Search results for: normalized difference vegetation index

Authors: Kun Tao Zhao, Na Wang, Jian Ping Yuan

Abstract:

This paper reports our analysis of 163 ks observations of PSR J0538+2817 with the Rossi X-Ray Timing Explorer (RXTE).The pulse profiles, detected up to 60 keV, show a single peak asin the case for radio frequency. The profile is well described by one Gaussians function with full width at half maximum (FWHM) 0.04794. We compared the difference of arrival time between radio and X-ray pulse profiles for the first time. It turns out that the phase of radio emits precede the X-ray by 8.7 ± 4.5 ms. Furthermore we obtained the pulse profiles in the energy ranges of 2.29-6.18 keV, 6.18-12.63 keV and 12.63-17.36 keV. The intensity of pulses decreases with the increasing energy range. We discuss the emission geometry in our work.

Keywords: RXTE, X-ray pulsars, PSR J0538+2817.

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Authors: Joan Goh, Ahmad Abd. Majid, Ahmad Izani Md. Ismail

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In this paper, collocation based cubic B-spline and extended cubic uniform B-spline method are considered for solving one-dimensional heat equation with a nonlocal initial condition. Finite difference and θ-weighted scheme is used for time and space discretization respectively. The stability of the method is analyzed by the Von Neumann method. Accuracy of the methods is illustrated with an example. The numerical results are obtained and compared with the analytical solutions.

Keywords: Heat equation, Collocation based, Cubic Bspline, Extended cubic uniform B-spline.

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Authors: Caixia Gao, Chuanrong Li, Lingli Tang, Lingling Ma, Yaokai Liu, Xinhong Wang, Yongsheng Zhou

Abstract:

Performances analysis of remote sensing sensor is required to pursue a range of scientific research and application objectives. Laboratory analysis of any remote sensing instrument is essential, but not sufficient to establish a valid inflight one. In this study, with the aid of the in situ measurements and corresponding image of three-gray scale permanent artificial target, the in-flight radiometric performances analyses (in-flight radiometric calibration, dynamic range and response linearity, signal-noise-ratio (SNR), radiometric resolution) of self-developed short-wave infrared (SWIR) camera are performed. To acquire the inflight calibration coefficients of the SWIR camera, the at-sensor radiances (L_i) for the artificial targets are firstly simulated with in situ measurements (atmosphere parameter and spectral reflectance of the target) and viewing geometries using MODTRAN model. With these radiances and the corresponding digital numbers (DN) in the image, a straight line with a formulation of L = G × DN + B is fitted by a minimization regression method, and the fitted coefficients, G and B, are inflight calibration coefficients. And then the high point (L_H) and the low point (L_L) of dynamic range can be described as L_H= (G × DN_H + B) and L_L= B, respectively, where DN_H is equal to 2ⁿ − 1 (n is the quantization number of the payload). Meanwhile, the sensor’s response linearity (δ) is described as the correlation coefficient of the regressed line. The results show that the calibration coefficients (G and B) are 0.0083 W·sr⁻¹m⁻²µm⁻¹ and −3.5 W·sr⁻¹m⁻²µm⁻¹; the low point of dynamic range is −3.5 W·sr⁻¹m⁻²µm⁻¹ and the high point is 30.5 W·sr⁻¹m⁻²µm⁻¹; the response linearity is approximately 99%. Furthermore, a SNR normalization method is used to assess the sensor’s SNR, and the normalized SNR is about 59.6 when the mean value of radiance is equal to 11.0 W·sr⁻¹m⁻²µm⁻¹; subsequently, the radiometric resolution is calculated about 0.1845 W•sr^-1m^-2μm^-1. Moreover, in order to validate the result, a comparison of the measured radiance with a radiative-transfer-code-predicted over four portable artificial targets with reflectance of 20%, 30%, 40%, 50% respectively, is performed. It is noted that relative error for the calibration is within 6.6%.

Keywords: Calibration, dynamic range, radiometric resolution, SNR.

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Authors: Yilun Shang

Abstract:

We study a long-range percolation model in the hierarchical lattice ΩN of order N where probability of connection between two nodes separated by distance k is of the form min{αβ−k, 1}, α ≥ 0 and β > 0. The parameter α is the percolation parameter, while β describes the long-range nature of the model. The ΩN is an example of so called ultrametric space, which has remarkable qualitative difference between Euclidean-type lattices. In this paper, we characterize the sizes of large clusters for this model along the line of some prior work. The proof involves a stationary embedding of ΩN into Z. The phase diagram of this long-range percolation is well understood.

Keywords: percolation, component, hierarchical lattice, phase transition.

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Authors: Wah Wah Aung, Cho Cho San

Abstract:

The paper deals with a mathematical model for fluid dynamic flows on road networks which is based on conservation laws. This nonlinear framework is based on the conservation of cars. We focus on traffic circle, which is a finite number of roads that meet at some junctions. The traffic circle with junctions having either one incoming and two outgoing or two incoming and one outgoing roads. We describe the numerical schemes with the particular boundary conditions used to produce approximated solutions of the problem.

Keywords: boundary conditions, conservation laws, finite difference Schemes, traffic flow.

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Authors: Changjin Xu, Qianhong Zhang

Abstract:

In this paper, a delayed competitive system with the effect of toxic substances is investigated. With the aid of differential equations with piecewise constant arguments, a discrete analogue of continuous non-autonomous delayed competitive system with the effect of toxic substances is proposed. By using Gaines and Mawhin,s continuation theorem of coincidence degree theory, a easily verifiable sufficient condition for the existence of positive solutions of difference equations is obtained.

Keywords: Competitive system, periodic solution, discrete time delay, topological degree.

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Authors: R. Kongnuy, P. Pongsumpun

Abstract:

Dengue, a disease found in most tropical and subtropical areas of the world. It has become the most common arboviral disease of humans. This disease is caused by any of four serotypes of dengue virus (DEN1-DEN4). In many endemic countries, the average age of getting dengue infection is shifting upwards, dengue in pregnancy and infancy are likely to be encountered more frequently. The dynamics of the disease is studied by a compartmental model involving ordinary differential equations for the pregnant, infant human and the vector populations. The stability of each equilibrium point is given. The epidemic dynamic is discussed. Moreover, the numerical results are shown for difference values of dengue antibody.

Keywords: Dengue antibody, infant, pregnant human, mathematical model.

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Authors: Md. Ashraful Islam, Rahat Sharif

Abstract:

Chittagong is the Commercial Capital of Bangladesh. The study area at GEC in Chittagong is one of the most commercial activity centers of Chittagong. This paper first analyzes the parking demand of the commercial centers, based on the parking survey. Further, it analyzes the relationship between the parking demand of the commercial buildings and the public transport accessibility. The conclusion is that the parking demand rate of the shopping centre and supermarkets decreases with the increasing of the public transport accessibility. This paper also provides the parking demand rate under the different levels of the public transport accessibility and the parking demand model with the accessibility. The conclusions are valuable for the researches on the parking demand and the making of the parking index for the commercial buildings.

Keywords: Parking, accumulation, inventory, demand, supply, occupancy.

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Authors: A. J. Regan, F. J. Lidgey, M. Betteridge, P. Georgiou, C. Toumazou, K. Hayatleh, J. R. Dibble

Abstract:

Our goal is development of an algorithm capable of predicting the directional trend of the Standard and Poor’s 500 index (S&P 500). Extensive research has been published attempting to predict different financial markets using historical data testing on an in-sample and trend basis, with many authors employing excessively complex mathematical techniques. In reviewing and evaluating these in-sample methodologies, it became evident that this approach was unable to achieve sufficiently reliable prediction performance for commercial exploitation. For these reasons, we moved to an out-ofsample strategy based on linear regression analysis of an extensive set of financial data correlated with historical closing prices of the S&P 500. We are pleased to report a directional trend accuracy of greater than 55% for tomorrow (t+1) in predicting the S&P 500.

Keywords: Financial algorithm, GPU, S&P 500, stock market prediction.

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Authors: Chouvalit Khancome, Veera Boonjing

Abstract:

This paper proposes a new solution to string matching problem. This solution constructs an inverted list representing a  string pattern to be searched for. It then uses a new algorithm to process an input string in a single pass. The preprocessing phase  takes 1) time complexity O(m) 2) space complexity O(1) where m is  the length of pattern. The searching phase time complexity takes 1)  O(m+α ) in average case 2) O(n/m) in the best case and 3) O(n) in  the worst case, where α is the number of comparing leading to  mismatch and n is the length of input text.

Keywords: String matching, inverted list, inverted index, pattern, algorithm.

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Authors: Sharjeel Aslam, Vassil Vassilev, Karim Ouazzane

Abstract:

Ontologies and various semantic repositories became a convenient approach for implementing model-driven architectures of distributed systems on the Web. SPARQL is the standard query language for querying such. However, although SPARQL is well-established standard for querying semantic repositories in RDF and OWL format and there are commonly used APIs which supports it, like Jena for Java, its parallel option is not incorporated in them. This article presents a complete framework consisting of an object algebra for parallel RDF and an index-based implementation of the parallel query engine capable of dealing with the distributed RDF ontologies which share common vocabulary. It has been implemented in Java, and for validation of the algorithms has been applied to the problem of organizing virtual exhibitions on the Web.

Keywords: Distributed ontologies, parallel querying, semantic indexing, shared vocabulary, SPARQL.

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Authors: Mahmoud R. Shaghaghian

Abstract:

Genetic Algorithms (GAs) are direct searching methods which require little information from design space. This characteristic beside robustness of these algorithms makes them to be very popular in recent decades. On the other hand, while this method is employed, there is no guarantee to achieve optimum results. This obliged designer to run such algorithms more than one time to achieve more reliable results. There are many attempts to modify the algorithms to make them more efficient. In this paper, by application of fractal dimension (particularly, Box Counting Method), the complexity of design space are established for determination of mutation and crossover probabilities (Pm and Pc). This methodology is followed by a numerical example for more clarification. It is concluded that this modification will improve efficiency of GAs and make them to bring about more reliable results especially for design space with higher fractal dimensions.

Keywords: Genetic Algorithm, Fractal Dimension, BoxCounting Method, Weierstrass-Mandelbrot function.

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Authors: M. Karami Khorramabadi, A. R. Nezamabadi

Abstract:

Stability of functionally graded beams with piezoelectric layers subjected to axial compressive load that is simply supported at both ends is studied in this paper. The displacement field of beam is assumed based on first order shear deformation beam theory. Applying the Hamilton's principle, the governing equation is established. The influences of applied voltage, dimensionless geometrical parameter, functionally graded index and piezoelectric thickness on the critical buckling load of beam are presented. To investigate the accuracy of the present analysis, a compression study is carried out with a known data.

Keywords: Stability, Functionally graded beam, First order shear deformation theory, Piezoelectric layer.

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Authors: Defu Zhang, Qingshan Jiang, Xin Li

Abstract:

This paper deals with the application of a well-known neural network technique, multilayer back-propagation (BP) neural network, in financial data mining. A modified neural network forecasting model is presented, and an intelligent mining system is developed. The system can forecast the buying and selling signs according to the prediction of future trends to stock market, and provide decision-making for stock investors. The simulation result of seven years to Shanghai Composite Index shows that the return achieved by this mining system is about three times as large as that achieved by the buy and hold strategy, so it is advantageous to apply neural networks to forecast financial time series, the different investors could benefit from it.

Keywords: Data mining, neural network, stock forecasting.

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Authors: Ilze Beitane, Inga Ciprovica

Abstract:

The influence of lactulose and inulin on rheological properties of fermented milk during storage was studied.Pasteurized milk, freeze-dried starter culture Bb-12 (Bifidobacterium lactis, Chr. Hansen, Denmark), inulin – RAFTILINE®HP (ORAFI, Belgium) and syrup of lactulose (Duphalac®, the Netherlands) were used for experiments. The fermentation process was realized at 37 oC for 16 hours and the storage of products was provided at 4 oC for 7 days. Measurements were carried out by BROOKFIELD standard methods and the flow curves were described by Herschel-Bulkley model. The results of dispersion analysis have shown that both the concentration of prebiotics (p=0.04<0.05) and shelf life (p=0.003<0.05) have a significant influence on the apparent viscosity of the product.

Keywords: Apparent viscosity, B.lactis, consistency coefficient, flow behavior index, prebiotics.

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Authors: Tawiwat V., Narongkorn D., Auttapoom L.

Abstract:

This research proposes the change of damping coefficient regarding minimum displacement. From the mass with external forced and damper problem, when is the constant external forced transmitted to the understructure in the difference angle between 30 and 60 degrees. This force generates the vibration as general known; however, the objective of this problem is to have minimum displacement. As the angle is changed and the goal is the same; therefore, the damper of the system must be varied while keeping constant spring stiffness. The problem is solved by using nonlinear programming and the suitable changing of the damping coefficient is provided.

Keywords: Damping coefficient, Optimal control, Minimum Displacement and Vibration

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Authors: Gu Wei, Gao Wei

Abstract:

In this report, an OTA which is used in fully differential pipelined ADC was described. Using gain-boost architecture with difference-ended amplifier, this OTA achieve high-gain and high-speed. Besides, the CMFB circuit is also used, and some methods are concerned to improve the performance. Then, by optimization the layout design, OTA-s mismatch was reduced. This design was using TSMC 0.18um CMOS process and simulation both schematic and layout in Cadence. The result of the simulation shows that the OTA has a gain up to 80dB,a unity gain bandwidth of about 1.437GHz for a 2pF load, a slew rate is about 428V/μs, a output swing is 0.2V~1.35V, with the power supply of 1.8V, the power consumption is 88mW. This amplifier was used in a 10bit 150MHz pipelined ADC.

Keywords: OTA, common drain, CMFB, pipelined ADC

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Authors: Vincent F. Yu, Ha Thi Xuan Chi

Abstract:

Nejad and Mashinchi (2011) proposed a revision for ranking fuzzy numbers based on the areas of the left and the right sides of a fuzzy number. However, this method still has some shortcomings such as lack of discriminative power to rank similar fuzzy numbers and no guarantee the consistency between the ranking of fuzzy numbers and the ranking of their images. To overcome these drawbacks, we propose an epsilon-deviation degree method based on the left area and the right area of a fuzzy number, and the concept of the centroid point. The main advantage of the new approach is the development of an innovative index value which can be used to consistently evaluate and rank fuzzy numbers. Numerical examples are presented to illustrate the efficiency and superiority of the proposed method.

Keywords: Ranking fuzzy numbers, Centroid, Deviation degree.

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Authors: P. Bergl

Abstract:

Numerous divergence measures (spectral distance, cepstral distance, difference of the cepstral coefficients, Kullback-Leibler divergence, distance given by the General Likelihood Ratio, distance defined by the Recursive Bayesian Changepoint Detector and the Mahalanobis measure) are compared in this study. The measures are used for detection of abrupt spectral changes in synthetic AR signals via the sliding window algorithm. Two experiments are performed; the first is focused on detection of single boundary while the second concentrates on detection of a couple of boundaries. Accuracy of detection is judged for each method; the measures are compared according to results of both experiments.

Keywords: Abrupt changes detection, autoregressive model, divergence measure.

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Authors: Nedeljko Cvejic, Artur Łoza, David Bull, Nishan Canagarajah

Abstract:

In this paper, we present a novel objective nonreference performance assessment algorithm for image fusion. It takes into account local measurements to estimate how well the important information in the source images is represented by the fused image. The metric is based on the Universal Image Quality Index and uses the similarity between blocks of pixels in the input images and the fused image as the weighting factors for the metrics. Experimental results confirm that the values of the proposed metrics correlate well with the subjective quality of the fused images, giving a significant improvement over standard measures based on mean squared error and mutual information.

Keywords: Fusion performance measures, image fusion, non-reference quality measures, objective quality measures.

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Authors: Weng Ming Chu

Abstract:

When faced with stochastic networks with an uncertain duration for their activities, the securing of network completion time becomes problematical, not only because of the non-identical pdf of duration for each node, but also because of the interdependence of network paths. As evidenced by Adlakha & Kulkarni [1], many methods and algorithms have been put forward in attempt to resolve this issue, but most have encountered this same large-size network problem. Therefore, in this research, we focus on network reduction through a Series/Parallel combined mechanism. Our suggested algorithm, named the Activity Network Reduction Algorithm (ANRA), can efficiently transfer a large-size network into an S/P Irreducible Network (SPIN). SPIN can enhance stochastic network analysis, as well as serve as the judgment of symmetry for the Graph Theory.

Keywords: Series/Parallel network, Stochastic network, Network reduction, Interdictive Graph, Complexity Index.

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Authors: Afonso, S. C., Fernandes, P. O., Monte, A. P.

Abstract:

Modern times call organizations to have an active role in the social arena, through Corporate Social Responsibility (CSR). The objective of this research was to test the hypothesis that there is a positive relation between social performance and economic performance, and if there is a positive correlation between social performance and financial-economic performance. To test these theories a measure of social performance, based on the Green Book of Commission of the European Community, was used in a group of nineteen Portuguese top companies, listed on the PSI 20 index, through a period of five years, since 2005 to 2009. A clusters analysis was applied to group companies by their social performance and to compare and correlate their economic performance. Results indicate that companies that had a better social performance are not the ones who had a better economic performance, and suggest that the middle path might provide a good relation CSR-Economic performance, as a basis to a sustainable development.

Keywords: Corporate Social Responsibility, Economic Performance, Win-Win relationship

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Authors: Ahmet C. Kutlu, Seçkin Polat

Abstract:

Organizational structure of the Turkish state universities is a form of bureaucracy, a high efficient system in rational and formal control. According to the dimensional approach bureaucracy can occur in an organization in a degree, as some bureaucracy characteristics can be stronger than others. In addition, the units of an organization due to their different specific characteristic properties can perceive the bureaucracy differently. In the study, Hall-s Organizational Inventory, which was developed for evaluating the degree of bureaucratization from the dimensional perspective, is used to find out if there is a difference in the perception of the bureaucracy between the academicians working in three different departments and two faculties in the same university.

Keywords: Degree of bureaucratization, Hall's Organizational Inventory, perceived bureaucracy.

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Authors: Chiu-Wen Chen, Chih-Feng Chen, Cheng-Di Dong

Abstract:

This study was conducted using the data collected at the mouth of Jen-Gen River to investigate and analyze chromium (Cr) contained in the sediments, and to evaluate the accumulation of Cr and the degree of its potential risk. The results show that samples collected at all monitoring stations near the mouth of Jen-Gen River contain 92–567 mg/kg of Cr with average of 366±166 mg/kg. The spatial distribution of Cr reveals that the Cr concentration is relatively high in the river mouth region, and gradually diminishes toward the harbor region. This indicates that upstream industrial and municipal wastewater discharges along the river bank are major sources of pollution. The accumulation factor and potential ecological risk index indicate that the sedimentation at Jen-Gen River mouth has the most serious degree of Cr accumulation and the highest ecological potential risk.

Keywords: chromium, sediment, river mouth, enrichment factor

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Authors: P. I. Moraru, T. Rusu

Abstract:

Soil tillage systems can be able to influence soil compaction, water dynamics, soil temperature and crop yield. These processes can be expressed as changes of soil microbiological activity, soil respiration and sustainability of agriculture. Objectives of this study were: 1 - to assess the effects of tillage systems (Conventional System (CS), Minimum Tillage (MT), No-Tillage (NT)) on soil compaction, soil temperature, soil moisture and soil respiration and 2- to establish the effect of the changes on the production of wheat, maize and soybean. Five treatments were installed: CS-plough; MT-paraplow, chisel, rotary grape; NT-direct sowing. The study was conducted on an Argic-Stagnic Faeoziom. The MT and NT applications reduce or completely eliminate the soil mobilization, due to this; soil is compacted in the first year of application. The degree of compaction is directly related to soil type and its state of degradation. The state of soil compaction diminished over time, tending toward a specific type of soil density. Soil moisture was higher in NT and MT at the time of sowing and in the early stages of vegetation and differences diminished over time. Moisture determinations showed statistically significant differences. The MT and NT applications reduced the thermal amplitude in the first 15cm of soil depth and increased the soil temperature by 0.5-2.2⁰C. Water dynamics and soil temperature showed no differences on the effect of crop yields. The determinations confirm the effect of soil tillage system on soil respiration; the daily average was lower at NT (315-1914 mmoli m^-2s^-1) and followed by MT (318-2395 mmoli m^-2s^-1) and is higher in the CS (321-2480 mmol m^-2s^-1). Comparing with CS, all the four conservation tillage measures decreased soil respiration, with the best effects of no-tillage. Although wheat production at MT and NT applications, had no significant differences soybean production was significantly affected from MT and NT applications. The differences in crop yields are recorded at maize and can be a direct consequence of loosening, mineralization and intensive mobilization of soil fertility.

Keywords: Soil tillage, soil properties, yield.

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Authors: Wei Bai, Ling-Wei Kong, Ai-Guo Guo

Abstract:

Base on extenics theory, the statistical physical and mechanical properties from laboratory experiments are used to evaluate the bearing capacity of lateritic soil foundation. The properties include water content, bulk density, liquid limit, cohesion, and so on. The matter-element and the dependent function are defined. Then the synthesis dependent degree and the final grade index are calculated. The results show that predicted outcomes can be matched with the in-situ test data, and a evaluate grade associate with bearing capacity can be deduced. The results provide guidance to assess and determine the bearing capacity grade of lateritic soil foundation.

Keywords: Lateritic soil, bearing capacity, extenics theory, plate loading test.

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Authors: Matěj Kuc

Abstract:

This paper compares different types of profitability measures of cooperative banks from two developed regions: the European Union and the United States of America together with Canada. We created balanced dataset of more than 200 cooperative banks covering 2011-2016 period. We made series of tests and run Random Effects estimation on panel data. We found that American and Canadian cooperatives are more profitable in terms of return on assets (ROA) and return on equity (ROE). There is no significant difference in net interest margin (NIM). Our results show that the North American cooperative banks accommodated better to the current market environment.

Keywords: Cooperative banking, panel data, profitability measures, random effects.

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Authors: L. Nekoozad, M. Salehi Barough, B. Salmasian

Abstract:

Introduction: Some parameters should be considered to investigate the chronic effects of radiation absorption in radiation workers. Trace elements are parameters which small changes in them can cause significant effects on live systems. The role of trace element concentration in human health is significant. These elements play an important role in the developing and functioning of the immune system, cellular respiration, and oxidation processes. Considering the importance and necessity of this issue and few studies, measurements of concentration changes of these elements due to the absorbed dose are important. Purpose: This study aimed to determine the biological effects of occupational dose absorption on plasma and erythrocyte concentration of Zn and Cu in the radiology staff of Tehran Oil Hospital. Material and methods: In this analytical-comparative study, 72 people have entered. 36 people (18 males and 18 females) were selected as radiology staff in the diagnostic and therapeutic departments of Tehran Oil Hospital. And 36 people (18 males and 18 females) were selected as general section staff in the same hospital as a control group. Radiology and control groups’ age and sex were matched. 10 ml of venous blood was taken from all people.  An atomic absorption spectrometer was used to obtain zinc and copper plasma concentrations. Levine test was used to compare these results validity. Results: The mean concentrations of copper and zinc were measured as 0.951 and 0.754 mg/L in the plasma phase and 3.2  and 0.401 mg/L in the RBC phase for the radiology group.  Copper and zinc average concentrations, respectively 0.976 and 0.813 mg/L in the plasma phase and 2.906 and 0.476 mg/L in the RBC phase, were measured for the control group. These elements Concentrations in the plasma phase were significantly different from that of the control group, but the concentrations in the red blood cell phase did not show a significant difference compared to the control group. In comparison, a separate comparison between men and women in the experimental and control groups showed a significant difference in the values of the elements mentioned. With a significant increase in samples, a better justification than the available statistical results can be extracted. Conclusions: Within this study results, chronic occupational probabilistic absorption destructive effects (even within the permitted range) on blood trace element concentration have been confirmed.

Keywords: Chronic absorption, atomic absorption spectrometry, radiology staff, trace element concentration.

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Authors: Nedeljko Cvejic, Artur Łoza, David Bull, Nishan Canagarajah

Abstract:

In this paper, we present a novel objective nonreference performance assessment algorithm for image fusion. It takes into account local measurements to estimate how well the important information in the source images is represented by the fused image. The metric is based on the Universal Image Quality Index and uses the similarity between blocks of pixels in the input images and the fused image as the weighting factors for the metrics. Experimental results confirm that the values of the proposed metrics correlate well with the subjective quality of the fused images, giving a significant improvement over standard measures based on mean squared error and mutual information.

Keywords: Fusion performance measures, image fusion, nonreferencequality measures, objective quality measures.

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Authors: Goodness C. Aye

Abstract:

This paper examines the effect of the volatility of oil prices on food price in South Africa using monthly data covering the period 2002:01 to 2014:09. Food price is measured by the South African consumer price index for food while oil price is proxied by the Brent crude oil. The study employs the GARCH-in-mean VAR model, which allows the investigation of the effect of a negative and positive shock in oil price volatility on food price. The model also allows the oil price uncertainty to be measured as the conditional standard deviation of a one-step-ahead forecast error of the change in oil price. The results show that oil price uncertainty has a positive and significant effect on food price in South Africa. The responses of food price to a positive and negative oil price shocks is asymmetric.

Keywords: Oil price volatility, Food price, Bivariate GARCH-in- mean VAR, Asymmetric.

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