6 articles for “low volatility”

Research ArticleOpen accessIn the keywordsTransesterification of Palm Oil for the Production of BiodieselKhalizani Khalid, Khalisanni KhalidProblem statement: Palm oil is known as an important source of edible oil with significant values of renewable energy. Depletion of petroleum had captured much attention on producing biodiesel from the palm oil. Approach: The most concerning methods for the production of biodiesel were discussed, namely transesterification (alkali and acid), enzymetic approach and supercritical alcohol. Results: The results showed the … …American Journal of Applied Sciences, Vol. 8, Issue 8 · 19 Jul 2011 · 8,395 accessesView PDF Cite

Research ArticleOpen accessIn the abstractStock Return, Growth and Inflation in India: Analysis of Stochastic Seasonality, Impulse Response and Multivariate GARCHPanchanan DasThis study analyses the empirical interdependence among asset returns, industrial growth and inflation after controlling for interest rate by considering stochastic seasonality and conditional volatility with monthly time series in India. The HEGY unit root test suggests that industrial growth and inflation experience only stochastic trend and no persistent stochastic behaviour at any other seasonal frequencies, while stock return follows … …American Journal of Applied Sciences, Vol. 18, Issue 1 · 3 May 2021 · 7,348 accessesView PDF Cite

Research ArticleOpen accessIn the abstractA Systems Approach to Study the Malaysian Pepper IndustryIbragimov Abdulla, Fatimah Mohamed Arshad, Muhammad Tasrif et al.Malaysian pepper industry is facing supply constraints which may affect its future. The system dynamics model provides a framework for understanding the dynamics and feedback structure of the Malaysian pepper supply and demand systems. The choice was made based on the ability of this model in capturing complexity and feedback relationship. The pepper model integrates key elements such as area, … …American Journal of Applied Sciences, Vol. 12, Issue 7 · 13 Aug 2015 · 6,757 accessesView PDF Cite

Research ArticleOpen accessIn the abstractEXPERIMENTAL INVESTIGATION OF METHYL ESTER OF COTTON SEED OIL BLEND WITH DIESEL ON CI ENGINEK. Vijayaraj, A. P. SathiyagnanamPetroleum based fuels worldwide have not only resulted in the rapid depletion of conventional energy sources, but have also caused severe air pollution. The search for an alternate fuel has led to many findings due to which a wide variety of alternative fuels are available at our disposal now. The existing studies have revealed the use of vegetable oils for … …American Journal of Applied Sciences, Vol. 11, Issue 10 · 29 Oct 2014 · 6,771 accessesView PDF Cite

Research ArticleOpen accessIn the abstractSuitability of Volatility Models for Forecasting Stock Market Returns: A Study on the Indian National Stock ExchangeTrilochan Tripathy, Luis A. Gil-AlanaProblem statement: Measuring volatility is an important issue for stock market traders. Also, volatility has been used as a proxy for riskiness associated with the asset. This study aims to compare the different volatility models based on how well they model the volatility of the India NSE. Approach: The study has made use of five models which are Historical/Rolling Window … …American Journal of Applied Sciences, Vol. 7, Issue 11 · 8 Nov 2010 · 7,854 accessesView PDF Cite

Research ArticleOpen accessAll words, across the recordExpecting the Unexpected Macroeconomic Volatility and Climate PolicyGajendra Singh ChauhanProblem statement: Analysts have been comparing a policy scenario with a baseline scenario of future economic conditions without the policy, to estimate the emissions reductions and costs of a climate policy. Both scenarios required assumptions about the future course of numerous factors such as population growth, technical change and non-climate policies like taxes. Approach: The purpose of this study was … …American Journal of Economics and Business Administration, Vol. 1, Issue 3 · 30 Sep 2009 · 7,496 accessesView PDF Cite