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Implied volatility in oil markets
Computational Statistics & Data Analysis, 2009zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Borovkova, S.A., Permana, F.J.
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Journal of Financial Economics, 2022
Abstract The option-implied oil price volatility is a strong negative predictor of economic growth beyond traditional uncertainty measures. A rise in oil volatility also predicts an increase in oil inventories and a reduction in oil consumption, in line with a propagation channel through the oil sector.
Lin Gao +3 more
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Abstract The option-implied oil price volatility is a strong negative predictor of economic growth beyond traditional uncertainty measures. A rise in oil volatility also predicts an increase in oil inventories and a reduction in oil consumption, in line with a propagation channel through the oil sector.
Lin Gao +3 more
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WTO Working Papers, 2010 In recent years, our understanding of the nature of energy price shocks and their effects on the economy has evolved dramatically. Only a few years ago, the prevailing view in the literature was that at least the major crude oil prices increases were exogenous with respect to the OECD economies and that these increases were caused by oil supply ...
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Measuring Oil Price Volatility
SSRN Electronic Journal, 2002In this paper we try to measure oil price uncertainty. The measure of uncertainty is based on the conditional standard deviations which are derived from univariate (G)ARCH models. The measure of uncertainty we choose is the within-year high-low range of the conditional standard deviations.
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Journal of the American Oil Chemists' Society, 1977
Abstract and SummaryA simple, rapid, and versatile procedure for collecting and measuring volatiles from edible oils is presented. The technique involves direct sampling, can be used with all gas chromatographs having adequate sensitivity, does not require special valving, and is not limited to a specific sample size.
H. W. Jackson, D. J. Giacherio
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Abstract and SummaryA simple, rapid, and versatile procedure for collecting and measuring volatiles from edible oils is presented. The technique involves direct sampling, can be used with all gas chromatographs having adequate sensitivity, does not require special valving, and is not limited to a specific sample size.
H. W. Jackson, D. J. Giacherio
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Volatility‐of‐volatility risk in the crude oil market
Journal of Futures Markets, 2020AbstractThis paper examines the role of oil volatility‐of‐volatility (VOV) risk under a stochastic VOV framework. We show that oil VOV is a significant pricing factor in the cross‐sectional delta‐hedged gains constructed from oil options, and oil VOV also has predictive power for near‐term delta‐hedged option gains.
Tai‐Yong Roh +3 more
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Volatility-of-Volatility Risk in the Crude Oil Market
SSRN Electronic Journal, 2019Under the stochastic volatility-of-volatility framework, we show that oil volatility-of-volatility risk is a significant pricing factor for cross-sectional delta-hedged gains constructed from 1-month United States Oil Fund (USO) options, and is negatively priced.
Yahua Xu, Tai-Yong Roh
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Electrometric titration of volatile oils and volatile oil isolates using lithium aluminum hydride
Journal of the American Pharmaceutical Association (Scientific ed.), 1950The development of an electrometric lithium aluminum hydride titration procedure for the quantitative determination of certain functional groups has been described in a previous paper. In this report results of an investigation studying the feasibility of this method of analysis as applied to essential oils and essential oil isolates are presented ...
C J, LINTNER +3 more
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Oil, oil volatility and airline stocks: a global analysis [PDF]
Journal of Accounting and Management Information Systems, 2013 By selecting a globally representative dataset of airline indices, this study demonstrates that oil price or oil price regimes (delineated by the first gulf war and the 9/11 terror attacks) alone do not have any significant implications for airline stock prices.
Nandha, Mohan +2 more
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Good oil volatility, bad oil volatility, and stock return predictability
International Review of Economics & Finance, 2022Jihong Xiao, Yudong Wang
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