Results 51 to 60 of about 736,654 (353)
Leveraging Sample Entropy for Enhanced Volatility Measurement and Prediction in International Oil Price Returns [PDF]
This paper explores the application of Sample Entropy (SampEn) as a sophisticated tool for quantifying and predicting volatility in international oil price returns. SampEn, known for its ability to capture underlying patterns and predict periods of heightened volatility, is compared with traditional measures like standard deviation.
arxiv
Response of Sitophilus granarius L. to fumigant toxicity of some plant volatile oils
One-week-old adults of Sitophilus granarius (L.) reared on wheat were subjected to pure plant volatile oils of Thuja, Eucalyptus and Peppermint. Volatile oil of Thuja was extracted from unripe fruits of Thuja orientalis plant by water distillation.
Ali F. Hamza+4 more
doaj +1 more source
Volatility forecasting for crude oil futures [PDF]
This paper studies the forecasting properties of linear GARCH models for closing-day futures prices on crude oil, first position, traded in the New York Mercantile Exchange from January 1995 to November 2005. In order to account for fat tails in the empirical distribution of the series, we compare models based on the normal, Student’s t and ...
MARZO, MASSIMILIANO, ZAGAGLIA, PAOLO
openaire +5 more sources
Cinnamomi ramulus (CR, Guizhi in Chinese) and Zingiberis rhizoma recens (ZRR, Shengjiang in Chinese) are couplet medicines (drug pairs or drug combinations) in traditional Chinese medicine prescriptions.
Xiaodong Xin+6 more
doaj +1 more source
Preliminary Tests Regarding Fumigant Effect of Volatile Oils Obtained from Medicinal Plants
The objective of this work was testing 4 volatile oils obtained from new varieties of medicinal plants (yellow basil; red basil; marigold; hyssop), over Beauveria brongniartii (BbgMm1a/09) entomopathogenic fungi and Sitophilus granarius, deposit insect ...
Cătălina STAN (TUDORA)+4 more
doaj +1 more source
Amomum villosum Lour. is a perennial herb of the Zingiberaceae family, which is widely distributed in Xishuangbanna, Yunnan Province in Southwest China.
Xiang Zuo+7 more
doaj +1 more source
Leverage effect in energy futures [PDF]
We propose a comprehensive treatment of the leverage effect, i.e. the relationship between returns and volatility of a specific asset, focusing on energy commodities futures, namely Brent and WTI crude oils, natural gas and heating oil. After estimating the volatility process without assuming any specific form of its behavior, we find the volatility to
arxiv +1 more source
This paper examines the behavior of crude oil prices since 1980, and in particular the volatility of these prices. The empirical analysis covers “spot” prices for one of the key internationally traded crudes, namely Dated Brent Blend. A GARCH (generalized autoregressive conditional heteroscedastic) model, which allows the conditional variance to be ...
openaire +5 more sources
Volatility persistence in crude oil markets [PDF]
Financial market participants and policy-makers can benefit from a better understanding of how shocks can affect volatility over time. This study assesses the impact of structural changes and outliers on volatility persistence of three crude oil markets - Brent, West Texas Intermediate (WTI) and Organization of Petroleum Exporting Countries (OPEC ...
Charles, Amélie, Darné, Olivier
openaire +7 more sources
Chemotaxonomic study of Citrus, Poncirus and Fortunella genotypes based on peel oil volatile compounds--deciphering the genetic origin of Mangshanyegan (Citrus nobilis Lauriro). [PDF]
Volatile profiles yielded from gas chromatography-mass spectrometry (GC-MS) analysis provide abundant information not only for metabolism-related research, but also for chemotaxonomy.
Cuihua Liu+7 more
doaj +1 more source