Sentence examples for volatility characteristics from inspiring English sources
Empirical findings of the study are: (1) Fractionally integrated and asymmetric power improvements among the GARCH family models provide better forecasting capability for petrol prices; better captured long memory and high volatility characteristics of petrol prices.
Fuel volatility was studied by using two fuels, 2,2,4,4,6,8,8-heptamethylnonane (HMN) and 2,2,4-trimethylpentane (TMP), which have very different volatility characteristics.
Nevertheless, the volatility characteristics of the wind power time series are complicated and meaningful.
As power outputs of DGs are always restricted by meteorological factors [7], the volatility characteristics become a heavy burden to the DSOs.
We also address the trend in daily return's volatility across the contract cycles to decipher the volatility characteristics of the select commodity futures.
The main econometric models to estimate volatility characteristics and spillovers between financial markets are the autoregressive conditional heteroskedasticity (ARCH) model and stochastic volatility (SV) model.
The interconnection between a renewable power generation facility and a power grid poses challenges because of volatility and intermittent characteristics.
"These brokers stole millions of dollars by overcharging customers for trades involving stocks with high trading volumes and price volatility, which are characteristics they wrongly thought would conceal their illicit pricing scheme," Robert Khuzami, the head of the S.E.C.'s enforcement division said in a statement.
Orthogonally to these aspects, there is significant volatility in data characteristics, such as bursty and unpredictable arrival rate, and evolving statistical properties.
The estimation results of parameters ϕ 12 and ϕ 21 are 0.9976 and 0.9773, respectively, indicating that the exchange rate changes and stock market volatility possess the characteristic of persistence.
Because the behavior of price fluctuations is rooted in the characteristics of volatility, we expect our results to bring increased interest to stochastic volatility models, and especially to those that can produce the properties of volatility reported here.
