17 results for “oil prices”

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Research ArticleOpen accessIn the abstractDETERMINANTS OF COMMON FACTORS IN KOREAN BANKS’ CREDIT DEFAULT SWAP PREMIUMSSeungjun Lee, Jaewoon Koo, Youngsik KwakUsing the panel analysis of non-stationarity in idiosycratic and common component method, we decompose Credit Default Swap (CDS) premium data of 11Korean banks into common factors and idiosyncratic shocks. We find that the CDS premium of all 11 banks is mostly explained by one common factor. We also find that the common factor of the banks’ CDS premium is mainly … …American Journal of Economics and Business Administration, Vol. 6, Issue 3 · 8 Dec 2014 · 7,014 accessesView PDF Cite

EditorialOpen accessIn the abstractON THE CHALLENGES OF THE USE AND INTEGRATION OF RENEWABLE ENERGY SOURCESMariano MartínOverview: Although renewable energy sources are plentiful, their availability is highly volatile in time and distributed across regions while and the processes that transform them into useful power or chemicals are underdeveloped. In this work we discuss on the scope for the use and integration of renewable energy sources and the future development of the alternatives. Energy, the sources and … …Energy Research Journal, Vol. 5, Issue 1 · 11 Sep 2014 · 7,540 accessesView PDF Cite

Research ArticleOpen accessIn the abstractDissecting Two Approaches to Energy PricesJulius N. Esunge, Andrew Snyder-BeattieProblem statement: This research tested the viability of Geometric Brownian Motion as a stochastic model of oil prices. Approach: Using autoregressions and unit root tests, we determined that oil prices tend not to exhibit the Markov Property and thus GBM may be a problematic model. Results: Instead, oil prices seem to be mean reverting over the long run, possibly following … …Journal of Mathematics and Statistics, Vol. 7, Issue 2 · 18 May 2011 · 7,100 accessesView PDF Cite

Research ArticleOpen accessIn the abstractAre There Smaller Leverage Effects in Less-Developed Markets? Evidence from an Oil Exporting CountryMosayeb Phalavani, Parinaz EzzatiProblem statement: This study uses daily data from the Tehran Stock Market (TSM) to illustrate the nature of stock market volatility in an undeveloped and young stock market. Although most studies suggest that a negative shock to stock prices will generate more volatility than a positive shock of equal magnitude but there is no evidence of asymmetric effect in TSM. … …American Journal of Applied Sciences, Vol. 7, Issue 1 · 31 Jan 2010 · 7,519 accessesView PDF Cite

Research ArticleOpen accessIn the abstractDetermination of Rheological Properties of Bio Mastic AsphaltR. Muniandy, H. Jafariahangari, R. Yunus, S. HassimDue to the high oil prices the price of asphalt binder has increased tremendously. This scenario has warranted demand for higher viscosity cheaper asphalt for pavement construction. A study was conducted to take advantage of the Empty Fruit Bunch (EFB) of Date and Oil Palm trees (which are considered as waste) to produce cellulose fiber to be used as additives … …American Journal of Engineering and Applied Sciences, Vol. 1, Issue 3 · 30 Sep 2008 · 8,067 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordExperimental Analysis on the Running of CI Engine with Pongamia Oil-Diesel as Fuel for Exhaust Gas Recirculation (EGR) TechniqueAbdullah Al-Ghafis, M Shameer BashaPresent days, I.C engines are the fundamental parts of shipping and automatic farming system, etc. Hence there is an exponentially up-surge in utilization of Diesel and gasoline products. At the same time Diesel is an exhaustive source of energy and recent pitch in Diesel prices have focused interest in bio-fuels and also it has resulted that biodiesel-oiled engines produce comparatively … …American Journal of Engineering and Applied Sciences, Vol. 13, Issue 3 · 7 Aug 2020 · 6,299 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordPrice Volatility of Grains: Relationship with Crude Oil Price Using CCC-Multivariate GARCH ModelAreerat Todsadee, Hiroshi Kameyama, Shoichi ItoAgricultural commodities prices have increased and become significantly more volatile during the past few years periods. The high agricultural commodity prices in recent years have raised the question of whether or not volatility is increasing and leading to more frequent extreme price swings. It is very important to quantify price variability of agricultural products. This paper measures the volatility of … …American Journal of Economics and Business Administration, Vol. 6, Issue 4 · 2 Jan 2015 · 6,640 accessesView PDF Cite