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Volatiles and oil quality

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.
D. J. Giacherio, H. W. Jackson
openaire   +2 more sources

New Volatile Molecular Markers of Rancidity in Virgin Olive Oils Under Non-Accelerated Oxidative Storage Conditions.

Journal of Agricultural and Food Chemistry, 2019
Evolution of the volatile profile of two extra-virgin olive oils with very different fatty acid composition (MUFA/PUFA ratio) stored in several non-accelerated oxidative conditions was studied by a validated HS-SPME-GC-MS method.
L. Cecchi   +5 more
semanticscholar   +1 more source

Measuring Oil Price Volatility

SSRN Electronic Journal, 2002
In 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.
openaire   +5 more sources

Comparison of Furans Formation and Volatile Aldehydes Profiles of Four Different Vegetable Oils During Thermal Oxidation.

Journal of Food Science, 2019
The evolution of volatile aldehydes and the conversion of oxygenated ityβ-unsaturated aldehydes (OαβUAs) into furans were compared in four vegetable oils (soybean oil, olive oil [OVO], peanut oil [PO], and perilla oil [PAO]) thermally oxidized at ...
Yangling Wang   +7 more
semanticscholar   +1 more source

Application of essential oils as natural biopesticides; recent advances

Critical reviews in food science and nutrition, 2023
There is an urgent need for the development of sustainable and eco-friendly pesticide formulations since common synthetic pesticides result in many adverse effects on human health and the environment.
E. Assadpour   +8 more
semanticscholar   +1 more source

Volatility‐of‐volatility risk in the crude oil market

Journal of Futures Markets, 2020
AbstractThis 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
openaire   +2 more sources

Implied volatility in oil markets

Computational Statistics & Data Analysis, 2009
Modelling the implied volatility surface as a function of an option's strike price and maturity is a subject of extensive research in financial markets. The implied volatility in commodity markets is much less studied, due to a limited liquidity and the complicated structure of commodity options. A new semi-parametric method is introduced for modelling
Svetlana Borovkova, Ferry Jaya Permana
openaire   +3 more sources

Influence of agroclimatic parameters on phenolic and volatile compounds of Chilean virgin olive oils and characterization based on geographical origin, cultivar and ripening stage.

The Journal of the Science of Food and Agriculture, 2016
BACKGROUND This study involved two commercial orchards located in Limarí Valley and Molina from two important Chilean production zones of extra virgin olive oil (EVOO).
N. Romero   +4 more
semanticscholar   +1 more source

Sampling Volatile Oil Wells

Proceedings of SPE Production and Operations Symposium, 2001
Abstract Recombined surface samples are usually used for volatile oil laboratory fluid property studies. A procedure for stabilizing and surface sampling of volatile oil wells is currently used in the industry. However, no investigation of the quality of the samples resulting from this procedure has ever been published ...
Ahmed H. El-Banbi, William D. McCain
openaire   +2 more sources

Volatility-of-Volatility Risk in the Crude Oil Market

SSRN Electronic Journal, 2019
Under 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
openaire   +2 more sources

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