Results 31 to 40 of about 326,044 (303)

Oil threshold value between oil price and production [PDF]

open access: yesPanoeconomicus, 2019
This study proposes a panel smooth transition regression (PSTR) model to investigate the nonlinear relationship between crude oil prices and crude oil production in 122 countries, both OPEC and non-OPEC, from March 1994 to October 2015.
Yang Tzu-Yi   +2 more
doaj   +1 more source

Impact of Oil Price Shocks and Exchange Rate Volatility on Stock Market Behavior in Nigeria

open access: yesBinus Business Review, 2016
The impact of exchange rate and oil prices fluctuation on the stock market has been a subject of hot debate among researchers. This study examined the impact of both the exchange rate volatility and oil price volatility on stock market volatility in ...
Adedoyin I. Lawal   +2 more
doaj   +1 more source

How does stock market volatility react to oil shocks?

open access: yes, 2017
We study the impact of oil price shocks on the U.S. stock market volatility. We jointly analyze three different structural oil market shocks (i.e., aggregate demand, oil supply, and oil-specific demand shocks) and stock market volatility using a ...
Bastianin, Andrea, Manera, Matteo
core   +1 more source

Option pricing under stochastic volatility: the exponential Ornstein-Uhlenbeck model

open access: yes, 2008
We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein-Uhlenbeck model.
Black F   +7 more
core   +1 more source

The effect of variable renewable energy sources on electricity price volatility: the case of the Iberian market

open access: yesInternational Journal of Sustainable Energy, 2019
The relationship between variable renewable energy supply (V-RES) and electricity price volatility is a controversial issue in the economic literature. In general, the literature has been inconclusive about the sign of the impact of installed capacity of
Paulo Pereira da Silva, Paulo Horta
doaj   +1 more source

Somatic mutational landscape in von Hippel–Lindau familial hemangioblastoma

open access: yesMolecular Oncology, EarlyView.
The causes of central nervous system (CNS) hemangioblastoma in Von Hippel–Lindau (vHL) disease are unclear. We used Whole Exome Sequencing (WES) on familial hemangioblastoma to investigate events that underlie tumor development. Our findings suggest that VHL loss creates a permissive environment for tumor formation, while additional alterations ...
Maja Dembic   +5 more
wiley   +1 more source

ESTIMASI NILAI IMPLIED VOLATILITY MENGGUNAKAN SIMULASI MONTE CARLO

open access: yesE-Jurnal Matematika, 2018
Investing among investors is an exciting activity to gain profit in the financial world. The development of investment in the financial world affects the number of alternative investment instruments that can be offered to investors in the capital market.
MAKBUL MUFLIHUNALLAH   +2 more
doaj   +1 more source

The Impact of Price Volatility of Agricultural Commodities in Poland on Alternative Incomes of Conventional, Ecological and Agritourism Farms [PDF]

open access: yesAthens Journal of Business & Economics, 2015
The objective of this paper is to recognize price volatility of main commodities and to measure the impact of price level on agricultural incomes of farms and the number of farms having alternative income sources.
Piotr Bórawski   +3 more
doaj   +1 more source

Mycobacterial cell division arrest and smooth‐to‐rough envelope transition using CRISPRi‐mediated genetic repression systems

open access: yesFEBS Open Bio, EarlyView.
CRISPRI‐mediated gene silencing and phenotypic exploration in nontuberculous mycobacteria. In this Research Protocol, we describe approaches to control, monitor, and quantitatively assess CRISPRI‐mediated gene silencing in M. smegmatis and M. abscessus model organisms.
Vanessa Point   +7 more
wiley   +1 more source

Stock returns, volume and stock price volatility : An empirical firm-level analysis [PDF]

open access: yes, 2002
This paper examines the relation between stock returns and stock market volatility in an autoregressive conditional heteroskedasticity model framework.
Jurgen Schraepen
core   +1 more source

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