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Current Overview of Cyclodextrin Inclusion Complexes of Volatile Oils and their Constituent.
Current Drug Delivery, 2022Background Volatile oils and their constituents have been considered as major bioactive natural compounds due to their wide therapeutic and biological activities in the field of pharmaceuticals in human healthcare.
V. Suvarna, Srilaxmi Chippa
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Journal of AOAC International, 2021
BACKGROUND Ephedrae Herba (EH) is the terrestrial stem of Ephedra sinica Stapf, E. intermedia Schrenk et C. A. Mey., or E. equisetina Bge, which has been used as a diaphoretic, antiasthmatic, and diuretic.
Mei Guo +7 more
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BACKGROUND Ephedrae Herba (EH) is the terrestrial stem of Ephedra sinica Stapf, E. intermedia Schrenk et C. A. Mey., or E. equisetina Bge, which has been used as a diaphoretic, antiasthmatic, and diuretic.
Mei Guo +7 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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Organogels as a Delivery System for Volatile Oils
, 2020Volatile oils exhibit numerous biological activities including antimicrobial, wound-healing, and antioxidant.
Sivan Yogev, B. Mizrahi
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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
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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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