Results 321 to 330 of about 736,654 (353)
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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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Volatile Profile and Flavor Characteristics of Ten Edible Oils
, 2020The volatile compounds present in ten edible oils (six refined, two roasted, and two natural pressed) with different fatty acid compositions were measured to study volatile profile and flavor characteristics.
Xiaofang Liu +4 more
semanticscholar +1 more source
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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Chemistry and Biodiversity, 2016
In this study, volatile oils of six Hawk tea varieties were studied for their chemical composition, antioxidant and antimicrobial activities to screen the most suitable botanical origins of Hawk tea. A total of 72 components were separated and identified
B. Yu +8 more
semanticscholar +1 more source
In this study, volatile oils of six Hawk tea varieties were studied for their chemical composition, antioxidant and antimicrobial activities to screen the most suitable botanical origins of Hawk tea. A total of 72 components were separated and identified
B. Yu +8 more
semanticscholar +1 more source
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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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
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