Level and Volatility of Stock Prices and Aggregate Investment: The Case of Thailand

MANSOR H. IBRAHIM 연세대학교 동서문제연구원 2011 Global economic review Vol.40 No.4

The present paper analyzes the aggregate investment behaviour for Thailand and its relations to real stock prices and stock market volatility. In the analysis, we focus on their long run relations as well as their dynamic causal interactions by means of time series techniques of cointegration and vector autoregression (VAR). Our basic framework consists of real aggregate investment, real output, lending rate, real stock prices and stock market volatility. We obtain evidence for their long run relation and that, in the long run, real aggregate investment is positively related to real stock prices and negatively related to the stock market volatility.The generalized impulse-response functions (IRF) generated from the VAR also paint similar picture in that the real aggregate investment reacts positively to shocks in real stock prices and negatively to innovations in stock market volatility. These results tend to be robust when we extend the framework to include alternatively real credits, real effective exchange rate and real government spending.

Sectoral Effects of Ringgit Depreciation Shocks

Mansor H.Ibrahim 중앙대학교 경제연구소 2007 Journal of Economic Development Vol.32 No.2

The paper seeks to address two important questions-namely, is exchange rate depreciation expansionary or contractionary and are there distributional consequences of exchange rate shocks for the case of Malaysia? In the paper, we consider the relations between aggregate output as well as eight sectoral outputs and real effective exchange rate in multivariate setting. Applying multivariate cointegration test, we find evidence for cointegration among the variables for all sectors. More importantly, both real output (aggregate output as well as all sectoral output) and real exchange rate contribute significantly to the cointegration space, affirming the presence of long run relations between the two focused variables. In most cases, the estimated cointegrating vectors suggest expansionary currency depreciation. Our simulated dynamics using generalized impulse responses further substantiate this finding especially over longer horizons. Over shorter horizons, however, exchange rate depreciation can be contractionary for certain sectors particularly for the construction sector. Lastly, we also find evidence indicative of the differential effects of the currency shocks. Comparatively, the manufacturing sector, transport, storage and communication sector, and finance, insurance, real estates and business services sector seem to be affected more by exchange rate fluctuations.

Financial Factors and the Empirical Behavior of Money Demand : A Case Study of Malaysia

(Mansor H . Ibrahim) 한국국제경제학회 2001 International Economic Journal Vol.15 No.3

Three-Phase PWM-Switched Autotransformer Voltage-Sag Compensator Based on Phase Angle Analysis

Mansor, Muhamad,Rahim, Nasrudin Abd. The Korean Institute of Power Electronics 2011 JOURNAL OF POWER ELECTRONICS Vol.11 No.6

Many voltage sag compensators have been introduced, including the traditional dynamic voltage restorer (DVR), which requires an energy storage device but is inadequate for compensating deep and long-duration voltage sags. The AC-AC sag compensators introduced next do not require a storage device and they are capable of compensating voltage sags. This type of compensator needs an AC-AC converter to regulate the output voltage. Presented in this paper is a three-phase PWM-switched autotransformer voltage sag compensator based on an AC-AC converter that uses a proposed detection technique and PWM voltage control as a controller. Its effectiveness and capability in instantly detecting and compensating voltage sags were verified via MATLAB/Simulink simulations and further investigated through a laboratory prototype developed with a TMS320F2812 DSP as the main controller.

EFFECT OF REAR SLANT ANGLE ON VEHICLE CROSSWIND STABILITY SIMULATION ON A SIMPLIFIED CAR MODEL

S. MANSOR,M. A. PASSMORE 한국자동차공학회 2013 International journal of automotive technology Vol.14 No.5

It is important to know the effect of the aerodynamic forces and moments on driving stability because it isresponsible for the excitation and influences the response of the vehicle. The purpose of this paper is to study the effect of rearslant angle of a surface vehicle on crosswind sensitivity for stability analysis. The vehicle mathematical model used to conducta dynamic simulation was based on a simple reduced order lateral dynamics of sideslip and yaw rate motion coupled withaerodynamics model. The intention here is to compare the effect of rear slant angles response to crosswind and to rank thecrosswind sensitivity ratings. The aerodynamic loads are defined as the function of the aerodynamic derivatives from the staticwind tunnel tests. Result shows a 20o rear slant angle demonstrates the highest rating of crosswind sensitivity, while zerodegree slant exhibits the least.

Three-Phase PWM-Switched Autotransformer Voltage-Sag Compensator Based on Phase AngleAnalysis

Muhamad Mansor,Nasrudin Abd. Rahim 전력전자학회 2011 JOURNAL OF POWER ELECTRONICS Vol.11 No.6

Many voltage sag compensators have been introduced, including the traditional dynamic voltage restorer (DVR), which requires an energy storage device but is inadequate for compensating deep and long-duration voltage sags. The AC-AC sag compensators introduced next do not require a storage device and they are capable of compensating voltage sags. This type of compensator needs an AC-AC converter to regulate the output voltage. Presented in this paper is a three-phase PWM-switched autotransformer voltage sag compensator based on an AC-AC converter that uses a proposed detection technique and PWM voltage control as a controller. Its effectiveness and capability in instantly detecting and compensating voltage sags were verified via MATLAB/Simulink simulations and further investigated through a laboratory prototype developed with a TMS320F2812 DSP as the main controller.

Digital Transformation Requirements at Saudi Universities from Faculty Members' Perspectives

Taha Mansor Khawaji International Journal of Computer ScienceNetwork S 2023 International journal of computer science and netw Vol.23 No.11

The current study aims to determine digital transformation (organizational, technical, and human resources) requirements at Saudi universities from Umm Al-Qura University faculty members' perspectives. The researcher used a quantitative approach based on the descriptive analytical design. To answer the questions of the study, the researcher used the questionnaire as a data collection tool. The questionnaire was sent electronically to faculty members working in colleges and institutes affiliated with Umm Al-Qura University in Makkah Al-Mukarramah, Saudi Arabia. The questionnaire consisted of the three dimensions of digital transformation: organizational; technical; and human resources requirements. The results showed that requirements related to human resources came first with an average of 2.25 then the organizational requirements with an average of 1.95, and in the last, technical requirements came with an average of 1.64. In addition, some suggestions were given by the participants (faculty members) related to the mechanism that could contribute to implementing digital transformation at Saudi universities. Likewise, at the end of the study, the researcher has given some suggestions related to the implementation of digital transformation requirements at Saudi universities.

Empirically Based Rainfall Threshold for Landslides Occurrence in Peninsular Malaysia

Abdul Muaz Abu Mansor Maturidi,Norhidayu Kasim,Kamarudin Abu Taib,Wan Nur Aifa Wan Azahar,Husna Binti Ahmad Tajuddin 대한토목학회 2021 KSCE JOURNAL OF CIVIL ENGINEERING Vol.25 No.12

Empirical rainfall thresholds for the purpose of shallow landslide forecasting are proposed for Peninsular Malaysia where numerous slope failures are reported due to the intense rainfall in conjunction with the humid tropical climate. Thirty-seven cases of landslide-triggering-rainfall were selected from 1993 to 2018 to identify the correlation between rainfall and shallow landslide through the analysis of specific rainfall events. The derived rainfall parameters were applied to establish two rainfall thresholds of (Imean-D) and (Imax-D) via practical methods. For the identical range of event duration 1 < D < 263 h, the (Imean-D) threshold formula was expressed as I = 17.5 D−0.722, while the (Imax-D) threshold was defined as I = 37.8 D−0.114. Both thresholds performed different functionalities with a primary goal of predicting shallow landslides. When both (Imean-D) and (Imax-D) thresholds were compared with the thresholds proposed by various studies worldwide, both dominated the upper positions. More rainfall is required for land sliding due to the high thickness of the Malaysian soil that is associated with the abundant tropical downpour. From the perspective of the antecedent, the period of prolonged precipitation or short heavy rainfall from 1 to 10 days can result in shallow landslides for Peninsular Malaysia. In the context of geology, the igneous rock type of granite has the highest susceptibility to the shallow landslide at 65%, despite other rock types of sedimentary and metamorphic. The threshold validation depicted all True Positive events for the (Imax-D) threshold, and one Negative False event for the (Imean-D) threshold. The (Imean-D) threshold was revised to acquire the new value, but it needed to deal with the possibility of False Alarm and the (Imax-D) threshold seemed to be more credible to represent the rainfall-induced shallow landslide threshold for Peninsular Malaysia.

Discrepancies of fatigue crack growth behaviour of API X65 steel

N. I. I. Mansor,S. ABDULLAH,A. K. ARIFFIN 대한기계학회 2017 JOURNAL OF MECHANICAL SCIENCE AND TECHNOLOGY Vol.31 No.10

This paper discusses the fatigue life behaviour of the API X65 steel tested under constant amplitude loading in ambient temperature. The influence of repeated loading at a particular stress ratio would favour the initiation of fatigue cracks that would consequently affect the fatigue crack growth. The main objective of this paper is to evaluate the load ratio effects on fatigue crack growth rate, taking into account their statistical characteristics. The fatigue crack growth test was carried out using compact-tension specimen at different load ratios of 0.1, 0.4 and 0.7. The experimental results showed the crack growth rate was dependent on the applied load. It was observed that the load ratio effect was less significant in stable crack growth regions. The result was consistent with the multiple regression test obtained by the least square method at a significance level of 0.05. The empirical model of Paris and Walker was utilised to evaluate the effects of load ratio on the fatigue crack growth rates. The approximation of fatigue life lies between 10-25 % of error using conservative model and 6 % error using the Walker model. The experimental data was scattered within a factor-of-2 correlation line suggesting that the accuracy of the experimental data towards the estimated values was high.

The nexus between zakat and poverty reduction, is the effective utilization of zakat necessary for achieving SDGs: A multidimensional poverty index approach

Aziz Yasir,Mansor Fadillah,Waqar Shujaa,Haji Abdullah Luqman 한국사회복지학회 2020 Asian Social Work and Policy Review Vol.14 No.3

This study develops and validates a comprehensive mechanism for evaluating the effect of zakat (obligatory alms-giving) on reducing poverty and attaining some of the prominent Sustainable Development Goals. The study unconventionally analyzes the effect of macrolevel data on microlevel data on district level of Khyber Pakhtunkhwa, Pakistan. Microlevel data are utilized from a renowned national survey, Pakistan Social and Living Standards Measurement Survey (PSLM) from which the Multidimensional Poverty Index (MPI) has been computed, whereas the macrolevel data have been collected from Zakat & Usher Department Khyber Pakhtunkhwa. Based on the nature of nested data set, we have used a multilevel model to counter intra-class correlation. The findings confirmed and validated that the novel aspect of the zakat negatively affects the multidimensional poverty and portray significant contribution in targeting several Sustainable Development Goals (SDGs) in Pakistan. Based on the empirical evidence, Zakat being as an obligatory arm which equips individuals to fulfill their necessities, this paper suggests necessary strategies toward zakat disbursement. The mechanism should be refined to stimulate economic growth and pursue SDGs via financial empowerment of less advantaged class of society by reducing poverty in developing countries like Pakistan. Moreover, the methodology adopted in the study opens doors for more enabling and conducive research practices in order to decompose the results and design policies accordingly.