This paper studied the impact of moisture on the correlated characteristics of the condenser bushings oil-paper insulation system. The oil-impregnated paper samples underwent accelerated thermal aging at 130 ̋C after preparation at different initial moisture contents (1%, 3%, 5% and 7%). All the samples were extracted periodically for the measurement of the moisture content, the degree of polym...

We propose a new time series model aimed at forecasting crude oil prices. The proposed specification is an unobserved components model with an asymmetric cyclical component. The asymmetric cycle is defined as a sine-cosine wave where the frequency of the cycle depends on past oil price observations. We show that oil price forecasts improve significantly when this asymmetry is explicitly modelled.

Given that Russia was one of the largest oil exporters, has left market unstable as war between and Ukraine intensifies. This report, studies effect shock on returns volatility manufacturing transportation industries US, to understand relationship, lag, intensity these in conjunction with Crude price international market. By using Time-Series data collected from NYME constructing a VAR model, a...

Islamic stock market has experienced massive growth globally, including in Indonesia. This study aims to investigate the predicting factors of Indonesian that presents by price Jakarta Index (JII). Adopted Augmented Distributed Lag (ARDL) approach, this uses monthly data from January 2007 February 2020. five macroeconomic variables, namely consumer index, exchange rate, crude oil price, world g...

It is very necessary to research the fluctuation of agricultural products prices as well as the data character. In this paper, the wholesale price of agricultural product is considered. The monofractal analysis and multifractal analysis methods are introduced to study wholesale price. We select the appropriate algorithm to calculate the fractal characteristics of the celery wholesale price. Res...

This paper investigated the reaction of aggregate commodity market to oil price shocks and also explored the effects of oil price shocks on China's fundamental industries: metals, petrochemicals, grains and oilfats. We separated the volatilities of oil price into expected, unexpected and negatively expected categories to identify how oil prices influence bulk commodity markets. We contrasted th...

I n this paper, the evaluation of the real exchange rate transfer and the asymmetric transmission of real exchange rate fluctuations to the export prices of food products for the country during the period (2001-2015) was studied using two approaches of PMG and GMM systems. The TGARCH method was used to calculate the real exchange rate fluctuation index and the Markov Switching method was u...