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Given the range across states, these effects are large enough to have a significant effect on the volatility of the tax base, and potentially on the volatility of revenues.
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The effect of the volatility of the liquid reactant on the effectiveness factor was also observed.
The results show that a LMWH's diffusion through soil can slow its rate of vaporization, with the effect depending on the volatility of the compound.
To calculate volatility spillovers, we simulate a shock equivalent to a 1% increase in the conditional volatility of price returns in the international market and evaluate its effect on the conditional volatility of price returns in the domestic market.
This paper studies the switching of trading strategies and its effect on the market volatility in a continuous double auction market.
The former measures the asymmetric effect on volatility while the latter measures the effect of the magnitude of shocks about their mean.
Unlike the passive HFTs, aggressive HFT mostly rely on market orders and, as a result, have a harsh effect on the markets, increasing volatility and wiping out liquidity.
The results show that on average, verified emissions announcements have significant impact on carbon expected returns but show a week effect on price volatility; the separate examination for each announcement event indicates heterogeneous ex-ante and ex-post impacts over time in different market contexts, but the ex-post impact dominates obviously.
The first project I worked on was about the effect of ETF ownership on the volatility of the underlying stocks.
Our main goals are to (1) introduce a novel method for estimating the vapor pressures of pure component organic acids, (2) investigate the effect of inorganic salts on the volatility of the organic acid, (3) quantify the magnitude of the formation of low-volatility organics in the studied mixtures, and (4) assess the atmospheric relevance of our observations.
The previous empirical attempts that either directly or indirectly assess the impact of openness to trade on income volatility do not test whether trade exerts an independent effect on volatility once the terms-of-trade risk is taken into account.
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Justyna Jupowicz-Kozak
CEO of Professional Science Editing for Scientists @ prosciediting.com