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CROSS-SECTIONAL REGRESSION WITH PROXIES: A SEMI-PARAMETRIC METHOD
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This study investigates asset returns within the Iraq Stock Exchange by employing both the Fama-MacBeth regression model and the Fama-French three-factor model. The research involves the estimation of cross-sectional regressions wherein model parameters are subject to temporal variation, and the independent variables function as proxies. The dataset comprises information from the first quarter of 2010 to the first quarter of 2024, encompassing 22 publicly listed companies across six industrial sectors. The study explores methodological advancements through the application of the Single Index Model (SIM) and Kernel Weighted Regression (KWR) in both time series and cross-sectional analyses. The SIM outperformed the KWR approach in estimating time-varying beta coefficients, yielding a mean Root Mean Squared Error (RMSE) of 0.14316. Furthermore, the integrated KWR-SIM methodology achieved the lowest Adjusted Root Mean Squared Error (ARMSE) value of 0.08152 when modelling the association between risk factors and asset returns within the cross-sectional analytical framework. Statistical tests for significance produced heterogeneous responses of the returns on assets in the Iraqi financial market to the Fama-French posited economic variables. The estimated coefficients for the betas showed significant oscillations for all assets, confirming changes in economic conditions. The results add to our knowledge of the risk-reward relationship in the context of emerging markets and provide methodological insights into financial asset pricing. The evidence indicates that the KWR-SIM method has better capabilities for model fitting

Scopus
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Publication Date
Tue Feb 12 2019
Journal Name
Iraqi Journal Of Physics
Calculated the diffuse and direct parts of global solar radiation in Baghdad city for the period (1983-2005) depending on clearness index by applying the two world models of Liu -Jordan
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In this paper solar radiation was studied over a region of Baghdad (Latitude 33.3o and longitude 44.4o). The two parts of global solar radiation: diffuse and direct solar radiation were estimated depending on the clearance index of measured data (Average Monthly mean global solar radiation). Metrological data of measured (average monthly mean diffuse and direct solar radiation) were used to comparison the results and show the agreement between them. Results are determined by applying Liu and Jordan two models (1960). Excel 2007program is used in calculation, graphics and comparison the results.

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Crossref
Publication Date
Sun Jul 12 2020
Journal Name
Baghdad Science Journal
Geomagnetic Kp Index and Planetary Magnetosphere Size Relationship: for Mercury and Jupiter During two Types of Geomagnetic Conditions
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     Kp index correlates with the many magnetosphere properties, which are used to measure the level of magnetic activity. In the solar system, the two different planets, Mercury with weak magnetic field and Jupiter with strong magnetic field, are selected for this study to calculate the planet's magnetosphere radius (RMP) which represents the size of magnetosphere compared with solar activity through Kp index,  through two types of geomagnetic conditions; quiet and strong for the period (2016-2018). From the results, we found that there are reversible relations between them during strong geomagnetic storms, while there are direct relations during quiet geomagnetic conditions. Also it is found that the

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Publication Date
Sun Jun 05 2016
Journal Name
Baghdad Science Journal
Serum Cortisol and BMI in Chronic Diseases and Increased Early Cardiovascular Diseases
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The purpose of this study was to examine the role of cortisol, and it is related to BMI in the chronic diseases which may increase early cardiovascular disease (CVD) in old Iraqi. The subjects were 116 adults, aged 51-71 years. Body Mass Index (BMI), Waist Circumferences (WC) and Waist Hip Ratio (WHR) were used as a measure of adiposity. Investigation showed highly significant difference between patients in BMI ranges, most of male were in an obese weight range (48.5%), as well in women. There were no significant correlations between serum cortisol concentration and age both gender groups. While there were highly significant correlations between cortisol level and BMI, waist, and WHR (except in female subjects), also there were highly signi

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Publication Date
Tue Jul 01 2014
Journal Name
Journal Of The Faculty Of Medicine Baghdad
Serum Leptin levels in ovarian polycystic disease and its correlation to body weight
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Background: Poly cystic ovary syndrome is a common disorder in women of reproductive age, it is associated with disturbance of reproductive, endocrine and metabolic functions. The pathophysiology of PCOS appears to be multifactorial and polygenic. Leptin seems to play an important role in pathophysiology of PCOS especially in women with BMI ≥25kg/m2. Objectives: To assess leptin level in both PCOS and healthy women and explore the relation to their body weight and body mass index. Patient and Methods: A total of 120 women were enrolled in this study, 60 women (50%) had PCOS (study group) and the reminder 60 women (50%) were healthy women and considered as control group. BMI was calculated first. Both groups were further sub

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Publication Date
Tue Oct 02 2018
Journal Name
Iraqi Journal Of Physics
Assessment of vegetal cover changes using Normalized Difference Vegetation Index (NDVI) and subtractive (NDVI) time-series, Karbala province, Iraq
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Karbala province regarded one part significant zones in Iraq and considered an economic resource of vegetation such as trees of fruits, sieve and other vegetation. This research aimed to utilize Normalized Difference Vegetation index (NDVI) and Subtracted (NDVI) for investigating the current vegetation cover at last four decay. The Normalized Difference Vegetation Index (NDVI) is the most extensively used satellite index of vegetation health and density. The primary goals of this research are gather a gathering of studied area (Karbala province) satellite images in sequence time for a similar region, these image captured by Landsat (TM 1985, TM 1995, ETM+ 2005 and Landsat 8 OLI (Operational Land Imager) 2015. Preprocessing such gap filli

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Crossref
Publication Date
Mon Jun 30 2014
Journal Name
Al-kindy College Medical Journal
Surgical variables analysis of 116 cases of ovarian cystic diseases in Al- Elwiya maternity teaching hospital at 2013
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Background: The treatment of an ovarian cyst relies on its nature, the discrimination of benign and malignant cysts is, therefore of crucial importance, and in spite of the continuous improvement of diagnostic means, it remains sometimes impossible to differentiate functional from organic (malignant or not) ovarian cysts. The therapeutic decision will search for the main midway between cancer’s negligence and the fear of performing an unnecessary surgical operation for an ovarian cyst.Objective: To review of 116 cases of ovarian cystic diseases aiming in identify proper management and reducing unnecessary surgical intervention.Methods: A retrospective study was conducted at Al-Elwiya maternity teaching hospital/ Baghdad/ Iraq. One hund

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Publication Date
Thu Sep 01 2016
Journal Name
Journal Of Engineering
Calculating the Transport Density Index from Some of the Productivity Indicators for Railway Lines by Using Neural Networks
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The efficiency evaluation of the railway lines performance is done through a set of indicators and criteria, the most important are transport density, the productivity of enrollee, passenger vehicle production, the productivity of freight wagon, and the productivity of locomotives. This study includes an attempt to calculate the most important of these indicators which transport density index from productivity during the four indicators, using artificial neural network technology. Two neural networks software are used in this study, (Simulnet) and (Neuframe), the results of second program has been adopted. Training results and test to the neural network data used in the study, which are obtained from the international in

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Publication Date
Sun Dec 01 2013
Journal Name
Journal Of Economics And Administrative Sciences
Suitable Investment environment For business sector in Iraq
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        Investment Bases directly and closely to an environment characterized by political, social and economic stability, and through a range of policies and institutions and economic laws that affect investor confidence and convince him directing investments to country without the other, where inter conditions and circumstances affecting the trends of capital and settle in, and political situation of the country and what is characterized of stability or disorder as well as economic conditions that are affected by what is distinguishes the country from geographic and demographic characteristics are reflected on availability of production elements and country's infrastructure.

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Publication Date
Sun Jan 13 2019
Journal Name
Iraqi Journal Of Physics
Radiological risk assessment of fuel fabrication facility at Al- Tuwaitha nuclear site
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The specific activity of 29 soil samples collected from Fuel
Fabrication Facility FFF at AL-Tuwaitha site, 20 km south of
Baghdad were determined using HPGe detector in a low background
configuration, it's relative efficiency of 40%, and resolution of 2keV
for the 1332 keV gamma ray emission of 60Co. The range of activity
concentrations of 226Ra, 232Th and 40K were between (12.56-31.96),
(10.2-18.4) and (47.47-402.1) Bq/kg respectively. In order to assess
any radiological hazard to human health, the absorbed gamma dose
rate D in air at 1m above the ground surface was calculated in the
range (18.87 to 36.46) nGy/h; the outdoor annual effective dose
equivalent AEDE was evaluated to vary from 0.0039 to 0.0076

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Crossref
Publication Date
Wed Aug 05 2015
Journal Name
International Journal Of Current Engineering And Technology
Water Quality Index Assessment using GIS Case study: Tigris River in Baghdad City
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In this study water quality index (WQI) was calculated to classify the flowing water in the Tigris River in Baghdad city. GIS was used to develop colored water quality maps indicating the classification of the river for drinking water purposes. Water quality parameters including: Turbidity, pH, Alkalinity, Total hardness, Calcium, Magnesium, Iron, Chloride, Sulfate, Nitrite, Nitrate, Ammonia, Orthophosphate and Total dissolved solids were used for WQI determination. These parameters were recorded at the intakes of the WTPs in Baghdad for the period 2004 to 2011. The results from the annual average WQI analysis classified the Tigris River very poor to polluted at the north of Baghdad (Alkarkh WTP) while it was very poor to very polluted in t

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