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Moreover, the effect becomes more significant after oil price changes are also included in the regression to control for the symmetric effect. The evidence here provides economic rationales for Hamilton's (2003) nonlinear oil shock measure: It captures overall effects, both symmetric and asymmetric,...
Oil changes, air filters, tune ups you name it. We were very good about servicing this car. Out of the blue it blows up. The car was out of town so now we have to go to the local dealership and get it 'fixed'. How can we have sludge build up when we have had this car ...
U. Changes in lipid class and fatty acid composition during maturation of mesocarp of oil palm (Elaeis guineensis) variety dura. J. Sci. Food Agric. 37, 825–832 (1986). 25. Shaarani, S. M., Ca´rdenas-Blanco, A., Amin, M. H. G., Soon, N. G. & Hall, L. D. Monitoring...
In this paper, we select the changes in oil futures prices before and after major crisis events in the past 30 years as instrumental variables to solve the problem of difficult quantification of events. At the same time, we use the Proxy-SVAR model to study the endogeneity of events. Firstl...
When it first opened, SpeeDee Oil Change avoided using the word "lube," because everyone else had it in their name. The company also promised a nine-minute oil change when everyone else was advertising ten-minute oil changes. Three months after signing their initial agreement, Kuebel died fro...
The GARCH (-1) parameter shows 0.17 %, 0.74 %, 0.81 %, 0.87 % and 0.90 % volatility persistence of the response of stock price return to changes in oil price return in Nigeria, US, Italy, Germany and Saudi Arabia. This shows that volatility is higher in the US, Italy, Germany and ...
However (Antonakakis et al., 2014), found that overflow from the economic policy uncertainty index (EPU) has little impact on international oil price changes. They considered the dynamic relationship between oil price changes and the EPU for a sample of oil-importing and -exporting countries ...
The p-value obtained for the hypothesis that ambiguity does not Granger cause changes in the 30-day implied volatility of the oil sector (Ambiguity \(\nrightarrow\)ΔVXXLE) ranges from 0.005 to 0.012 in the first three lags. However, the obtained p-values for the alternative hypothesis (...
Focusing on the wavelet coherence results of GPR and WTI crude oil prices we observe that geopolitical risk has had a very small and short-lived impact on oil prices during the identified structural changes. Analyzing the phase difference and focusing on the regions mentioned before, it is ...