Results 251 to 260 of about 746,155 (294)
The Volatility-of-Volatility Term Structure [PDF]
SSRN Electronic Journal, 2018 We apply the model-free implied risk-neutral measure of variance to VIX options to investigate the volatility-of-volatility (VVIX) term structure. We find that the information content of the VVIX term structure is fairly distinct from the VIX term structure. Both carry different pieces of information about market uncertainty.
Nicole Branger +2 more
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Ammonia volatilization and nitrogen retention: how deep to incorporate urea?
Journal of Environmental Quality, 2013Incorporation of urea decreases ammonia (NH) volatilization, but field measurements are needed to better quantify the impact of placement depth. In this study, we measured the volatilization losses after banding of urea at depths of 0, 2.5, 5, 7.5, and ...
P. Rochette +6 more
semanticscholar +1 more source
Forecasting Volatility with Time-Varying Leverage and Volatility of Volatility Effects
SSRN Electronic Journal, 2018Abstract Predicting volatility is of primary importance for business applications in risk management, asset allocation, and the pricing of derivative instruments. This paper proposes a measurement model that considers the possibly time-varying interaction of realized volatility and asset returns according to a bivariate model to capture its major ...
Tommaso Proietti +2 more
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, 2003 The authors study the empirical, cross-country relationship between macroeconomic volatility and long-run economic growth. They address four central questions: 1) Does the volatility-growth link depend on country and policy characteristics, such as the level of development or trade openness?
Hnatkovska, Viktoria, Loayza, Norman
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An improved screening tool for predicting volatilization of pesticides applied to soils.
Environmental Science and Technology, 2013Pesticide volatilization and vapor drift can have adverse effects on nontarget, sensitive ecosystems and human health. Four approaches for pesticide volatilization screening based on Fick's Law were investigated.
C. Davie-Martin, K. Hageman, Y. Chin
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Volatilization of trichloroethylene from trees and soil: measurement and scaling approaches.
Environmental Science and Technology, 2013Trichloroethylene (TCE) volatilization from leaves, trunk, and soil was measured to assess the significance of these pathways from phytoremediation sites at Travis and Fairchild Air Force Bases.
W. Doucette +5 more
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Stochastic Volatility III: Volatility Models and Volatility Surfaces [PDF]
SSRN Electronic Journal, 2010 We consider implied volatility, time-dependent volatility, local volatility and stochastic volatility. We derive relationships between the different concepts. The relationships are of an exact analytical type if this is possible, else we use expansions to obtain approximate expressions. We close with a discussion of the mixing theorem.
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Water Vapor–Mediated Volatilization of High-Temperature Materials
, 2013Volatilization in water vapor–containing atmospheres is an important and often unexpected mechanism of degradation of high-temperature materials during processing and in service.
P. J. Meschter, E. Opila, N. Jacobson
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Volatilization of pesticides from the bare soil surface: evaluation of the humidity effect.
Journal of Environmental Quality, 2013Volatilization of pesticides from soils under dry conditions (water content below the permanent wilting point) can be significantly influenced by sorption to hydrated mineral surfaces.
M. Schneider, S. Endo, K. Goss
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Environmental Science and Technology, 2012
Arsenic (As) methylation and volatilization in soil can be increased after organic matter (OM) amendment, though the factors influencing this are poorly understood.
H. Huang +3 more
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Arsenic (As) methylation and volatilization in soil can be increased after organic matter (OM) amendment, though the factors influencing this are poorly understood.
H. Huang +3 more
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