Results 271 to 280 of about 67,012 (290)
[Therapeutic Effect of Cang-Ai Volatile Oil on High-Altitude Rats With Cardiac Hypertrophy Through Modulation of Oxidative Stress Response]. [PDF]
Sichuan Da Xue Xue Bao Yi Xue BanLiang B +10 more
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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.
Lai Xu +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.
Lai Xu +3 more
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Oil Market Volatility and Stock Market Volatility
SSRN Electronic Journal, 2018Abstract This paper studies the comovement between volatility of the equity market and the oil market, both for implied and realized volatilities. The wavelet methodology enables us to study this relationship on various time scales. We find that there is a strong comovement between the volatilities of the two markets. However, this comovement is time-
Peter Molnár +2 more
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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.
D. J. Giacherio, H. W. Jackson
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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.
D. J. Giacherio, H. W. Jackson
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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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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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Implied volatility in oil markets
Computational Statistics & Data Analysis, 2009Modelling 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
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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
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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
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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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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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