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Journal articles on the topic 'WTI'

Author: Grafiati

Published: 4 June 2021

Last updated: 26 July 2025

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1

Olutayo Olaitan, ODUNOLA, MORENIKEJI Timothy Oluseye, and ODUNSI Oluwafemi Michael. "Assessment of Waste Management Practice in Health Institution: A Case Study of University College Hospital Ibadan, Nigeria." Volume 4 - 2019, Issue 9 - September 4, no. 9 (2019): 480–88. http://dx.doi.org/10.38124/ijisrt19sep1393.

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Efficient management of medical waste is a necessity because of great risk improper/poor waste management posed to the populace. This study assessed medical waste management practice in University College Hospital Ibadan, Nigeria. Those that improper waste management can affect are identified as the sample frame, and they are health workers, waste handlers, out-patients and residents. Sample size of 5% of the 3000 staff strength of the study area was adopted which amounted to one hundred and fifty (150) respondents. A multistage sampling technique was adopted in the sample selection and the ad

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Roller, Christopher D., Jian-Hua Qian, Laurie Agel, Mathew Barlow, and Vincent Moron. "Winter Weather Regimes in the Northeast United States." Journal of Climate 29, no. 8 (2016): 2963–80. http://dx.doi.org/10.1175/jcli-d-15-0274.1.

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Abstract The method of k-means cluster analysis is applied to U.S. wintertime daily 850-hPa winds across the Northeast. The resulting weather patterns are analyzed in terms of duration, station, gridded precipitation, storm tracks, and climate teleconnections. Five distinct weather patterns are identified. Weather type (WT) 1 is characterized by a ridge over the western Atlantic and positive precipitation anomalies as far north as the Great Lakes; WT2, by a trough along the eastern United States and positive precipitation anomalies into southern New England; WT3, by a trough over the western A

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3

Lahmiri, Salim. "Causality Between Brent and West Texas Intermediate: The Effects of COVID-19 Pandemic and Russia–Ukraine War." Commodities 4, no. 1 (2025): 2. https://doi.org/10.3390/commodities4010002.

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The article analyzes the Granger-based causal relationship between two major crude oil markets, namely Brent and West Texas Intermediate (WTI), by using the standard vector autoregression (VAR) framework. In this regard, the effects of the COVID-19 pandemic and the Russia–Ukraine war on causality between Brent and WTI are examined. The empirical results from Granger-causality tests show (a) strong causality from Brent to WTI during the period prior to the COVID-19 pandemic and Russia–Ukraine war, (b) no causality from WTI to Brent during the period prior to the COVID-19 pandemic and Russia–Ukr

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4

Kara, Erkan, and Remzi Gök. "Time-Varying and Quantile-Based Relationship among Geopolitical Risks, Oil and Gold Prices." Ekonomika 101, no. 2 (2023): 125–42. http://dx.doi.org/10.15388/ekon.2022.101.2.8.

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This paper probes the relationship between geopolitical risks (GPR), WTI oil, and gold prices utilizing the time-varying causality and quantile regression approaches. The sample period spans from January 1986 to January 2022, comprising 433 monthly observations and representing the longest common period of data availability. The results show that there is no causality between the pairs of GPR–WTI, and GPR–gold prices for the full sample period, while the causality between gold and WTI is unidirectional, running from gold to WTI. Using the rolling causality test, however, the findings show that

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5

Qian, Jian-Hua, Brian Viner, Stephen Noble, and David Werth. "Precipitation Characteristics of Warm Season Weather Types in the Southeastern United States of America." Atmosphere 12, no. 8 (2021): 1001. http://dx.doi.org/10.3390/atmos12081001.

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Daily weather types (WTs) over the Southeast United States have been analyzed using 850 hPa winds from reanalysis data from March to October of 1979–2019. Six WTs were obtained. WTs 1–3 represent mid-latitude synoptic systems propagating eastward. WT4 is a summer-type pattern predominantly occurring in June–August, with the center of the North Atlantic Subtropical High (NASH) along the Gulf coast in the southern United States. WT5 is most frequent from August to middle October, with the NASH pushed further north and southerly winds over the northern Great Plains. An anticyclone centered at the

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Barman, Anushri, Fulena Rajak, and Ramakar Jha. "Integration of Wetland Technology for Sustainable Urban Development." International Journal of Membrane Science and Technology 10, no. 1 (2023): 570–86. http://dx.doi.org/10.15379/ijmst.v10i1.2620.

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The wetland technology has been derived from the concepts taken from the functions and services provided by natural wetland ecosystem. This study investigates the role of Wetland Technology Integration (WTI) for promoting Sustainable Urban Development (SUD). The research aims to assess the impact of WTI on water quality improvement, identify obstacles and opportunities and evaluate its influence on social, economic and environmental dimensions. This research employs a cross-sectional study design to assess WTI in urban development of Patna. Stratified random sampling ensures equitable represen

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7

Abdul Ghaffar, Dr Nawaz Ahmad, and Muhammad Siddique. "Gauging Returns and Volatility of Crude Oil using GARCH Approach." International Journal of Experiential Learning & Case Studies 9, no. 1 (2024): 33–58. http://dx.doi.org/10.22555/ijelcs.v9i1.1155.

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This paper uses two distinct types of crude oil to measure the returns and volatility of crude oil: Brent and West Texas Intermediate (WTI). The time series data of two crude oil prices per barrel, collected from the international market, calculates the volatility and returns. The data spans from February 1, 2014, to February 1, 2024. 2537 observations are considered for WTI, and 2542 observations are taken for Brent in this paper. This study uses the E-view model to analyse the secondary data and look up the ARCH and GARCH impacts at a significance level. The mean reversion of WTI is 0.993582

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8

Lahmiri, Salim. "Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events." Commodities 4, no. 2 (2025): 4. https://doi.org/10.3390/commodities4020004.

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This study analyzes the market efficiency of crude oil markets, namely Brent and West Texas Intermediate (WTI), during three different periods: pre-COVID-19, during the COVID-19 pandemic, and during the ongoing Russia–Ukraine military conflict. To evaluate the efficiency of crude oil markets, wavelet entropy is computed from price, return, and volatility series. Our empirical results show that WTI prices are predictable during the Russia–Ukraine military conflict, but Brent prices are difficult to predict during the same period. The prices of Brent and WTI were difficult to predict during the

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9

Kumar, Ravinder, Mintu Ram Meena, Pooja Dhansu, et al. "Winter Tolerance Potential of Genetically Diverse Sugarcane Clones under Subtropical Climate of Northern India." Sustainability 14, no. 18 (2022): 11757. http://dx.doi.org/10.3390/su141811757.

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The low temperature (LT) conditions that prevail during winter in subtropical regions of India drastically affect the growth and yield of sugarcane. To identify low-temperature-tolerant agronomical acceptable genotypes for immediate deployment as donor parents in the subtropical sugarcane breeding program, 34 sugarcane clones belonging to 7 genetically diverse groups were evaluated under three crop environments, viz., spring planting, winter ratoon and spring ratoon, during 2015–2016 and 2016–2017. In the winter ratoon crop, commercial cane sugar and cane yield were reduced, whereas sucrose %

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10

Zhang, Yue-Jun, and Yao-Bin Wu. "The dynamic information spill-over effect of WTI crude oil prices on China’s traditional energy sectors." China Agricultural Economic Review 10, no. 3 (2018): 516–34. http://dx.doi.org/10.1108/caer-05-2017-0094.

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PurposeThe purpose of this paper is to explore the dynamic influence of WTI crude oil returns on the stock returns of China’s traditional energy sectors, including oil and gas exploitation, coal mining and processing, petroleum processing and coking, electricity, heat production and supply and mining services.Design/methodology/approachHong’s information spill-over test and the DP Granger causality test are applied to investigate the relationship between the two markets. Moreover, a rolling window is introduced into the above two tests to capture time-varying characteristics of the influence o

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11

Su, Ruixin, Jianguo Du, Fakhar Shahzad, and Xingle Long. "Unveiling the Effect of Mean and Volatility Spillover between the United States Economic Policy Uncertainty and WTI Crude Oil Price." Sustainability 12, no. 16 (2020): 6662. http://dx.doi.org/10.3390/su12166662.

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Grounded in the Granger causality test, vector autoregression (VAR) model, and BEKK-GARCH model, our current study aims to examine the effect of mean and volatility spillover between the United States (US) economic policy uncertainty (EPU) and West Texas Intermediate (WTI) crude oil price. Using the US EPU monthly index and WTI spot price data from 1996 to 2019, we revealed that there is a one-way Granger causality link between the US EPU and spot price of WTI crude oil. The VAR model not only illustrated that there is a mean spillover effect between WTI oil price and US EPU, but they will als

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Парфенов, Анатолий Александрович. "Анализ динамики цены спот нефти марки WTI за период 1994-2016 гг." Global Markets and Financial Engineering 3, № 4 (2016): 269. http://dx.doi.org/10.18334/grfi.3.4.37185.

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Статья посвящена эмпирическому анализу динамики цены спот нефти марки WTI за период 2008 2016 гг. Выявлена связь чистой инвестиционной позиции США и динамикой секьюритизации в Великобритании со среднемесячными спот-ценами нефти марки WTI.

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13

Wu, Maoguo, and Zhehao Zhu. "The Volatility Spillover Effect Between the International Crude Oil Futures Price and China’s Stock Market - Multivariate BEKK-GARCH Model Based on Wavelet Multiresolution." International Journal of Financial Research 10, no. 4 (2019): 84. http://dx.doi.org/10.5430/ijfr.v10n4p84.

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This study aims to analyze the volatility spillover effect between the international crude oil futures market and China’s stock market. Using West Texas Intermediate (WTI) and the Shanghai Composite Index (SSEC) to represent the international crude oil futures market and China’s stock market respectively, this study selects data of WTI and the SSEC from August 10, 2007 to August 10, 2017. It processes these data via wavelet multiresolution to decompose them into different levels and then builds the data model based on the BEKK-GARCH model. By testing the parameters through the Wald test, it fu

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14

Lu, Xunfa, Kai Liu, Kin Keung Lai, and Hairong Cui. "The Relationship between Crude Oil Futures Market and Chinese/US Stock Index Futures Market Based on Breakpoint Test." Entropy 23, no. 9 (2021): 1172. http://dx.doi.org/10.3390/e23091172.

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Combined with the B-P (breakpoint) test and VAR–DCC–GARCH model, the relationship between WTI crude oil futures and S&P 500 index futures or CSI 300 index futures was investigated and compared. The results show that breakpoints exist in the relationship in the mean between WTI crude oil futures market and Chinese stock index futures market or US stock index futures market. The relationship in mean between WTI crude oil futures prices and S&P 500 stock index futures, or CSI 300 stock index futures is weakening. Meanwhile, there is a decreasing dynamic conditional correlation between the

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15

Aldı, Figen, İlhan Küçükkaplan, and Eyyüp Ensari Şahin. "Kripto paralar ve Batı Teksas ham petrol getirisi ilişkisi: Granger ve Toda Yamamoto nedensellik analizleri ile incelenmesi." İktisadi ve İdari Bilimler Fakültesi Dergisi 27, no. 1 (2025): 30–43. https://doi.org/10.33707/akuiibfd.1599850.

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Bu çalışmada ortaya ilk çıkarılan on kripto para getiri ve işlem hacimleri ile birlikte varil başına Batı Teksas (WTI) ham petrol getirileri arasındaki ilişki test edilmiştir. Analiz için 29 Nisan 2013 – 04 Ağustos 2024 arası günlük veriler kullanılmıştır. Çalışmada ampirik olarak Granger ve Toda Yamamoto Nedensellik Analizi' nden yararlanılmıştır. Her iki analize göre WTI ile Bitcoin (BTC) arasında negatif tek yönlü ilişkiye rastlanmıştır. Granger nedensellik analizine göre WTI ile Ethereum (ETH) arasında, Toda Yamamoto nedensellik analizine göre ise WTI ile Filecoin (FIL) getirisi arasında n

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16

Burschik, J., and B. Adolphi. "Nitrogen incorporation into WTi films." Fresenius' Journal of Analytical Chemistry 365, no. 1-3 (1999): 269–71. http://dx.doi.org/10.1007/s002160051486.

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17

Sudhin, Serah. "The WTI Crude Negative Pricing." International Journal of Foreign Trade and International Business 2, no. 1 (2020): 27–29. http://dx.doi.org/10.33545/26633140.2020.v2.i1a.28.

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18

Resende, Heloisa, Leandro Ladislau, Vinícius de Queiroz Aguiar, et al. "Abstract P4-04-08: Delays from Self-Detection to Treatment of Breast Cancer in the South Fluminense Region: A Cross-Sectional Analysis." Clinical Cancer Research 31, no. 12_Supplement (2025): P4–04–08—P4–04–08. https://doi.org/10.1158/1557-3265.sabcs24-p4-04-08.

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Abstract Background: Long waiting times (WTs) to begin treatment after breast cancer (BC) diagnosis have been reported in the Brazilian public health system. However, there is a paucity of data regarding strategies that encompass women that look for primary care units due to self- perceived breast abnormalities up to the point of diagnosis. We have conducted a cross-sectional study to describe WTs from self-perception breast abnormalities to diagnosis and from diagnosis to the initiation of cancer treatment in the South-Fluminense region. Methods: A retrospective study was conducted by assessi

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19

Yi, Qingyu. "Explore the Impact of Macroeconomic Indicators on WTI Oil Prices." Advances in Economics, Management and Political Sciences 57, no. 1 (2024): 41–47. http://dx.doi.org/10.54254/2754-1169/57/20230484.

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This research paper explores the relationships between West Texas Intermediate (WTI) oil prices and various macroeconomic indicators. Given the significant role of WTI prices in shaping global economic activities, understanding their volatile dynamics is crucial for numerous industries. Predicting these prices, however, poses significant challenges due to the complex nature of the oil market, influenced by myriad factors such as geopolitical developments, supply-demand imbalances, and diverse macroeconomic parameters. The research addresses this issue by developing a predictive model for WTI o

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Rakhmawati, Desty, and Eka Tripustikasari. "IMPLEMENTASI METODE BOX-JENKINS UNTUK MEMPREDIKSI HARGA MINYAK DUNIA DAN PENGARUHNYA TERHADAP HARGA MINYAK INDONESIA." Jurnal Ilmiah Matematika dan Pendidikan Matematika 9, no. 2 (2017): 87. http://dx.doi.org/10.20884/1.jmp.2017.9.2.2869.

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Recently Indonesia's oil prices have declined despite oil consumption increases. The decline in Indonesia oil prices is affected by world oil prices. Therefore, the aim of this research is to predict WTI-type world oil price using Box-Jenkins method for non seasonal ARIMA modeling and how big does it influence to Indonesia oil price. WTI world oil price predictions for January to December 2017 are 54.17035, 54.89475, 55.12885, 55.20406, 55.22817, 55.23590, 55.23837, 55.23916, 55.23942, 55.23950, 55.23953, and 55.23953 dollars per barrels, respectively. Then the magnitude of the effect of WTI w

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21

Li, Leon. "Intensity and Direction of Volatility Spillover Effect in Carbon–Energy Markets: A Regime-Switching Approach." Algorithms 15, no. 8 (2022): 264. http://dx.doi.org/10.3390/a15080264.

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This paper advances a volatility-regime-switching mechanism to investigate the intensity and direction of the volatility spillover effect in carbon–energy markets. Switching between a low-volatility (LV) and high-volatility (HV) regime, our mechanism involves a four-state system (i.e., LV-LV, HV-LV, LV-HV and HV-HV). Our findings are listed as follows: First, the highest EUA–WTI correlation occurs when both are in an HV regime (i.e., HV-HV), revealing the intensity of the volatility spillover effect. Second, when EUA and WTI are experiencing an opposite volatility regime (one in LV and the oth

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Eka, Hidayat Agus Sofian, and Jason Marvel Wiharja. "ARIMA Modeling for Monthly West Texas Intermediate Crude Oil Price Forecasting." Indonesian Journal of Applied Mathematics and Statistics 1, no. 1 (2024): 17–26. https://doi.org/10.71385/idjams.v1i1.6.

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Crude oil is a non-renewable natural resource. It is one of the world's most important natural resources since it has many utilities. One of the best parameters for crude oil price is West Texas Intermediate (WTI). It is the main oil benchmark for North America sourced from the United States. It is important to predict WTI price since the price of crude oil will impact the price of other commodities, which also will impact human life. In this work, the Autoregressive Integrated Moving Average (ARIMA) approach is used to predict WTI price for the next 12 months with the monthly data from April

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Alfreider, Markus, Johannes Zechner, and Daniel Kiener. "Addressing Fracture Properties of Individual Constituents Within a Cu-WTi-SiOx-Si Multilayer." JOM 72, no. 12 (2020): 4551–58. http://dx.doi.org/10.1007/s11837-020-04444-6.

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AbstractWith modern materials applications continually decreasing in size, e.g., microelectronics, sensors, actuators, and medical implants, quantifying materials parameters becomes increasingly challenging. Specifically, addressing individual constituents of a system, such as interfaces or buried layers in a multilayer structure, emerges as a topic of great importance. We demonstrate herein a technique to assess fracture parameters of different interfaces of a Cu-WTi-SiOx-Si model system based on in situ microcantilever testing in a scanning electron microscope. Positioning the initial notch

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Muradzada, Imangulu, and Nurkhodza Akbulev. "Empirical Analysis of the Relationship between Basic Energy Sources and the Tourism Sector Index." International Journal of Energy Economics and Policy 13, no. 4 (2023): 513–21. http://dx.doi.org/10.32479/ijeep.14127.

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In the study, the short-term causality relationship between oil and natural gas prices, which are the main energy sources, and the XTRZM index was analysed with the Granger causality test. The DCC-GARCH model was used. Analyses were carried out over the monthly closing values between 02.01.1997 and 01.12.2022. According to the Granger causality test findings, the reason for both Brent oil and Crude Oil WTI in the XTRZM index is that Brent oil is the cause of Crude Oil WTI. It has been concluded that natural gas, Brent oil, and crude oil are not the causes of the XTRZM index and each other. Bec

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Muğaloğlu, Erhan, Sevda Kuşkaya, Luigi Aldieri, et al. "Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty." Resources Policy 87, B (2023): 104340. https://doi.org/10.1016/j.resourpol.2023.104340.

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The study explores the dynamic effects of geopolitical risks and economic policy uncertainties on oil and natural gas prices in the US market's less volatile and highly volatile regimes, employing Markov regime-switching dynamic regression models (MS-DR) with monthly data from January 2000 to November 2022. Our empirical results demonstrate that a positive shock in the geopolitical risk of the USA (GPR_US) causes an increase in the growth rate of the prices of WTI at the high volatile periods (regime 1), and its one-period lagged effects are negative at time t in the less volatile periods (reg

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Wu, Zhengtao, Yintuan Zhang, Qimin Wang, Kwang-Ho Kim, and Se-Hun Kwon. "The Thermal Resistance Performance of WTi Alloy-Thin-Film Temperature Sensors Prepared by Magnetron Sputtering." Applied Sciences 13, no. 8 (2023): 4747. http://dx.doi.org/10.3390/app13084747.

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The microstructure and properties of WTi alloy films with 0~23 at.% Ti prepared by magnetron sputtering were investigated. The electrical resistivity gradually increased with the increase in the Ti content. When the Ti content was 6.8 at.%, the temperature coefficient of resistance of the alloy film reached the maximum value of 19.5 × 10−4 K−1, which is 3.6 times higher than that of the pure W film. After several thermal resistance tests, the temperature coefficient of resistance of the WTi alloy film with 6.8 at.% Ti decreased gradually. After five measurements, the temperature coefficient of

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Qian, Jian-Hua, Brian Viner, Stephen Noble, David Werth, and Cuihua Li. "ENSO Impact on Winter Precipitation in the Southeast United States through a Synoptic Climate Approach." Atmosphere 13, no. 8 (2022): 1159. http://dx.doi.org/10.3390/atmos13081159.

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The ENSO impact on winter precipitation in the Southeast United States was analyzed from the perspective of daily weather types (WTs). We calculated the dynamic contribution associated with the change in frequency of the WTs and the thermodynamic contribution due to changes in the spatial patterns of the environmental fields of the WTs. Six WTs were obtained using a k-means clustering analysis of 850 hPa winds in reanalysis data from November to February of 1948–2022. All the WTs can only persist for a few days. The most frequent winter weather type is WT1 (shallow trough in Eastern U.S.), whi

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Gordillo, Oscar, Williams Steve Hincapie, Oscar Piamba, et al. "Characterization of Corrosion Products on TiSi, TiAl, and WTi Coatings." Metals 14, no. 10 (2024): 1131. http://dx.doi.org/10.3390/met14101131.

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This study investigates the corrosion products present on TiSi, AlTi, and WTi coatings deposited onto Ti6Al4V titanium alloy substrates using the RF sputtering PVD technique. Following deposition, the coatings underwent exposure to a temperature of 600 °C for 100 h. The corroded surfaces were meticulously characterized to identify the resultant corrosion products. Utilizing scanning electron microscopy (SEM), X-ray diffraction, optical profilometry, and XPS spectroscopy, the coatings were comprehensively examined. Furthermore, Raman mapping with multivariate analysis was employed to determine

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Yu, Xiaoling, and Kaitian Xiao. "Dependencies and Volatility Spillovers among Chinese Stock and Crude Oil Future Markets: Evidence from Time-Varying Copula and BEKK-GARCH Models." Journal of Risk and Financial Management 15, no. 11 (2022): 491. http://dx.doi.org/10.3390/jrfm15110491.

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This paper investigates co-movements among the Chinese stock market, Shanghai International Energy Exchange (INE) crude oil futures and West Texas Intermediate (WTI) crude oil futures. We use Copula models to capture tail dependencies and employ the VAR-BEKK-GARCH model to examine the direction of volatility spillovers. We find that there are positively time-varying dependency relationships among the three markets. Compared with the corresponding upper-tail dependencies, the lower-tail dependencies were larger before the COVID-19 pandemic while relatively weaker after the breakout of the pande

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Shang, Jin, and Shigeyuki Hamori. "Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods." Sustainability 15, no. 19 (2023): 14445. http://dx.doi.org/10.3390/su151914445.

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The relationship between foreign exchange rates and crude oil prices holds significant importance in comprehending the dynamics of oil markets and their implications for diverse economies. This study utilizes the time-varying copula to examine the interrelationships between foreign exchange rates (FX) and West Texas Intermediate (WTI) crude oil prices, with a focus on time-varying tail dependence and time-varying linear correlation. We found that the tail dependence between foreign exchange rates (FX) and WTI crude oil prices is higher for oil-exporting countries compared to oil-importing coun

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Xiao, Ziqing. "Clean Energy and New Energy Vehicle in Uncertain Situation." Highlights in Business, Economics and Management 8 (April 11, 2023): 117–24. http://dx.doi.org/10.54097/hbem.v8i.7174.

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According to recent research, only a few about how the Russia-Ukraine conflict infects the WTI market, also how the influence affects green energy vehicles and the clean energy market. This paper aims to use the VAR model and ARMA-GARCH model to analyze the impact on clean energy and green energy vehicles by examining the changes in stock returns and the volatility of these two industries after they were subjected to changes in WTI stock price caused by the Russia-Ukraine conflict. Through analysis finds that in the short-term because of the western development countries restrain, the WTI expo

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Tang, Chaofeng, Kentaka Aruga, and Yi Hu. "The Dynamic Correlation and Volatility Spillover among Green Bonds, Clean Energy Stock, and Fossil Fuel Market." Sustainability 15, no. 8 (2023): 6586. http://dx.doi.org/10.3390/su15086586.

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This study employs mainly the Bayesian DCC-MGARCH model and frequency connectedness methods to respectively examine the dynamic correlation and volatility spillover among the green bond, clean energy, and fossil fuel markets using daily data from 30 June 2014 to 18 October 2021. Three findings arose from our results: First, the green bond market has a weak negative correlation with the fossil fuel (WTI oil, Brent oil, natural gas, heating oil, and gasoline) and clean energy markets, which means that green bonds play a critical hedging role against fossil fuel and clean energy. Second, the gree

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Batabyal, Sourav, and Robert Killins. "The Influence of Oil Prices on Equity Returns of Canadian Energy Firms." Journal of Risk and Financial Management 14, no. 5 (2021): 226. http://dx.doi.org/10.3390/jrfm14050226.

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Using monthly data from January 2000 to August 2018, this paper examines how the Canadian oil and gas industry and individual firms’ equity prices react to oil price fluctuations, which are measured by the traditional West Texas Intermediate (WTI) benchmark and the Canada-specific Western Canadian Select (WCS) benchmark. The findings provide support for the view that oil price movements are an important factor in explaining the equity returns of the overall industry and for many individual oil and gas firms in Canada. Both WTI and WCS measures provide statistically significant evidence, but th

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Scheitrum, Daniel P., Colin A. Carter, and Cesar Revoredo-Giha. "WTI and Brent futures pricing structure." Energy Economics 72 (May 2018): 462–69. http://dx.doi.org/10.1016/j.eneco.2018.04.039.

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Nittayakamolphun, Pitipat, Thanchanok Bejrananda, and Panjamapon Pholkerd. "Asymmetric Effects of Uncertainty and Commodity Markets on Sustainable Stock in Seven Emerging Markets." Journal of Risk and Financial Management 17, no. 4 (2024): 155. http://dx.doi.org/10.3390/jrfm17040155.

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The increase in global economic policy uncertainty (EPU), volatility or stock market uncertainty (VIX), and geopolitical risk (GPR) has affected gold prices (GD), crude oil prices (WTI), and stock markets, which present challenges for investors. Sustainable stock investments in emerging markets may minimize and diversify investor risk. We applied the non-linear autoregressive distributed lag (NARDL) model to examine the effects of EPU, VIX, GPR, GD, and WTI on sustainable stocks in seven emerging markets (Thailand, Malaysia, Indonesia, Brazil, South Africa, Taiwan, and South Korea) from Januar

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Bodlos, Rishi, Daniel Scheiber, Jürgen Spitaler, and Lorenz Romaner. "Modification of the Cu/W Interface Cohesion by Segregation." Metals 13, no. 2 (2023): 346. http://dx.doi.org/10.3390/met13020346.

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Cu/W composites are widely used in various industrial fields as they show thermomechanical properties suitable for a wide range of applications. Additionally, in semiconductor products, WTi in contact with Cu acts as a barrier material between Cu and Si/SiO2. Therefore, the bonding behavior of both Cu/W and Cu/WTi is of great economical interest, also with respect to the effects that impurities could have on the behaviour of the Cu/W(Ti) interface. The segregation behavior of relevant impurities has not been studied in detail before. In this work, we create atomistic models of the Cu/W and Cu/

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Jenal, Jason. "Pengaruh Faktor Fundamental, Kurs, dan Harga Minyak Dunia terhadap Harga Saham." Jurnal Manajemen Bisnis dan Kewirausahaan 6, no. 2 (2022): 125. http://dx.doi.org/10.24912/jmbk.v6i2.17807.

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Property conditions in Indonesia are predicted to continue developing. Through the 2015-2019 National Medium-Term Program, the government has given the green light to accelerate infrastructure development through a housing program that makes Indonesia a favorite place to invest in property stocks. IHSG price fluctuations on the stock exchange were caused by internal and external factors. The sample of this study consists of 55 building real estate and property companies. The sample in this research was determined by the purposive sampling method. The data analysis technique is the multiple lin

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Gaković, B., S. Petrović, A. Krmpot, et al. "Low and high repetition frequency femtosecond lasers processing of tungsten-based thin film." Laser and Particle Beams 32, no. 4 (2014): 613–19. http://dx.doi.org/10.1017/s0263034614000627.

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AbstractIn this work we reported low and high repetition frequency femtosecond laser-induced modifications of tungsten-based thin film. The tungsten-titanium (WTi) thin film, thickness of 190 nm, was deposited by sputtering on single crystal Si (100) wafer. Irradiations were performed in air by linearly polarized and focused femtosecond laser beams with following parameters: (1) pulse duration 160 fs, wavelength 800 nm, laser repetition frequency (LRF) 75 MHz — high LRF, and (2) duration 40 fs, wavelength 800 nm, LRF of 1 kHz — low LRF. The results of femtosecond lasers processing of the WTi t

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Qin, Peng, and Manying Bai. "WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market." PLOS ONE 19, no. 4 (2024): e0302131. http://dx.doi.org/10.1371/journal.pone.0302131.

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This study investigates the impact of oil market uncertainty on the volatility of Chinese sector indexes. We utilize commonly used realized volatility of WTI and Brent oil price along with the CBOE crude oil volatility index (OVX) to embody the oil market uncertainty. Based on the sample span from Mar 16, 2011 to Dec 31, 2019, this study utilizes vector autoregression (VAR) model to derive the impacts of the three different uncertainty indicators on Chinese stock volatilities. The empirical results show, for all sectors, the impact of OVX on sectors volatilities are more economically and stati

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Ogbimi, E. R., and B. Omisope. "Effect of seed weight and light on <i>in vitro</i> germination of <i>Afzelia africana</i> Sm. ex pers." Ife Journal of Science 27, no. 1 (2025): 215–27. https://doi.org/10.4314/ijs.v27i1.17.

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The micropropagation potential of Afzelia africana; a threatened multipurpose tree plant was investigated in this study with the aim to determine the effect of seed weight on its in vitro germination as well as the impact of light and dark photoperiod on the seed germination. Murashige and Skoog (MS) 1962 media was used for this study. Five categories of seed weight were used 3.3 – 3.7 g (Wt1), 2.8 – 3.2 g (Wt2), 2.3 – 2.7 g (Wt3), 1.8 – 2.2g (Wt4) and 1.3 – 1.7g (Wt5). The seeds were cultured on MS media after disinfection with H2SO4 for 30 minutes followed by soaking in distilled water for 1

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Syoufian, Akhmad, and Rian Kurniawan. "Codoping of Nickel and Nitrogen in ZrO<sub>2</sub>-TiO<sub>2</sub> Composite as Photocatalyst for Methylene Blue Degradation under Visible Light Irradiation." Indonesian Journal of Chemistry 24, no. 4 (2024): 1218. http://dx.doi.org/10.22146/ijc.90151.

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Nickel (Ni) and nitrogen (N) as codopants had been introduced into ZrO2-TiO2 composite photocatalyst. The objectives of this study are to investigate the codoping effect of Ni and N, as well as the calcination temperature towards the ability to photodegrade methylene blue (MB) under the irradiation of visible light. Different amounts of Ni dopant (wNi/wTi = 2–10%) along with a fixed amount of N dopant (wN/wTi = 10%) were applied to the ZrO2-TiO2 composite through the sol-gel method. Crystallization of the composite was done by calcination at 500, 700, and 900 °C. Characterization of the compos

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Nurlela, Siti, Aris Fanani, and Hani Khaulasari. "Harga Minyak Mentah WTI Menggunakan Metode Fuzzy Time Series Markov Chain." Jurnal Fourier 12, no. 1 (2023): 10–19. http://dx.doi.org/10.14421/fourier.2023.121.10-19.

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Harga minyak mentah merupakan salah satu patokan untuk perekonomian dunia. Harga minyak mentah sering mengalami naik turun yang disebabkan oleh pendapatan dan permintaan. Kaadaan yang terjadi ini dapat diatasi dengan prediksi menggunakan metode fuzzy time series markov chain. Data harga minyak mentah WTI merupakan bentuk data time series yang diakses dari webside Id.investing. Pada penelitian ini bertujuan untuk pengambilan keputusan para investor. Metode fuzzy time series markov chain pada harga minyak mentah jenis WTI mendapatkan nilai akurasi prediksi lebih dari 98%, sedangkan nilai dari MA

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Li, Chenxu, Meiqing Shen, Tie Yu, Jianqiang Wang, Jun Wang, and Yanping Zhai. "The mechanism of ammonium bisulfate formation and decomposition over V/WTi catalysts for NH3-selective catalytic reduction at various temperatures." Physical Chemistry Chemical Physics 19, no. 23 (2017): 15194–206. http://dx.doi.org/10.1039/c7cp02324c.

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Gu, Liming, Wenli Wang, Yifeng Gu, Jianping Cao, and Chang Wang. "Metabolomic Signatures Associated with Radiation-Induced Lung Injury by Correlating Lung Tissue to Plasma in a Rat Model." Metabolites 13, no. 9 (2023): 1020. http://dx.doi.org/10.3390/metabo13091020.

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The lung has raised significant concerns because of its radiosensitivity. Radiation-induced lung injury (RILI) has a serious impact on the quality of patients’ lives and limits the effect of radiotherapy on chest tumors. In clinical practice, effective drug intervention for RILI remains to be fully elucidated. Therefore, an in-depth understanding of the biological characteristics is essential to reveal the mechanisms underlying the complex biological processes and discover novel therapeutic targets in RILI. In this study, Wistar rats received 0, 10, 20 or 35 Gy whole-thorax irradiation (WTI).

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Latif, Abdul, Zulfa Zakiatul Hidayah, Nani Hartati, Widiastuti Widiastuti, and Erna Apriani. "Macroeconomic Determinants Of Gross Domestic Product In Asean: The Role Of WTI Oil Prices And External Debt Ratio." BIMA Journal (Business, Management, & Accounting Journal) 6, no. 1 (2025): 279–90. https://doi.org/10.37638/bima.6.1.279-290.

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Purpose: This study is to analyze the direct effect of the world oil price variable on the GDP variable, as well as the direct effect of world oil prices on the debt ratio, then the indirect relationship of world oil prices to GDP through the debt ratio. Methodology: The data analysis method used in the research is path analysis on the variables of world oil prices, GDP of ASEAN countries, and the ratio of foreign debt as an intervening variable. Results: The results found that the direct effect of the debt ratio on world oil prices had no effect, then the direct effect of the debt ratio on GD

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Santos, João Lucas Ferreira dos, Allefe Jardel Chagas Vaz, Yslene Rocha Kachba, Sergio Luiz Stevan, Thiago Antonini Alves, and Hugo Valadares Siqueira. "Linear Ensembles for WTI Oil Price Forecasting." Energies 17, no. 16 (2024): 4058. http://dx.doi.org/10.3390/en17164058.

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This paper investigated the use of linear models to forecast crude oil futures prices (WTI) on a monthly basis, emphasizing their importance for financial markets and the global economy. The main objective was to develop predictive models using time series analysis techniques, such as autoregressive (AR), autoregressive moving average (ARMA), autoregressive integrated moving average (ARIMA), as well as ARMA variants adjusted by genetic algorithms (ARMA-GA) and particle swarm optimization (ARMA-PSO). Exponential smoothing techniques, including SES, Holt, and Holt-Winters, in additive and multip

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Sifat, Imtiaz, Alireza Zarei, and Abdollah Ah Mand. "Revisiting WTI–Brent spread and its drivers." Energy Strategy Reviews 50 (November 2023): 101206. http://dx.doi.org/10.1016/j.esr.2023.101206.

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Jeong, M., S. Kim, and E. Yi. "Information Flow Between Crude Palm Oil and Crude Oil Futures." Journal of Physics: Conference Series 2287, no. 1 (2022): 012020. http://dx.doi.org/10.1088/1742-6596/2287/1/012020.

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Abstract This study finds asymmetric information flow from the crude palm oil (CPO) futures to the West Texas Intermediate (WTI) crude oil futures market despite the CPO futures market’s low liquidity and small market capitalization. Our finding is robust regardless of the 2019 Coronavirus outbreak and the asymmetric information flow becomes even unilateral considering the exchange rate risk on the Malaysian Ringgit. Finally, we explain the asymmetric information flow from the CPO futures to WTI futures market given that the impact of speculation on market efficiency crowds out that of liquidi

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Floros, Christos, and Georgios Galyfianakis. "Bubbles in Crude Oil and Commodity Energy Index: New Evidence." Energies 13, no. 24 (2020): 6648. http://dx.doi.org/10.3390/en13246648.

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This paper considers a long dataset of both Brent and West Texas Intermediate (WTI) crude oil prices and the Commodity (fuel) energy index (CEI) to identify possible bubbles. Using the Supremum Augmented Dickey–Fuller (SADF) test, we compare results from WTI and Brent with CEI. We prove that the CEI follows Brent crude oil (they provide similar bubble periods) and that Brent is recognized as a crude oil benchmark. Financial managers should incorporate it into their analysis and forecasts. The findings are strongly recommended to energy policymakers and investors.

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Xiao, Xiaoyong, and Jing Huang. "Dynamic Connectedness of International Crude Oil Prices: The Diebold–Yilmaz Approach." Sustainability 10, no. 9 (2018): 3298. http://dx.doi.org/10.3390/su10093298.

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Connectedness is the key to modern risk measurement and management. This study investigates the international connectedness of crude oil prices and explores its time-varying characteristics based on a connectedness measurement framework using daily international crude oil prices. The international connectedness of crude oil prices is investigated from three perspectives: total connectedness, total directional connectedness, and pairwise directional connectedness. We find that the total connectedness of crude oil prices is 67.3%. We also find that the crude oil prices of Tapes, Daqing, Dubai an

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