Results 91 to 100 of about 505,642 (295)
Volatility of herbicides under field conditions
Hilgardia, 1959 Herbicidal formulations of 2,4-D, 2,4,5-TP, and amino triazole were tested for volatility under high summer temperature conditions in the Coachella Valley, California. The herbicides were applied to plots in cotton fields and the degree and extent of injury to surrounding cotton plants served as a measure of the volatility of
J. L. Dewlen, E. Johnson, B. E. Day
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Agribusiness, EarlyView.ABSTRACT In the agricultural landscape of most developing countries, the last decade has witnessed the expansion of outsourced agricultural extension services. Private firms and nongovernmental organizations focused on delivering agricultural extension and advisory services to farmers have emerged.
Boris D. Soh Wenda +3 more
wiley +1 more source
Asymmetric Conditional Volatility on the Romanian Stock Market [PDF]
Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to test the hypothesis under which the the conditional variance of stock returns is an asymmetric
Florin Stanciu
core
Determinants of food price volatility in Nigeria
Agricultura Tropica et Subtropica, 2018 In this paper we examined the determinants of food price volatility in Nigeria using monthly data from January, 1997 to April, 2017. We employed the multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility ...
Fasanya Ismail Olaleke +1 more
doaj +1 more source
Examining the Leverage Effect, Dynamic Conditional Correlation, and Volatility Spillover Among Selected Indices of the Tehran Stock Exchange: Evidence from the ARMA-DCC-GJR-GARCH Model [PDF]
تحقیقات مالیObjectiveIn financial literature, there are two well-explored characteristics of volatility. The first pertains to the asymmetric reactions of volatility to positive and negative news, while the second involves the presence of volatility spillover ...
Gholamhosein Golarzi +1 more
doaj +1 more source
On a buffered conditional volatility process
, 2015 The traditional threshold time series model is famous for its capability in capturing asymmetry. Regime switching takes place immediately when a certain variable crosses the threshold. However, this type of model may not be suitable for data which have no clear cut between regimes.
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Agribusiness, EarlyView.ABSTRACT Using survey and discrete choice experiment data, we examined US specialty crop growers' preferences for marketing contract attributes in the context of emerging blockchain‐based technologies and expanding traceability initiatives. Results show that farmers preferred traditional written contracts but might be willing to accept digital ...
Elizabeth Canales +3 more
wiley +1 more source
Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the U.S.:EGARCH vs. SV Models [PDF]
This paper investigates whether the upturns and downturns of the U.S. market exert asymmetric influence on the conditional mean and volatility of the Japanese market using the daily returns on stock price indices.
Tatsuyoshi Miyakoshi +2 more
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Persistence and Kurtosis in GARCH and Stochastic Volatility Models [PDF]
, 2004 This article shows that the relationship between kurtosis, persistence of shocks to volatility, and first-order autocorrelation of squares is different in GARCH and ARSV models.
Ruiz Ortega, Esther +5 more
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Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns [PDF]
This paper investigates the conditional correlations and volatility spillovers between crude oil returns and stock index returns. Daily returns from 2 January 1998 to 4 November 2009 of the crude oil spot, forward and futures prices from the WTI and ...
Roengchai Tansuchat +2 more
core +4 more sources