. Further, through the Cloud Computing system, Additive Manufacturing is affected and this Additive Manufacturing leads to Sustainable Development.
۴.

An Integrated Approach for Evaluation Applications of Building Information Modeling Based on Rough Number(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۴۳ تعداد دانلود : ۱۳۰
Recently, Building Information Modeling (BIM) has emerged as a new technology in the construction industry, which is gradually gaining popularity among stakeholders. Despite the importance of BIM, the literature review shows a gap in the evaluation of BIM applications in Iran. Therefore, the aim of the current research is to evaluate the applications of BIM in construction projects. Since the evaluation of the most appropriate option is a multi-criteria decision-making problem. Therefore, decision makers use preferences that are uncertain in evaluating options. Rough's theory, which is efficient in such conditions, is used. First, by using the concept of Rough's theory to transform the preferences of experts and the combined method of Analysis Hierarchy Process (AHP) and VIKOR, is used for evaluation. The results show that the proposed decision method is effective improved objectivity in BIM application evaluation under subjective condition.
۵.

Presenting a Model for the Role of Disclosure Quality in the Relationship between Innovation and Financial Performance(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۵۲ تعداد دانلود : ۱۳۷
This study aims to present a model for the role of disclosure quality in the relationship between innovation and financial performance. The present study seeks to determine whether disclosure quality improve the relationship between innovation and financial performance or not? This study is a correlation study. Data is analyzed using structural equation modeling. The statistical population comprised of companies listed on the Tehran Stock Exchange. Y exerting the systematic elimination 140 companies were selected from 2015 to 2022. Result of the first hypothesis showed a significant and positive relationship between Innovation criteria and financial performance indices. This means that innovation improves financial performance. The results of the second hypothesis showed a significant and positive relationship between innovation criteria and disclosure quality indices. This means that innovation enhances the quality of disclosure. The third hypothesis's results showed a significant and positive relationship between financial performance criteria and disclosure quality indices. This means that financial performance improves disclosure quality. The results of the fourth hypothesis showed that disclosure quality indicators have a moderating role between Innovation criteria and financial performance indicators. This means that disclosure quality causes innovation to improve financial performance in the Tehran Stock Exchange and provide these companies with better disclosure quality.
۶.

Parallel Machine Scheduling with Controllable Processing Time Considering Energy Cost and Machine Failure Prediction(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۵۸ تعداد دانلود : ۱۴۵
Predicting unexpected incidents and energy consumption decline is one of the current problems in the industry. The extant study addressed parallel machine scheduling by consideration of failures and energy consumption decline. Moreover, the present paper aimed at minimizing early and late delivery penalties, and enhancing tasks. This research designed a mathematical model for this problem that considered processing times, delivery time, rotation speed and torque, failure time, and machine availability after repair and maintenance. Failure times have been predicated on using machine learning algorithms. The results indicated that the proposed model can be suitably solved for the size of 10 jobs or tasks and five machines. This research addresses the problem in two parts: the first part predicts failures, and the second part includes the sequence of parallel machine scheduling operations. After the previous data were received in the first step, machine failure was predicted by using machine learning algorithms, and a set of rules were obtained to correct the process. The obtained rules were used in the model to improve the machining process. In the second step, scheduling mode was used to determine operations sequence by consideration of these failures and machinery unavailability to achieve the optimal sequence. Moreover, it is supposed to reduce energy consumption and failures. This study used the Light GBM algorithm and achieved 85% precision in failure prediction. The rules obtained from this algorithm contributed to cost reduction.
۷.

Analyzing the Drivers of Bullwhip Effect in Pharmaceutical Industry’s Supply Chain(مقاله علمی وزارت علوم)

تعداد بازدید : ۲۰۲ تعداد دانلود : ۱۰۸
The purpose of this study is to evaluate the drivers of bullwhip effect in supply chain of the pharmaceutical industry. This research is descriptive in terms of method and applied in terms of purpose. Conducting the research, first, based on the reviewing the literature on bullwhip effect in the supply chain, affecting drivers were extracted and were sent to 15 experts in form of a questionnaire. Then, using the fuzzy Delphi method, the final affecting criteria on bullwhip effect in the supply chain of the pharmaceutical industry were identified. Finally, in order to examine the relationships between the 13 basic drivers, another questionnaire was designed and asked the experts to fill it, where based on their answers and using DEMATEL and fuzzy cognitive map methods, critical drivers were determined. FCMapper software was used to conduct fuzzy cognitive map method and MATLAB was used for the DEMATEL method. In terms of centrality index in fuzzy cognitive map method, structured inventory control process, delivery time, inventory storage of chain elements, inventory policy and product return rate are 5 criteria of critical importance. In addition, the indicators of the number of echelons, forecasting (method) error and up-to-date demand forecast are in the eleventh to thirteenth ranks. Based on the results of DEMATEL method, inventory policy, price fluctuations, inventory storage of chain elements, structured inventory control process, differences with the desired inventory and information transparency were identified as the main drivers of bullwhip effect in the supply chain of the pharmaceutical industry.
۸.

Comprehensive Systematic Model of Fraud and Decisions in Financial Management: A Structural Equation Modeling Approach(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۶۰ تعداد دانلود : ۱۰۲
This scientific research aims to investigate the role of reinforcing or limiting the factors affecting fraud-based behavior in companies with opportunistic tendencies on companies' financial decisions. Opportunistic tendencies provide the context for directing many financial decisions to protect the interests of particular groups. On the other hand, the intervention of some internal and external factors limits the possibility of taking advantage of such opportunities or provides the conditions for their use. Studying the subject of fraud and its effects on financial management is crucial, notably with a systematic approach, implying this study's applied objective. Based on the provided comprehensive model, According to the comprehensive model, the present study is intended to explain the current situation in relation to the role and importance of three categories of trust factors, audit quality and political communication on the process of influencing fraudulent behavior on financial decisions such as profit management, risk management, capital structure and The ownership structure of companies has been discussed with the aim of controlling the effective factors in this field. This research is applied in terms of objective. It draws upon a descriptive and survey methodology. The statistical population contains managers, financial experts, and professionals from companies listed on Tehran Stock Exchange. A sample of 348 individuals was selected, and the collected data was analyzed using Structural Equation Modelling (SEM) and the PLS-Smart software package. Findings suggest that fraud significantly affects financial decisions, demonstrating the significant role of trust in mediating between fraud and financial decisions. The Sobel test confirms this role. The research also confirms that the mediating role of political relations and auditing quality in the relationship between fraud and financial decisions is significant in this model.
۹.

Identifying and Prioritizing the Dimensions and Components of Academic Entrepreneurship Development in the Field of Humanities(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۵۵ تعداد دانلود : ۱۸۹
The field of humanities is different from other fields in many aspects, therefore, in order to develop academic entrepreneurship in this field, we need its special model. In this article, two goals are pursued, first, the key components of the development of academic entrepreneurship are identified, and then we discuss the prioritization and influence of the dimensions on each other. This article is practical in terms of its purpose. After carrying out library studies, using the fuzzy Delphi method, we have identified the dimensions, and in the second step, we have used the Dematel method and the ranking of the components using the analytical network process (ANP) to find cause and effect relationships. Therefore, the components of the government's role, entrepreneurial culture, the educational structure and financial infrastructure of the penetrating (cause) and the components of the university structure, research and commercialization and the communication links under the influence (effect) are introduced. The first priority of university entrepreneurship development was entrepreneurial culture and in order expanded developmental periphery including research and commercialization, communication links, strengthened steering core including university structure, stimulated academic heartland includes educational structure, financial resources including financial infrastructure and the least important is the government component.
۱۰.

Proposing a GT-Based Optimal Policy Model for Cultural Organisations with Structural Analysis at Ministry of Cultural Heritage, Handicrafts, and Tourism in Dimensions of Flexibility, Ethical Appropriateness, and Organisational Benefit(مقاله علمی وزارت علوم)

تعداد بازدید : ۱۲۸ تعداد دانلود : ۱۱۴
The grounded theory and structural analysis were employed in this study to propose an optimal policy model for cultural organizations at Iran’s Ministry of Cultural Heritage, Handicrafts, and Tourism in the dimensions of flexibility, ethical appropriateness, and organizational benefit. This is a fundamental study with exploratory research designs. The statistical population of the qualitative section includes all faculty members, professors, and managers, whereas that of the quantitative section includes all the second-rate managers and employees of Iran’s Ministry of Cultural Heritage Data collection tools were interviews and questionnaires. According to the research findings, the optimal policy model for cultural organizations had a positive effect on flexibility. also had a positive effect on ethical appropriateness, through the grounded theory and structural analysis at the Ministry of Cultural Heritage and Tourism. Finally, it had a positive effect on organizational benefit through the grounded theory and structural analysis at the Ministry of Cultural Heritage, Handicrafts, and Tourism.

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