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Sample records for chromia volatility determined

  1. A chromia forming thermal barrier coating system

    Energy Technology Data Exchange (ETDEWEB)

    Taylor, M.P.; Evans, H.E. [Metallurgy and Materials, The University of Birmingham, Birmingham, B15 2TT (United Kingdom); Gray, S.; Nicholls, J.R. [Surface Science and Engineering Centre, Cranfield University, Cranfield, MK43 0AL (United Kingdom)

    2011-07-15

    Conventional thermal barrier coating (TBC) systems consist of an insulating ceramic topcoat, a bond coat for oxidation protection and the underlying superalloy designed to combat the oxidising conditions in aero- and land-based gas turbines. Under high-temperature oxidation, the use of an alumina forming bond coat is warranted, thus all current TBC systems are optimised for the early formation of a dense, protective thermally grown oxide (TGO) of alumina. This also offers protection against Type I hot corrosion but a chromia layer gives better protection against Type II corrosion and intermediate temperatures, the conditions found in land-based gas turbines. In this paper the authors present the first known results for a chromia forming TBC system. Tests have been performed under oxidising conditions, up to 1000 h, at temperatures between 750 C and 900 C, and under Type I (900 C) and Type II (700 C) hot corrosion conditions up to 500 h. Under all these conditions no cracking, spallation or degradation was observed. Examination showed the formation of an adherent, dense chromia TGO at the bond coat / topcoat interface. These initial results are very encouraging and the TGO thicknesses agree well with comparable results reported in the literature. (Copyright copyright 2011 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  2. Controlled reactions between chromia and coating on alloy surface

    DEFF Research Database (Denmark)

    Linderoth, Søren

    1996-01-01

    An electrically conducting Sr-doped lanthanum chromite (LSC) coating has been produced by reacting a coating of fine particles of La oxide and Sr oxide with chromia formed as an external scale on a metallic alloy. In addition to the formation of LSC the coating also resulted in much reduced...... buckling of the underlying chromia layer compared with a non-coated alloy....

  3. Residual stress determination in oxide layers at different length scales combining Raman spectroscopy and X-ray diffraction: Application to chromia-forming metallic alloys

    Science.gov (United States)

    Guerain, Mathieu; Grosseau-Poussard, Jean-Luc; Geandier, Guillaume; Panicaud, Benoit; Tamura, Nobumichi; Kunz, Martin; Dejoie, Catherine; Micha, Jean-Sebastien; Thiaudière, Dominique; Goudeau, Philippe

    2017-11-01

    In oxidizing environments, the protection of metals and alloys against further oxidation at high temperature is provided by the oxide film itself. This protection is efficient only if the formed film adheres well to the metal (substrate), i.e., without microcracks and spalls induced by thermomechanical stresses. In this study, the residual stresses at both macroscopic and microscopic scales in the oxide film adhering to the substrate and over the damaged areas have been rigorously determined on the same samples for both techniques. Ni-30Cr and Fe-47Cr alloys have been oxidized together at 900 and 1000 °C, respectively, to create films with a thickness of a few microns. A multi-scale approach was adopted: macroscopic stress was determined by conventional X-ray diffraction and Raman spectroscopy, while microscopic residual stress mappings were performed over different types of bucklings using Raman micro-spectroscopy and synchrotron micro-diffraction. A very good agreement is found at macro- and microscales between the residual stress values obtained with both techniques, giving confidence on the reliability of the measurements. In addition, relevant structural information at the interface between the metallic substrate and the oxide layer was collected by micro-diffraction, a non-destructive technique that allows mapping through the oxide layer, and both the grain size and the crystallographic orientation of the supporting polycrystalline metal located either under a buckling or not were measured.

  4. Volatility Determination in an Ambit Process Setting

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Graversen, Svend-Erik

    The probability limit behaviour of normalised quadratic variation is studied for a simple tempo-spatial ambit process, with particular regard to the question of volatility memorylessness.......The probability limit behaviour of normalised quadratic variation is studied for a simple tempo-spatial ambit process, with particular regard to the question of volatility memorylessness....

  5. Volatility jumps and their economic determinants

    DEFF Research Database (Denmark)

    Caporin, Massimiliano; Rossi, Eduardo; Santucci de Magistris, Paolo

    that there is a positive probability of jumps in volatility. A common factor in the volatility jumps is shown to be related to a set of financial covariates (such as variance risk premium, S&P500 volume, credit-default swap, and federal fund rates). The credit-default swap on US banks and variance risk premium have...... predictive power on expected jump moves, thus confirming the common interpretation that sudden and large increases in equity volatility can be anticipated by credit deterioration of the US bank sector as well as changes in the market expectations of future risks. Finally, the model is extended to incorporate...... the credit-default swap and the variance risk premium in the dynamics of the jump size and intensity....

  6. Hydrogen--deuterium exchange in saturated hydrocarbons on α-chromia catalyst

    International Nuclear Information System (INIS)

    Kalman, J.; Guczi, L.

    1977-01-01

    The kinetics of hydrogen--deuterium exchange in methane, ethane, and propane have been studied with unsupported α-chromia as catalyst in the temperature range of 598 to 688 0 K. The apparent activation energies for methane, ethane, and propane are 88, 130, and 84 kJ mol -1 , respectively, similar to those found on chromia gel. The order of reaction with respect to hydrocarbons and deuterium has been determined as also having the kinetic isotope effect. The main initial products are CH 3 D and CD 4 with methane, C 2 H 4 D 2 and C 2 D 6 with ethane, and C 3 H 7 D and C 3 D 8 with propane. A change in product distribution as a function of temperature, conversion, aging, and oxygen--deuterium treatment has been observed. In agreement with the kinetic data and the effect of oxygen, Cr 3+ has been assumed as the active species of the chromia catalyst, whereas Cr 2+ is an inactive site on the surface. There is no direct proof that chromium ion in a valence state higher than 3+ plays an important role in the exchange reaction. It was established that dual Cr 3+ -- Cr 3+ sites are responsible for the formation of ethane-d 2 . After a long deuterium treatment the number of dual sites is decreased, the effect being revealed in the decreased rate of exchange and the small amount of ethane-d 2 . On the contrary, the formation of methane-d 4 is interpreted by the formation of Cr = C bonds by analogy with homogeneous complexes. In the case of propane, the exchange reaction can be adequately interpreted by a π-allyl mechanism

  7. Phase Formation Control in Plasma Sprayed Alumina–Chromia Coatings

    Czech Academy of Sciences Publication Activity Database

    Dubský, Jiří; Chráska, Pavel; Kolman, Blahoslav Jan; Stahr, C.Ch.; Berger, L.-M.

    2011-01-01

    Roč. 55, č. 3 (2011), s. 294-300 ISSN 0862-5468 R&D Projects: GA ČR GA106/08/1240 Institutional research plan: CEZ:AV0Z20430508 Keywords : Alumina * Chromia * Plasma spraying * Phase stabilization Subject RIV: JH - Ceramics, Fire-Resistant Materials and Glass Impact factor: 0.382, year: 2011 http://www.ceramics-silikaty.cz/2011/2011_03_294.htm

  8. ANALYSIS OF MACROECONOMIC DETERMINANTS OF EXCHANGE RATE VOLATILITY IN INDIA

    Directory of Open Access Journals (Sweden)

    Anita Mirchandani

    2013-01-01

    Full Text Available The Foreign Exchange Market in India has undergone substantial changes over last decade. It is imperative by the excessive volatility of Indian Rupee causing its depreciation against major dominating currencies in international market. This research has been carried out in order to investigate various macroeconomic variables leading to acute variations in the exchange rate of a currency. An attempt has been made to review the probable reasons for the depreciation of the Rupee and analyse different macroeconomic determinants that have impact on the volatility of exchange rate and their extent of correlation with the same.

  9. Determination of Volatile Organic Compounds in Selected Strains of Cyanobacteria

    Directory of Open Access Journals (Sweden)

    Ivan Milovanović

    2015-01-01

    Full Text Available Microalgal biomass can be used in creating various functional food and feed products, but certain species of microalgae and cyanobacteria are known to produce various compounds causing off-flavour. In this work, we investigated selected cyanobacterial strains of Spirulina, Anabaena, and Nostoc genera originating from Serbia, with the aim of determining the chemical profile of volatile organic compounds produced by these organisms. Additionally, the influence of nitrogen level during growth on the production of volatile compounds was investigated for Nostoc and Anabaena strains. In addition, multivariate techniques, namely, principal component analysis (PCA and hierarchical cluster analysis (HCA, were used for making distinction among different microalgal strains. The results show that the main volatile compounds in these species are medium chain length alkanes, but other odorous compounds such as 2-methylisoborneol (0.51–4.48%, 2-pentylfuran (0.72–8.98%, β-cyclocitral (0.00–1.17%, and β-ionone (1.15–2.72% were also detected in the samples. Addition of nitrogen to growth medium was shown to negatively affect the production of 2-methylisoborneol, while geosmin was not detected in any of the analyzed samples, which indicates that the manipulation of growth conditions may be useful in reducing levels of some unwanted odor-causing components.

  10. The Determinants of Real Exchange Rate Volatility in Nigeria

    African Journals Online (AJOL)

    Rahel

    magnitude of exchange rate volatility while the federal government exercises control of ... objectives in the area of price stability and economic growth. Volatile real ..... Exchange rate shocks and instability is a common feature of emerging.

  11. Review of methods for determination of ammonia volatilization in farmland

    Science.gov (United States)

    Yang, J.; Jiao, Y.; Yang, W. Z.; Gu, P.; Bai, S. G.; Liu, L. J.

    2018-02-01

    Ammonia is one of the most abundant alkaline trace gases in the atmosphere, which is one of the important factors affecting atmospheric quality. Excessive application of nitrogen fertilizer is the main source of global ammonia emissions, which not only exacerbate greenhouse gas emissions, but also leads to eutrophication of water bodies. In this paper, the basic principle, the operation process, the advantages and disadvantages, and the previous research results of the method are summarized in detail, including the enclosure method, the venting method, the continuous airflow enclosure method, the wind tunnel method and the micro-meteorological method. So as to provide a theoretical basis for selecting the appropriate method for determination of ammonia volatilization.

  12. Low-Frequency Volatility in China’s Gold Futures Market and Its Macroeconomic Determinants

    Directory of Open Access Journals (Sweden)

    Song Liu

    2015-01-01

    Full Text Available We extract low- and high-frequency volatility from China’s Shanghai gold futures market using an asymmetric Spline-GARCH (ASP-GARCH model. We then regress monthly low-frequency volatility on selected monthly macroeconomic indicators to study the impact of macroeconomy on gold futures market and to test for excess volatility. Our main result is volatility in China’s Shanghai gold futures market resulting from both macroeconomic fluctuations and investor behaviour. Chinese Consumer Price Index Volatility and US dollar volatility are the two main determinants of low-frequency gold volatility. We also find significant evidence of excess volatility, which can in part be explained in terms of loss-aversive investor behaviour.

  13. Volatility

    Directory of Open Access Journals (Sweden)

    María Sánchez

    2016-11-01

    Full Text Available The action consists of moving with small kicks a tin of cola refresh -without Brand-from a point of the city up to other one. During the path I avoid bollards, the slope differences between sidewalks, pedestrians, parked motorcycles, etc. Volatility wants to say exactly that the money is getting lost. That the money is losing by gentlemen and by ladies who are neither financial sharks, nor big businessmen… or similarly, but ingenuous people, as you or as me, who walk down the street.

  14. THE DETERMINATION OF VOLATILE COMPOSITION OF SOLID FUELS BY CHROMATOGRAPHY

    OpenAIRE

    BICA Marin; SOFRONIE Sorin; CERNAIANU Corina Dana

    2014-01-01

    The volatile materials released during the heating of solid fuels ignite at relatively low temperatures releasing heat function of their quantity and quality. This heat raises the temperature of the solid residue creating the conditions for his ignition and burning. In the case of burning of the pulverized coal the phenomenon of production, ignition and burning of volatile materials are studied in different articles.

  15. The determinants of real exchange rate volatility in Nigeria | Ajao ...

    African Journals Online (AJOL)

    This study recommends that the central monetary authority should institute policies that will minimize the magnitude of exchange rate volatility while the federal government exercises control of viable macroeconomic variables which have direct influence on exchange rate fluctuation. Keywords: Exchange Rate, Volatility, ...

  16. Determination of volatiles produced during radiation processing in Laurus cinnamomum

    Energy Technology Data Exchange (ETDEWEB)

    Salum, D.C.; Araujo, M.M.; Fanaro, G.B. [Instituto de Pesquisas Energeticas e Nucleares (IPEN/CNEN-SP), Cidade Universitaria, Av. Professor Lineu Prestes 2242, Zip code: 05508-000 Butanta, Sao Paulo, SP (Brazil); Purgatto, E. [Faculdade de Ciencias Farmaceuticas, FCF/USP, Departamento de Alimentos e Nutricao Experimental. Av. Prof. Lineu Prestes, 580 Bloco 14. CEP: 05508-900 Sao Paulo, SP (Brazil)], E-mail: epurgatt@usp.br; Villavicencio, A.L.C.H. [Instituto de Pesquisas Energeticas e Nucleares (IPEN/CNEN-SP), Cidade Universitaria, Av. Professor Lineu Prestes 2242, Zip code: 05508-000 Butanta, Sao Paulo, SP (Brazil)], E-mail: villavic@ipen.br

    2009-07-15

    In order to protect food from pathogenic microorganisms as well as increase its shelf-life, while keeping sensorial properties (e.g., odor and taste), which are important properties required by spice buyers, it is necessary to analyze volatile formation from irradiation of medicinal and food herbs. Possible changes in the odor of these herbs are evaluated by characterizing different radiation doses and effects on sensorial properties, in order to allow better application of the irradiation technology. The aim of the present study was to analyze volatile formation on cinnamon (Laurus cinnamomum) samples after gamma irradiation. These samples were irradiated into plastic packages using a {sup 60}Co facility. Radiation doses applied were 0, 5, 10, 15, 20 and 25 kGy. For the analysis of the samples, solid-phase microextraction (SPME) was applied, while for the analysis of volatile compounds, CG/MS. Spice irradiation showed the highest decrease in volatile compounds. For L. cinnamomum, the irradiation decreased volatile compounds by nearly 56% and 89.5%, respectively, comparing to volatile from a sample which had not been previously irradiated.

  17. Determination of volatile aroma compounds of Ganoderma lucidum ...

    African Journals Online (AJOL)

    This study was conducted at Horticulture Department of Cukurova University, Adana, Turkey during 2010-2011. Fresh sample of Ganoderma lucidum collected from Mersin province of Turkey was used as material. Volatile aroma compounds were performed by Headspace Gas Chromatography (HS-GC/MS). Alcohols ...

  18. Modifications induced by potassium addition on chromia/alumina catalysts and their influence on the catalytic activity for the oxidative dehydrogenation of propane

    International Nuclear Information System (INIS)

    Rombi, E.; Gazzoli, D.; Cutrufello, M.G.; De Rossi, S.; Ferino, I.

    2010-01-01

    The oxidative dehydrogenation of propane was investigated on K-containing chromia/alumina catalysts, with nominal Cr and K loadings of 10 and 0-2 wt%, respectively. Their chemical composition, structure, texture, nature of surface species, redox features and surface acidity were determined. Catalytic behaviour was investigated in a continuous-flow micro-reactor under different conditions. Besides the nature and concentration of the chromium species, potassium addition was found to affect the reducibility of the catalysts as well as their acid surface features. Such modifications were found to condition the catalytic behaviour, which appeared somewhat peculiar in comparison with that of the catalytic systems reported in literature.

  19. Influence of rare earth additions on the oxidation resistance of chromia forming alloys

    International Nuclear Information System (INIS)

    Pillis, Marina Fuser

    1995-01-01

    The addition of rare earths to alloys, either in elemental form or as surface coatings reduces the oxidation rate of chromia forming alloys. The rare earths either act as nucleation sites for surface oxides or get incorporates into the surface oxide and diffuse to oxide grain boundaries. If the latter occurs, a change in the defect structure close to the grain boundaries, probably takes place. In this manner, the rare earths inhibits the movement of chromium ions to the oxide/gas interface. The influence of rare earth additions to AISI 316, AISI 316L and Ni-20 Cr on their oxidation behavior has been studied., AISI 316+Ce, AISI 316+Y, Ni-20 Cr and Ni-20 Cr-2 Al-1 Ce were prepared by melting and AISI 316L, AISI 316L+Ce O 2 and AISI 316L+Y 2 O 3 by powder compaction. The effect of superficial deposits of rare earth oxides was also studied. The alloys were coated with rare earth oxides by high temperature conversion of the respective rare earth nitrates. Isothermal oxidation tests were carried out at 900-1100 deg C and the cyclic oxidation tests consisted of 6 cycles of 2 hours each at 900 deg C, followed by cooling to room temperature. All the tests were carried out in air. Oxidation behavior was evaluated gravimetrically. Scanning electron microscopy was used to study surface morphology. Energy dispersive analysis and X-ray diffraction techniques were used to identify oxide constituents. Overall, it has been observed that with the addition of rare earths, oxidation resistance increases by decreasing oxidation rates and increasing oxide adhesion. Addition of rare earths to AISI 316 prepared by melting resulted in rapid formation of a chromium rich oxide layered near the metal/oxide interface which reduced overall oxidation rate. The addition of Ce O 2 to AISI 316L was found to improve oxidation behavior after 10 hours at 1100 deg C and also inhibit the formation of volatile Cr O 3 . The isothermal oxidation behavior of rare earth oxide covered Ni-20 Cr at 900 deg C

  20. Determination of the solubility of low volatility liquid organic compounds in water using volatile-tracer assisted headspace gas chromatography.

    Science.gov (United States)

    Zhang, Shu-Xin; Chai, Xin-Sheng; Barnes, Donald G

    2016-02-26

    This study reports a new headspace gas chromatographic method (HS-GC) for the determination of water solubility of low volatility liquid organic compounds (LVLOs). The HS-GC analysis was performed on a set of aqueous solutions containing a range of concentrations of toluene-spiked (as a tracer) LVLOs, from under-saturation to over-saturation. A plot of the toluene tracer GC signal vs. the concentration of the LVLO results in two lines of different slopes that intersect at the concentration corresponding to the compound's solubility in water. The results showed that the HS-GC method has good precision (RSD waters of environmental and biological systems. Copyright © 2016 Elsevier B.V. All rights reserved.

  1. Study of a chromia-forming alloy behavior as interconnect material for High Temperature Vapor Electrolysis

    International Nuclear Information System (INIS)

    Guillou, S.

    2011-01-01

    In High Temperature Vapor Electrolysis (HTVE) system, the materials chosen for the inter-connectors should have a good corrosion behaviour in air and in H 2 -H 2 O mixtures at 800 C, and keep a high electronic conductivity over long durations as well. In this context, the first goal of this study was to evaluate a commercial ferritic alloy (the K41X alloy) as interconnect for HTVE application. Oxidation tests in furnace and in microbalance have therefore been carried out in order to determine oxidation kinetics. Meanwhile, the Area Specific Resistance (ASR) was evaluated by Contact Resistance measurements performed at 800 C. The second objective was to improve our comprehension of chromia-forming alloys oxidation mechanism, in particular in H 2 /H 2 O mixtures. For that purpose, some specific tests have been conducted: tracer experiments, coupled with the characterization of the oxide scale by PEC (Photo-Electro-Chemistry). This approach has also been applied to the study of a LaCrO 3 perovskite oxide coating on the K41X alloy. This phase is indeed of high interest for HTVE applications due to its high conductivity properties. This latter study leads to further understanding on the role of lanthanum as reactive element, which effect is still under discussion in literature.In both media at 800 C, the scale is composed of a Cr 2 O 3 /(Mn,Cr) 3 O 4 duplex scale, covered in the case of H 2 -H 2 O mixture by a thin scale made of Mn 2 TiO 4 spinel. In air, the growth mechanism is found to be cationic, in agreement with literature. The LaCrO 3 coating does not modify the direction of scale growth but lowers the growth kinetics during the first hundreds hours. Moreover, with the coating, the scale adherence is favored and the conductivity appears to be slightly higher. In the H 2 -H 2 O mixture, the growth mechanism is found to be anionic. The LaCrO 3 coating diminishes the oxidation kinetics. Although the scale thickness is about the same in both media, the ASR parameter

  2. Determination of volatile compounds of the first rose oil and the first ...

    African Journals Online (AJOL)

    Background: Rose water and rose oil are used in the perfume, cosmetic, pharmaceutical and food industries. The determination of volatile compounds in rose oil and rose water obtained from oil-bearing rose is highly important in terms of availability in the industry and in human health. Materials and Methods: Twenty four ...

  3. Odour Detection Threshold Determination of Volatile Compounds in Topical Skin Formulations

    DEFF Research Database (Denmark)

    Thomsen, Birgitte Raagaard; Hyldig, Grethe; Taylor, Robert

    2018-01-01

    determination and also odour description by a trained sensory panel. In one case, the odour detection threshold value was 50 times higher (less detectable) in skin care products than in water, whereas for other volatile compounds the odour detection threshold value was only 1.5 times higher. The odour...

  4. Exchange Rate Volatility, Its Determinants and Effects on the Manufacturing Sector in Nigeria

    OpenAIRE

    Chimaobi V. Okolo; Onyinye S. Ugwuanyi; Kenneth A. Okpala

    2017-01-01

    This study evaluated the effect of exchange rate volatility on the manufacturing sector of Nigeria. The flow and stock market theories of exchange rate determination was adopted considering macroeconomic determinants such as balance of trade, trade openness, and net international investment. Furthermore, the influence of changes in parallel exchange rate, official exchange rate and real effective exchange rate was modeled on the manufacturing sector output. Vector autoregression techniques an...

  5. Conventional and Islamic indices in Indonesia: A Comparison on Performance, Volatility, and the Determinants

    Directory of Open Access Journals (Sweden)

    Nika Pranata

    2015-10-01

    Full Text Available The purpose of this study is to evaluate performance and volatility of Islamic andconventional stock indices along with their determinant factor variables in Indonesia. The study adopts: (1 Capital Asset Pricing Model (CAPM to compare the performance of the Jakarta Islamic Index (JII to represent Islamic indexandLQ45 to represent the conventional, (2 beta calculation to measure volatility, and (3 Autoregressive Distributed Lag (ARDL to capture the determinants and the reason behind the outperformance. The data coverage is from January 2006 to November 2015. The study finds that: (1 There is no significant differenceon performance between JII and LQ45, (2 JII is less volatile than LQ45, except in 2010, and (3JII performance is less affected by external factorsexcept for crude oil price. Moreover, the result implies challenge for the authorities to educate society, particularly whom concern to shari’ah principles, with information that Islamic index performance is not much difference from conventional index and less volatile.

  6. Precautionary measures in determining volatile matter in natural coke washability fractions

    Energy Technology Data Exchange (ETDEWEB)

    Ashok K. Singh; N.K. Shukla; S.K. Srivastava; D.D. Haldar; B.N. Roy; Mamta Sharma [Central Institute of Mining and Fuel Research, Dhanbad (India)

    2009-01-15

    Industrial utilization of heat-altered coal, especially natural coke derived from coking coal, has become a challenge. As such approximately 3,500 million tones (Mt) reserves of baked coals are available in different coalfields of India. In the present investigation, a natural coke sample (03 tone) was collected from a huge dump of seam XIV of Burragarh colliery under leasehold of Bharat Coking Coal Ltd., a subsidiary of Coal India Ltd., situated in Dhanbad district of Jharkhand state. It was observed that the volatile matter in the washability fractions of different size ranges (50 to 0.5 mm) at specific gravity 1.40 to 1.80 showed erratic distribution with respect to ash. To check the abnormality, the subsamples were subjected to microscopic (petrographic) study and chemical analysis including CO{sub 2} determination. The high concentration of CO{sub 2} is related to high concentration of carbonate minerals generated due to igneous intrusions in coal seams. Based on above observations, it was concluded that the volatile matter can be corrected through determined CO{sub 2} content in each fraction. Since efforts are being made to use natural coke in different industries such as steel, power, cement, carbon artifacts, etc., a careful investigation of volatile matter distribution in natural coke washability fractions would be of immense help in planning its bulk use.

  7. Comparison of SPME Methods for Determining Volatile Compounds in Milk, Cheese, and Whey Powder

    Directory of Open Access Journals (Sweden)

    Michael H. Tunick

    2013-11-01

    Full Text Available Solid phase microextraction and gas chromatography-mass spectrometry (SPME-GC-MS are commonly used for qualitative and quantitative analysis of volatile compounds in various dairy products, but conditions have to be adjusted to maximize release while not generating new compounds that are absent in the original sample. Queso Fresco, a fresh non-melting cheese, may be heated at 60 °C for 30 min; in contrast, compounds are produced in milk when exposed to light and elevated temperatures, so milk samples are heated as little as possible. Products such as dehydrated whey protein are more stable and can be exposed to longer periods (60 min of warming at lower temperature (40 °C without decomposition, allowing for capture and analysis of many minor components. The techniques for determining the volatiles in dairy products by SPME and GC-MS have to be optimized to produce reliable results with minimal modifications and analysis times.

  8. Analysis of volatile organic compounds in compost samples: A potential tool to determine appropriate composting time.

    Science.gov (United States)

    Zhu, Fengxiang; Pan, Zaifa; Hong, Chunlai; Wang, Weiping; Chen, Xiaoyang; Xue, Zhiyong; Yao, Yanlai

    2016-12-01

    Changes in volatile organic compound contents in compost samples during pig manure composting were studied using a headspace, solid-phase micro-extraction method (HS-SPME) followed by gas chromatography with mass spectrometric detection (GC/MS). Parameters affecting the SPME procedure were optimized as follows: the coating was carbon molecular sieve/polydimethylsiloxane (CAR/PDMS) fiber, the temperature was 60°C and the time was 30min. Under these conditions, 87 compounds were identified from 17 composting samples. Most of the volatile components could only be detected before day 22. However, benzenes, alkanes and alkenes increased and eventually stabilized after day 22. Phenol and acid substances, which are important factors for compost quality, were almost undetectable on day 39 in natural compost (NC) samples and on day 13 in maggot-treated compost (MC) samples. Our results indicate that the approach can be effectively used to determine the composting times by analysis of volatile substances in compost samples. An appropriate composting time not only ensures the quality of compost and reduces the loss of composting material but also reduces the generation of hazardous substances. The appropriate composting times for MC and NC were approximately 22days and 40days, respectively, during the summer in Zhejiang. Copyright © 2016 Elsevier Ltd. All rights reserved.

  9. On the determination of diffusivities of volatile hydrocarbons in semi-solid bitumen

    International Nuclear Information System (INIS)

    Tang, J. S.

    2001-01-01

    Carbon dioxide, supercritical ethane and propane have been considered as solvents to recover heavy oil. Given that mixing solvent with bitumen is one of the important parameters governing the performance of the solvent extraction processes, good understanding of solvent dispersion is essential for the proper design of the process. Produced bitumen can still contain some residual volatile hydrocarbons after gas flashing off a three-phase separator. When exposed to the air due to a spill or ruptured line, these residual hydrocarbons can escape and create air pollution problems. Consequently, knowledge of the diffusivities of volatile components in bitumen is needed to assess the extent of environmental damage that may result from bitumen spill or working loss of vapour to the atmosphere. This paper discusses the de-coupled transfer model developed by this author (and described in a paper in vol. 78 of this journal) and its limiting solution, and provides a re-intrepretation of the method by Fu and Phillips (1979) which in turn was based on the late-time limiting solution advanced by Tang and Zhang (2000). The analysis indicates that gas purging is a valid method for determining the diffusion coefficients of trace, volatile hydrocarbons in bitumen. However, the assumption of de-coupling may not be appropriate for large diffusion flux and slow gas flow. Furthermore, improper use of the limiting solution theory could lead to a 25 per cent error in calculating the diffusion coefficient. 14 refs., 2 tabs., 8 figs

  10. Volatile organic compound (VOC) determination in working atmospheres; Determinacion de compuestos organicos volatiles (VOC) en ambiente laboral

    Energy Technology Data Exchange (ETDEWEB)

    Blass A, Georgina; Panama T, Luz A; Corrales C, Deyanira [Instituto de Investigaciones Electricas, Cuernavaca, Morelos (Mexico)

    2003-07-01

    The present work describes, in a synthesized way, the implementation and application of procedures based on the normativity related to the subject of the volatile organic compounds (Volatile Organic Compounds VOC), that allow to sample, quantify and evaluate the present contamination in the working atmosphere of a refinery due to the fugitive emissions of VOC and other substances. In accordance with the corresponding normativity, more than 189 organic compounds denominated dangerous air polluting agents (Hazardous Air Pollutants, HAP) can be found in a working atmosphere, but they are the 11 main HAP that can be found in a refinery. In the present article the work made for the sampling and quantification of 5 of the 11 dangerous polluting agents of the air: benzene, toluene, xylene, iso-octane and naphthalene. [Spanish] El presente trabajo describe, de manera sintetizada, la implementacion y aplicacion de procedimientos basados en la normatividad relacionada al tema de los compuestos organicos volatiles (Volatil Organic Compounds, VOC), que permiten muestrear, cuantificar y evaluar la contaminacion presente en el ambiente laboral de una refineria debido a las emisiones fugitivas de VOC y otras sustancias. De acuerdo con la normatividad correspondiente, mas de 189 compuestos organicos denominados contaminantes peligrosos del aire (Hazardous Air Pollutants, HAP), pueden ser encontrados en un ambiente laboral, pero son 11 los principales HAP que pueden ser hallados en una refineria. En el presente articulo se informa el trabajo realizado para el muestreo y cuantificacion de 5 de los 11 contaminantes peligrosos del aire: benceno, tolueno, xileno, iso-octano y naftaleno.

  11. Determination of Partition coefficients for a Mixture of Volatile Organic Compounds in Rats and Humans at Different Life Stages

    National Research Council Canada - National Science Library

    Mahle, Deidre A; Gearhart, Jeffrey M; Godfrey, Richard J; Mattie, David R; Cook, Robert S; Grisby, Claude C

    2004-01-01

    .... Partition coefficients (PCs) are an integral component of pharmacokinetic models and determining differences in tissue partitioning of volatile organic chemicals across life stages can help reduce the uncertainty in risk assessment...

  12. Determination of "1"2"9I using volatilization method and liquid scintillation spectrometry

    International Nuclear Information System (INIS)

    Remenec, Boris; Dulanska, Silvia; Horvathova, Bianka; Matel, Lubomir

    2017-01-01

    A simple and rapid separation method for "1"2"9I determination in radioactive waste samples was developed. Suitable conditions for iodine volatilization were tested. Iodine was trapped in 1.5 mol L"-"1 NaOH and precipitated as PdI_2·H_2O by addition of PdCl_2 with recoveries higher than 80%. The method was applied for analysis of contaminated soil, radioactive sludge, evaporator concentrate and heterogeneous waste samples from nuclear power plants in Slovak Republic. "1"2"9I was measured on liquid scintillation counter TRI CARB 2900 TR using Ultima Gold AB scintillation cocktail. (author)

  13. A volatile tracer-assisted headspace analytical technique for determining the swelling capacity of superabsorbent polymers.

    Science.gov (United States)

    Zhang, Shu-Xin; Jiang, Ran; Chai, Xin-Sheng

    2017-09-01

    This paper reports on a new method for the determination of swelling capacity of superabsorbent polymers by a volatile tracer-assisted headspace gas chromatography (HS-GC). Toluene was used as a tracer and added to the solution for polymers swelling test. Based on the differences of the tracer partitioned between the vapor and hydrogel phase before and after the polymer's swelling capacity, a transition point (corresponding to the material swelling capacity) can be observed when plotting the GC signal of toluene vs. the ratio of solution added to polymers. The present method has good precision (RSDpolymers at the elevated temperatures. Copyright © 2017 Elsevier B.V. All rights reserved.

  14. Iodine volatility

    International Nuclear Information System (INIS)

    Beahm, E.C.; Shockley, W.E.

    1984-01-01

    The ultimate aim of this program is to couple experimental aqueous iodine volatilities to a fission product release model. Iodine partition coefficients, for inorganic iodine, have been measured during hydrolysis and radiolysis. The hydrolysis experiments have illustrated the importance of reaction time on iodine volatility. However, radiolysis effects can override hydrolysis in determining iodine volatility. In addition, silver metal in radiolysis samples can react to form silver iodide accompanied by a decrease in iodine volatility. Experimental data are now being coupled to an iodine transport and release model that was developed in the Federal Republic of Germany

  15. Determination of Trace and Volatile Element Abundance Systematics of Lunar Pyroclastic Glasses 74220 and 15426 Using LA-ICP-MS

    Science.gov (United States)

    McIntosh, E. Carrie; Porrachia, Magali; McCubbin, Francis M.; Day, James M. D.

    2017-01-01

    Since their recognition as pyroclastic glasses generated by volcanic fire fountaining on the Moon, 74220 and 15426 have garnered significant scientific interest. Early studies recognized that the glasses were particularly enriched in volatile elements on their surfaces. More recently, detailed analyses of the interiors of the glasses, as well as of melt inclusions within olivine grains associated with the 74220 glass beads, have determined high H2O, F, Cl and S contents. Such elevated volatile contents seem at odds with evidence from moderately volatile elements (MVE), such as Zn and K, for a volatile- depleted Moon. In this study, we present initial results from an analytical campaign to study trace element abundances within the pyroclastic glass beads. We report trace element data determined by laser ablation inductively coupled plasma mass spectrometry (LA-ICP-MS) for 15426 and 74220.

  16. Determination of acrolein, ethanol, volatile acidity, and copper in different samples of sugarcane spirits

    Directory of Open Access Journals (Sweden)

    José Masson

    2012-09-01

    Full Text Available Seventy-one samples of sugarcane spirits from small and average size stills produced in the northern and southern Minas Gerais (Brazil were analyzed for acrolein using HPLC (High Performance Liquid Chromatography. Ethanol and copper concentrations and volatile acidity were also determined according to methods established by the Ministry of Agriculture, Livestock and Supply (MAPA. A total of 9.85% of the samples tested showed levels of acrolein above the legal limits, while the copper concentrations of 21.00% of the samples and the volatile acidity of 8.85% of the samples were higher than the limits established by the Brazilian legislation. The concentration of acrolein varied from 0 to 21.97 mg.100 mL-1 of ethanol. However, no significant difference at 5% of significance was observed between the samples produced in the northern and southern Minas Gerais. The method used for determination of acrolein in sugarcane spirits involved the formation of a derivative with 2,4-dinitrophenylhydrazine (2,4-DNPH and subsequent analysis by HPLC.

  17. Determination of volatile organic compounds responsible for flavour in cooked river buffalo meat

    Directory of Open Access Journals (Sweden)

    A. Di Luccia

    2010-02-01

    Full Text Available Flavour is an important consumer attractive that directly influences the success of food products on the market. The determination of odorous molecules and their identification allows to useful knowledge for producers to valorise their own products. Buffalo meat has a different chemical composition from pork and beef and requires some cautions in cooking and processing. This work aims at the identification of volatile molecules responsible for flavours in river buffalo meat. The determination was carried out by solid phase micro-extraction (SPME technique and analysed by gas chromatography coupled to mass spectrometry (GC-MS. The most relevant results were the higher odorous impact of buffalo meat and the higher content of sulphide compounds responsible for wild aroma respect to pork and beef. These results were obtained comparing the total area of peaks detected in every chromatogram. We have also found significant differences concerning the contents of pentadecane, 1-hexanol-2 ethyl, butanoic acid, furano-2-penthyl. The origin of volatile organic compounds and their influence on the river buffalo aromas were discussed.

  18. Determination of volatile compounds in grape distillates by solid-phase extraction and gas chromatography.

    Science.gov (United States)

    Lukić, Igor; Banović, Mara; Persurić, Dordano; Radeka, Sanja; Sladonja, Barbara

    2006-01-06

    Solid-phase extraction (SPE) procedure on octadecylsilica (C18) was developed for accumulation of volatile compounds from grape distillates. The procedure was optimised for final analysis by capillary gas chromatography. At mass concentrations in model solutions ranging from 0.1 to 50 mg/l solid-phase extraction recoveries of all analytes ranged from 69% for 2-phenylethanol to 102% for capric acid, with RSD values from 2 to 9%. SPE recoveries of internal standards to be added in the sample solution prior to extraction, higher alcohols 2-ethyl-1-hexanol and 1-undecanol, were 97 and 93%, respectively, with RSD values of 3%. Detection limits of analyzed compounds in model solutions ranged from 0.011 mg/l for isoamyl acetate to 0.037 mg/l for caproic acid. Method efficiency was tested in relation to acetic acid content, volume fraction of ethanol and possible matrix effects. A significant influence of matrix on SPE efficiency for geraniol, cis-2-hexen-1-ol and cis-3-hexen-1-ol was detected. For the same reason, 2-phenylethanol could not be determined by developed SPE method in samples of grape distillates. The developed solid-phase extraction method was successfully applied to determine the differences in volatile compound content in different grape distillates produced by the distillation of crushed, pressed and fermented grapes.

  19. Determination of inorganic pollutants in soil after volatilization using microwave-induced combustion

    Energy Technology Data Exchange (ETDEWEB)

    Picoloto, Rochele S. [Departamento de Química, Universidade Federal de Santa Maria, 97105-900, Santa Maria, RS, Brazil and Instituto Nacional de Ciência e Tecnologia de Bioanalítica, Campinas, SP (Brazil); Wiltsche, Helmar; Knapp, Günter [Institute of Analytical Chemistry and Food Chemistry, Graz University of Technology, Graz (Austria); Mello, Paola A. [Departamento de Química, Universidade Federal de Santa Maria, 97105-900, Santa Maria, RS, Brazil and Instituto Nacional de Ciência e Tecnologia de Bioanalítica, Campinas, SP (Brazil); Barin, Juliano S. [Departamento de Tecnologia e Ciência dos Alimentos, Universidade Federal de Santa Maria, 97105-900, Santa Maria, RS (Brazil); Flores, Erico M.M., E-mail: ericommf@gmail.com [Departamento de Química, Universidade Federal de Santa Maria, 97105-900, Santa Maria, RS, Brazil and Instituto Nacional de Ciência e Tecnologia de Bioanalítica, Campinas, SP (Brazil)

    2013-08-01

    Microwave-induced combustion (MIC) was applied for analyte volatilization from soil and subsequent determination of As, Cd and Pb by inductively coupled plasma mass spectrometry (ICP-MS) and inductively coupled plasma optical emission spectrometry (ICP-OES), and Hg by cold vapor generation inductively coupled plasma mass spectrometry (CVG-ICP-MS). Soil samples (up to 300 mg) were mixed with microcrystalline cellulose, pressed as pellets and combusted in closed quartz vessels pressurized with 20 bar O{sub 2}. Analytes were volatilized from soil during combustion and quantitatively absorbed in a suitable solution: nitric acid (1, 2, 4 or 6 mol L{sup −1}) or a solution of nitric (2 mol L{sup −1}) and hydrochloric (1, 2 or 4 mol L{sup −1}) acids. Accuracy was evaluated using certified reference materials of soil (NIST 2709, San Joaquin Soil) and sediment (SUD-1, Sudbury sediment for trace elements). Agreement with certified values was better than 95% (t-test, 95% confidence level) for all analytes when 6 mL of a solution of 2 mol L{sup −1} HNO{sub 3} and 2 mol L{sup −1} HCl was used with a reflux step of 5 min. The limit of detection was 0.010, 0.002, 0.009 and 0.012 μg g{sup −1} for As, Cd, Hg and Pb, respectively using ICP-MS determination. A clear advantage of the proposed method over classical approaches is that only diluted solution is used. Moreover, a complete separation of the analytes from matrix is achieved minimizing potential interferences in ICP-MS or ICP-OES determination. Up to eight samples can be digested in a single run of only 25 min, resulting in a solution suitable for the determination of all analytes by both techniques. - Highlights: ► Microwave-induced combustion method was applied for soil samples. ► Analytes were volatilized during MIC allowing a suitable separation from matrix. ► Matrix interferences during the determination step are minimized. ► As, Cd, Hg and Pb were determined by ICP-MS. ► Diluted acid solutions were

  20. The Effects of CO{sub 2} Pressure on Corrosion and Carburization Behaviors of Chromia-forming Austenitic Alloys

    Energy Technology Data Exchange (ETDEWEB)

    Lee, Ho Jung; Kim, Sung Hwan; Jang, Changheui [KAIST, Daejeon (Korea, Republic of)

    2015-05-15

    By applying S-CO{sub 2} cycle to SFR, the inherent safety could be improved by alleviating the concern of explosive reaction between high temperature steam and liquid sodium as well as increased thermal efficiency at 500-550 .deg. C compared to helium Brayton cycle. Meanwhile, from the material point of view, a compatibility such as corrosion and carburization of candidate materials in S-CO{sub 2} environment should be evaluated to assure the long-term integrity of IHX. It has been previously reported that Ni-base alloys and high-Cr Fe-base austenitic alloys showed a good corrosion resistance by the formation of thin chromia layer while carburization behaviors of those materials were not properly investigated. Corrosion and carburization behaviors of three chromia-forming austenitic alloys (Ni-base alloys and Alloy 800HT) were evaluated in S-CO{sub 2} (200 bar) and CO{sub 2} (1 bar) environment at 550.650 .deg. C for 1000 h. For all test materials, a good corrosion resistance was exhibited by the formation of thin chromia (Cr{sub 2}O{sub 3}) with small amount of minor oxides such as Mn1.5Cr1.5O{sub 4}, Al{sub 2}O{sub 3}, and TiO{sub 2}.

  1. Method development for the determination of volatile organic compounds in mixed waste

    International Nuclear Information System (INIS)

    Sandoval, W.F.; Rogers, Y.C.; Schappert, M.F.; Boland, K.S.; Spall, W.D.; Wilkerson, C.W. Jr.

    1993-01-01

    While analytical methods exist for the determination of Resource Conservation and Recovery Act (RCRA) listed organic and inorganic compounds in hazardous materials, equivalent methods suitable for the characterization of radioactively contaminated samples are not at the same level of maturity. The Mixed Waste Methods Development Lab. has been established at Los Alamos National Lab. to address the need for such procedures. This presentation will focus on the efforts that have been directed toward the determination of volatile organic compounds (VOCs) in mixed waste matrices. The capabilities of the Mixed Waste Methods Development Lab. will be outlined. Modifications to the containment boxes and analytical instrumentation required for the analyses will be described, as will experimental procedures and system performance benchmarks. Preliminary results from surrogate and real mixed waste matrices will be presented, and future directions for our method development effort will be discussed

  2. In-tube extraction for the determination of the main volatile compounds in Physalis peruviana L.

    Science.gov (United States)

    Kupska, Magdalena; Jeleń, Henryk H

    2017-01-01

    An analytical procedure based on in-tube extraction followed by gas chromatography with mass spectrometry has been developed for the analysis of 24 of the main volatile components in cape gooseberry (Physalis peruviana L.) samples. According to their chemical structure, the compounds were organized into different groups: one hydrocarbon, one aldehyde, four alcohols, four esters, and 14 monoterpenes. By single-factor experiments, incubation temperature, incubation time, extraction volume, extraction strokes, extraction speed, desorption temperature, and desorption speed were determined as 60°C, 20 min, 1000 μL, 20, 50:50 μL/s, 280°C, 100 μL/s, respectively. Quantitative analysis using authentic standards and external calibration curves was performed. The limit of detection and limit of quantification for the analytical procedure were calculated. Results shown the benzaldehyde, ethyl butanoate, 2-methyl-1-butanol, 1-hexanol, 1-butanol, α-terpineol, and terpinen-4-ol were the most abundant volatile compounds in analyzed fruits (68.6-585 μg/kg). The obtained data may contribute to qualify cape gooseberry to the group of superfruits and, therefore, increase its popularity. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  3. KCl-induced high temperature corrosion of selected commercial alloys. Part I: chromia-formers

    DEFF Research Database (Denmark)

    Kiamehr, Saeed; Dahl, Kristian Vinter; Montgomery, Melanie

    2015-01-01

    -grained), Sanicro 28 and the nickel-based alloys 625, 263 and C276. Exposure was performed at 600 °C for 168 h in flowing N2(g)+5%O2(g)+15% H2O(g) (vol.%). Samples were covered with KCl powder prior to exposure. A salt-free exposure was also performed for comparison. Corrosion morphology and products were studied......Laboratory testing of selected chromia-forming alloys was performed to rank the materials and gain further knowledge on the mechanism of KCl-induced high temperature corrosion. The investigated alloys were stainless steels EN1.4021, EN1.4057, EN1.4521, TP347H (coarse-grained), TP347HFG (fine....... In the presence of solid KCl, all the alloys showed significant corrosion. Measurement of corrosion extent indicated that alloys EN1.4057, Sanicro 28 and 625 show a better performance compared to the industrial state of the art material TP347HFG under laboratory conditions. An additional test was performed...

  4. Stress and adhesion of chromia-rich scales on ferritic stainless steels in relation with spallation

    Directory of Open Access Journals (Sweden)

    A. Galerie

    2004-03-01

    Full Text Available The relation between chromia scale spallation during oxidation or cooling down of ferritic stainless steels is generally discussed in terms of mechanical stresses induced by volume changes or differential thermal expansion. In the present paper, growth and thermal stress measurements in scales grown on different ferritic steel grades have shown that the main stress accumulation occurs during isothermal scale growth and that thermal stresses are of minor importance. However, when spallation occurs, it is always during cooling down. Steel-oxide interface undulation seems to play a major role at this stage, thus relating spallation to the metal mechanical properties, thickness and surface preparation. A major influence on spallation of the minor stabilizing elements of the steels was observed which could not be related to any difference in stress state. Therefore, an original inverted blister test was developed to derive quantitative values of the metal-oxide adhesion energy. These values clearly confirmed that this parameter was influenced by scale thickness and by minor additions, titanium greatly increasing adhesion whereas niobium decreased it.

  5. Determination of semi-volatile additives in wines using SPME and GC-MS.

    Science.gov (United States)

    Sagandykova, Gulyaim N; Alimzhanova, Mereke B; Nurzhanova, Yenglik T; Kenessov, Bulat

    2017-04-01

    Parameters of headspace solid-phase microextraction, such as fiber coating (85μm CAR/PDMS), extraction time (2min for white and 3min for red wines), temperature (85°C), pre-incubation time (15min) were optimized for identification and quantification of semi-volatile additives (propylene glycol, sorbic and benzoic acids) in wines. To overcome problems in their determination, an evaporation of the wine matrix was performed. Using the optimized method, screening of 25 wine samples was performed, and the presence of propylene glycol, sorbic and benzoic acids was found in 22, 20 and 6 samples, respectively. Analysis of different wines using a standard addition approach showed good linearity in concentration ranges 0-250, 0-125, and 0-250mg/L for propylene glycol, sorbic and benzoic acids, respectively. The proposed method can be recommended for quality control of wine and disclosing adulterated samples. Copyright © 2016 Elsevier Ltd. All rights reserved.

  6. Non-Calorimetric Determination of the Adsorption Heat of Volatile Organic Compounds under Dynamic Conditions

    Directory of Open Access Journals (Sweden)

    Abdelhamid Korrir

    2015-04-01

    Full Text Available Avoiding strong chemical bonding, as indicated by lower heat of adsorption value, is among the selection criteria for Volatile Organic Compounds adsorbents. In this work, we highlight a non-calorimetric approach to estimating the energy of adsorption and desorption based on measurement of involved amounts, under dynamic conditions, with gaseous Fourier Transform Infrared spectroscopy. The collected data were used for obtaining adsorption heat values through the application of three different methods, namely, isosteric, temperature programmed desorption (TPD, and temperature-programmed adsorption equilibrium (TPAE. The resulting values were compared and discussed with the scope of turning determination of the heat of adsorption with non-calorimetric methods into a relevant decision making tool for designing cost-effective and safe operating of adsorption facilities.

  7. Field screening procedures for determining the presence of volatile organic compounds in soil

    International Nuclear Information System (INIS)

    Crockett, A.B.; DeHaan, M.S.

    1991-01-01

    Many field screening procedures have been used to detect the presence of volatile organic compounds (VOC) in soils but almost none have been documented and verified. Users of these procedures have not really known whether their objectives in screening were met. A reliable VOC screening procedure could significantly reduce the number of samples currently being submitted to laboratories, thereby reducing costs and improving site characterization. The Environmental Protection Agency's Environmental Monitoring Systems Laboratory in Las Vegas (EMSL-LV) has therefore sponsored a research effort to evaluate and improve headspace methods for screening soils for VOC in the field. The research involved comparing several extraction procedures using soils from actual waste sites, and determining the agitation and mixing necessary to achieve equilibrium. Headspace was analyzed using a relatively simple portable gas chromatograph with a short column. The results were variable and show that several procedures should be attempted and the results evaluated before selecting a screening procedure. 10 refs., 6 tabs

  8. Potentiometric determination of trace amounts of volatile thiols in natural gas

    International Nuclear Information System (INIS)

    Farroha, S.M.; Habboush, A.E.; Kurthab, S.Y.

    1986-01-01

    A potentiometric titration method was developed for the determination of volatile thiols in natural gas. An apparatus was devised for the quantitative absorption of volatile thiols. The measurements were performed in an ethanolic ammonium buffer solution containing a known amount of silver nitrate as supporting electrolyte. The excess silver was precipitated by a known amount of potassium iodide. The excess of iodide was back titrated potentiometrically with a standard solution of silver nitrate. The direct titration of the excess silver ions with a standard solution of potassium iodide gave a poor accuracy compared with the back titration method. Iodide selective electrode was employed as an indicator electrode and a silver-silver chloride electrode as reference electrode. The accuracy and reproducibility of the method were established by preparing several synthetic samples in which ethanthiol containing from 346.61 to 12.11 μUg mercaptan sulfur was taken as standard nitrogen as carrier gas with an optimum flow rate of 31.5 L/hr. The results obtained expressed in the form of Grans plot showed an error ranging from 0.16 to 2.39% by weight and the relative standard deviation did not exceed 2.20%. The amount of mercaptan sulfur determined in Iraqi natural gas taken directly in a cylinder from Dora refinery, Baghdad, Iraq, and after six months of storage we 23.15 Ug/L and 21.25 Ug/L respectively with a relative standard deviation not exceeded 1%. The interferences of hydrogen sulfide could be eliminated by absorption in cadimium acetate containing solution. Other sulfur containing compounds e.g. disulfides, sulfoxides which may be present in natural gas do not interfere with the analysis

  9. Determination of volatile organic hydrocarbons in water samples by solid-phase dynamic extraction.

    Science.gov (United States)

    Jochmann, Maik A; Yuan, Xue; Schmidt, Torsten C

    2007-03-01

    In the present study a headspace solid-phase dynamic extraction method coupled to gas chromatography-mass spectrometry (HS-SPDE-GC/MS) for the trace determination of volatile halogenated hydrocarbons and benzene from groundwater samples was developed and evaluated. As target compounds, benzene as well as 11 chlorinated and brominated hydrocarbons (vinyl chloride, dichloromethane, cis-1,2-dichloroethylene, trans-1,2-dichloroethylene, carbon tetrachloride, chloroform, trichloroethylene, tetrachloroethylene, bromoform) of environmental and toxicological concern were included in this study. The analytes were extracted using a SPDE needle device, coated with a poly(dimethylsiloxane) with 10% embedded activated carbon phase (50-microm film thickness and 56-mm film length) and were analyzed by GC/MS in full-scan mode. Parameters that affect the extraction yield such as extraction and desorption temperature, salting-out, extraction and desorption flow rate, extraction volume and desorption volume, the number of extraction cycles, and the pre-desorption time have been evaluated and optimized. The linearity of the HS-SPDE-GC/MS method was established over several orders of magnitude. Method detection limits (MDLs) for the compounds investigated ranged between 12 ng/L for cis-dichloroethylene and trans-dichloroethylene and 870 ng/L for vinyl chloride. The method was thoroughly validated, and the precision at two concentration levels (0.1 mg/L and a concentration 5 times above the MDL) was between 3.1 and 16% for the analytes investigated. SPDE provides high sensitivity, short sample preparation and extraction times and a high sample throughput because of full automation. Finally, the applicability to real environmental samples is shown exemplarily for various groundwater samples from a former waste-oil recycling facility. Groundwater from the site showed a complex contamination with chlorinated volatile organic compounds and aromatic hydrocarbons.

  10. Determination of volatile organic hydrocarbons in water samples by solid-phase dynamic extraction

    Energy Technology Data Exchange (ETDEWEB)

    Jochmann, Maik A.; Schmidt, Torsten C. [Eberhard-Karls-Universitaet Tuebingen, Center for Applied Geoscience (ZAG), Tuebingen (Germany); Chair of Instrumental Analysis, University Duisburg-Essen, Duisburg (Germany); Yuan, Xue [Eberhard-Karls-Universitaet Tuebingen, Center for Applied Geoscience (ZAG), Tuebingen (Germany)

    2007-03-15

    In the present study a headspace solid-phase dynamic extraction method coupled to gas chromatography-mass spectrometry (HS-SPDE-GC/MS) for the trace determination of volatile halogenated hydrocarbons and benzene from groundwater samples was developed and evaluated. As target compounds, benzene as well as 11 chlorinated and brominated hydrocarbons (vinyl chloride, dichloromethane, cis-1,2-dichloroethylene, trans-1,2-dichloroethylene, carbon tetrachloride, chloroform, trichloroethylene, tetrachloroethylene, bromoform) of environmental and toxicological concern were included in this study. The analytes were extracted using a SPDE needle device, coated with a poly(dimethylsiloxane) with 10% embedded activated carbon phase (50-{mu}m film thickness and 56-mm film length) and were analyzed by GC/MS in full-scan mode. Parameters that affect the extraction yield such as extraction and desorption temperature, salting-out, extraction and desorption flow rate, extraction volume and desorption volume, the number of extraction cycles, and the pre-desorption time have been evaluated and optimized. The linearity of the HS-SPDE-GC/MS method was established over several orders of magnitude. Method detection limits (MDLs) for the compounds investigated ranged between 12 ng/L for cis-dichloroethylene and trans-dichloroethylene and 870 ng/L for vinyl chloride. The method was thoroughly validated, and the precision at two concentration levels (0.1 mg/L and a concentration 5 times above the MDL) was between 3.1 and 16% for the analytes investigated. SPDE provides high sensitivity, short sample preparation and extraction times and a high sample throughput because of full automation. Finally, the applicability to real environmental samples is shown exemplarily for various groundwater samples from a former waste-oil recycling facility. Groundwater from the site showed a complex contamination with chlorinated volatile organic compounds and aromatic hydrocarbons. (orig.)

  11. Comparison of methods for determining volatile compounds in cheese, milk, and whey powder

    Science.gov (United States)

    Solid phase microextraction (SPME) and gas chromatography-mass spectrometry (GC-MS) are commonly used for qualitative and quantitative analysis of volatile compounds in various dairy products, but selecting the proper procedures presents challenges. Heat is applied to drive volatiles from the samp...

  12. Mechanisms of chemical generation of volatile hydrides for trace element determination (IUPAC Technical Report)

    Czech Academy of Sciences Publication Activity Database

    D'Ulivo, A.; Dědina, Jiří; Mester, Z.; Sturgeon, R. E.; Wang, Q.; Welz, B.

    2011-01-01

    Roč. 83, č. 6 (2011), s. 1283-1340 ISSN 0033-4545 Institutional research plan: CEZ:AV0Z40310501 Keywords : borane complexes * chemical generation of volatile hydrides (CHG) * volatile hydrides Subject RIV: CB - Analytical Chemistry, Separation Impact factor: 2.789, year: 2011

  13. Determination of Volatile Compounds in Four Commercial Samples of Japanese Green Algae Using Solid Phase Microextraction Gas Chromatography Mass Spectrometry

    Directory of Open Access Journals (Sweden)

    Masayoshi Yamamoto

    2014-01-01

    Full Text Available Green algae are of great economic importance. Seaweed is consumed fresh or as seasoning in Japan. The commercial value is determined by quality, color, and flavor and is also strongly influenced by the production area. Our research, based on solid phase microextraction gas chromatography mass spectrometry (SPME-GC-MS, has revealed that volatile compounds differ intensely in the four varieties of commercial green algae. Accordingly, 41 major volatile compounds were identified. Heptadecene was the most abundant compound from Okayama (Ulva prolifera, Tokushima (Ulva prolifera, and Ehime prefecture (Ulva linza. Apocarotenoids, such as ionones, and their derivatives were prominent volatiles in algae from Okayama (Ulva prolifera and Tokushima prefecture (Ulva prolifera. Volatile, short chained apocarotenoids are among the most potent flavor components and contribute to the flavor of fresh, processed algae, and algae-based products. Benzaldehyde was predominant in seaweed from Shizuoka prefecture (Monostroma nitidum. Multivariant statistical analysis (PCA enabled simple discrimination of the samples based on their volatile profiles. This work shows the potential of SPME-GC-MS coupled with multivariant analysis to discriminate between samples of different geographical and botanical origins and form the basis for development of authentication methods of green algae products, including seasonings.

  14. Determination of volatile compounds in four commercial samples of Japanese green algae using solid phase microextraction gas chromatography mass spectrometry.

    Science.gov (United States)

    Yamamoto, Masayoshi; Baldermann, Susanne; Yoshikawa, Keisuke; Fujita, Akira; Mase, Nobuyuki; Watanabe, Naoharu

    2014-01-01

    Green algae are of great economic importance. Seaweed is consumed fresh or as seasoning in Japan. The commercial value is determined by quality, color, and flavor and is also strongly influenced by the production area. Our research, based on solid phase microextraction gas chromatography mass spectrometry (SPME-GC-MS), has revealed that volatile compounds differ intensely in the four varieties of commercial green algae. Accordingly, 41 major volatile compounds were identified. Heptadecene was the most abundant compound from Okayama (Ulva prolifera), Tokushima (Ulva prolifera), and Ehime prefecture (Ulva linza). Apocarotenoids, such as ionones, and their derivatives were prominent volatiles in algae from Okayama (Ulva prolifera) and Tokushima prefecture (Ulva prolifera). Volatile, short chained apocarotenoids are among the most potent flavor components and contribute to the flavor of fresh, processed algae, and algae-based products. Benzaldehyde was predominant in seaweed from Shizuoka prefecture (Monostroma nitidum). Multivariant statistical analysis (PCA) enabled simple discrimination of the samples based on their volatile profiles. This work shows the potential of SPME-GC-MS coupled with multivariant analysis to discriminate between samples of different geographical and botanical origins and form the basis for development of authentication methods of green algae products, including seasonings.

  15. Determinants of the Sensory Quality of Półgęsek in Relation to Volatile Compounds and Chemical Composition

    Directory of Open Access Journals (Sweden)

    Nowicka Katarzyna

    2017-12-01

    Full Text Available The objective of this study was to determine the sensory quality of a specific Polish traditional product made from cured and then smoked goose meat (półgęsek in relation to its volatile compounds and chemical composition. In general, the examined samples contained 66.2% water, 12.2% fat, 17.9% protein, 1.8% connective tissue, and 2.3% NaCl. Moreover, 47 volatile compounds were identified and quantified. The typical decomposition products derived from lipid oxidation, amino acid degradation, carbohydrate fermentation and microbial esterification were the main volatiles detected in all the samples. The volatiles generated by the smoking process and the ones originating from spices were also observed. The results of the sensory evaluation indicated that all the samples of the analyzed products were characterized by a high overall quality. Results of the Principal Component Analysis (PCA showed, however, that specific groups of products have their own unique sensory profile. Additionally, the sensory analysis confirmed the significant role of the chemical composition and volatile compounds in the development of the overall quality of półgęsek.

  16. Extraction and GC determination of volatile aroma compounds from extracts of three plant species of the Apiaceae family

    Science.gov (United States)

    Stan, M.; Soran, M. L.; Varodi, C.; Lung, I.; Copolovici, L.; MǎruÅ£oiu, C.

    2013-11-01

    Parsley (Petroselinum crispum), dill (Anethum graveolens) and celery (Apium graveolens), three aromatic plants belonging to the Apiaceae (Umbelliferae) botanical family, were selected as sources of essential or volatile oils. Essential oils are composed of a large diversity of volatile aroma compounds. Plant-derived essential oils and extracts have long been used as natural agents in food preservation, pharmaceuticals and medicinal therapies. In the present study, the plant extracts from leaves of parsley, dill and celery, were obtained by maceration, ultrasound-assisted extraction and microwave-assisted extraction. All extractions were performed at 30°C, using different solvents (ethanol, diethyl ether, n-hexane) and solvent mixtures (1:1, v/v). The most effective solvent system for the extraction of volatile aroma compounds was diethyl ether - n-hexane (1:1, v/v). Extraction efficiency and determination of aroma volatiles were performed by GC-FID and GC-MS, respectively. The major volatile compounds present in plant extracts were myristicin, α-phellandrene, β-phellandrene, 1,3,8-p-menthatriene, apiol, dill ether and allyl phenoxyacetate.

  17. Position for determining gas-phase volatile organic compound concentrations in transuranic waste containers. Revision 2

    Energy Technology Data Exchange (ETDEWEB)

    Connolly, M.J.; Liekhus, K.J. [Lockheed Martin Idaho Technologies Co., Idaho Falls, ID (United States). Idaho National Engineering and Environmental Lab.; Djordjevic, S.M.; Loehr, C.A.; Spangler, L.R. [Benchmark Environmental Corp. (United States)

    1998-06-01

    In the conditional no-migration determination (NMD) for the test phase of the Waste Isolation Pilot Plant (WIPP), the US Environmental Protection Agency (EPA) imposed certain conditions on the US Department of Energy (DOE) regarding gas phase volatile organic compound (VOC) concentrations in the void space of transuranic (TRU) waste containers. Specifically, the EPA required the DOE to ensure that each waste container has no layer of confinement that contains flammable mixtures of gases or mixtures of gases that could become flammable when mixed with air. The EPA also required that sampling of the headspace of waste containers outside inner layers of confinement be representative of the entire void space of the container. The EPA stated that all layers of confinement in a container would have to be sampled until DOE can demonstrate to the EPA that sampling of all layers is either unnecessary or can be safely reduced. A test program was conducted at the Idaho National Engineering and Environmental Laboratory (INEEL) to demonstrate that the gas phase VOC concentration in the void space of each layer of confinement in vented drums can be estimated from measured drum headspace using a theoretical transport model and that sampling of each layer of confinement is unnecessary. This report summarizes the studies performed in the INEEL test program and extends them for the purpose of developing a methodology for determining gas phase VOC concentrations in both vented and unvented TRU waste containers. The methodology specifies conditions under which waste drum headspace gases can be said to be representative of drum gases as a whole and describes a method for predicting drum concentrations in situations where the headspace concentration is not representative. The methodology addresses the approach for determining the drum VOC gas content for two purposes: operational period drum handling and operational period no-migration calculations.

  18. Position for determining gas phase volatile organic compound concentrations in transuranic waste containers. Revision 1

    International Nuclear Information System (INIS)

    Connolly, M.J.; Liekhus, K.J.; Djordjevic, S.M.; Loehr, C.A.; Spangler, L.R.

    1995-08-01

    In the conditional no-migration determination (NMD) for the test phase of the Waste Isolation Pilot Plant (WIPP), the US Environmental Protection Agency (EPA) imposed certain conditions on the US Department of Energy (DOE) regarding gas phase volatile organic compound (VOC) concentrations in the void space of transuranic (TRU) waste containers. Specifically, the EPA required the DOE to ensure that each waste container has no layer of confinement that contains flammable mixtures of gases or mixtures of gases that could become flammable when mixed with air. The EPA also required that sampling of the headspace of waste containers outside inner layers of confinement be representative of the entire void space of the container. The EPA stated that all layers of confinement in a container would have to be sampled until DOE can demonstrate to the EPA that sampling of all layers is either unnecessary or can be safely reduced. A test program was conducted at the Idaho National Engineering Laboratory (INEL) to demonstrate that the gas phase VOC concentration in the void space of each layer of confinement in vented drums can be estimated from measured drum headspace using a theoretical transport model and that sampling of each layer of confinement is unnecessary. This report summarizes the studies performed in the INEL test program and extends them for the purpose of developing a methodology for determining gas phase VOC concentrations in both vented and unvented TRU waste containers. The methodology specifies conditions under which waste drum headspace gases can be said to be representative of drum gases as a whole and describes a method for predicting drum concentrations in situations where the headspace concentration is not representative. The methodology addresses the approach for determining the drum VOC gas content for two purposes: operational period drum handling and operational period no-migration calculations

  19. Position for determining gas-phase volatile organic compound concentrations in transuranic waste containers. Revision 2

    International Nuclear Information System (INIS)

    Connolly, M.J.; Liekhus, K.J.

    1998-06-01

    In the conditional no-migration determination (NMD) for the test phase of the Waste Isolation Pilot Plant (WIPP), the US Environmental Protection Agency (EPA) imposed certain conditions on the US Department of Energy (DOE) regarding gas phase volatile organic compound (VOC) concentrations in the void space of transuranic (TRU) waste containers. Specifically, the EPA required the DOE to ensure that each waste container has no layer of confinement that contains flammable mixtures of gases or mixtures of gases that could become flammable when mixed with air. The EPA also required that sampling of the headspace of waste containers outside inner layers of confinement be representative of the entire void space of the container. The EPA stated that all layers of confinement in a container would have to be sampled until DOE can demonstrate to the EPA that sampling of all layers is either unnecessary or can be safely reduced. A test program was conducted at the Idaho National Engineering and Environmental Laboratory (INEEL) to demonstrate that the gas phase VOC concentration in the void space of each layer of confinement in vented drums can be estimated from measured drum headspace using a theoretical transport model and that sampling of each layer of confinement is unnecessary. This report summarizes the studies performed in the INEEL test program and extends them for the purpose of developing a methodology for determining gas phase VOC concentrations in both vented and unvented TRU waste containers. The methodology specifies conditions under which waste drum headspace gases can be said to be representative of drum gases as a whole and describes a method for predicting drum concentrations in situations where the headspace concentration is not representative. The methodology addresses the approach for determining the drum VOC gas content for two purposes: operational period drum handling and operational period no-migration calculations

  20. Determination of volatiles produced during radiation processing in food and medicinal herbs

    International Nuclear Information System (INIS)

    Salum, Debora Christina

    2008-01-01

    In order to protect food from pathogenic microorganisms as well as to increase its shelf life while keeping sensorial properties (e.g. odor and taste), once the latter are one of the main properties required by spice buyers, it is necessary to analyze volatile formation from irradiation of medicinal and food herbs. The aim of the present study was to analyze volatile formation from Co irradiation of Laurus Cinnamomum, Piper Nigrum, Origanum Vulgare and Myristica Fragans. Possible changes on the odor of these herbs are evaluated by characterizing different radiation doses and effects on sensorial properties in order to allow better application of irradiation technology. l he samples have been irradiated in plastic packages by making use of a 60 Co Gamma irradiator. Irradiation doses of 0, 5, 10, 15, 20 and 25kGy have been tested. For the analysis of the samples, SPME has been applied, while for the analysis of volatile compounds, CG/MS. Spice irradiation has promoted mostly decrease in volatile compounds when doses of 5, 10, 15, 20 and 25kGy were used. For Laurus cinnamomum, the irradiation decreased volatile by nearly 56% and 89.5% respectively, comparing to volatile from a sample which has not been previously irradiated. Differently from other spices analyzed, irradiation on Myristica Fragans has increased volatile compounds except for 4-terpineol. The miristicine (toxic substance when in large quantities, commonly mentioned as narcotic) has increased by nearly 80%. For Origanum Vulgare and Piper Nigrum, significant decrease in volatile compounds have been found, mainly when it comes to 25 kGy irradiation. In general, results indicate loss of sensorial quality of spices. (author)

  1. A high volume sampling system for isotope determination of volatile halocarbons and hydrocarbons

    Directory of Open Access Journals (Sweden)

    E. Bahlmann

    2011-10-01

    Full Text Available The isotopic composition of volatile organic compounds (VOCs can provide valuable information on their sources and fate not deducible from mixing ratios alone. In particular the reported carbon stable isotope ratios of chloromethane and bromomethane from different sources cover a δ13C-range of almost 100‰ making isotope ratios a very promising tool for studying the biogeochemistry of these compounds. So far, the determination of the isotopic composition of C1 and C2 halocarbons others than chloromethane is hampered by their low mixing ratios.

    In order to determine the carbon isotopic composition of C1 and C2 halocarbons with mixing ratios as low as 1 pptv (i a field suitable cryogenic high volume sampling system and (ii a chromatographic set up for processing these samples have been developed and validated. The sampling system was tested at two different sampling sites, an urban and a coastal location in Northern Germany. The average δ13C-values for bromomethane at the urban site were −42.9 ± 1.1‰ and agreed well with previously published results. But at the coastal site bromomethane was substantially enriched in 13C by almost 10‰. Less pronounced differences were observed for chlorodifluoromethane, 1,1,1-trichloroethane and chloromethane. We suggest that these differences are related to the turnover of these compounds in ocean surface waters. Furthermore we report first carbon isotope ratios for iodomethane (−40.4‰ to −79.8‰, bromoform (−13.8‰ to 22.9‰, and other halocarbons.

  2. Comprehension and modelling of chromia-forming alloys corrosion mechanisms in nuclear glasses

    International Nuclear Information System (INIS)

    Schmucker, Eric

    2016-01-01

    Nuclear wastes management consists in the confinement of the radioactive wastes in a glass matrix. This is made by inductive melting in a hot crucible at an operating temperature around 1150 C. These crucibles are constituted of nickel based superalloys with high chromium content. They are submitted to a harsh corrosion by the molten glass, eventually leading to their replacement. The protection of the crucible against corrosion is best provided by the establishment of a protective chromium oxide layer at the surface of the alloy. A binary chromia-forming alloy (Ni-30Cr) is studied in this work. Three different binary and ternary glass compositions are chosen in order to understand the influence of the glass basicity and glass viscosity on the corrosion kinetics. Besides, the de-correlation of the formation and dissolution kinetics of the oxide layer allows the modelling of the overall oxide growth in the molten glass. For that purpose, the oxide formation kinetics in molten glass media is assimilated to the oxidation kinetics of the alloy in gaseous media with oxygen partial pressure that are representative of the redox properties of the glasses. Studies of the oxidation kinetics and of the diffusion mechanisms have shown that the oxidation kinetics is independent on the oxygen pressure in the range of 10"-"1"3 up to 10"-"3 atm O_2 at 1150 C. The present work has shown that the dissolution kinetics of the oxide layer is governed by the diffusion of Cr(III) in the glass melt. This dissolution kinetics has been evaluated from the diffusion coefficient and the solubility limit of Cr(III) in the glass. Finally, the overall growth kinetics of the Cr_2O_3 layer in the glass has been successfully modelled for each glass, thanks to the knowledge of (i) the solubility limit of Cr(III), (ii) its diffusion coefficient in the glasses and (iii) the oxidation kinetics of the alloy. The presented model also allows quantifying the influence of each of these parameters on the

  3. Determination of Volatiles by Odor Activity Value and Phenolics of cv. Ayvalik Early-Harvest Olive Oil

    Directory of Open Access Journals (Sweden)

    Gamze Guclu

    2016-06-01

    Full Text Available Ayvalik is an important olive cultivar producing high quality oils in Turkey. In the present study, volatile and phenolic compositions of early-harvest extra virgin olive oil (cv. Ayvalik were determined. The solvent-assisted flavor evaporation (SAFE technique was used for the extraction of volatile components. The aromatic extract obtained by SAFE was representative of the olive oil odor. A total of 32 aroma compounds, including alcohols, aldehydes, terpenes, esters, and an acid, were identified in the olive oil. Aldehydes and alcohols were qualitatively and quantitatively the most dominant volatiles in the oil sample. Of these, six volatile components presented odor activity values (OAVs greater than one, with (Z-3-hexenal (green, hexanal (green-sweet and nonanal (fatty-pungent being those with the highest OAVs in olive oil. A total of 14 phenolic compounds were identified and quantified by liquid chromatography combined with a diode array detector and ion spray mass spectrometry. The major phenolic compounds were found as 3,4-DHPEA-EDA, 3,4-DHPEA-EA and p-HPEA-EDA.

  4. Determination of Volatiles by Odor Activity Value and Phenolics of cv. Ayvalik Early-Harvest Olive Oil

    Science.gov (United States)

    Guclu, Gamze; Sevindik, Onur; Kelebek, Hasim; Selli, Serkan

    2016-01-01

    Ayvalik is an important olive cultivar producing high quality oils in Turkey. In the present study, volatile and phenolic compositions of early-harvest extra virgin olive oil (cv. Ayvalik) were determined. The solvent-assisted flavor evaporation (SAFE) technique was used for the extraction of volatile components. The aromatic extract obtained by SAFE was representative of the olive oil odor. A total of 32 aroma compounds, including alcohols, aldehydes, terpenes, esters, and an acid, were identified in the olive oil. Aldehydes and alcohols were qualitatively and quantitatively the most dominant volatiles in the oil sample. Of these, six volatile components presented odor activity values (OAVs) greater than one, with (Z)-3-hexenal (green), hexanal (green-sweet) and nonanal (fatty-pungent) being those with the highest OAVs in olive oil. A total of 14 phenolic compounds were identified and quantified by liquid chromatography combined with a diode array detector and ion spray mass spectrometry. The major phenolic compounds were found as 3,4-DHPEA-EDA, 3,4-DHPEA-EA and p-HPEA-EDA. PMID:28231141

  5. Full evaporation headspace gas chromatography for sensitive determination of high boiling point volatile organic compounds in low boiling matrices.

    Science.gov (United States)

    Mana Kialengila, Didi; Wolfs, Kris; Bugalama, John; Van Schepdael, Ann; Adams, Erwin

    2013-11-08

    Determination of volatile organic components (VOC's) is often done by static headspace gas chromatography as this technique is very robust and combines easy sample preparation with good selectivity and low detection limits. This technique is used nowadays in different applications which have in common that they have a dirty matrix which would be problematic in direct injection approaches. Headspace by nature favors the most volatile compounds, avoiding the less volatile to reach the injector and column. As a consequence, determination of a high boiling solvent in a lower boiling matrix becomes challenging. Determination of VOCs like: xylenes, cumene, N,N-dimethylformamide (DMF), dimethyl sulfoxide (DMSO), N,N-dimethylacetamide (DMA), N-methyl-2-pyrrolidone (NMP), 1,3-dimethyl-2-imidazolidinone (DMI), benzyl alcohol (BA) and anisole in water or water soluble products are an interesting example of the arising problems. In this work, a headspace variant called full evaporation technique is worked out and validated for the mentioned solvents. Detection limits below 0.1 μg/vial are reached with RSD values below 10%. Mean recovery values ranged from 92.5 to 110%. The optimized method was applied to determine residual DMSO in a water based cell culture and DMSO and DMA in tetracycline hydrochloride (a water soluble sample). Copyright © 2013 Elsevier B.V. All rights reserved.

  6. Endogenous Lunar Volatiles

    Science.gov (United States)

    McCubbin, F. M.; Liu, Y.; Barnes, J. J.; Boyce, J. W.; Day, J. M. D.; Elardo, S. M.; Hui, H.; Magna, T.; Ni, P.; Tartese, R.; hide

    2017-01-01

    The chapter will begin with an introduction that defines magmatic volatiles (e.g., H, F, Cl, S) versus geochemical volatiles (e.g., K, Rb, Zn). We will discuss our approach of understanding both types of volatiles in lunar samples and lay the ground work for how we will determine the overall volatile budget of the Moon. We will then discuss the importance of endogenous volatiles in shaping the "Newer Views of the Moon", specifically how endogenous volatiles feed forward into processes such as the origin of the Moon, magmatic differentiation, volcanism, and secondary processes during surface and crustal interactions. After the introduction, we will include a re-view/synthesis on the current state of 1) apatite compositions (volatile abundances and isotopic compositions); 2) nominally anhydrous mineral phases (moderately to highly volatile); 3) volatile (moderately to highly volatile) abundances in and isotopic compositions of lunar pyroclastic glass beads; 4) volatile (moderately to highly volatile) abundances in and isotopic compositions of lunar basalts; 5) volatile (moderately to highly volatile) abundances in and isotopic compositions of melt inclusions; and finally 6) experimental constraints on mineral-melt partitioning of moderately to highly volatile elements under lunar conditions. We anticipate that each section will summarize results since 2007 and focus on new results published since the 2015 Am Min review paper on lunar volatiles [9]. The next section will discuss how to use sample abundances of volatiles to understand the source region and potential caveats in estimating source abundances of volatiles. The following section will include our best estimates of volatile abundances and isotopic compositions (where permitted by available data) for each volatile element of interest in a number of important lunar reservoirs, including the crust, mantle, KREEP, and bulk Moon. The final section of the chapter will focus upon future work, outstanding questions

  7. Determination of Selected Volatiles in Cigarette Mainstream Smoke. The CORESTA 2009 Collaborative Study and Recommended Method

    Directory of Open Access Journals (Sweden)

    Intorp M

    2014-12-01

    Full Text Available A recommended method has been developed and published by CORESTA, applicable to the quantification of selected volatiles (1,3-butadiene, isoprene, acrylonitrile, benzene, and toluene in the gas phase of cigarette mainstream smoke. The method involved smoke collection in impinger traps and detection and measurement using gas chromatography/mass spectrometry techniques.

  8. Comparison of methods for determining volatile compounds in milk, cheese, and whey powder

    Science.gov (United States)

    Solid phase microextraction (SPME) and gas chromatography-mass spectrometry (GC-MS) are commonly used for qualitative and quantitative analysis of volatile compounds in various dairy products, but conditions have to be adjusted for optimal SPME release while not generating new compounds that are abs...

  9. Comparison of Techniques to Determine the Clearance of Ruminal Volatile Fatty Acids

    NARCIS (Netherlands)

    Resende Júnior, J.C.; Pereira, M.N.; Boer, H.; Tamminga, S.

    2006-01-01

    The objective of this experiment was to compare measurements of fractional clearance rates obtained by using an unlabeled valerate-CoEDTA technique with measurements obtained by using a 13C-labeled volatile fatty acids (VFA) technique. The exponential decay rate of the 13C/12C ratio after

  10. Determining the vapour pressures of plant volatiles from gas chromatographic retention data

    Czech Academy of Sciences Publication Activity Database

    Hoskovec, Michal; Grygarová, D.; Cvačka, Josef; Streinz, Ludvík; Zima, J.; Verevkin, S. P.; Koutek, Bohumír

    2005-01-01

    Roč. 1083, - (2005), s. 161-172 ISSN 0021-9673 Institutional research plan: CEZ:AV0Z4055905 Keywords : vapour pressure * thermodinamic parameters * plant volatiles Subject RIV: CC - Organic Chemistry Impact factor: 3.096, year: 2005

  11. Estimation of emission fluxes from a horizontal flux budget method, exemplified with determination of pesticide volatilization

    DEFF Research Database (Denmark)

    Jensen, Niels Otto; Andersen, Helle Vibeke

    2008-01-01

    The paper describes an experimental set-up designed to measure the volatilization of different pesticides after application under full-scale field conditions. The pesticides were sprayed around the circumference of a circle and measurements of meteorology and air concentrations of pesticides were...

  12. Use of Bayesian Estimates to determine the Volatility Parameter Input in the Black-Scholes and Binomial Option Pricing Models

    Directory of Open Access Journals (Sweden)

    Shu Wing Ho

    2011-12-01

    Full Text Available The valuation of options and many other derivative instruments requires an estimation of exante or forward looking volatility. This paper adopts a Bayesian approach to estimate stock price volatility. We find evidence that overall Bayesian volatility estimates more closely approximate the implied volatility of stocks derived from traded call and put options prices compared to historical volatility estimates sourced from IVolatility.com (“IVolatility”. Our evidence suggests use of the Bayesian approach to estimate volatility can provide a more accurate measure of ex-ante stock price volatility and will be useful in the pricing of derivative securities where the implied stock price volatility cannot be observed.

  13. Determination of volatile, phenolic, organic acid and sugar components in a Turkish cv. Dortyol (Citrus sinensis L. Osbeck) orange juice.

    Science.gov (United States)

    Kelebek, Hasim; Selli, Serkan

    2011-08-15

    Orange flavour is the results of a natural combination of volatile compounds in a well-balanced system including sugars, acids and phenolic compounds. This paper reports the results of the first determination of aroma, organic acids, sugars, and phenolic components in Dortyol yerli orange juices. A total of 58 volatile components, including esters (nine), terpenes (19), terpenols (13), aldehydes (two), ketones (three), alcohols (four) and acids (eight) were identified and quantified in Dortyol yerli orange juice by GC-FID and GC-MS. Organic acids, sugars and phenolic compositions were also determined by HPLC methods. The major organic acid and sugar found were citric acid and sucrose, respectively. With regard to phenolics, 14 compounds were identified and quantified in the orange juice. Terpenes and terpenols were found as the main types of volatile components in Dortyol yerli orange juice. In terms of aroma contribution to orange juice, 12 compounds were prominent based on the odour activity values (OAVs). The highest OAV values were recorded for ethyl butanoate, nootkatone, linalool and DL-limonene. When we compare the obtained results of cv. Dortyol orange juice with the other orange juice varieties, the composition of Dortyol orange juice was similar to Valencia and Navel orange juices. Copyright © 2011 Society of Chemical Industry.

  14. Determination of combustible volatile matter in coal mine roadway dusts by backscatter of x-rays from a radioisotope source

    International Nuclear Information System (INIS)

    Ailwood, C.R.; Bunch, K.; Fookes, R.A.; Gravitis, V.L.; Watt, J.S.

    1977-01-01

    The combustible volatile matter in coal mine roadway dusts (CVM) has been determined using x-ray backscatter techniques. The correlation between x-ray and chemical techniques is reasonably good for the 92 samples from collieries on the Bulli seam, and the maximum error expected at the maximum level of 11.5 weight per cent CVM permitted in the N.S.W. Coal Mines Regulation Act, 1912, as amended, is about +- 2.5 weight per cent. This x-ray technique can be used only when the combustible volatile content of the coal matter (CVM) varies within a limited range, and a separate calibration is required for each coal seam. Portable equipment based on a radioisotope x-ray source and digital ratemeter makes possible simple and rapid analysis, and with adaptation to use in coal mines should lead to much more comprehensive testing of roadways and hence improved overall prevention of coal dust explosions. (author)

  15. Development of analytical methods for the determination of volatile fatty acids in wastewater

    OpenAIRE

    2013-01-01

    M.Sc. (Chemistry) Volatile fatty acids (VFAs) play a pivotal in the process of nutrient removal by biological processes particularly the enhanced biological nutrient removal process with a side-stream elutriation process using activated sludge. These acids are said to act as intermediates which provide feed for the organisms in a biological phosphorus and nitrogen removal (BNPR) system, such as phosphorus-accumulating organisms (PAOs) and nitrate-accumulating bacteria (NABs). In wastewater...

  16. Wet effluent diffusion denuder technique and the determination of volatile organic compounds in air. II. Monoterpenes

    Czech Academy of Sciences Publication Activity Database

    Sklenská, Jana; Broškovičová, Anna; Večeřa, Zbyněk

    2002-01-01

    Roč. 973, 1-2 (2002), s. 211-216 ISSN 0021-9673 R&D Projects: GA ČR GA203/98/0943 Grant - others:SPSDII(XE) EV/02/11 Institutional research plan: CEZ:AV0Z4031919 Keywords : wet effluent denuder technique * volatile organic compounds * monoterpenes Subject RIV: CB - Analytical Chemistry, Separation Impact factor: 3.098, year: 2002

  17. Determinants of exchange rate volatility: the case of the new EU members

    Czech Academy of Sciences Publication Activity Database

    Stančík, Juraj

    2007-01-01

    Roč. 57, 9-10 (2007), s. 414-432 ISSN 0015-1920 R&D Projects: GA ČR GA402/06/1293; GA MŠk LC542 Institutional research plan: CEZ:MSM0021620846 Keywords : exchange - rate volatility * TARCH model * EMU integration Subject RIV: AH - Economics Impact factor: 0.382, year: 2007 http://journal.fsv.cuni.cz/storage/1085_fau_9_10_2007_00000002.pdf

  18. Determination of refractive and volatile elements in sediment using laser ablation inductively coupled plasma mass spectrometry.

    Science.gov (United States)

    Duodu, Godfred Odame; Goonetilleke, Ashantha; Allen, Charlotte; Ayoko, Godwin A

    2015-10-22

    Wet-milling protocol was employed to produce pressed powder tablets with excellent cohesion and homogeneity suitable for laser ablation (LA) analysis of volatile and refractive elements in sediment. The influence of sample preparation on analytical performance was also investigated, including sample homogeneity, accuracy and limit of detection. Milling in volatile solvent for 40 min ensured sample is well mixed and could reasonably recover both volatile (Hg) and refractive (Zr) elements. With the exception of Cr (-52%) and Nb (+26%) major, minor and trace elements in STSD-1 and MESS-3 could be analysed within ±20% of the certified values. Comparison of the method with total digestion method using HF was tested by analysing 10 different sediment samples. The laser method recovers significantly higher amounts of analytes such as Ag, Cd, Sn and Sn than the total digestion method making it a more robust method for elements across the periodic table. LA-ICP-MS also eliminates the interferences from chemical reagents as well as the health and safety risks associated with digestion processes. Therefore, it can be considered as an enhanced method for the analysis of heterogeneous matrices such as river sediments. Copyright © 2015 Elsevier B.V. All rights reserved.

  19. Determination of refractive and volatile elements in sediment using laser ablation inductively coupled plasma mass spectrometry

    Energy Technology Data Exchange (ETDEWEB)

    Duodu, Godfred Odame [School of Chemistry, Physics and Mechanical Engineering, Science and Engineering Faculty, Queensland University of Technology (QUT), 2 George St, 4001, QLD (Australia); Goonetilleke, Ashantha [School of Civil Engineering and Built Environment, Science and Engineering Faculty, Queensland University of Technology (QUT), 2 George St, 4001, QLD (Australia); Allen, Charlotte [Institute for Future Environments, Queensland University of Technology (QUT), 2 George St, 4001, QLD (Australia); Ayoko, Godwin A., E-mail: g.ayoko@qut.edu.au [School of Chemistry, Physics and Mechanical Engineering, Science and Engineering Faculty, Queensland University of Technology (QUT), 2 George St, 4001, QLD (Australia)

    2015-10-22

    Wet-milling protocol was employed to produce pressed powder tablets with excellent cohesion and homogeneity suitable for laser ablation (LA) analysis of volatile and refractive elements in sediment. The influence of sample preparation on analytical performance was also investigated, including sample homogeneity, accuracy and limit of detection. Milling in volatile solvent for 40 min ensured sample is well mixed and could reasonably recover both volatile (Hg) and refractive (Zr) elements. With the exception of Cr (−52%) and Nb (+26%) major, minor and trace elements in STSD-1 and MESS-3 could be analysed within ±20% of the certified values. Comparison of the method with total digestion method using HF was tested by analysing 10 different sediment samples. The laser method recovers significantly higher amounts of analytes such as Ag, Cd, Sn and Sn than the total digestion method making it a more robust method for elements across the periodic table. LA-ICP-MS also eliminates the interferences from chemical reagents as well as the health and safety risks associated with digestion processes. Therefore, it can be considered as an enhanced method for the analysis of heterogeneous matrices such as river sediments. - Highlights: • Wet milling was used to produce pressed tablet sediment for LA-ICP-MS analysis. • Milling was effective for refractive elements with narrow range of particle size. • This is the first use of LA-ICP-MS for Hg analysis in sediment samples. • Acceptable accuracy and precision were obtained for most of the elements studied. • Detection limits down to parts per trillion were observed for some elements.

  20. Determination of non-volatile radiolytic compounds in ethylene co-vinyl alcohol

    International Nuclear Information System (INIS)

    Kothapalli, A.; Sadler, G.

    2003-01-01

    The use of ionizing radiation on food contact polymers is increasing due to the critical role of the package in holding or containing the irradiated foods [Food Add. Contam. 18(6) (2001) 475]. Irradiation benefits the food if properly applied and the food is pre-packaged prior to irradiation to protect it from subsequent recontamination. The United States Food and Drug Administration (USFDA) has approved the use of ionizing radiation within the dosage range of 0-60 kGy on limited films since the 1960s [USFDA 21CFR 179.45]. The obstacle in the way of approval of additional polymers is that FDA fears that these materials may undergo changes during irradiation producing toxic radiolytic fragments. Ethylene co-vinyl alcohol (EVOH), which is often used in food applications, is not approved by the FDA for pre-packaged irradiated foods. The present work examines the non-volatile radiolytic compounds, which may be formed due to exposure to gamma irradiation at the dosage levels of 3 and 10 kGy versus a non-radiated control. Irradiated EVOH is subjected to extraction with 95:5 ethanol and water (by volume) as the food simulating solvent (FSS) for a period of 10 days at 40 deg. C, which models the amount of radiolytic compound a food would extract in 1 year [USFDA Chemistry Requirement for Food Contact Notification]. The FSS is then analyzed for the presence of non-volatile compounds using advanced liquid chromatographic techniques. The chromatograms obtained from different dosages show that non-volatile radiolytic compounds are not formed in EVOH and it would, therefore be in compliance with safety demands of USFDA [Available at: http://www.cfsan.fda.gov/~dms/opa-guid.htmlref and http://www.access.gpo.gov/nara/cfr/cfr-table-search.htmlpage1

  1. Determination of non-volatile radiolytic compounds in ethylene co-vinyl alcohol

    Science.gov (United States)

    Kothapalli, A.; Sadler, G.

    2003-08-01

    The use of ionizing radiation on food contact polymers is increasing due to the critical role of the package in holding or containing the irradiated foods [Food Add. Contam. 18(6) (2001) 475]. Irradiation benefits the food if properly applied and the food is pre-packaged prior to irradiation to protect it from subsequent recontamination. The United States Food and Drug Administration (USFDA) has approved the use of ionizing radiation within the dosage range of 0-60 kGy on limited films since the 1960s [USFDA 21CFR 179.45]. The obstacle in the way of approval of additional polymers is that FDA fears that these materials may undergo changes during irradiation producing toxic radiolytic fragments. Ethylene co-vinyl alcohol (EVOH), which is often used in food applications, is not approved by the FDA for pre-packaged irradiated foods. The present work examines the non-volatile radiolytic compounds, which may be formed due to exposure to gamma irradiation at the dosage levels of 3 and 10 kGy versus a non-radiated control. Irradiated EVOH is subjected to extraction with 95:5 ethanol and water (by volume) as the food simulating solvent (FSS) for a period of 10 days at 40 °C, which models the amount of radiolytic compound a food would extract in 1 year [USFDA Chemistry Requirement for Food Contact Notification]. The FSS is then analyzed for the presence of non-volatile compounds using advanced liquid chromatographic techniques. The chromatograms obtained from different dosages show that non-volatile radiolytic compounds are not formed in EVOH and it would, therefore be in compliance with safety demands of USFDA [Available at: http://www.cfsan.fda.gov/~dms/opa-guid.html#ref and http://www.access.gpo.gov/nara/cfr/cfr-table-search.html#page1].

  2. VOLATILE COMPOUNDS OF LITHRAEA CAUSTICA (LITRE) DETERMINATED BY SOLID PHASE MICRO-EXTRACTION (SPME)

    OpenAIRE

    GARBARINO, JUAN A; SALVATORE, GIUSEPPE; PIVANOVO, MARISA; CHAMY, MARÍA CRISTINA; NICOLETTI, MARCELLO; DE IOANNES, ALFREDO

    2002-01-01

    The head space of the aerial parts of Lithraea caustica was analyzed by Solid Phase Micro-Extraction (SPME) technique, obtaining as main volatile compounds the monoterpenes, myrcene, a -pinene, , p-cymene and limonene, as well as the sesquiterpene caryophylene. De las partes áereas de Lithraea caustica y usando la técnica de Micro-Extracción en Fase Sólida (MEFS), fueron identificados y cuantificados los principales compuestos volátiles: los monoterpenos, mirceno, a -pineno, p-cimeno y lim...

  3. Determinants of exchange rate volatility: the case of the new EU members

    Czech Academy of Sciences Publication Activity Database

    Stančík, Juraj

    2007-01-01

    Roč. 57, 9-10 (2007), s. 414-432 ISSN 0015-1920 R&D Projects: GA MŠk LC542 Grant - others:GA ČR(CZ) GA402/06/1293 Program:GA Institutional research plan: CEZ:AV0Z70850503 Keywords : exchange - rate volatility * TARCH model * EMU integration Subject RIV: AH - Economics Impact factor: 0.382, year: 2007 http://journal.fsv.cuni.cz/storage/1085_fau_9_10_2007_00000002.pdf

  4. Determination of the vertical distribution and areal of the composition in volatile oil and/or gas condensate reservoirs

    International Nuclear Information System (INIS)

    Santos Santos, Nicolas; Ortiz Cancino, Olga Patricia; Barrios Ortiz, Wilson

    2005-01-01

    The compositional variation in vertical and areal direction due to gravitational and thermal effects plays an important role in the determination of the original reserves in-situ and in the selection of the operation scheme for volatile oil and/or gas condensate reservoirs. In this work we presented the mathematical formulation of the thermodynamic behavior experienced by compositional fluids, such as volatile oil and/or gas condensate, under the influence of the mentioned effects (gravitational and thermal), which was implemented in a software tool, this tool determine the compositional variation in vertical direction and, in addition, it allows to know the saturation pressure variation in the hydrocarbon column and the location of the gas-oil contact. With the obtained results, product of the use of this tool, was developed a methodology to obtain one first approach of the compositional variation in areal direction to obtain compositional spatial distribution (iso composition maps) in the reservoir, for components like the methane, which experiences the greater variations. These iso composition maps allow to determine the location of the hydrocarbon deposits, in such a way that the production strategies can be selected and be applied to maximize the recovery, such as in fill wells, perforation of new zones, EOR processes, etc

  5. Oxidation-induced phase transformations and lifetime limits of chromia-forming nickel-base alloy 625

    Energy Technology Data Exchange (ETDEWEB)

    Chyrkin, Anton

    2011-12-05

    For its high creep resistance the commercial nickel-base alloy 625 relies on solid solution strengthening in combination with precipitation hardening by formation of δ-Ni{sub 3}Nb and (Ni,Mo,Si){sub 6}C precipitates during high-temperature service. In oxidizing environments the alloy forms a slow growing, continuous chromia layer on the material surface which protects the alloy against rapid oxidation attack. The growth of the chromia base oxide scale results during exposure at 900-1000 C in oxidation-induced chromium depletion in the subsurface zone of the alloy. Microstructural analyses of the cross-sectioned specimens revealed that this process results in formation of a wide subsurface zone in which the mentioned strengthening phases are dissolved, in spite of the fact that both phases do not contain substantial amounts of the scale-forming element chromium. The cross-sectional analyses revealed that, in parallel to the formation of a precipitate depleted zone, a thin, continuous layer of niobium-rich intermetallic precipitates formed in the immediate vicinity of the scale/alloy interface. The Subsurface Phase Enrichment (abbreviated as SPE) was shown to be the result of an uphill-diffusion of niobium, i.e. the element stabilizing the strengthening precipitates δ-Ni{sub 3}Nb, in the chromium activity gradient and is thus a natural consequence of the oxidation-induced chromium depletion beneath the chromia scale. The thermodynamic calculations carried out using the Thermo-Calc/DICTRA software packages revealed that in alloy 625 the chemical activity of niobium decreases with decreasing chromium content. As chromium is being continuously removed from the alloy as the result of the chromia scale growth, the zone of lowest Nb-activity is formed in the location with the lowest chromium concentration, i.e. the scale/alloy interface. This creates a driving force for Nb to diffuse towards the scale/alloy interface against its own concentration gradient, which is known

  6. Determination of volatile compounds by gas liquid chromatography in tropical fruit, guava (psidium guajav L.)

    International Nuclear Information System (INIS)

    Hussain, A.; Zeb-un-Nisa; Asi, M. R.; Ahmad, R.; Iqbal, Z.; Maqbool, A. B.

    2002-01-01

    Volatile flavor components from both white and pink guava fruits were collected using Likens-Nickerson concurrent Distillation Extraction method and were analyzed by GC/FID. In the essence collected by using likens-Nickerson concurrent distillation extraction apparatus, 23 compounds were present in white guava fruit, of which 11 compounds (furfural, alpha-pinene, trans-2-hexene-1-ol, 2-heptanone, benzaldehyde, hexyl acetate Beta-ionone, limonene, 2-nonanone, cinamyl acetate and octyl acetate) were identified. Similarly for pink guava fruit, 13 compounds out of 29 compounds were identified by comparing retention times of unknown with that of standard compounds and sniffing at the odour port. These were hexanal, furfural, 2-heptanone, benzaldehyde, methyl furfural hexyl acetate, beta-ionone, alpha-pinene, 2-nonanone, limonene, cinnamyl acetate, ethyl undecanoate and octyl acetate. (author)

  7. Volatile hexafluoroacetylacetonates for the isolation and gas-chromatographic determination of trace metals. Pt. 1

    International Nuclear Information System (INIS)

    Hellmuth, K.H.; Mirzai, H.

    1985-01-01

    The optimization of the extraction of metal cations [Sc(III), Cr(III), Mn(II), Fe(III), Co(II), Cu(II), Zn(II), Y(III), Ag(I), Cd(II), La(IIII), Ce(III), Eu(III), Yb(III), Hg(II), Pb(II), Th(IV), U(IV, VI) and Am(III)] in the form of mixed-ligand complexes with hexafluoroacetylacetone and neutral donators with nitrogen atoms or P=O-groups is described. The thermal and gas-chromatographic characteristics of the extracted volatile compounds are reported. Optimal results were achieved using tri-n-butyl-phosphine oxide as donator. (orig.) [de

  8. Influence of the metallic matrix ratio on the wear resistance (dry and slurry abrasion) of plasma sprayed cermet (chromia / stainless steel) coatings

    Czech Academy of Sciences Publication Activity Database

    Ageorges, H.; Ctibor, Pavel; Medarhri, Z.; Touimi, S.; Fauchais, P.

    2006-01-01

    Roč. 201, č. 5 (2006), s. 2006-2011 ISSN 0257-8972 R&D Projects: GA AV ČR(CZ) 1QS200430560 Institutional research plan: CEZ:AV0Z20430508 Keywords : plasma spraying * composite coating * tribology * hardness * wear * abrasion * chromia/stainless steel Subject RIV: JH - Ceramics, Fire-Resistant Materials and Glass Impact factor: 1.559, year: 2006

  9. Determination of volatile components in fermented soybean prepared by a co-culture of Bacillus subtilis and Rhizopus oligosporus

    Directory of Open Access Journals (Sweden)

    Chukeatirote, E.,

    2017-07-01

    Full Text Available Fermented soybeans are traditional foods widely consumed in many countries (i.e., Natto in Japan, Jang in Korea, Kinema in India, Douichi in China, and Thua Nao in Thailand. In this study, an attempt was made with an expectation to improve the fermentation process using a co-culture of Bacillus subtilis and Rhizopus oligosporus. Initially, the raw soybeans were washed, sterilized by autoclaving, and inoculated with two inocula; for this, three different ratios between B. subtilis and R. oligosporus used were 100:0, 50:50, and 0:100. The fermentation was then carried out at 30°C for 3 days. The volatile compounds in the non-fermented and the fermented soybean products were determined by gas chromatography/ mass spectrometry (GC/MS and extracted using a solid phase microextraction (SPME technique. In total, 165 compounds were identified in the non-fermented and the fermented soybean products. For the non-fermented products, the predominant volatile compounds were alcohols (25.81%, aldehydes (13.64%, acids and esters (7.57%, furans (6.13% and ketones (0.88%. In contrast, the major volatiles compounds presented in the fermented soybeans were as follows: i The treatment of 100:0 consisted of acids and esters (35.89%, alcohols (14.55%, aldehydes (8.72%, ketones (4.97%, pyrazines (4.87%, and furans (4.22%; ii 50:50 comprised of acids and esters (55.62%, alcohols (16.22%, aldehydes (7.80%, pyrazine (3.65%, ketones (2.55%, furans (1.67%, and aromatic compounds (1.46%; and iii 0:100 included acids and esters (66.50%, alcohols (15.44%, aldehydes (2.59%, ketones (2.72%, furans (1.89%, aromatic compounds (1.80%, pyrazines (1.35%, and sulphur containing compounds (0.24% respectively.

  10. DETERMINATION OF SATURATION VAPOR PRESSURE OF LOW VOLATILE SUBSTANCES THROUGH THE STUDY OF EVAPORATION RATE BY THERMOGRAVIMETRIC ANALYSIS

    Directory of Open Access Journals (Sweden)

    R. V. Ralys

    2015-11-01

    Full Text Available Subject of Study.Research of vapor pressure of low volatile substances is a complicated problem due to both direct experimental implementation complexity and, most significantly, the issues faced correctness of the analysis and processing of experimental data. That is why it is usually required engaging the reference substances (with vapor pressures well studied. The latter drastically reduces the effectiveness of the experimental methods used and narrows their applicability. The paper deals with an approach to the evaporation process description (sublimation of low volatile substances based on molecular kinetic description in view of diffusive and convection processes. The proposed approach relies on experimental thermogravimetricfindingsina wide range of temperatures, flow rates ofthe purge gas and time. Method. A new approach is based on the calculation of the vapor pressure and uses the data about the speed of evaporation by thermogravimetric analysis depending on the temperature, the flow rate of the purge gas, and the evaporation time. The basis for calculation is the diffusion-kinetic description of the process of evaporation (mass loss of the substance from the exposed surface. The method is applicable to determine the thermodynamic characteristics for both the evaporation (the equilibrium liquid - vapor and sublimation (the equilibrium solid - vapor. We proposed the appropriate method of the experiment and analysis of its data in order to find the saturated vapor pressure of individual substances of low volatility. Main Results. The method has been tested on substances with insufficiently reliable and complete study of the thermodynamic characteristics but, despite this, are often used (because of the other data limitations as reference ones. The vaporization process (liquid-vapor has been studied for di-n-butyl phthalate C16H22O4 at 323,15–443,15 К, and sublimation for benzoic acid C7H6O2at 303,15–183,15 К. Both processes have

  11. Headspace solid phase microextraction (HSSPME) for the determination of volatile and semivolatile pollutants in soils

    Energy Technology Data Exchange (ETDEWEB)

    Llompart, Maria [Departamento de Quimica Analitica Nutricion y Bromatologia, Facultad de Quimica, Universidad de Santiago de Compostela, E-15706 Santiago de Compostela (Spain); Li, Ken; Fingas, Merv [Emergencies Science Division, Environment Canada, Environmental Technology Centre, 3439 River Road, Ottawa, ON (Canada)

    1999-02-08

    We have investigated the use of headspace solid phase microextraction (HSSPME) as a sample concentration and preparation technique for the analysis of volatile and semivolatile pollutants in soil samples. Soil samples were suspended in solvent and the SPME fibre suspended in the headspace above the slurry. Finally, the fibre was desorbed in the Gas Chromatograph (GC) injection port and the analysis of the samples was carried out. Since the transfer of contaminants from the soil to the SPME fibre involves four separate phases (soil-solvent-headspace and fibre coating), parameters affecting the distribution of the analytes were investigated. Using a well-aged artificially spiked garden soil, different solvents (both organic and aqueous) were used to enhance the release of the contaminants from the solid matrix to the headspace. It was found that simple addition of water is adequate for the purpose of analysing the target volatile organic chemicals (VOCs) in soil. The addition of 1 ml of water to 1 g of soil yielded maximum response. Without water addition, the target VOCs were almost not released from the matrix and a poor response was observed. The effect of headspace volume on response as well as the addition of salt were also investigated. Comparison studies between conventional static headspace (HS) at high temperature (95C) and the new technology HSSPME at room temperature (=20C) were performed. The results obtained with both techniques were in good agreement. HSSPME precision and linearity were found to be better than automated headspace method and HSSPME also produced a significant enhancement in response. The detection and quantification limits for the target VOCs in soils were in the sub-ng g{sup -1} level. Finally, we tried to extend the applicability of the method to the analysis of semivolatiles. For these studies, two natural soils contaminated with diesel fuel and wood preservative, as well as a standard urban dust contaminated with polyaromatic

  12. The Determinants of won/dollar Exchange Rate Volatility and Policy Recommendations

    Directory of Open Access Journals (Sweden)

    Chae-Shick Chung

    1998-09-01

    Full Text Available This thesis analyzed the feature and different points of the changing of the exchange rate of Korea won against US dollar, then discussed the direction of the completion of Korea exchange rate system. The prediction result of the model GARCH which vividly shows the phenomenon of the auto-regression of the exchange rate has indicated the level of the exchange rate yesterday could explain the circumstance of the change of exchange rate today. Meanwhile, the policy of the US exchange rate will affect the exchange rate of Korea won against US dollar and the volatility of foreign exchange rate. In the present situation of Korean economy in which the liberalization of capital and the independence of the central bank has been established, the choosing range of the exchange system could only be completely changeable exchange rate system or exchange rate system of multilateral arrangement like Europe. However, in terms of the condition of the world economy, the introduction of the latter system is too early. There is an idea that under the changeable exchange rate system which is the only choice, it is the right time to activate the main body of private economy, the financial derivatives market in which the exchange risk could be trade-off. Government should work on and create a policy that would be able to satisfy the expectations of the market participants.

  13. Leaf enclosure measurement for determining marijuana volatile organic compound emission factors

    Science.gov (United States)

    Wang, C. T.; Vizuete, W.; Wiedinmyer, C.; Ashworth, K.; Harley, P. C.; Ortega, J. V.

    2017-12-01

    In 2014, Colorado became the first US state to legalize the industrial-scale cultivation of marijuana plants. There are now more than 700 marijuana cultivation facilities (MCFs) in operation in the greater Denver area. High concentrations of biogenic volatile organic compounds (VOCs), predominantly monoterpenes (C10H16) such as alpha-pinene, myrcene, and limonene have been observed in the grow rooms of MCFs, suggesting MCFs have the potential to release a significant amount of reactive VOCs into the atmosphere. Further, many MCFs are located in the urban core, where other urban emission sources are concentrated, resulting in interactions which can lead to the formation of ozone, impacting air quality. The little research done on marijuana has focused on indoor air quality and occupational exposure, or identification of the compounds associated with the characteristic smells of marijuana plants. We know of no previous studies that have identified or quantified the monoterpene emission rates from marijuana. Here, we collected air samples from leaf enclosures from different marijuana clones at different growth stages onto sorbent cartridges. These samples were analyzed using GC-MS/-FID to identify and quantify the VOCs emitted by growing marijuana plants. These results were then used to estimate basal emission rates at standard conditions (T=30 C, PPFD = 1000 umol/m2/s) using standard algorithms. We discuss the potential impact on air quality from these VOCs emitted into the atmosphere using air quality models.

  14. Determination of cyclic volatile methylsiloxanes in biota with a purge and trap method.

    Science.gov (United States)

    Kierkegaard, Amelie; Adolfsson-Erici, Margaretha; McLachlan, Michael S

    2010-11-15

    The three cyclic volatile methylsiloxanes (cVMS), octamethylcyclotetrasiloxane (D4), decamethylcyclopentasiloxane (D5), and dodecamethylcyclohexasiloxane (D6), are recently identified environmental contaminants. Methods for the trace analysis of these chemicals in environmental matrices are required. A purge and trap method to prepare highly purified sample extracts with a low risk of sample contamination is presented. Without prior homogenization, the sample is heated in water, and the cVMS are purged from the slurry and trapped on an Isolute ENV+ cartridge. They are subsequently eluted with n-hexane and analyzed with GC/MS. The method was tested for eight different matrices including ragworms, muscle tissue from lean and lipid-rich fish, cod liver, and seal blubber. Analyte recoveries were consistent within and between matrices, averaging 79%, 68%, and 56% for D4, D5, and D6, respectively. Good control of blank levels resulted in limits of quantification of 1.5, 0.6, and 0.6 ng/g wet weight. The repeatability was 12% (D5) and 15% (D6) at concentrations 9 and 2 times above the LOQ. The method was applied to analyze cVMS in fish from Swedish lakes, demonstrating that contamination in fish as a result of long-range atmospheric transport is low as compared to contamination from local sources.

  15. Determination of volatile organic compounds pollution sources in malaysian drinking water using multivariate analysis.

    Science.gov (United States)

    Soh, Shiau-Chian; Abdullah, Md Pauzi

    2007-01-01

    A field investigation was conducted at all water treatment plants throughout 11 states and Federal Territory in Peninsular Malaysia. The sampling points in this study include treatment plant operation, service reservoir outlet and auxiliary outlet point at the water pipelines. Analysis was performed by solid phase micro-extraction technique with a 100 microm polydimethylsiloxane fibre using gas chromatography with mass spectrometry detection to analyse 54 volatile organic compounds (VOCs) of different chemical families in drinking water. The concentration of VOCs ranged from undetectable to 230.2 microg/l. Among all of the VOCs species, chloroform has the highest concentration and was detected in all drinking water samples. Average concentrations of total trihalomethanes (THMs) were almost similar among all states which were in the range of 28.4--33.0 microg/l. Apart from THMs, other abundant compounds detected were cis and trans-1,2-dichloroethylene, trichloroethylene, 1,2-dibromoethane, benzene, toluene, ethylbenzene, chlorobenzene, 1,4-dichlorobenzene and 1,2-dichloro - benzene. Principal component analysis (PCA) with the aid of varimax rotation, and parallel factor analysis (PARAFAC) method were used to statistically verify the correlation between VOCs and the source of pollution. The multivariate analysis pointed out that the maintenance of auxiliary pipelines in the distribution systems is vital as it can become significant point source pollution to Malaysian drinking water.

  16. Mechanisms of oxide layer formation and destruction on a chromia former nickel base alloy in HTR environment

    International Nuclear Information System (INIS)

    Rouillard, F.

    2007-10-01

    Haynes 230 alloy which contains 22 wt.% chromium could be a promising candidate material for structures and heat exchangers (maximum operating temperature: 850-950 C) in Very High Temperature Reactors (VHTR). The feasibility demonstration involves to valid its corrosion resistance in the reactor specific environment namely impure helium. The alloys surface reactivity was investigated at temperatures between 850 and 1000 C. We especially focused on the influence of different parameters such as concentrations of impurities in the gas phase (carbon monoxide and methane, water vapour/hydrogen ratio), alloy composition (activities of Cr and C, alloying element contents) and temperature. Two main behaviours have been revealed: the formation of a Cr/Mn rich oxide layer at 900 C and its following reduction at higher temperatures. At 900 C, the water vapour is the main oxidizing gas. However in the initial times, the carbon monoxide reacts at the metal/oxide interface which involves a gaseous transport through the scale; CO mainly oxidizes the minor alloying elements aluminium and silicon. Above a critical temperature TA, the carbon in solution in the alloy reduces chromia. To ascribe the scale destruction, a model is proposed based on thermodynamic interfacial data for the alloy, oxide layer morphology and carbon monoxide partial pressure in helium; the model is then validated regarding experimental results and observations. (author)

  17. Development of a portable mass spectrometric system for determination of isotopic composition of solid uranium samples using fluorine volatilization

    Science.gov (United States)

    Loge, G.

    1994-09-01

    Using hardware and materials supplied by LANL, a prototype quadrupole mass spectrometer system designed for portable field analysis of isotopic composition of solid uranium samples was assembled and tested. The system contained the capability for fluorine volatilization of solid uranium samples with gas introduction, which was successfully tested and demonstrated using 100 mg samples of U3O8. Determination of precision and accuracy for measuring isotopic composition was performed using isotopic standards. Use with soil samples containing uranium were also attempted. Silicates in the soil forming SiF4 were found to be a kinetic bottleneck to the formation of UF6. This could be avoided by performing some sort of chemical separation as a pre-treatment step, which was demonstrated using nitric acid.

  18. Study of new technique of solid combustible materials to determination of volatile elements by flame atomic absorption spectrophotometry

    International Nuclear Information System (INIS)

    Campos, R.C. de.

    1988-01-01

    A new technique for direct trace element analysis of solid combustible materials is described. The samples (up to 10 mg) are weighed on a graphite platform wich is then placed in a quartz tube, at the focal point of three infrared lamps. When the lamps are turned on, the sample burns in a stream of air, and the resulting dry aerosol containing volatile elements such as Hg, Cd, Bi, Tl, Zn, Pb and Cu is carried into the mixing chamber and thence into the flame, where the atomic absorption measurement is carried out. This technique overcomes chemical sample preparation steps, avoiding contaminations of losses associated with these steps. A ''furnace in flame'' system where the aerosol is transported to a flame heated T-tube is also described. The influence of flame stoichiometry, observation height, platform material and air flux intensity was studied inorder to determine optimal analytical conditions. (author) [pt

  19. Determination of volatile organic compounds from biowaste and co-fermentation biogas plants by single-sorbent adsorption.

    Science.gov (United States)

    Salazar Gómez, J I; Lohmann, H; Krassowski, J

    2016-06-01

    Characterisation of biogases is normally dedicated to the online monitoring of the major components methane and carbon dioxide and, to a lesser extent, to the determination of ammonia and hydrogen sulphide. For the case of Volatile Organic Compounds (VOCs), much less attention is usually paid, since such compounds are normally removed during gas conditioning and with exception of sulphur compounds and siloxanes represent a rather low risk to conventional downstream devices but could be a hindrance for fuel cells. However, there is very little information in the literature about the type of substances found in biogases generated from biowaste or co-fermentation plants and their concentration fluctuations. The main aim of this study was to provide information about the time dependencies of the VOCs in three biogas plants spread out through Germany from autumn until summer, which have different process control, in order to assess their potential as biofuels. Additionally, this study was an attempt to establish a correlation between the nature of the substrates used in the biogas plants and the composition of the VOCs present in the gas phase. Significant time-dependent variations in concentration were observed for most VOCs but only small changes in composition were observed. In general, terpenes and ketones appeared as the predominant VOCs in biogas. Although for substances such as esters, sulphur-organic compounds and siloxanes the average concentrations observed were rather low, they exhibited significant concentration peaks. The second biogas plant which operates with dry fermentation was found to contain the highest levels of VOCs. The amount of total volatile organic compounds (TVOCs) for the first, second and third biogas plants ranged from 35 to 259 mg Nm(-3), 291-1731 mg Nm(-3) and 84-528 mg Nm(-3), respectively. Copyright © 2016 Elsevier Ltd. All rights reserved.

  20. Determination of volatile trace elements in terrestrial minerals and lunar soils by RNAA

    International Nuclear Information System (INIS)

    Kraehenbuehl, U.; Wegmueller, F.

    1978-01-01

    A procedure is reported for the simultaneous determination of Au, Cd, Ge, Hg, In, Sb, Te and Zn in 5-50 mg aliquots of minerals and lunar soils. After irradiation with thermal neutrons the samples are dissolved in digestion bombs by HF/HClO 4 . Sulfide precipitates provide the necessary group separations. The purified elements are measured on Ge(Li) detectors. Accuracy and precision are generally better than 10%. (author)

  1. Electrochemical generation of arsenic volatile species using a gold/mercury amalgam cathode. Determination of arsenic by atomic absorption spectrometry

    Directory of Open Access Journals (Sweden)

    Andrea Caiminagua

    2015-03-01

    Full Text Available The electrochemical generation of arsenic volatile species (arsine using an Au/Hg amalgam cathode in a 0.5 M H2SO4 solution, is described. Results were compared with those obtained with other cathodes commonly used for generation of arsine. The effects of the electrolytic conditions and interferent ions have been studied. Results show that the Au/Hg cathode has better tolerance to interference and higher repeatability than cathodes made out of platinum (Pt, gold (Au, reticulated glassy carbon (RGC, lead (Pb. Under optimized conditions, a 0.027 μg L−1 (3σ detection limit for As(III in aqueous solutions and a 2.4% relative standard deviation for a 0.1 μg L−1 As(III were obtained. The accuracy of the method was verified by determination of As in a certified reference material. The proposed method was applied to the determination of As in spiked tap water samples.

  2. Determination of volatile organic compounds in eucalyptus fast pyrolysis bio-oil by full evaporation headspace gas chromatography.

    Science.gov (United States)

    Kosinski Lima, Nathalya; Romualdo Lopes, André; Gimenes Guerrero, Palimecio; Itsuo Yamamoto, Carlos; Augusto Hansel, Fabricio

    2018-01-01

    This paper reports a full evaporation (FE) headspace gas chromatographic (HS-GC) method for the determination of the volatile organic compounds (VOCs) in bio-oil (i.e. methanol, ethanol, acetone, acetic acid and furfural). The method uses a 4μL sample of bio-oil in a headspace vial (ca. 20mL). Complete evaporation of the compounds was achieved after seven minutes at 90°C. The method showed good precision and accuracy for methanol, ethanol, acetone and acetic acid. The recovery of furfural was low (74.3%). The results showed that the protocol can be applied for the determination of methanol, ethanol, acetone and acetic acid in bio-oil. Detection limits ranged from 0.13 to 0.16μg. Acetic acid was the dominant analyte in the heavy bio-oil and light bio-oil analysis (113. 3 and 85.1µgmg -1 , respectively), followed by methanol, ethanol, and acetone. The polymerisation of furfural was suspected as the cause of its poor quantification. Copyright © 2017 Elsevier B.V. All rights reserved.

  3. Determination of heat purgeable and ambient purgeable volatile organic compounds in water by gas chromatography/mass spectrometry

    Science.gov (United States)

    Rose, Donna L.; Sandstrom, Mark W.; Murtagh, Lucinda K.

    2016-09-08

    Two new analytical methods have been developed by the U.S. Geological Survey (USGS) National Water Quality Laboratory (NWQL) that allow the determination of 37 heat purgeable volatile organic compounds (VOCs) (USGS Method O-4437-16 [NWQL Laboratory Schedule (LS) 4437]) and 49 ambient purgeable VOCs (USGS Method O-4436-16 [NWQL LS 4436]) in unfiltered water. This report documents the procedures and initial performance of both methods. The compounds chosen for inclusion in the methods were determined as having high priority by the USGS National Water-Quality Assessment (NAWQA) Program. Both methods use a purge-and-trap technique with gas chromatography/mass spectrometry. The compounds are extracted from the sample by bubbling helium through a 25-milliliter sample. For the polar and less volatile compounds, the sample is heated at 60 degrees Celsius, whereas the less polar and more volatile compounds are purged using a separate analytical procedure at ambient temperature. The compounds are trapped on a sorbent trap, desorbed into a gas chromatograph/mass spectrometer for separation, and then identified and quantified. Sample preservation is recommended for both methods by adding a 1:1 solution of hydrochloric acid (HCl [1:1]) to water samples to adjust the pH to 2. Analysis within 14 days from sampling is recommended.The heat purgeable method (USGS Method O-4437-16) operates with the mass spectrometer in the simultaneous full scan/selected ion monitoring mode. This method supersedes USGS Method O-4024-03 (NWQL LS 4024). Method detection limits (MDLs) for fumigant compounds 1,2-dibromoethane, 1,2-dichloropropane, 1,2,3-trichloropropane, chloropicrin, and 1,2-dibromo-3-chloropropane range from 0.002 to 0.010 microgram per liter (µg/L). The MDLs for all remaining heat purgeable VOCs range from 0.006 µg/L for tert-butyl methyl ether to 3 µg/L for alpha-terpineol. Calculated holding times indicate that 36 of the 37 heat purgeable VOCs are stable for a minimum of 14 days

  4. The effect of surfactant on headspace single drop microextraction for the determination of some volatile aroma compounds in citronella grass and lemongrass leaves by gas chromatography

    Science.gov (United States)

    A rapid method for the determination of some volatile aromatic compounds (VACs), including citronellal, citronellol, neral, geranial, geraniol, and eugenol in citronella grass and lemongrass leaves, was developed using surfactant as a surface tension modifier while performing headspace single drop m...

  5. Determination of Total Volatile Basic Nitrogen (TVB-N Content in Beef by Hyperspectral Imaging Technique

    Directory of Open Access Journals (Sweden)

    Liu Shanmei

    2016-01-01

    Full Text Available Non-destructive determination of TVB-N content in beef using hyperspectral imaging (HSI technique was evaluated. In order to create a robust model to predict the TVB-N content in beef, partition of sample set, spectral pretreatment, and the optimum wavelength selection were discussed. After the beef sample set was parted by concentration gradient (CG algortithm, and the spectra of beef samples were preprocessed by standard normalized variate (SNV combined with auto scale(AS, the partial least square regression (PLSR model was established using the full spectral range, which had the best prediction abilities with Rcv2 of 0.9124, Rp2 of 0.8816, RMSECV of 1.5889, and RMSEP of 1.7719, respectively. After the optimum wavelengths which is closely related to the TVB-N content of beef samples was obtained using the competitive adaptive re-weighted (CARS algorithm, a new PLSR model was established using the optimum wavelengths, which had outstanding prediction abilities with Rcv2 of 0.9235, Rp2 of 0.9241, RMSECV of 1.4881, and RMSEP of 1.4882, respectively.The study showed that HSI is a powerful technique to predict the TVB-N content in beef by a nondestructive way.

  6. Volatility Discovery

    DEFF Research Database (Denmark)

    Dias, Gustavo Fruet; Scherrer, Cristina; Papailias, Fotis

    The price discovery literature investigates how homogenous securities traded on different markets incorporate information into prices. We take this literature one step further and investigate how these markets contribute to stochastic volatility (volatility discovery). We formally show...... that the realized measures from homogenous securities share a fractional stochastic trend, which is a combination of the price and volatility discovery measures. Furthermore, we show that volatility discovery is associated with the way that market participants process information arrival (market sensitivity......). Finally, we compute volatility discovery for 30 actively traded stocks in the U.S. and report that Nyse and Arca dominate Nasdaq....

  7. Role of management strategies and environmental factors in determining the emissions of biogenic volatile organic compounds from urban greenspaces.

    Science.gov (United States)

    Ren, Yuan; Ge, Ying; Gu, Baojing; Min, Yong; Tani, Akira; Chang, Jie

    2014-06-03

    Biogenic volatile organic compound (BVOC) emissions from urban greenspace have recently become a global concern. To identify key factors affecting the dynamics of urban BVOC emissions, we built an estimation model and utilized the city of Hangzhou in southeastern China as an example. A series of single-factor scenarios were first developed, and then nine multifactor scenarios using a combination of different single-factor scenarios were built to quantify the effects of environmental changes and urban management strategies on urban BVOC emissions. Results of our model simulations showed that (1) annual total BVOC emissions from the metropolitan area of Hangzhou were 4.7×10(8) g of C in 2010 and were predicted to be 1.2-3.2 Gg of C (1 Gg=10(9) g) in our various scenarios in 2050, (2) urban management played a more important role in determining future urban BVOC emissions than environmental changes, and (3) a high ecosystem service value (e.g., lowest BVOC/leaf mass ratio) could be achieved through positive coping in confronting environmental changes and adopting proactive urban management strategies on a local scale, that is, to moderately increase tree density while restricting excessive greenspace expansion and optimizing the species composition of existing and newly planted trees.

  8. A modified two-point titration method for the determination of volatile fatty acids in anaerobic systems.

    Science.gov (United States)

    Mu, Zhe-Xuan; He, Chuan-Shu; Jiang, Jian-Kai; Zhang, Jie; Yang, Hou-Yun; Mu, Yang

    2018-04-10

    The volatile fatty acids (VFA) concentration plays important roles in the rapid start-up and stable operation of anaerobic reactors. It's essential to develop a simple and accurate method to monitor the VFA concentration in the anaerobic systems. In present work, a modified two-point titration method was developed to determine the VFA concentration. The results show that VFA concentration in standard solutions estimated by the titration method coincided well with that measured by gas chromatograph, where all relative errors were lower than 5.5%. Compared with the phosphate, ammonium and sulfide subsystems, the effect of bicarbonate on the accuracy of the developed method was relatively significant. When the bicarbonate concentration varied from 0 to 8 mmol/L, the relative errors increased from 1.2% to 30% for VFA concentration at 1 mmol/L, but were within 2.0% for that at 5 mmol/L. In addition, the VFA composition affected the accuracy of the titration method to some extent. This developed titration method was further proved to be effective with practical effluents from a lab-scale anaerobic reactor under organic shock loadings and an unstable full-scale anaerobic reactor. Copyright © 2018 Elsevier Ltd. All rights reserved.

  9. Determination of tetrachloroethylene and other volatile halogenated organic compounds in oil wastes by headspace SPME GC-MS

    Energy Technology Data Exchange (ETDEWEB)

    Fabbri, D.; Bezzi, R.; Torri, C.; Galletti, P.; Tagliavini, E. [Bologna Univ., Ravenna (Italy). Lab. of Chemistry, C.I.R.S.A

    2007-09-15

    Oil wastes and slops are complex mixtures of hydrocarbons, which may contain a variety of contaminants including tetrachloroethylene (perchloroethylene, PCE) and other volatile halogenated organic compounds (VHOCs). The analytical determination of PCE at trace levels in petroleum-derived matrices is difficult to carry out in the presence of large amounts of hydrocarbon matrix components. In the following study, we demonstrate that headspace solid-phase microextraction (HS-SPME) combined with GC-MS analysis can be applied for the rapid measurement of PCE concentration in oil samples. The HS-SPME method was developed using liquid paraffin as matrix matching reference material for external and internal calibration and optimisation of experimental parameters. The limit of quantitation was 0.05 mg kg{sup -1}, and linearity was established up to 25 mg kg{sup -1}. The HS-SPME method was extended to several VHOCs, including trichloroethylene (TCE) in different matrices and was applied to the quantitative analysis of PCE and TCE in real samples.

  10. Determination of some volatile compounds in alcoholic beverage by headspace solid-phase microextraction gas chromatography - mass spectrometry

    Science.gov (United States)

    Schmutzer, G.; Avram, V.; Feher, I.; David, L.; Moldovan, Z.

    2012-02-01

    The volatile composition of alcoholic beverage was studied by headspace solid-phase microextraction (HSSPME) method and gas chromatography - mass spectrometry (GC-MS). Some volatile compounds, such as alcohols, esters, terpenes and other are mainly responsible for the flavor of fortified wines and their amounts specify the quality of the alcoholic beverages. From this perspective it is interesting to develop a rapid, selective and sensitive analytical method suitable for simultaneous quantification of the main molecules being responsible for the organoleptic characteristic of alcoholic beverages. Vermouth fortified drink was analyzed in order to characterize the volatile profile. Using the HS-SPME/GC-MS a number of twenty-six volatile compounds from a commercial market alcoholic beverage were identified. The most abundant compounds were m-thymol, o-thymol and eugenol, alongside of the ethyl ester compounds.

  11. Nonvolatile, semivolatile, or volatile: redefining volatile for volatile organic compounds.

    Science.gov (United States)

    Võ, Uyên-Uyén T; Morris, Michael P

    2014-06-01

    Although widely used in air quality regulatory frameworks, the term "volatile organic compound" (VOC) is poorly defined. Numerous standardized tests are currently used in regulations to determine VOC content (and thus volatility), but in many cases the tests do not agree with each other, nor do they always accurately represent actual evaporation rates under ambient conditions. The parameters (time, temperature, reference material, column polarity, etc.) used in the definitions and the associated test methods were created without a significant evaluation of volatilization characteristics in real world settings. Not only do these differences lead to varying VOC content results, but occasionally they conflict with one another. An ambient evaporation study of selected compounds and a few formulated products was conducted and the results were compared to several current VOC test methodologies: SCAQMD Method 313 (M313), ASTM Standard Test Method E 1868-10 (E1868), and US. EPA Reference Method 24 (M24). The ambient evaporation study showed a definite distinction between nonvolatile, semivolatile, and volatile compounds. Some low vapor pressure (LVP) solvents, currently considered exempt as VOCs by some methods, volatilize at ambient conditions nearly as rapidly as the traditional high-volatility solvents they are meant to replace. Conversely, bio-based and heavy hydrocarbons did not readily volatilize, though they often are calculated as VOCs in some traditional test methods. The study suggests that regulatory standards should be reevaluated to more accurately reflect real-world emission from the use of VOC containing products. The definition of VOC in current test methods may lead to regulations that exclude otherwise viable alternatives or allow substitutions of chemicals that may limit the environmental benefits sought in the regulation. A study was conducted to examine volatility of several compounds and a few formulated products under several current VOC test

  12. Polymeric ionic liquid coatings versus commercial solid-phase microextraction coatings for the determination of volatile compounds in cheeses.

    Science.gov (United States)

    Trujillo-Rodríguez, María J; Yu, Honglian; Cole, William T S; Ho, Tien D; Pino, Verónica; Anderson, Jared L; Afonso, Ana M

    2014-04-01

    The extraction performance of four polymeric ionic liquid (PIL)-based solid-phase microextraction (SPME) coatings has been studied and compared to that of commercial SPME coatings for the extraction of 16 volatile compounds in cheeses. The analytes include 2 free fatty acids, 2 aldehydes, 2 ketones and 10 phenols and were determined by headspace (HS)-SPME coupled to gas chromatography (GC) with flame-ionization detection (FID). The PIL-based coatings produced by UV co-polymerization were more efficient than PIL-based coatings produced by thermal AIBN polymerization. Partition coefficients of analytes between the sample and the coating (Kfs) were estimated for all PIL-based coatings and the commercial SPME fiber showing the best performance among the commercial fibers tested: carboxen-polydimethylsyloxane (CAR-PDMS). For the PIL-based fibers, the highest K(fs) value (1.96 ± 0.03) was obtained for eugenol. The normalized calibration slope, which takes into account the SPME coating thickness, was also used as a simpler approximate tool to compare the nature of the coating within the determinations, with results entirely comparable to those obtained with estimated K(fs) values. The PIL-based materials obtained by UV co-polymerization containing the 1-vinyl-3-hexylimidazolium chloride IL monomer and 1,12-di(3-vinylimiazolium)dodecane dibromide IL crosslinker exhibited the best performance in the extraction of the select analytes from cheeses. Despite a coating thickness of only 7 µm, this copolymeric sorbent coating was capable of quantitating analytes in HS-SPME in a 30 to 2000 µg L(-1) concentration range, with correlation coefficient (R) values higher than 0.9938, inter-day precision values (as relative standard deviation in %) varying from 6.1 to 20%, and detection limits down to 1.6 µg L(-1). Copyright © 2013 Elsevier B.V. All rights reserved.

  13. Conductometric titration to determine total volatile basic nitrogen (TVB-N) for post-mortem interval (PMI).

    Science.gov (United States)

    Xia, Zhiyuan; Zhai, Xiandun; Liu, Beibei; Mo, Yaonan

    2016-11-01

    Precise measurement of cadaver decomposition rate is the basis to accurate post-mortem interval (PMI) estimation. There are many approaches explored in recent years, however, it is still unsolved completely. Total volatile basic nitrogen (TVB-N), which is an important index to predict meat freshness and shelf life in food science, could serve as an indicator for measuring PMI associated decomposition rate of cadavers. The aim of this work was to establish a practical method to determine TVB-N in cadaver soft tissues (mainly skeletal muscle) for measuring decomposition rate. Determination of TVB-N in the simulation and animal experiments was conducted by steam distillation and conductometric titration using Kjeldahl distillation unit and conductivity meter. In simulation, standard concentrations of ammonium were used as TVB analogies, TVB-N contents were determined and the recovery rates of nitrogen were calculated. In animal experiment, TVB-N in skeletal muscle of forty-two rats was determined at different PMIs for 312 h at 24 °C ± 1 °C. The relationship between PMI and TVB-N was investigated also. The method showed high precision with 99%-100% recovery rates. TVB-N in skeletal muscle changed significantly with PMI especially after 24 h, and the data fit well to y = 3.35 E -5 x 3 -2.17 E -2 x 2 +6.13x-85.82 (adj. R 2  = 0.985). EC i (initial electrical conductivity in the samples just before titration) had positive linear relationship to final measured TVB-N values, y = 1.98x+16.16 (adj. R 2  = 0.985). The overall results demonstrated that the method is accurate, rapid and flexible, which could be expected as a basic technique for measuring decomposition rate in later PMI-estimation researches. Further studies are needed to validate our findings. Copyright © 2016 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.

  14. Virtual volatility

    Science.gov (United States)

    Silva, A. Christian; Prange, Richard E.

    2007-03-01

    We introduce the concept of virtual volatility. This simple but new measure shows how to quantify the uncertainty in the forecast of the drift component of a random walk. The virtual volatility also is a useful tool in understanding the stochastic process for a given portfolio. In particular, and as an example, we were able to identify mean reversion effect in our portfolio. Finally, we briefly discuss the potential practical effect of the virtual volatility on an investor asset allocation strategy.

  15. Effect of management (organic vs conventional) on volatile profiles of six plum cultivars (Prunus salicina Lindl.). A chemometric approach for varietal classification and determination of potential markers.

    Science.gov (United States)

    Cuevas, F J; Moreno-Rojas, J M; Arroyo, F; Daza, A; Ruiz-Moreno, M J

    2016-05-15

    The volatile profiles of six plum cultivars ('Laetitia', 'Primetime', 'Sapphire', 'Showtime', 'Songold' and 'Souvenir') produced under two management systems (conventional and organic) and harvested in two consecutive years were obtained by HS-SPME-GC-MS. Twenty-five metabolites were determined, five of which (pentanal, (E)-2-heptenal, 1-octanol, eucalyptol and 2-pentylfuran) are reported for the first time in Prunus salicina Lindl. Hexanal stood out as a major volatile compound affected by the management system. In addition, partial least square discriminant analysis (PLS-DA) achieved an effective classification of genotypes based on their volatile profiles. A high classification accuracy model was obtained with a sensitivity of 97.9% and a specificity of 99.6%. Furthermore, the application of a dual criterion, based on a method of variable selection, VIP (variable importance in projection) and the results of a univariate analysis (ANOVA), allowed the identification of potential volatile markers in 'Primetime', 'Showtime' and 'Souvenir' genotypes (cultivars not characterised to date). Copyright © 2015 Elsevier Ltd. All rights reserved.

  16. A fast and simple method for quantitative determination of fat-derived medium and low-volatile compounds in cheese

    NARCIS (Netherlands)

    Alewijn, M.; Sliwinski, E.L.; Wouters, J.T.M.

    2003-01-01

    Cheese flavour is a mixture of many (volatile) compounds, mostly formed during ripening. The current method was developed to qualify and quantify fat-derived compounds in cheese. Cheese samples were extracted with acetonitrile, which led to a concentrated solution of potential favour compounds,

  17. Inflation Volatility and the Inflation-Growth Tradeoff in India

    OpenAIRE

    Raghbendra Jha; Varsha S. Kulkarni

    2012-01-01

    This paper amends the New Keynesian Phillips curve model to include inflation volatility and tests the determinants of such volatility for India. It provides results on the determinants of inflation volatility and expected inflation volatility for OLS and ARDL (1,1) models and for change in inflation volatility and change in expected inflation volatility using ECM models. Output gap affects change in expected inflation volatility along (in the ECM model) and not in the other models. Major det...

  18. Influence of rare earth additions on the oxidation resistance of chromia forming alloys; Influencia da adicao de terras raras sobre a resistencia a oxidacao de ligas formadoras de cromia

    Energy Technology Data Exchange (ETDEWEB)

    Pillis, Marina Fuser

    1995-12-31

    The addition of rare earths to alloys, either in elemental form or as surface coatings reduces the oxidation rate of chromia forming alloys. The rare earths either act as nucleation sites for surface oxides or get incorporates into the surface oxide and diffuse to oxide grain boundaries. If the latter occurs, a change in the defect structure close to the grain boundaries, probably takes place. In this manner, the rare earths inhibits the movement of chromium ions to the oxide/gas interface. The influence of rare earth additions to AISI 316, AISI 316L and Ni-20 Cr on their oxidation behavior has been studied., AISI 316+Ce, AISI 316+Y, Ni-20 Cr and Ni-20 Cr-2 Al-1 Ce were prepared by melting and AISI 316L, AISI 316L+Ce O{sub 2} and AISI 316L+Y{sub 2} O{sub 3} by powder compaction. The effect of superficial deposits of rare earth oxides was also studied. The alloys were coated with rare earth oxides by high temperature conversion of the respective rare earth nitrates. Isothermal oxidation tests were carried out at 900-1100 deg C and the cyclic oxidation tests consisted of 6 cycles of 2 hours each at 900 deg C, followed by cooling to room temperature. All the tests were carried out in air. Oxidation behavior was evaluated gravimetrically. Scanning electron microscopy was used to study surface morphology. Energy dispersive analysis and X-ray diffraction techniques were used to identify oxide constituents. Overall, it has been observed that with the addition of rare earths, oxidation resistance increases by decreasing oxidation rates and increasing oxide adhesion. Addition of rare earths to AISI 316 prepared by melting resulted in rapid formation of a chromium rich oxide layered near the metal/oxide interface which reduced overall oxidation rate. The addition of Ce O{sub 2} to AISI 316L was found to improve oxidation behavior after 10 hours at 1100 deg C and also inhibit the formation of volatile Cr O{sub 3}. The isothermal oxidation behavior of rare earth oxide covered

  19. TECHNICAL JUSTIFICATION FOR CHOOSING PROPANE AS A CALIBRATION AGENT FOR TOTAL FLAMMABLE VOLATILE ORGANIC COMPOUND (VOC) DETERMINATIONS

    International Nuclear Information System (INIS)

    DOUGLAS, J.G.

    2006-01-01

    This document presents the technical justification for choosing and using propane as a calibration standard for estimating total flammable volatile organic compounds (VOCs) in an air matrix. A propane-in-nitrogen standard was selected based on a number of criteria: (1) has an analytical response similar to the VOCs of interest, (2) can be made with known accuracy and traceability, (3) is available with good purity, (4) has a matrix similar to the sample matrix, (5) is stable during storage and use, (6) is relatively non-hazardous, and (7) is a recognized standard for similar analytical applications. The Waste Retrieval Project (WRP) desires a fast, reliable, and inexpensive method for screening the flammable VOC content in the vapor-phase headspace of waste containers. Table 1 lists the flammable VOCs of interest to the WRP. The current method used to determine the VOC content of a container is to sample the container's headspace and submit the sample for gas chromatography--mass spectrometry (GC-MS) analysis. The driver for the VOC measurement requirement is safety: potentially flammable atmospheres in the waste containers must be allowed to diffuse prior to processing the container. The proposed flammable VOC screening method is to inject an aliquot of the headspace sample into an argon-doped pulsed-discharge helium ionization detector (Ar-PDHID) contained within a gas chromatograph. No actual chromatography is performed; the sample is transferred directly from a sample loop to the detector through a short, inert transfer line. The peak area resulting from the injected sample is proportional to the flammable VOC content of the sample. However, because the Ar-PDHID has different response factors for different flammable VOCs, a fundamental assumption must be made that the agent used to calibrate the detector is representative of the flammable VOCs of interest that may be in the headspace samples. At worst, we desire that calibration with the selected calibrating

  20. Assessment of antioxidant activity of cane brown sugars by ABTS and DPPH radical scavenging assays: determination of their polyphenolic and volatile constituents.

    Science.gov (United States)

    Payet, Bertrand; Shum Cheong Sing, Alain; Smadja, Jacqueline

    2005-12-28

    Seven cane brown sugars (four from La Réunion, two from Mauritius, and one from France) were investigated for their polyphenol content and volatile composition in relation to their free radical scavenging capacity determined by ABTS and DPPH assays. The thin layer coated on the sugar crystal was extracted by Soxhlet extractor with dichloromethane. The volatile compounds of brown sugars were studied by GC-MS, and 43 compounds were identified. The total phenolic content of brown sugars was determined according to the Folin-Ciocalteu method. Phenolic compounds were quantified in the brown sugar extracts by LC-UV-ESI-MS. Brown sugar aqueous solutions exhibited weak free radical scavenging activity in the DPPH assay and higher antioxidant activity in the ABTS assay at relatively high concentration. The brown sugar extracts showed interesting free radical scavenging properties despite the low concentration of phenolic and volatile compounds. Sugar is a common foodstuff traditionally used for its sweetening properties, which might be accompanied by antioxidant properties arising from molecules (polyphenols, Maillard products) other than sucrose of the cane brown sugars.

  1. Unstable volatility

    DEFF Research Database (Denmark)

    Casas, Isabel; Gijbels, Irène

    2012-01-01

    The objective of this paper is to introduce the break-preserving local linear (BPLL) estimator for the estimation of unstable volatility functions for independent and asymptotically independent processes. Breaks in the structure of the conditional mean and/or the volatility functions are common...... in Finance. Nonparametric estimators are well suited for these events due to the flexibility of their functional form and their good asymptotic properties. However, the local polynomial kernel estimators are not consistent at points where the volatility function has a break. The estimator presented...

  2. Loss aversion and price volatility as determinants of attitude towards and preference for variable price in the Swedish electricity market

    International Nuclear Information System (INIS)

    Juliusson, E. Asgeir; Gamble, Amelie; Gaerling, Tommy

    2007-01-01

    The results of a survey of a random sample of 488 Swedish residents showed that a positive attitude towards and preference for a variable price agreement with the incumbent electricity supplier was negatively affected by loss aversion, and a positive attitude also negatively affected by beliefs about price volatility. Although correlated with attitude and preference, age, education, and current choice of a variable price agreement had no independent effects. Income and current electricity costs had no effects. (author)

  3. Volatile and Nonvolatile Constituents and Antioxidant Capacity of Oleoresins in Three Taiwan Citrus Varieties as Determined by Supercritical Fluid Extraction

    Directory of Open Access Journals (Sweden)

    Min-Hung Chen

    2016-12-01

    Full Text Available As local varieties of citrus fruit in Taiwan, Ponkan (Citrus reticulata Blanco, Tankan (C. tankan Hayata, and Murcott (C. reticulate × C. sinensis face substantial competition on the market. In this study, we used carbon dioxide supercritical technology to extract oleoresin from the peels of the three citrus varieties, adding alcohol as a solvent assistant to enhance the extraction rate. The supercritical fluid extraction was fractionated with lower terpene compounds in order to improve the oxygenated amounts of the volatile resins. The contents of oleoresin from the three varieties of citrus peels were then analyzed with GC/MS in order to identify 33 volatile compounds. In addition, the analysis results indicated that the non-volatile oleoresin extracted from the samples contains polymethoxyflavones (86.2~259.5 mg/g, limonoids (111.7~406.2 mg/g, and phytosterols (686.1~1316.4 μg/g. The DPPH (1,1-Diphenyl-2-picrylhydrazyl, ABTS [2,2′-azinobis-(3-ethylbenzothiazoline-6-sulfonic acid] scavenging and inhibition of lipid oxidation, which test the oleoresin from the three kinds of citrus, exhibited significant antioxidant capacity. The component polymethoxyflavones contributed the greatest share of the overall antioxidant capacity, while the limonoid and phytosterol components effectively coordinated with its effects.

  4. Composition of sulla (Hedysarum coronarium L.) honey solvent extractives determined by GC/MS: norisoprenoids and other volatile organic compounds.

    Science.gov (United States)

    Jerković, Igor; Tuberoso, Carlo I G; Tuberso, Carlo I G; Gugić, Mirko; Bubalo, Dragan

    2010-09-09

    Samples of unifloral sulla (Hedysarum coronarum L.) honey from Sardinia (Italy) were analysed. To investigate the chemical composition of the honey volatiles two solvent systems were used for ultrasonic solvent extraction (USE): 1) a 1:2 (v/v) pentane and diethyl ether mixture and 2) dichloromethane. All the extracts were analysed by GC and GC/MS. These procedures have permitted the identification of 56 compounds that include norisoprenoids, benzene derivatives, aliphatic compounds and Maillard reaction products. Norisoprenoids were the major compounds in both extracts, dominated by vomifoliol (5.3-11.2%; 9.6-14.0%) followed by minor percentages of other norisoprenoids such as α-isophorone, 4-ketoisophorone, 3-oxo-α-ionol or 3-oxo-α-ionone. Other abundant single compounds in the extracts were 3-hydroxy-4-phenylbutan-2-one (0.8-5.4%; 0.6-5.7%) and methyl syringate (3.0-5.7%; 2.2-4.1%). The composition of the volatiles and semi-volatiles in the obtained extracts suggests that sulla honey is quite distinctive relative to the other honeys that have been chemically studied by GC/MS, but no specific markers of the honey botanical origin were found.

  5. Composition of Sulla (Hedysarum coronarium L. Honey Solvent Extractives Determined by GC/MS: Norisoprenoids and Other Volatile Organic Compounds

    Directory of Open Access Journals (Sweden)

    Dragan Bubalo

    2010-09-01

    Full Text Available Samples of unifloral sulla (Hedysarum coronarum L. honey from Sardinia (Italy were analysed. To investigate the chemical composition of the honey volatiles two solvent systems were used for ultrasonic solvent extraction (USE: 1 a 1:2 (v/v pentane and diethyl ether mixture and 2 dichloromethane. All the extracts were analysed by GC and GC/MS. These procedures have permitted the identification of 56 compounds that include norisoprenoids, benzene derivatives, aliphatic compounds and Maillard reaction products. Norisoprenoids were the major compounds in both extracts, dominated by vomifoliol (5.3-11.2%; 9.6-14.0% followed by minor percentages of other norisoprenoids such as α-isophorone, 4-ketoisophorone, 3-oxo-α-ionol or 3-oxo-α-ionone. Other abundant single compounds in the extracts were 3-hydroxy-4-phenylbutan-2-one (0.8-5.4%; 0.6-5.7% and methyl syringate (3.0-5.7%; 2.2-4.1%. The composition of the volatiles and semi-volatiles in the obtained extracts suggests that sulla honey is quite distinctive relative to the other honeys that have been chemically studied by GC/MS, but no specific markers of the honey botanical origin were found.

  6. Chasing volatility

    DEFF Research Database (Denmark)

    Caporin, Massimiliano; Rossi, Eduardo; Santucci de Magistris, Paolo

    The realized volatility of financial returns is characterized by persistence and occurrence of unpreditable large increments. To capture those features, we introduce the Multiplicative Error Model with jumps (MEM-J). When a jump component is included in the multiplicative specification, the condi......The realized volatility of financial returns is characterized by persistence and occurrence of unpreditable large increments. To capture those features, we introduce the Multiplicative Error Model with jumps (MEM-J). When a jump component is included in the multiplicative specification...... estimate alternative specifications of the model using a set of daily bipower measures for 7 stock indexes and 16 individual NYSE stocks. The estimates of the jump component confirm that the probability of jumps dramatically increases during the financial crisis. Compared to other realized volatility...... models, the introduction of the jump component provides a sensible improvement in the fit, as well as for in-sample and out-of-sample volatility tail forecasts....

  7. Development of a SPME-GC-MS method for the determination of volatile compounds in Shanxi aged vinegar and its analytical characterization by aroma wheel.

    Science.gov (United States)

    Zhu, Hong; Zhu, Jie; Wang, Lili; Li, Zaigui

    2016-01-01

    A solid-phase microextraction followed by gas chromatography-mass spectrometry method was developed to determine the volatile compounds in Shanxi aged vinegar. The optimal extraction conditions were: 50 °C for 20 min with a PDMS/DVB fiber. This analytical method was validated and showed satisfactory repeatability (0.5 %volatile compounds. According to the calculation of odor activity value, 19 volatile compounds were identified as aroma-active compounds. Among them, propanoic acid, acetic acid, trimethyl-oxazole, butanoic acid, acetoin, 3-methylbutanoic acid and furfural were the most powerful odorants. The aroma wheel of Shanxi aged vinegar showed that the classes of sensory descriptors are first fatty and roasty, next woody and nutty and minor fruity and floral. Principal component analysis enabled us to investigate dissimilarity/similarity of Shanxi aged vinegar sample of different raw material and ageing time.

  8. Determination of concentration of radon, volatile organic compounds (VOC) and water chemistry in springs near to Popocatepetl volcano

    International Nuclear Information System (INIS)

    Pena, P.; Segovia, N.; Lopez M, B.E.; Cisniega, G.; Valdes, C.; Armienta, M.A.; Mena, M.

    2004-01-01

    Popocatepetl volcano is a high-risk active volcano in Central Mexico where the highest population density in the country is settled. Radon in the soil and groundwater together with water chemistry from samples of nearby springs is analysed as a function of the 2002-2003 volcanic activity. Soil radon indicated fluctuations related both the meteorological parameters and sporadic explosive events. Groundwater radon showed essentially differences in concentration due to the specific characteristics of the studied springs. Water chemistry showed stability along the monitoring period indicating also differences between springs. No anthropogenic pollution from volatile organic compounds was observed. (Author)

  9. Volatility in energy prices

    International Nuclear Information System (INIS)

    Duffie, D.

    1999-01-01

    This chapter with 58 references reviews the modelling and empirical behaviour of volatility in energy prices. Constant volatility and stochastic volatility are discussed. Markovian models of stochastic volatility are described and the different classes of Markovian stochastic volatility model are examined including auto-regressive volatility, option implied and forecasted volatility, Garch volatility, Egarch volatility, multivariate Garch volatility, and stochastic volatility and dynamic hedging policies. Other volatility models and option hedging are considered. The performance of several stochastic volatility models as applied to heating oil, light oil, natural gas, electricity and light crude oil are compared

  10. DOES ENERGY CONSUMPTION VOLATILITY AFFECT REAL GDP VOLATILITY? AN EMPIRICAL ANALYSIS FOR THE UK

    Directory of Open Access Journals (Sweden)

    Abdul Rashid

    2013-10-01

    Full Text Available This paper empirically examines the relation between energy consumption volatility and unpredictable variations in real gross domestic product (GDP in the UK. Estimating the Markov switching ARCH model we find a significant regime switching in the behavior of both energy consumption and GDP volatility. The results from the Markov regime-switching model show that the variability of energy consumption has a significant role to play in determining the behavior of GDP volatilities. Moreover, the results suggest that the impacts of unpredictable variations in energy consumption on GDP volatility are asymmetric, depending on the intensity of volatility. In particular, we find that while there is no significant contemporaneous relationship between energy consumption volatility and GDP volatility in the first (low-volatility regime, GDP volatility is significantly positively related to the volatility of energy utilization in the second (high-volatility regime.

  11. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

    This paper introduces the concept of stochastic volatility of volatility in continuous time and, hence, extends standard stochastic volatility (SV) models to allow for an additional source of randomness associated with greater variability in the data. We discuss how stochastic volatility...... of volatility can be defined both non-parametrically, where we link it to the quadratic variation of the stochastic variance process, and parametrically, where we propose two new SV models which allow for stochastic volatility of volatility. In addition, we show that volatility of volatility can be estimated...

  12. A new waste minimization method for the determination of total nonhalogenated volatile organic compounds in TRU wastes

    International Nuclear Information System (INIS)

    Sandoval, W.; Quintana, B.D.; Ortega, L.

    1997-01-01

    As part of the technical support CST-12 provides for a wide variety of defense and nondefense programs within Los Alamos National Laboratory (LANL) and the Department of Energy (DOE) complex, new waste minimization technique is under development for radiological volatile organic analysis (Hot VOA). Currently all HOT VOA must be run in a glovebox. Several types of sample contain TRU radiological waste in the form of particulates. By prefiltering the samples through a 1.2 micron syringe and counting the radioactivity, it has been found that many of the samples can be analyzed outside a glovebox. In the present investigation, the types of Hot VOA samples that can take advantage of this new technique, the volume and types of waste reduced and the experimental parameters will be discussed. Overall, the radioactive waste generated is minimized

  13. Identification of irradiated chicken by GC/MS determination of radiation-induced volatile from the lipids

    International Nuclear Information System (INIS)

    Spiegelberg, A.; Helde, L.; Boegl, K.W.

    1991-01-01

    For the detection of irradiated meat, a procedure is reported which involves high vacuum distillation of the separated fat and analysis by gas chromatography/mass spectrometry (GC/MS) of hydrocarbons. This equipment was well sulted for the method described in this report for the detection of irradiated chicken by separating the volatiles from the lipid fraction and further identification by GC/MS. The results are based on investigations of 7 types of whole frozen chicken 2 types of frozen chicken thigh, and 1 type of frozen chicken. The results demonstrate that irradiated chicken can be monitored by cold-finger high-vacuum distillation-and further GC/MS-Identification of the major hydrocarbons formed during the radiolysis of lipids. The detection of these compounds was simplified by Single Ion Monitoring. 4 figs., 20 refs

  14. Rapid determination of the volatile components in tobacco by ultrasound-microwave synergistic extraction coupled to headspace solid-phase microextraction with gas chromatography-mass spectrometry.

    Science.gov (United States)

    Yang, Yanqin; Chu, Guohai; Zhou, Guojun; Jiang, Jian; Yuan, Kailong; Pan, Yuanjiang; Song, Zhiyu; Li, Zuguang; Xia, Qian; Lu, Xinbo; Xiao, Weiqiang

    2016-03-01

    An ultrasound-microwave synergistic extraction coupled to headspace solid-phase microextraction was first employed to determine the volatile components in tobacco samples. The method combined the advantages of ultrasound, microwave, and headspace solid-phase microextraction. The extraction, separation, and enrichment were performed in a single step, which could greatly simplify the operation and reduce the whole pretreatment time. In the developed method, several experimental parameters, such as fiber type, ultrasound power, and irradiation time, were optimized to improve sampling efficiency. Under the optimal conditions, there were 37, 36, 34, and 36 components identified in tobacco from Guizhou, Hunan, Yunnan, and Zimbabwe, respectively, including esters, heterocycles, alkanes, ketones, terpenoids, acids, phenols, and alcohols. The compound types were roughly the same while the contents were varied from different origins due to the disparity of their growing conditions, such as soil, water, and climate. In addition, the ultrasound-microwave synergistic extraction coupled to headspace solid-phase microextraction method was compared with the microwave-assisted extraction coupled to headspace solid-phase microextraction and headspace solid-phase microextraction methods. More types of volatile components were obtained by using the ultrasound-microwave synergistic extraction coupled to headspace solid-phase microextraction method, moreover, the contents were high. The results indicated that the ultrasound-microwave synergistic extraction coupled to headspace solid-phase microextraction technique was a simple, time-saving and highly efficient approach, which was especially suitable for analysis of the volatile components in tobacco. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  15. Determination of indole alkaloids and highly volatile compounds in Rauvolfia verticillata by HPLC-UV and GC-MS.

    Science.gov (United States)

    Hong, Bo; Li, Wenjing; Song, Aihua; Zhao, Chunjie

    2013-01-01

    Rauvolfia verticillata (Lour.) Baill. (also called Luofumu in Chinese) is commonly used in traditional Chinese medicine for lowering blood pressure. In this study, a high-performance liquid chromatography assay using ultraviolet detection is described for the simultaneous measurement of the five bioactive indole alkaloids (sarpagine, yohimbine, ajmaline, ajmalicine and reserpine) in Rauvolfia. The detection of all five compounds was conducted at 280 nm. In quantitative analysis, the five compounds showed good regressions (R(2) > 0.9988) within the test ranges, and the recovery of the method was in the range of 90.4-101.4%. In addition, a simple gas chromatography mass method using a DB-1 silica capillary column (30 m × 0.25 mm i.d., 0.25 µm) is described for the identification of the highly volatile compounds in Rauvolfia. In qualitative analysis, more than 39 compounds were assayed and identified using the mass function and the National Institute of Standards and Technology database search system. The results demonstrated that the combination of quantitative and qualitative analyses offered an efficient way to evaluate the quality and consistency of Rauvolfia verticillata.

  16. A dynamic dilution system-based evaluation of the procedure adopted for determining ozone precursor volatile compounds.

    Science.gov (United States)

    Palluau, Fabienne; Mirabel, Philippe; Millet, Maurice

    2005-02-01

    A dynamic dilution system was created to evaluate the performance and the reliability of ozone precursor volatile organic compound (VOC) sampling ("TO-Can" canisters) and analysis (thermal desorption/gas chromatography/flame ionisation detection) techniques used by the "Laboratoire Interregional de Chimie du Grand Est (LIC)". Different atmospheres of VOCs were generated at concentrations between 0.8 and 25 ppb, with temperatures of 0, 10, 20 and 30 degrees C, and with relative humidities of 0, 30, 50, 70 and 90%. These conditions are generally representative of those commonly observed in ambient air in the eastern France. This dynamic dilution allows the simulation of a wide range of scenarios (concentrations, temperatures and relative humidities). After assessing the capacity and performance of the system, it was applied in order to evaluate the recoveries and stabilities of VOCs from canisters used for the collection and analysis of two mixtures of VOCs. The first mixture contained six alkanes (ethane, propane, butane, pentane, hexane and heptane), and the second contained five alkenes (ethene, propene, butene, 1-pentene and 1-hexene), five aromatics (benzene, toluene, ethylbenzene, m-xylene and o-xylene), acetylene, and 1,3-butadiene. No significant losses of alkanes from the canisters were observed after 21 days of storage, and good recoveries of alkanes from the canisters (>80%) were obtained regardless of the concentration, the temperature and the relative humidity. However, losses of certain aromatics were noted at low relative humidity.

  17. Multi-component determination of atmospheric semi-volatile organic compounds in soils and vegetation from Tarragona County, Catalonia, Spain.

    Science.gov (United States)

    Domínguez-Morueco, Noelia; Carvalho, Mariana; Sierra, Jordi; Schuhmacher, Marta; Domingo, José Luis; Ratola, Nuno; Nadal, Martí

    2018-08-01

    Tarragona County (Spain) is home to the most important chemical/petrochemical industrial complex in Southern Europe, which raises concerns about the presence and effects of the numerous environmental contaminants. In order to assess the levels and patterns of five classes of semi-volatile organic compounds (SVOCs) - polycyclic aromatic hydrocarbons (PAHs), synthetic musks (SMs), polychlorinated biphenyls (PCBs), brominated flame retardants (BFRs) and one organochlorine pesticide, hexachlorobenzene (HCB), 27 samples of soil and vegetation (Piptatherum L.) from different areas (petrochemical, chemical, urban/residential, and background) of Tarragona County were analysed. The results show that PAHs levels in soils ranged from 45.12 to 158.00ng/g and the urban areas presented the highest concentrations, mainly associated with the presence of a nearby highway and several roads with heavy traffic. PAHs levels in vegetation samples ranged from 42.13 to 80.08ng/g, where the greatest influence came from the urban and petrochemical areas. In the case of SMs, levels in soils and vegetation samples ranged from 5.42 to 10.04ng/g and from 4.08 to 17.94ng/g, respectively, and in both cases, background areas (at least 30km away from the main SVOCs emission sources) showed the highest levels, suggesting an influence of the personal care products derived from beach-related tourism in the coast. PCBs (from 6.62 to 14.07ng/g in soils; from 0.52 to 4.41ng/g in vegetation) prevailed in the chemical area in both matrices, probably associated with the presence of two sub-electrical stations located in the vicinities. In general terms, BFRs and HCB values recorded in soil and vegetation samples were quite similar between matrices and sampling areas. Copyright © 2018. Published by Elsevier B.V.

  18. Development of a portable mass spectrometric system for determination of isotopic composition of solid uranium samples using fluorine volatilization. Final report

    International Nuclear Information System (INIS)

    Loge, G.

    1994-01-01

    Using hardware and materials supplied by LANL, a prototype quadrupole mass spectrometer system designed for portable field analysis of isotopic composition of solid uranium samples was assembled and tested. The system contained the capability for fluorine volatilization of solid uranium samples with gas introduction, which was successfully tested and demonstrated using 100 mg samples of U 3 O 8 . Determination of precision and accuracy for measuring isotopic composition was performed using isotopic standards. Use with soil samples containing uranium were also attempted. Silicates in the soil forming SiF 4 were found to be a kinetic bottleneck to the formation of UF 6 . This could be avoided by performing some sort of chemical separation as a pre-treatment step, which was demonstrated using nitric acid

  19. A method for the determination of volatile ammonia in air, using a nitrogen-cooled trap and fluorometric detection

    NARCIS (Netherlands)

    Westra, H.G.; Tigchelaar, R.G.; Berden, J.A.

    2001-01-01

    A quick, cheap, and accurate method for the determination of ammonia in air is described. Ammonia and water vapor are trapped simultaneously in a gas sampling tube cooled in liquid nitrogen. Subsequently ammonia is derivatized with o-phthaldialdehyde and determined using fluorescence detection. The

  20. Pricing Volatility Referenced Assets

    Directory of Open Access Journals (Sweden)

    Alan De Genaro Dario

    2006-12-01

    Full Text Available Volatility swaps are contingent claims on future realized volatility. Variance swaps are similar instruments on future realized variance, the square of future realized volatility. Unlike a plain vanilla option, whose volatility exposure is contaminated by its asset price dependence, volatility and variance swaps provide a pure exposure to volatility alone. This article discusses the risk-neutral valuation of volatility and variance swaps based on the framework outlined in the Heston (1993 stochastic volatility model. Additionally, the Heston (1993 model is calibrated for foreign currency options traded at BMF and its parameters are used to price swaps on volatility and variance of the BRL / USD exchange rate.

  1. Single-laboratory validation of a method for the determination of select volatile organic compounds in foods by using vacuum distillation with gas chromatography/mass spectrometry.

    Science.gov (United States)

    Nyman, Patricia J; Limm, William; Begley, Timothy H; Chirtel, Stuart J

    2014-01-01

    Recent studies showed that headspace and purge and trap methods have limitations when used to determine volatile organic compounds (VOCs) in foods, including matrix effects and artifact formation from precursors present in the sample matrix or from thermal decomposition. U.S. Environmental Protection Agency Method 8261A liberates VOCs from the sample matrix by using vacuum distillation at room temperature. The method was modified and validated for the determination of furan, chloroform, benzene, trichloroethene, toluene, and sytrene in infant formula, canned tuna (in water), peanut butter, and an orange beverage (orange-flavored noncarbonated beverage). The validation studies showed that the LOQ values ranged from 0.05 ng/g toluene in infant formula to 5.10 ng/g toluene in peanut butter. Fortified recoveries were determined at the first, second, and third standard additions, and concentrations ranged from 0.07 to 6.9 ng/g. When quantified by the method of standard additions, the recoveries ranged from 56 to 218% at the first standard addition and 89 to 117% at the third. The validated method was used to conduct a survey of the targeted VOCs in 18 foods. The amounts found ranged from none detected to 73.8 ng/g furan in sweet potato baby food.

  2. Chemistry of Volatile Organic Compounds in the Los Angeles basin: Nighttime Removal of Alkenes and Determination of Emission Ratios

    Science.gov (United States)

    de Gouw, J. A.; Gilman, J. B.; Kim, S.-W.; Lerner, B. M.; Isaacman-VanWertz, G.; McDonald, B. C.; Warneke, C.; Kuster, W. C.; Lefer, B. L.; Griffith, S. M.; Dusanter, S.; Stevens, P. S.; Stutz, J.

    2017-11-01

    We reanalyze a data set of hydrocarbons in ambient air obtained by gas chromatography-mass spectrometry at a surface site in Pasadena in the Los Angeles basin during the NOAA California Nexus study in 2010. The number of hydrocarbon compounds quantified from the chromatograms is expanded through the use of new peak-fitting data analysis software. We also reexamine hydrocarbon removal processes. For alkanes, small alkenes, and aromatics, the removal is determined by the reaction with hydroxyl (OH) radicals. For several highly reactive alkenes, the nighttime removal by ozone and nitrate (NO3) radicals is also significant. We discuss how this nighttime removal affects the determination of emission ratios versus carbon monoxide (CO) and show that previous estimates based on nighttime correlations with CO were too low. We analyze model output from the Weather Research and Forecasting-Chemistry model for hydrocarbons and radicals at the Pasadena location to evaluate our methods for determining emission ratios from the measurements. We find that our methods agree with the modeled emission ratios for the domain centered on Pasadena and that the modeled emission ratios vary by 23% across the wider South Coast basin. We compare the alkene emission ratios with published results from ambient measurements and from tunnel and dynamometer studies of motor vehicle emissions. We find that with few exceptions the composition of alkene emissions determined from the measurements in Pasadena closely resembles that of motor vehicle emissions.

  3. Determination of volatile, toxic hydrogen phosphides in the sediments of the Elbe river, the Elbe estuaries and the Heligoland Bay

    International Nuclear Information System (INIS)

    Gassmann, G.

    1992-01-01

    The distribution and concentraion of phosphines in the sediments of the Elbe river were determined by selective preparation and analysis. The concentration of phosphines in one kilogram wet sediment was in the range of 0.1 to 57 n g with the bulking, anaerobic mud from harbors having the highest and the sandy, aerobic sediments having the lowest concentrations. Phosphines in fluvial sediments were detected successfully for the first time applying the method described. (orig.) [de

  4. Determination of a wide range of volatile organic compounds in ambient air using multisorbent adsorption/thermal desorption and gas chromatography/mass spectrometry

    Science.gov (United States)

    Pankow, J.F.; Luo, W.; Isabelle, L.M.; Bender, D.A.; Baker, R.J.

    1998-01-01

    Adsorption/thermal desorption with multisorbent air-sampling cartridges was developed for the determination of 87 method analytes including halogenated alkanes, halogenated alkenes, ethers, alcohols, nitriles, esters, ketones, aromatics, a disulfide, and a furan. The volatilities of the compounds ranged from that of dichlorofluoromethane (CFC12) to that of 1,2,3- trichlorobenzene. The eight most volatile compounds were determined using a 1.5-L air sample and a sample cartridge containing 50 mg of Carbotrap B and 280 mg of Carboxen 1000; the remaining 79 compounds were determined using a 5-L air sample and a cartridge containing 180 mg of Carbotrap B and 70 mg of Carboxen 1000. Analysis and detection were by gas chromatography/mass spectrometry. The minimum detectable level (MDL) concentration values ranged from 0.01 parts per billion by volume (ppbv) for chlorobenzene to 0.4 ppbv for bromomethane; most of the MDL values were in the range 0.02-0.06 ppbv. No breakthrough was detected with the prescribed sample volumes. Analyte stability on the cartridges was very good. Excellent recoveries were obtained with independent check standards. Travel spike recoveries ranged from 90 to 110% for 72 of the 87 compounds. The recoveries were less than 70% for bromomethane and chloroethene and for a few compounds such as methyl acetate that are subject to losses by hydrolysis; the lowest travel spike recovery was obtained for bromomethane (62%). Blank values for all compounds were either below detection or very low. Ambient atmospheric sampling was conducted in New Jersey from April to December, 1997. Three sites characterized by low, moderate, and high densities of urbanization/traffic were sampled. The median detected concentrations of the compounds were either similar at all three sites (as with the chlorofluorocarbon compounds) or increased with the density of urbanization/traffic (as with dichloromethane, MTBE, benzene, and toluene). For toluene, the median detected

  5. An Accurate Mass Determination for Kepler-1655b, a Moderately Irradiated World with a Significant Volatile Envelope

    Science.gov (United States)

    Haywood, Raphaëlle D.; Vanderburg, Andrew; Mortier, Annelies; Giles, Helen A. C.; López-Morales, Mercedes; Lopez, Eric D.; Malavolta, Luca; Charbonneau, David; Collier Cameron, Andrew; Coughlin, Jeffrey L.; Dressing, Courtney D.; Nava, Chantanelle; Latham, David W.; Dumusque, Xavier; Lovis, Christophe; Molinari, Emilio; Pepe, Francesco; Sozzetti, Alessandro; Udry, Stéphane; Bouchy, François; Johnson, John A.; Mayor, Michel; Micela, Giusi; Phillips, David; Piotto, Giampaolo; Rice, Ken; Sasselov, Dimitar; Ségransan, Damien; Watson, Chris; Affer, Laura; Bonomo, Aldo S.; Buchhave, Lars A.; Ciardi, David R.; Fiorenzano, Aldo F.; Harutyunyan, Avet

    2018-05-01

    We present the confirmation of a small, moderately irradiated (F = 155 ± 7 F ⊕) Neptune with a substantial gas envelope in a P = 11.8728787 ± 0.0000085 day orbit about a quiet, Sun-like G0V star Kepler-1655. Based on our analysis of the Kepler light curve, we determined Kepler-1655b’s radius to be 2.213 ± 0.082 R ⊕. We acquired 95 high-resolution spectra with Telescopio Nazionale Galileo/HARPS-N, enabling us to characterize the host star and determine an accurate mass for Kepler-1655b of 5.0{+/- }2.83.1 {M}\\oplus via Gaussian-process regression. Our mass determination excludes an Earth-like composition with 98% confidence. Kepler-1655b falls on the upper edge of the evaporation valley, in the relatively sparsely occupied transition region between rocky and gas-rich planets. It is therefore part of a population of planets that we should actively seek to characterize further.

  6. Determination of residual volatile organic compounds migrated from polystyrene food packaging into food simulant by headspace solid phase micro extraction-gas chromatography

    International Nuclear Information System (INIS)

    Mohd Marsin Sanagi; Ling, Susie Lu; Zalilah Nasir; Wan Aini Wan Ibrahim; Abu Naim, Ahmedy

    2008-01-01

    The residual styrene and other volatile organic compounds (VOCs) present in the polystyrene food packaging are of concern as these compounds have the potential to migrate into the food in contact. This work describes a method for quantitative determination of VOCs, namely styrene, toluene, ethyl benzene, iso-propylbenzene and n-propylbenzene that have migrated from polystyrene food packaging into food stimulant by gas chromatography-flame ionization detection (GC-FID). Headspace solid phase micro extraction (HS-SPME) technique was applied for migration test using water as food stimulant. The effects of extraction variables including sample volume, eluotropic strength, extraction temperature, extraction time, desorption time, sample agitation, and salt addition on the amounts of the extracted analyses were studied to obtain the optimal HS-SPME conditions. The optimized method was applied to test the VOCs migrated from polystyrene bowls and cups at storage temperatures ranging from 24 to 80 degree Celsius for 30 min. Styrene and ethyl benzene were found to migrate from the samples into the food stimulant. The migration of analyze was found to be strongly dependent upon the storage temperature. The HS-SPME is useful as an alternative method to determine the migration of VOCs from food packaging material into food stimulant. (author)

  7. Inflation, its Volatility and the Inflation-Growth Tradeoff in India

    OpenAIRE

    Raghbendra Jha; Varsha S. Kulkarni

    2013-01-01

    This paper amends the New Keynesian Phillips curve model to include inflation volatility. It provides results on the determinants of inflation volatility and expected inflation volatility for OLS and ARDL(1,1) models and for change in inflation volatility and change in expected inflation volatility using ECM models. Output gap affects change in expected inflation volatility alone (in the ECM model) and not in the other models. Major determinants of inflation volatility and expected inflation ...

  8. Determining the Levels of Volatile Organic Pollutants in Urban Air Using a Gas Chromatography-Mass Spectrometry Method

    Science.gov (United States)

    Nicoara, Simona; Tonidandel, Loris; Traldi, Pietro; Watson, Jonathan; Morgan, Geraint; Popa, Ovidiu

    2009-01-01

    The paper presents the application of a method based on coupled gas chromatography-mass spectrometry, using an isotopically labelled internal standard for the quantitative analysis of benzene (B), toluene (T), ethyl benzene (E), and o-, m-, p-xylenes (X). Their atmospheric concentrations were determined based on short-term sampling, in different sites of Cluj-Napoca, a highly populated urban centre in N-W Romania, with numerous and diversified road vehicles with internal combustion engines. The method is relatively inexpensive and simple and shows good precision and linearity in the ranges of 7–60 μg/m3 (B), 13–90 μg/m3 (T), 7–50 μg/m3 (E), 10–70 μg/m3 (X-m,p), and 20–130 μg/m3 (X-o). The limits of quantitation/detection of the method LOQ/LOD are of 10/5 μg/m3 (Xo), 5/3 μg/m3 (B, E, X-m,p), and of 3/1 μg/m3 (T), respectively. PMID:20168976

  9. Determining the Levels of Volatile Organic Pollutants in Urban Air Using a Gas Chromatography-Mass Spectrometry Method

    Directory of Open Access Journals (Sweden)

    Simona Nicoara

    2009-01-01

    Full Text Available The paper presents the application of a method based on coupled gas chromatography-mass spectrometry, using an isotopically labelled internal standard for the quantitative analysis of benzene (B, toluene (T, ethyl benzene (E, and o-, m-, p-xylenes (X. Their atmospheric concentrations were determined based on short-term sampling, in different sites of Cluj-Napoca, a highly populated urban centre in N-W Romania, with numerous and diversified road vehicles with internal combustion engines. The method is relatively inexpensive and simple and shows good precision and linearity in the ranges of 7–60 μg/m3 (B, 13–90 μg/m3 (T, 7–50 μg/m3 (E, 10–70 μg/m3 (X-m,p, and 20–130 μg/m3 (X-o. The limits of quantitation/detection of the method LOQ/LOD are of 10/5 μg/m3 (Xo, 5/3 μg/m3 (B, E, X-m,p, and of 3/1 μg/m3 (T, respectively.

  10. The rapid determination of volatile fatty acid number in para rubber latex using fourier transform-near infrared spectroscopy based on quantification and discrimination model

    Directory of Open Access Journals (Sweden)

    Sureeporn Narongwongwattana

    2015-09-01

    Full Text Available Volatile Fatty Acid number (VFA no. is one of the parameters indicating the state of quality of Para rubber latex at that particular time. Most factories analyze this parameter using standard analytical method as in ISO 506:1992(E. Nevertheless, this procedure is complicated, chemical and time consuming, as well as skilled analyst required. Therefore, near infrared (NIR spectroscopy which is rapid, accurate and nonchemicals method was applied to determine the VFA no. in field latex and concentrated latex based on quantification and discriminant model. The best calibration equation was obtained from standard normal variate (SNV spectra in the region of 6109.7–5770.3, 4613.1–4242.9 cm-1 with R = 0.832, SECV = 0.036 and no bias. From the performance check, statistically it was found that SECV and bias were low enough for practical acceptance and the predicted VFA no. was not different significantly from actual VFA no. at 95% confidence intervals. In addition, discriminant model was developed to separate good quality latex from the deteriorated latex using VFA no. at 0.06 as standard as in ISO 2004:2010(E. The discriminant model can be used to screen the latex with overall accuracy of 91.86% in validation set.

  11. Headspace solid-phase microextraction for the determination of volatile organic sulphur and selenium compounds in beers, wines and spirits using gas chromatography and atomic emission detection.

    Science.gov (United States)

    Campillo, Natalia; Peñalver, Rosa; López-García, Ignacio; Hernández-Córdoba, Manuel

    2009-09-25

    A rapid and solvent-free method for the determination of eight volatile organic sulphur and two selenium compounds in different beverage samples using headspace solid-phase microextraction and gas chromatography with atomic emission detection has been developed. The bonded carboxen/polydimethylsiloxane fiber was the most suitable for preconcentrating the analytes from the headspace of the sample solution. Volumes of 20 mL of undiluted beer were used while, in the case of wines and spirits, sample:water ratios of 5:15 and 2:18, respectively, were used, in order to obtain the maximum sensitivity. Quantitation was carried out by using synthetic matrices of beer and wine, and a spiked sample for spirits, and using ethyl methyl sulphide and isopropyl disulphide as internal standards. Detection limits ranged from 8 ng L(-1) to 40 ng mL(-1), depending on the compound and the beverage sample analyzed, with a fiber time exposure of 20 min at ambient temperature. The optimized method was successfully applied to different samples, some of the studied compounds being detected at concentration levels in the 0.04-152 ng mL(-1) range.

  12. Evaluation of three analytical techniques used to determine high levels of volatile organic compounds in type IV sludge from Rocky Flats Plant

    International Nuclear Information System (INIS)

    Parish, K.J.; Applegate, D.V.; Tsai, Y.

    1996-01-01

    Before disposal, radioactive sludge (Type IV) from Rocky Flats Plant (RFP) must be evaluated for volatile organic compound (VOC) content. The Type IV sludge consists of organic solvents, degreasers, cutting oils, and transuranic (TRU) waste mixed with calcium silicate (MicroCel E reg-sign) and Oil Dri reg-sign to form a grease or paste-like material. For laboratory testing, a simulated Type IV RFP sludge (nonradioactive) was prepared at Argonne National Laboratory-East. This sludge has a composition similar to that expected from field samples. On the basis of historical information, a typical Type IV sludge is expected to contain approximately 1-10 percent of three target VOCs. The objective of this work is to evaluate three proposed methods for the determination of high levels of these three VOCs in Type IV sludge. The three methods are (1) static headspace gas analysis, (2) methanol extraction, and (3) ethylene glycol extraction. All three methods employ gas chromatography/mass spectrometry (GC/MS). They were evaluated regarding general method performance criteria, ease of operation, and amounts of secondary mixed waste generated

  13. Quantification of prominent volatile compounds responsible for muskmelon and watermelon aroma by purge and trap extraction followed by gas chromatography-mass spectrometry determination.

    Science.gov (United States)

    Fredes, Alejandro; Sales, Carlos; Barreda, Mercedes; Valcárcel, Mercedes; Roselló, Salvador; Beltrán, Joaquim

    2016-01-01

    A dynamic headspace purge-and-trap (DHS-P&T) methodology for the determination and quantification of 61 volatile compounds responsible for muskmelon and watermelon aroma has been developed and validated. The methodology is based on the application of purge-and-trap extraction followed by gas chromatography coupled to (ion trap) mass spectrometry detection. For this purpose two different P&T sorbent cartridges have been evaluated. The influence of different extraction factors (sample weight, extraction time, and purge flow) on extraction efficiency has been studied and optimised using response surface methodology. Precision, expressed as repeatability, has been evaluated by analysing six replicates of real samples, showing relative standard deviations between 3% and 27%. Linearity has been studied in the range of 10-6130 ng mL(-1) depending on the compound response, showing coefficients of correlation between 0.995 and 0.999. Detection limits ranged between 0.1 and 274 ng g(-1). The methodology developed is well suited for analysis of large numbers of muskmelon and watermelon samples in plant breeding programs. Copyright © 2015 Elsevier Ltd. All rights reserved.

  14. Rapid determination of volatile constituents in safflower from Xinjiang and Henan by ultrasonic-assisted solvent extraction and GC–MS

    OpenAIRE

    Jia, Ling-Han; Liu, Yi; Li, Yu-Zhen

    2011-01-01

    The total volatile components were extracted from safflower by ultrasonic-assisted solvent extraction (USE) and their chemical constituents were analyzed by gas chromatographyâmass spectrometry (GCâMS) to provide scientific basis for the quality control of safflower. Five different solvents (diethyl ether, ethanol, ethyl acetate, dichloromethane and acetone) were used and compared in terms of number of volatile components extracted and the peak areas of these components in TIC. The results sh...

  15. Determination of volatiles produced during radiation processing in food and medicinal herbs; Determinacao de volateis produzidos durante o processamento por radiacao em ervas alimenticias e medicinais

    Energy Technology Data Exchange (ETDEWEB)

    Salum, Debora Christina

    2008-07-01

    In order to protect food from pathogenic microorganisms as well as to increase its shelf life while keeping sensorial properties (e.g. odor and taste), once the latter are one of the main properties required by spice buyers, it is necessary to analyze volatile formation from irradiation of medicinal and food herbs. The aim of the present study was to analyze volatile formation from Co irradiation of Laurus Cinnamomum, Piper Nigrum, Origanum Vulgare and Myristica Fragans. Possible changes on the odor of these herbs are evaluated by characterizing different radiation doses and effects on sensorial properties in order to allow better application of irradiation technology. l he samples have been irradiated in plastic packages by making use of a {sup 60}Co Gamma irradiator. Irradiation doses of 0, 5, 10, 15, 20 and 25kGy have been tested. For the analysis of the samples, SPME has been applied, while for the analysis of volatile compounds, CG/MS. Spice irradiation has promoted mostly decrease in volatile compounds when doses of 5, 10, 15, 20 and 25kGy were used. For Laurus cinnamomum, the irradiation decreased volatile by nearly 56% and 89.5% respectively, comparing to volatile from a sample which has not been previously irradiated. Differently from other spices analyzed, irradiation on Myristica Fragans has increased volatile compounds except for 4-terpineol. The miristicine (toxic substance when in large quantities, commonly mentioned as narcotic) has increased by nearly 80%. For Origanum Vulgare and Piper Nigrum, significant decrease in volatile compounds have been found, mainly when it comes to 25 kGy irradiation. In general, results indicate loss of sensorial quality of spices. (author)

  16. Assessing inter-laboratory comparability and limits of determination for the analysis of cyclic volatile methyl siloxanes in whole Rainbow Trout (Oncorhynchus mykiss).

    Science.gov (United States)

    McGoldrick, Daryl J; Durham, Jeremy; Leknes, Henriette; Kierkegaard, Amelie; Gerhards, Reinhard; Powell, David E; McLachlan, Michael S

    2011-11-01

    Cyclic volatile methyl siloxanes (cVMS) are high volume production chemicals used in a wide range of industrial and consumer products. Three cVMS compounds (D4, D5, and D6) have and are undergoing environmental risk evaluations in several countries and have been proposed for legal regulation in Canada. As interest in monitoring concentrations of these chemicals in the environment increase, there is a need to evaluate the analytical procedures for cVMS in biological matrices in order to assess the quality of data produced. The purpose of this study was to determine laboratory testing performance for measuring residues of D4, D5, and D6 in a standard set of fish homogenate samples and to estimate limits of determination for each substance. The samples sent to each laboratory consisted of homogenized whole body tissues of hatchery raised rainbow trout which were fed food fortified with D4, D5, and D6 (dosed) and trout that were fed standard food rations (control). The participants analyzed each sample using their analytical method of choice using their own standards and procedures for quantification and quality control. With a few exceptions, participating laboratories generated comparable results for D4, D5, and D6 in both the dosed and control samples having z-scores between 2 and -2. Method detection limits for the whole fish matrix were on average 2.4 ng g(-1) ww for D4, 2.3 ng g(-1) ww for D5, and 1.8 ng g(-1) ww for D6. Crown Copyright © 2011. Published by Elsevier Ltd. All rights reserved.

  17. Determination of volatile organic compounds in water by headspace solid-phase microextraction gas chromatography coupled to tandem mass spectrometry with triple quadrupole analyzer

    International Nuclear Information System (INIS)

    Cervera, M.I.; Beltran, J.; Lopez, F.J.; Hernandez, F.

    2011-01-01

    Highlights: → Employing a statistical optimization improves results reducing experiments. → Use of MS (QqQ) allows high sensitivity determination and improves identification capabilities. → Using Q/q intensity ratios is a powerful tool to ensure compound identification. → HS SPME GC-MS/MS method allows determination of VOCs in complex matrix water samples. - Abstract: In the present work, a rapid method with little sample handling has been developed for determination of 23 selected volatile organic compounds in environmental and wastewater samples. The method is based on headspace solid-phase microextraction (SPME) followed by gas chromatography coupled to tandem mass spectrometry (GC-MS/MS) determination using triple quadrupole analyzer (QqQ) in electron ionization mode. The best conditions for extraction were optimised with a factorial design taking into account the interaction between different parameters and not only individual effects of variables. In the optimized procedure, 4 mL of water sample were extracted using a 10 mL vial and adding 0.4 g NaCl (final NaCl content of 10%). An SPME extraction with carboxen/polydimethylsiloxane 75 μm fiber for 30 min at 50 deg. C (with 5 min of previous equilibration time) with magnetic stirring was applied. Chromatographic determination was carried out by GC-MS/MS working in Selected Reaction Monitoring (SRM) mode. For most analytes, two MS/MS transitions were acquired, although for a few compounds it was difficult to obtain characteristic abundant fragments. In those cases, a pseudo selected reaction monitoring (pseudo-SRM) with three ions was used instead. The intensity ratio between quantitation (Q) and confirmation (q) signals was used as a confirmatory parameter. The method was validated by means of recovery experiments (n = 6) spiking mineral water samples at three concentration levels (0.1, 5 and 50 μg L -1 ). Recoveries between 70% and 120% were generally obtained with relative standard deviations (RSDs

  18. Determination of volatile organic compounds in water by headspace solid-phase microextraction gas chromatography coupled to tandem mass spectrometry with triple quadrupole analyzer

    Energy Technology Data Exchange (ETDEWEB)

    Cervera, M.I. [Research Institute for Pesticides and Water, University Jaume I, Avda. Sos Baynat, E-12071 Castellon (Spain); Beltran, J., E-mail: joaquim.beltran@uji.es [Research Institute for Pesticides and Water, University Jaume I, Avda. Sos Baynat, E-12071 Castellon (Spain); Lopez, F.J.; Hernandez, F. [Research Institute for Pesticides and Water, University Jaume I, Avda. Sos Baynat, E-12071 Castellon (Spain)

    2011-10-17

    Highlights: {yields} Employing a statistical optimization improves results reducing experiments. {yields} Use of MS (QqQ) allows high sensitivity determination and improves identification capabilities. {yields} Using Q/q intensity ratios is a powerful tool to ensure compound identification. {yields} HS SPME GC-MS/MS method allows determination of VOCs in complex matrix water samples. - Abstract: In the present work, a rapid method with little sample handling has been developed for determination of 23 selected volatile organic compounds in environmental and wastewater samples. The method is based on headspace solid-phase microextraction (SPME) followed by gas chromatography coupled to tandem mass spectrometry (GC-MS/MS) determination using triple quadrupole analyzer (QqQ) in electron ionization mode. The best conditions for extraction were optimised with a factorial design taking into account the interaction between different parameters and not only individual effects of variables. In the optimized procedure, 4 mL of water sample were extracted using a 10 mL vial and adding 0.4 g NaCl (final NaCl content of 10%). An SPME extraction with carboxen/polydimethylsiloxane 75 {mu}m fiber for 30 min at 50 deg. C (with 5 min of previous equilibration time) with magnetic stirring was applied. Chromatographic determination was carried out by GC-MS/MS working in Selected Reaction Monitoring (SRM) mode. For most analytes, two MS/MS transitions were acquired, although for a few compounds it was difficult to obtain characteristic abundant fragments. In those cases, a pseudo selected reaction monitoring (pseudo-SRM) with three ions was used instead. The intensity ratio between quantitation (Q) and confirmation (q) signals was used as a confirmatory parameter. The method was validated by means of recovery experiments (n = 6) spiking mineral water samples at three concentration levels (0.1, 5 and 50 {mu}g L{sup -1}). Recoveries between 70% and 120% were generally obtained with

  19. Rapid determination of volatile constituents in safflower from Xinjiang and Henan by ultrasonic-assisted solvent extraction and GC–MS

    Directory of Open Access Journals (Sweden)

    Ling-Han Jia

    2011-08-01

    Full Text Available The total volatile components were extracted from safflower by ultrasonic-assisted solvent extraction (USE and their chemical constituents were analyzed by gas chromatography–mass spectrometry (GC–MS to provide scientific basis for the quality control of safflower. Five different solvents (diethyl ether, ethanol, ethyl acetate, dichloromethane and acetone were used and compared in terms of number of volatile components extracted and the peak areas of these components in TIC. The results showed that USE could be used as an efficient and rapid method for extracting the volatile components from safflower. It also could be found that the number of components in the TIC of ethyl acetate extract was more than that in the TIC of other solvent ones. Meanwhile, the volatile components of safflower from Xinjiang Autonomous Region and Henan Province of China were different in chemical components and relative contents. It could be concluded that both the extraction solvents and geographical origin of safflower are responsible for these differences. The experimental results also indicated that USE/GC–MS is a simple, rapid and effective method to analyze the volatile oil components of safflower. Keywords: Safflower, Ultrasonic solvent extraction, Gas chromatography–mass spectrometry (GC–MS

  20. Determination of volatile polycyclic aromatic hydrocarbons in waters using headspace solid-phase microextraction with a benzyl-functionalized crosslinked polymeric ionic liquid coating.

    Science.gov (United States)

    Merdivan, Melek; Pino, Verónica; Anderson, Jared L

    2017-08-01

    A benzyl-functionalized crosslinked polymeric ionic liquid (PIL), produced through the co-polymerization of the 1-vinylbenzyl-3-hexadecylimidazolium bis[(trifluoromethyl)sulfonyl]imide (VBHDIM-NTf 2 ) ionic liquid (IL) monomer and 1,12-di(3-vinylbenzylimidazolium)dodecane bis[(trifluoromethyl)sulfonyl]imide ((DVBIM) 2 C 12- 2NTf 2 ) IL crosslinker, was successfully used as a sorbent coating in headspace solid-phase microextraction (SPME) coupled to gas chromatography (GC) with flame-ionization detection (FID) to determine seven volatile polycyclic aromatic hydrocarbons (PAHs) in environmental water samples. Optimum extraction conditions for the PAHs when using the novel sorbent include an extraction temperature of 50°C, an ionic strength content adjusted with 30% (w/v) NaCl in the aqueous sample, and an extraction time of 60 min. The extraction performance of the crosslinked PIL fiber was compared to the SPME commercial coating polydimethylsiloxane fiber. The calibration ranges of the studied PAHs were linear in the range of 0.02-20 µg L -1 for the crosslinked PIL fiber. The accuracy of the proposed method was demonstrated by examining the spiked recoveries of seven PAHs which produced values ranging from 67.2% to 130% (for river- and seawater samples), and precision values lower than 9.4% for a spiked level of 1 µg L -1 , and detection limits between 0.01 and 0.04 µg L -1 , which supports the sensitivity of the method using GC-FID.

  1. Bio-sniffer (gas-phase biosensor) with secondary alcohol dehydrogenase (S-ADH) for determination of isopropanol in exhaled air as a potential volatile biomarker.

    Science.gov (United States)

    Chien, Po-Jen; Suzuki, Takuma; Tsujii, Masato; Ye, Ming; Toma, Koji; Arakawa, Takahiro; Iwasaki, Yasuhiko; Mitsubayashi, Kohji

    2017-05-15

    Exhaled breath analysis has attracted lots of researchers attention in the past decades due to its advantages such as its non-invasive property and the possibility of continuous monitoring. In addition, several volatile organic compounds in breath have been identified as biomarkers for some diseases. Particularly, studies have pointed out that concentration of isopropanol (IPA) in exhaled air might relate with certain illnesses such as liver disease, chronic obstructive pulmonary (COPD), and lung cancer. In this study, a highly sensitive and selective biochemical gas sensor (bio-sniffer) for the breath IPA concentration determination was constructed and optimized. This bio-sniffer measures the concentration of IPA according to the fluorescence intensity of oxidized nicotinamide adenine dinucleotide (NADH), which was produced by an enzymatic reaction of secondary alcohol dehydrogenase (S-ADH). The NADH detection system employed an UV-LED as the excitation light, and a highly sensitive photomultiplier tube (PMT) as a fluorescence intensity detector. A gas-sensing region was developed using an optical fiber probe equipped with a flow-cell and enzyme immobilized membrane, and connected to the NADH measurement system. The calibration range of the IPA bio-sniffer was confirmed from 1ppb to 9060ppb that was comparable to other IPA analysis methods. The results of the analysis of breath IPA concentration in healthy subjects using the bio-sniffer showed a mean concentration of 16.0ppb, which was similar to other studies. These results have demonstrated that this highly sensitive and selective bio-sniffer could be used to measure the IPA in exhaled air, and it is expected to apply for breath IPA research and investigation of biomarkers for clinical diagnosis. Copyright © 2016 Elsevier B.V. All rights reserved.

  2. Headspace-programmed temperature vaporization-mass spectrometry for the rapid determination of possible volatile biomarkers of lung cancer in urine.

    Science.gov (United States)

    Pérez Antón, Ana; Ramos, Álvaro García; Del Nogal Sánchez, Miguel; Pavón, José Luis Pérez; Cordero, Bernardo Moreno; Pozas, Ángel Pedro Crisolino

    2016-07-01

    We propose a new method for the rapid determination of five volatile compounds described in the literature as possible biomarkers of lung cancer in urine samples. The method is based on the coupling of a headspace sampler, a programmed temperature vaporizer in solvent-vent injection mode, and a mass spectrometer (HS-PTV-MS). This configuration is known as an electronic nose based on mass spectrometry. Once the method was developed, it was used for the analysis of urine samples from lung cancer patients and healthy individuals. Multivariate calibration models were employed to quantify the biomarker concentrations in the samples. The detection limits ranged between 0.16 and 21 μg/L. For the assignment of the samples to the patient group or the healthy individuals, the Wilcoxon signed-rank test was used, comparing the concentrations obtained with the median of a reference set of healthy individuals. To date, this is the first time that multivariate calibration and non-parametric methods have been combined to classify biological samples from profile signals obtained with an electronic nose. When significant differences in the concentration of one or more biomarkers were found with respect to the reference set, the sample is considered as a positive one and a new analysis was performed using a chromatographic method (HS-PTV-GC/MS) to confirm the result. The main advantage of the proposed HS-PTV-MS methodology is that no prior chromatographic separation and no sample manipulation are required, which allows an increase of the number of samples analyzed per hour and restricts the use of time-consuming techniques to only when necessary. Graphical abstract Schematic diagram of the developed methodology.

  3. Asymmetric Realized Volatility Risk

    Directory of Open Access Journals (Sweden)

    David E. Allen

    2014-06-01

    Full Text Available In this paper, we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation measures are nearly Gaussian, this unpredictability brings considerably more uncertainty to the empirically relevant ex ante distribution of returns. Explicitly modeling this volatility risk is fundamental. We propose a dually asymmetric realized volatility model, which incorporates the fact that realized volatility series are systematically more volatile in high volatility periods. Returns in this framework display time varying volatility, skewness and kurtosis. We provide a detailed account of the empirical advantages of the model using data on the S&P 500 index and eight other indexes and stocks.

  4. Biogenic volatile organic compound (BVOC) emissions from forested areas in Turkey: Determination of specific emission rates for thirty-one tree species

    International Nuclear Information System (INIS)

    Aydin, Yagmur Meltem; Yaman, Baris; Koca, Husnu; Dasdemir, Okan; Kara, Melik; Altiok, Hasan; Dumanoglu, Yetkin; Bayram, Abdurrahman; Tolunay, Doganay; Odabasi, Mustafa; Elbir, Tolga

    2014-01-01

    Normalized biogenic volatile organic compound (BVOC) emission rates for thirty one tree species that cover the 98% of national forested areas in Turkey were determined. Field samplings were performed at fourteen different forested areas in Turkey using a specific dynamic enclosure system. The selected branches of tree species were enclosed in a chamber consisted of a transparent Nalofan bag. The air-flows were sampled from both inlet and outlet of the chamber by Tenax-filled sorbent tubes during photosynthesis of trees under the presence of sunlight. Several environmental parameters (temperature, humidity, photosynthetically active radiation-PAR, and CO 2 ) were continuously monitored inside and outside the enclosure chamber during the samplings. Collected samples were analyzed using a gas chromatography mass spectrometry (GC/MS) system equipped with a thermal desorber (TD). Sixty five BVOCs classified in five major groups (isoprene, monoterpenes, sesquiterpenes, oxygenated sesquiterpenes, and other oxygenated compounds) were analyzed. Emission rates were determined by normalization to standard conditions (1000 μmol/m 2 s PAR and 30 °C temperature for isoprene and 30 °C temperature for the remaining compounds). In agreement with the literature, isoprene was mostly emitted by broad-leaved trees while coniferous species mainly emitted monoterpenes. Several tree species such as Sweet Chestnut, Silver Lime, and European Alder had higher monoterpene emissions although they are broad-leaved species. High isoprene emissions were also observed for a few coniferous species such as Nordmann Fir and Oriental Spruce. The highest normalized total BVOC emission rate of 27.1 μg/g h was observed for Oriental Plane while South European Flowering Ash was the weakest BVOC emitter with a total normalized emission rate of 0.031 μg/g h. Monoterpene emissions of broad-leaved species mainly consisted of sabinene, limonene and trans-beta-ocimene, while alpha-pinene, beta-pinene and

  5. Biogenic volatile organic compound (BVOC) emissions from forested areas in Turkey: determination of specific emission rates for thirty-one tree species.

    Science.gov (United States)

    Aydin, Yagmur Meltem; Yaman, Baris; Koca, Husnu; Dasdemir, Okan; Kara, Melik; Altiok, Hasan; Dumanoglu, Yetkin; Bayram, Abdurrahman; Tolunay, Doganay; Odabasi, Mustafa; Elbir, Tolga

    2014-08-15

    Normalized biogenic volatile organic compound (BVOC) emission rates for thirty one tree species that cover the 98% of national forested areas in Turkey were determined. Field samplings were performed at fourteen different forested areas in Turkey using a specific dynamic enclosure system. The selected branches of tree species were enclosed in a chamber consisted of a transparent Nalofan bag. The air-flows were sampled from both inlet and outlet of the chamber by Tenax-filled sorbent tubes during photosynthesis of trees under the presence of sunlight. Several environmental parameters (temperature, humidity, photosynthetically active radiation-PAR, and CO2) were continuously monitored inside and outside the enclosure chamber during the samplings. Collected samples were analyzed using a gas chromatography mass spectrometry (GC/MS) system equipped with a thermal desorber (TD). Sixty five BVOCs classified in five major groups (isoprene, monoterpenes, sesquiterpenes, oxygenated sesquiterpenes, and other oxygenated compounds) were analyzed. Emission rates were determined by normalization to standard conditions (1000 μmol/m(2)s PAR and 30 °C temperature for isoprene and 30 °C temperature for the remaining compounds). In agreement with the literature, isoprene was mostly emitted by broad-leaved trees while coniferous species mainly emitted monoterpenes. Several tree species such as Sweet Chestnut, Silver Lime, and European Alder had higher monoterpene emissions although they are broad-leaved species. High isoprene emissions were also observed for a few coniferous species such as Nordmann Fir and Oriental Spruce. The highest normalized total BVOC emission rate of 27.1 μg/gh was observed for Oriental Plane while South European Flowering Ash was the weakest BVOC emitter with a total normalized emission rate of 0.031 μg/gh. Monoterpene emissions of broad-leaved species mainly consisted of sabinene, limonene and trans-beta-ocimene, while alpha-pinene, beta-pinene and beta

  6. Biogenic volatile organic compound (BVOC) emissions from forested areas in Turkey: Determination of specific emission rates for thirty-one tree species

    Energy Technology Data Exchange (ETDEWEB)

    Aydin, Yagmur Meltem; Yaman, Baris; Koca, Husnu; Dasdemir, Okan; Kara, Melik; Altiok, Hasan; Dumanoglu, Yetkin; Bayram, Abdurrahman [Department of Environmental Engineering, Faculty of Engineering, Dokuz Eylul University, Tinaztepe Campus, Buca, Izmir (Turkey); Tolunay, Doganay [Department of Soil Science and Ecology, Faculty of Forestry, Istanbul University, Bahcekoy, Istanbul (Turkey); Odabasi, Mustafa [Department of Environmental Engineering, Faculty of Engineering, Dokuz Eylul University, Tinaztepe Campus, Buca, Izmir (Turkey); Elbir, Tolga, E-mail: tolga.elbir@deu.edu.tr [Department of Environmental Engineering, Faculty of Engineering, Dokuz Eylul University, Tinaztepe Campus, Buca, Izmir (Turkey)

    2014-08-15

    Normalized biogenic volatile organic compound (BVOC) emission rates for thirty one tree species that cover the 98% of national forested areas in Turkey were determined. Field samplings were performed at fourteen different forested areas in Turkey using a specific dynamic enclosure system. The selected branches of tree species were enclosed in a chamber consisted of a transparent Nalofan bag. The air-flows were sampled from both inlet and outlet of the chamber by Tenax-filled sorbent tubes during photosynthesis of trees under the presence of sunlight. Several environmental parameters (temperature, humidity, photosynthetically active radiation-PAR, and CO{sub 2}) were continuously monitored inside and outside the enclosure chamber during the samplings. Collected samples were analyzed using a gas chromatography mass spectrometry (GC/MS) system equipped with a thermal desorber (TD). Sixty five BVOCs classified in five major groups (isoprene, monoterpenes, sesquiterpenes, oxygenated sesquiterpenes, and other oxygenated compounds) were analyzed. Emission rates were determined by normalization to standard conditions (1000 μmol/m{sup 2} s PAR and 30 °C temperature for isoprene and 30 °C temperature for the remaining compounds). In agreement with the literature, isoprene was mostly emitted by broad-leaved trees while coniferous species mainly emitted monoterpenes. Several tree species such as Sweet Chestnut, Silver Lime, and European Alder had higher monoterpene emissions although they are broad-leaved species. High isoprene emissions were also observed for a few coniferous species such as Nordmann Fir and Oriental Spruce. The highest normalized total BVOC emission rate of 27.1 μg/g h was observed for Oriental Plane while South European Flowering Ash was the weakest BVOC emitter with a total normalized emission rate of 0.031 μg/g h. Monoterpene emissions of broad-leaved species mainly consisted of sabinene, limonene and trans-beta-ocimene, while alpha-pinene, beta

  7. Advances in the determination of volatile organic solvents and other organic pollutants by gas chromatography with thermal desorption sampling and injection

    Energy Technology Data Exchange (ETDEWEB)

    Fabbri, A.; Crescentini, G.; Mangani, F.; Mastrogiacomo, A.R.; Bruner, F.

    1987-11-01

    The problem of the separation of 34 volatile organic chlorinated compounds is solved by using three different GC columns selected according to the needs of the particular separation required. The effect of water vapor contained as moisture in the trapped air on the retention of some characteristic compounds is studied. The influence of dead volumes on trap injection is also studied.

  8. Endogenous Lunar Volatiles

    Science.gov (United States)

    McCubbin, F. M.; Liu, Y.; Barnes, J. J.; Anand, M.; Boyce, J. W.; Burney, D.; Day, J. M. D.; Elardo, S. M.; Hui, H.; Klima, R. L.; Magna, T.; Ni, P.; Steenstra, E.; Tartèse, R.; Vander Kaaden, K. E.

    2018-04-01

    This abstract discusses numerous outstanding questions on the topic of endogenous lunar volatiles that will need to be addressed in the coming years. Although substantial insights into endogenous lunar volatiles have been gained, more work remains.

  9. Normalization for Implied Volatility

    OpenAIRE

    Fukasawa, Masaaki

    2010-01-01

    We study specific nonlinear transformations of the Black-Scholes implied volatility to show remarkable properties of the volatility surface. Model-free bounds on the implied volatility skew are given. Pricing formulas for the European options which are written in terms of the implied volatility are given. In particular, we prove elegant formulas for the fair strikes of the variance swap and the gamma swap.

  10. Realized Volatility Risk

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

    2013-01-01

    textabstractIn this paper we document that realized variation measures constructed from highfrequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized volatility are substantive.

  11. Biogenic volatile organic compounds (BVOCs) emission of Scots pine under drought stress - a 13CO2 labeling study to determine de novo and pool emissions under different treatments

    Science.gov (United States)

    Lüpke, M.

    2015-12-01

    Plants emit biogenic volatile organic compounds (BVOCs) to e.g. communicate and to defend herbivores. Yet BVOCs also impact atmospheric chemistry processes, and lead to e.g. the built up of secondary organic aerosols. Abiotic stresses, such as drought, however highly influence plant physiology and subsequently BVOCs emission rates. In this study, we investigated the effect of drought stress on BVOCs emission rates of Scots pine trees, a de novo and pool emitter, under controlled climate chamber conditions within a dynamic enclosure system consisting of four plant chambers. Isotopic labeling with 13CO2 was used to detect which ratio of emissions of BVOCs derives from actual synthesis and from storage organs under different treatments. Additionally, the synthesis rate of the BVOCs synthesis can be determined. The experiment consisted of two campaigns (July 2015 and August 2015) of two control and two treated trees respectively in four controlled dynamic chambers simultaneously. Each campaign lasted for around 21 days and can be split into five phases: adaptation, control, dry-out, drought- and re-watering phase. The actual drought phase lasted around five days. During the campaigns two samples of BVOCs emissions were sampled per day and night on thermal desorption tubes and analyzed by a gas chromatograph coupled with a mass spectrometer and a flame ionization detector. Additionally, gas exchange of water and CO2, soil moisture, as well as leaf and chamber temperature was monitored continuously. 13CO2 labeling was performed simultaneously in all chambers during the phases control, drought and re-watering for five hours respectively. During the 13CO2 labeling four BVOCs emission samples per chamber were taken to identify the labeling rate on emitted BVOCs. First results show a decrease of BVOCs emissions during the drought phase and a recovery of emission after re-watering, as well as different strength of reduction of single compounds. The degree of labeling with 13

  12. The effect of volatility on percutaneous absorption.

    Science.gov (United States)

    Rouse, Nicole C; Maibach, Howard I

    2016-01-01

    Topically applied chemicals may volatilize, or evaporate, from skin leaving behind a chemical residue with new percutaneous absorptive capabilities. Understanding volatilization of topical medications, such as sunscreens, fragrances, insect repellants, cosmetics and other commonly applied topicals may have implications for their safety and efficacy. A systematic review of English language articles from 1979 to 2014 was performed using key search terms. Articles were evaluated to assess the relationship between volatility and percutaneous absorption. A total of 12 articles were selected and reviewed. Key findings were that absorption is enhanced when coupled with a volatile substance, occlusion prevents evaporation and increases absorption, high ventilation increases volatilization and reduces absorption, and pH of skin has an affect on a chemical's volatility. The articles also brought to light that different methods may have an affect on volatility: different body regions; in vivo vs. in vitro; human vs. Data suggest that volatility is crucial for determining safety and efficacy of cutaneous exposures and therapies. Few articles have been documented reporting evaporation in the context of percutaneous absorption, and of those published, great variability exists in methods. Further investigation of volatility is needed to properly evaluate its role in percutaneous absorption.

  13. Optimization of the HS-SPME-GC/MS technique for determining volatile compounds in red wines made from Isabel grapes (Vitis labrusca

    Directory of Open Access Journals (Sweden)

    Narciza Maria de Oliveira ARCANJO

    2015-01-01

    Full Text Available AbstractBrazilian wine production is characterized by Vitis labrusca grape varieties, especially the economically important Isabel cultivar, with over 80% of its production destined for table wine production. The objective of this study was to optimize and validate the conditions for extracting volatile compounds from wine with the solid-phase microextraction technique, using the response surface method. Based on the response surface analysis, it can be concluded that the central point values maximize the process of extracting volatile compounds from wine, i.e., an equilibrium time of 15 minutes, an extraction time of 35 minutes, and an extraction temperature of 30 °C. Esters were the most numerous compounds found under these extraction conditions, indicating that wines made from Isabel cultivar grapes are characterized by compounds that confer a fruity aroma; this finding corroborates the scientific literature.

  14. Permanent and transitory oil volatility and aggregate investment in Malaysia

    International Nuclear Information System (INIS)

    Ibrahim, Mansor H.; Ahmed, Huson Joher Ali

    2014-01-01

    This paper investigates the relation between aggregate investment and oil volatility and its permanent and transitory components for a developing country, Malaysia. In the paper, the components generalized autoregressive conditional heteroskedasticity (CGARCH) model is utilized to decompose conditional oil volatility into permanent oil volatility and transitory oil volatility. Respectively reflecting fundamental-driven and random shifts in oil volatility, they are expected to exert differential effects on aggregate investment. Adopting a vector autoregression (VAR) framework to allow feedback effects between aggregate investment and its determinants, the paper documents evidence supporting the adverse effects of conditional oil volatility, permanent oil volatility and transitory oil volatility on aggregate investment and real output. Interestingly, contrary to the findings for the developed markets (US and OECD), the real effects of permanent oil volatility tend to be stronger. These findings are reasonably robust to variable specification and measurements in the VAR system. Hence, there is an indication that heightened oil volatility accounts for the slumps in Malaysia's aggregate investment after the Asian financial crisis. - Highlights: • Examines the role of oil volatility in Malaysia's aggregate investment. • Makes distinction between permanent and temporary volatility using CGARCH. • Both volatility components depress investment. • Permanent volatility has larger adverse effects. • Results are robust to alternative model specifications

  15. Stock Market Volatility: Examining North America, Europe and Asia

    OpenAIRE

    Gamini Premaratne; Lakshmi Bala

    2004-01-01

    An understanding of volatility in stock markets is important for determining the cost of capital and for assessing investment and leverage decisions as volatility is synonymous with risk. Substantial changes in volatility of financial markets are capable of having significant negative effects on risk averse investors. Using daily returns from 1992 to 2002, we investigate volatility co-movement between the Singapore stock market and the markets of US, UK, Hong Kong and Japan. In order to gauge...

  16. Determination of fatty acids and volatile compounds in fruits of rosehip(Rosa L.) species by HS-SPME/GC-MS and Im-SPME/GC-MS techniques

    OpenAIRE

    MURATHAN, ZEHRA TUĞBA; ZARIFIKHOSROSHAHI, MOZGAN; KAFKAS, NESİBE EBRU

    2016-01-01

    In this study, we aimed to compare fatty acid and volatile compound compositions of four rosehip species, namely Rosa pimpinellifolia, R. Villosa, R. Canina, and R. Dumalis, by gas chromatography with flame ionization detector (GC/FID) and headspace and immersion solid-phase microextraction gas chromatography-mass spectrometry (HS-SPME/GC-MS and Im-SPME/GC-MS) techniques. The total lipid contents in fruits of the rosehip species varied from 5.83% (R. Villosa) to 7.84% (R. Dumalis). A total of...

  17. Volatility in Equilibrium

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Sizova, Natalia; Tauchen, George

    Stock market volatility clusters in time, carries a risk premium, is fractionally inte- grated, and exhibits asymmetric leverage effects relative to returns. This paper develops a first internally consistent equilibrium based explanation for these longstanding empirical facts. The model is cast i......, and the dynamic cross-correlations of the volatility measures with the returns calculated from actual high-frequency intra-day data on the S&P 500 aggregate market and VIX volatility indexes....

  18. Range-based volatility, expected stock returns, and the low volatility anomaly

    Science.gov (United States)

    2017-01-01

    One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility), which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics. PMID:29190652

  19. Range-based volatility, expected stock returns, and the low volatility anomaly.

    Science.gov (United States)

    Blau, Benjamin M; Whitby, Ryan J

    2017-01-01

    One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility), which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics.

  20. Range-based volatility, expected stock returns, and the low volatility anomaly.

    Directory of Open Access Journals (Sweden)

    Benjamin M Blau

    Full Text Available One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility, which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics.

  1. Understanding Financial Market Volatility

    NARCIS (Netherlands)

    A. Opschoor (Anne)

    2014-01-01

    markdownabstract__Abstract__ Volatility has been one of the most active and successful areas of research in time series econometrics and economic forecasting in recent decades. Loosely speaking, volatility is defined as the average magnitude of fluctuations observed in some phenomenon over

  2. Improving Garch Volatility Forecasts

    NARCIS (Netherlands)

    Klaassen, F.J.G.M.

    1998-01-01

    Many researchers use GARCH models to generate volatility forecasts. We show, however, that such forecasts are too variable. To correct for this, we extend the GARCH model by distinguishing two regimes with different volatility levels. GARCH effects are allowed within each regime, so that our model

  3. Asymmetric Realized Volatility Risk

    NARCIS (Netherlands)

    D.E. Allen (David); M.J. McAleer (Michael); M. Scharth (Marcel)

    2014-01-01

    markdownabstract__Abstract__ In this paper we document that realized variation measures constructed from high-frequency returns reveal a large degree of volatility risk in stock and index returns, where we characterize volatility risk by the extent to which forecasting errors in realized

  4. Aerosol measurement: the use of optical light scattering for the determination of particulate size distribution, and particulate mass, including the semi-volatile fraction.

    Science.gov (United States)

    Grimm, Hans; Eatough, Delbert J

    2009-01-01

    The GRIMM model 1.107 monitor is designed to measure particle size distribution and particulate mass based on a light scattering measurement of individual particles in the sampled air. The design and operation of the instrument are described. Protocols used to convert the measured size number distribution to a mass concentration consistent with U.S. Environmental Protection Agency protocols for measuring particulate matter (PM) less than 10 microm (PM10) and less than 2.5 microm (PM2.5) in aerodynamic diameter are described. The performance of the resulting continuous monitor has been evaluated by comparing GRIMM monitor PM2.5 measurements with results obtained by the Rupprecht and Patashnick Co. (R&P) filter dynamic measurement system (FDMS). Data were obtained during month-long studies in Rubidoux, CA, in July 2003 and in Fresno, CA, in December 2003. The results indicate that the GRIMM monitor does respond to total PM2.5 mass, including the semi-volatile components, giving results comparable to the FDMS. The data also indicate that the monitor can be used to estimate water content of the fine particles. However, if the inlet to the monitor is heated, then the instrument measures only the nonvolatile material, more comparable to results obtained with a conventional heated filter tapered element oscillating microbalance (TEOM) monitor. A recent modification of the model 180, with a Nafion dryer at the inlet, measures total PM2.5 including the nonvolatile and semi-volatile components, but excluding fine particulate water. Model 180 was in agreement with FDMS data obtained in Lindon, UT, during January through February 2007.

  5. Experimental setup and analytical methods for the non-invasive determination of volatile organic compounds, formaldehyde and NOx in exhaled human breath

    International Nuclear Information System (INIS)

    Riess, Ulrich; Tegtbur, Uwe; Fauck, Christian; Fuhrmann, Frank; Markewitz, Doreen; Salthammer, Tunga

    2010-01-01

    Different analytical devices were tested and evaluated for their suitability of breath gas analysis by examining the physiological parameters and chemical substances in the exhaled breath of ten healthy probands during light cycling in dependence of methanol-rich nutrition. The probands exercised under normal breathing conditions on a bicycle ergometer. Breath air was exhaled into a glass cylinder and collected under steady-state conditions. Non-invasively measured parameters were pulse rate, breath frequency, temperature, relative humidity, NO x , total volatile organic compounds (TVOC PAS ), carbon dioxide (CO 2 ), formaldehyde, methanol, acetaldehyde, acetone, isoprene and volatile organic compounds (VOCs). Methanol rich food and beverages strongly influenced the concentration of methanol and other organic substances in human breath. On the other hand, nutrition and smoking had no clear effect on the physical conditions of the probands. The proton transfer reaction mass spectrometry (PTR-MS) method was found to be very suitable for the analysis of breath gas but the m/z 31, if assigned to formaldehyde, is sensitive to interferences. The time vs. concentration curves of nitric oxide showed sudden peaks up to 120 ppb in most of the measurements. In one case a strong interference of the NO x signal was observed. The time resolved analysis of exhaled breath gas is of high capability and significance for different applications if reliable analytical techniques are used. Some compounds like nitric oxide (NO), methanol, different VOCs as well as sum parameters like TVOC PAS are especially suitable as markers. Formaldehyde, which is rapidly metabolized in the human body, could be measured reliably as a trace component by the acetylacetone (acac) method but not by PTR-MS.

  6. Experimental setup and analytical methods for the non-invasive determination of volatile organic compounds, formaldehyde and NO{sub x} in exhaled human breath

    Energy Technology Data Exchange (ETDEWEB)

    Riess, Ulrich; Tegtbur, Uwe [Hannover Medical School, Sports Physiology and Sports Medicine, Carl-Neuberg-Str. 1, 30625 Hannover (Germany); Fauck, Christian; Fuhrmann, Frank; Markewitz, Doreen [Fraunhofer WKI, Department of Material Analysis and Indoor Chemistry, Bienroder Weg 54 E, 38108 Braunschweig (Germany); Salthammer, Tunga, E-mail: tunga.salthammer@wki.fraunhofer.de [Fraunhofer WKI, Department of Material Analysis and Indoor Chemistry, Bienroder Weg 54 E, 38108 Braunschweig (Germany)

    2010-06-11

    Different analytical devices were tested and evaluated for their suitability of breath gas analysis by examining the physiological parameters and chemical substances in the exhaled breath of ten healthy probands during light cycling in dependence of methanol-rich nutrition. The probands exercised under normal breathing conditions on a bicycle ergometer. Breath air was exhaled into a glass cylinder and collected under steady-state conditions. Non-invasively measured parameters were pulse rate, breath frequency, temperature, relative humidity, NO{sub x}, total volatile organic compounds (TVOC{sub PAS}), carbon dioxide (CO{sub 2}), formaldehyde, methanol, acetaldehyde, acetone, isoprene and volatile organic compounds (VOCs). Methanol rich food and beverages strongly influenced the concentration of methanol and other organic substances in human breath. On the other hand, nutrition and smoking had no clear effect on the physical conditions of the probands. The proton transfer reaction mass spectrometry (PTR-MS) method was found to be very suitable for the analysis of breath gas but the m/z 31, if assigned to formaldehyde, is sensitive to interferences. The time vs. concentration curves of nitric oxide showed sudden peaks up to 120 ppb in most of the measurements. In one case a strong interference of the NO{sub x} signal was observed. The time resolved analysis of exhaled breath gas is of high capability and significance for different applications if reliable analytical techniques are used. Some compounds like nitric oxide (NO), methanol, different VOCs as well as sum parameters like TVOC{sub PAS} are especially suitable as markers. Formaldehyde, which is rapidly metabolized in the human body, could be measured reliably as a trace component by the acetylacetone (acac) method but not by PTR-MS.

  7. Experimental determination of the partitioning coefficient and volatility of important BVOC oxidation products using the Aerosol Collection Module (ACM) coupled to a PTR-ToF-MS

    Science.gov (United States)

    Gkatzelis, G.; Hohaus, T.; Tillmann, R.; Schmitt, S. H.; Yu, Z.; Schlag, P.; Wegener, R.; Kaminski, M.; Kiendler-Scharr, A.

    2015-12-01

    Atmospheric aerosol can alter the Earth's radiative budget and global climate but can also affect human health. A dominant contributor to the submicrometer particulate matter (PM) is organic aerosol (OA). OA can be either directly emitted through e.g. combustion processes (primary OA) or formed through the oxidation of organic gases (secondary organic aerosol, SOA). A detailed understanding of SOA formation is of importance as it constitutes a major contribution to the total OA. The partitioning between the gas and particle phase as well as the volatility of individual components of SOA is yet poorly understood adding uncertainties and thus complicating climate modelling. In this work, a new experimental methodology was used for compound-specific analysis of organic aerosol. The Aerosol Collection Module (ACM) is a newly developed instrument that deploys an aerodynamic lens to separate the gas and particle phase of an aerosol. The particle phase is directed to a cooled sampling surface. After collection particles are thermally desorbed and transferred to a detector for further analysis. In the present work, the ACM was coupled to a Proton Transfer Reaction-Time of Flight-Mass Spectrometer (PTR-ToF-MS) to detect and quantify organic compounds partitioning between the gas and particle phase. This experimental approach was used in a set of experiments at the atmosphere simulation chamber SAPHIR to investigate SOA formation. Ozone oxidation with subsequent photochemical aging of β-pinene, limonene and real plant emissions from Pinus sylvestris (Scots pine) were studied. Simultaneous measurement of the gas and particle phase using the ACM-PTR-ToF-MS allows to report partitioning coefficients of important BVOC oxidation products. Additionally, volatility trends and changes of the SOA with photochemical aging are investigated and compared for all systems studied.

  8. Pyrolysis and volatilization of cocaine

    International Nuclear Information System (INIS)

    Martin, B.R.; Lue, L.P.; Boni, J.P.

    1989-01-01

    The increasing popularity of inhaling cocaine vapor prompted the present study, to determine cocaine's fate during this process. The free base of [3H]cocaine (1 microCi/50 mg) was added to a glass pipe, which was then heated in a furnace to simulate freebasing. Negative pressure was used to draw the vapor through a series of glass wool, ethanol, acidic, and basic traps. Air flow rate and temperature were found to have profound effects on the volatilization and pyrolysis of cocaine. At a temperature of 260 degrees C and a flow rate of 400 mL/min, 37% of the radioactivity remained in the pipe, 39% was found in the glass wool trap, and less than 1% in the remainder of the volatilization apparatus after a 10-min volatilization. Reducing the air flow rate to 100 mL/min reduced the amount of radioactivity collected in the glass wool trap to less than 10% of the starting material and increased the amount that remained in the pipe to 58%. GC/MS analysis of the contents of the glass wool trap after volatilization at 260 degrees C and a flow rate of 400 mL/min revealed that 60% of the cocaine remained intact, while approximately 6 and 2% of the starting material was recovered as benzoic acid and methylecgonidine, respectively. As the temperature was increased to 650 degrees C, benzoic acid and methylecgonidine accounted for 83 and 89% of the starting material, respectively, whereas only 2% of the cocaine remained intact. Quantitation of cocaine in the vapor during the course of volatilization revealed high concentrations during the first two min and low concentrations for the remaining time

  9. The volatility of HOL

    International Nuclear Information System (INIS)

    Wren, D.J.; Sanipelli, G.

    1985-01-01

    The volatility of HOI has been measured using a mass spectrometer to analyze the gas phase above an aqueous solution. The HOI in solution was generated continuously in a flow reactor that combined I/sup -/ and OCl/sup -/ solutions. The analysis has resulted in a lower limit of 6X10/sup 3/ mol . dm/sup -3/ . atm/sup -1/ for the equilibrium constant for the reaction HOI(g)/equilibrium/HOI(aq). This value is a factor 30 greater than the best previous estimate. This new limit for HOI volatility results in higher total iodine partition coefficients, particularly for solutions with pH>8. The upper limit for the equilibrium constant is consistent with essentially zero volatility for HOI. The effect of HOI volatility on total iodine volatility is briefly discussed as a function of solution chemistry and kinetics

  10. Interior Volatile Reservoirs in Mercury

    Science.gov (United States)

    Anzures, B. A.; Parman, S. W.; Milliken, R. E.; Head, J. W.

    2018-05-01

    More measurements of 1) surface volatiles, and 2) pyroclastic deposits paired with experimental volatile analyses in silicate minerals can constrain conditions of melting and subsequent eruption on Mercury.

  11. Pluto's Volatile Transport

    Science.gov (United States)

    Young, Leslie

    2012-10-01

    Pluto's varying subsolar latitude and heliocentric distance leads to large variations in the surface volatile distribution and surface pressure. I present results of new volatile transport models (Young 2012a, b). The models include insolation, thermal emission, subsurface conduction, heating of a volatile slab, internal heat flux, latent heat of sublimation, and strict global mass balance. Numeric advances include initial conditions that allow for rapid convergence, efficient computation with matrix arithmetic, and stable Crank-Nicholson timesteps for both bare and volatile-covered areas. Runs of the model show six distinct seasons on Pluto. (1) As Pluto approaches perihelion, the volatiles on the old winter pole (the Rotational North Pole, RNP) becomes more directly illuminated , and the pressure and albedo rise rapidly. (2) When a new ice cap forms on the Rotational South Pole, RSP, volatiles are exchanged between poles. The pressure and albedo change more slowly. (3) When all volatiles have sublimed from the RNP, the albedo and pressure drop rapidly. (4-6) A similar pattern is repeated near aphelion with a reversal of the roles and the poles. I will compare results with earlier Pluto models of Hansen and Paige (1996), show the dependence on parameters such as substrate inertia, and make predictions for the New Horizons flyby of Pluto in 2015. This work was supported, in part, by funding from NASA Planetary Atmospheres Grant NNG06GF32G and the Spitzer project (JPL research support Agreement 1368573). Hansen, C. J. and D. A. Paige 1996. Seasonal Nitrogen Cycles on Pluto. Icarus 120, 247-265. Young, L. A. 2012a. Volatile transport on inhomogeneous surfaces: I - Analytic expressions, with application to Pluto’s day. Icarus, in press Young, L. A. 2012b. Volatile transport on inhomogeneous surfaces: II. Numerical calculations, with application to Pluto's season. In preparation.

  12. Determination of airborne, volatile amines from polyurethane foams by sorption onto a high-capacity cation-exchange resin based on poly(succinic acid).

    Science.gov (United States)

    Seeber, G; Buchmeiser, M R; Bonn, G K; Bertsch, T

    1998-06-05

    A high-capacity carboxylic acid-functionalized resin prepared by ring-opening metathesis polymerization based on cross-linked endo,endo-poly(norborn-2-ene-5,6-dicarboxylic acid) was used for the sampling of volatile, airborne amines from polyurethane (PU) foams. Six tertiary amines which represent commonly used promotors for the formation of PUs from diisocyanates and polyols, namely pentamethyldiethylenetriamine, diazabicyclooctane, N-methylmorpholine, N-ethylmorphine, 1,4-dimethylpiperazine and N,N-dimethylethanolamine, were sorbed onto the new resin. The sorption behavior of the new material was investigated in terms of loading capacities, the influence of concentration, flow-rate as well as of the amount of resin. Breakthrough curves were recorded from each single component as well as of mixtures thereof. Finally, the resin was used for the sampling of amines evaporating from PU foams applied in buildings. Further information about time dependent concentration profiles were obtained using a combination of GC-MS and Fourier transform IR spectroscopy.

  13. Flower volatiles, crop varieties and bee responses.

    Directory of Open Access Journals (Sweden)

    Björn K Klatt

    Full Text Available Pollination contributes to an estimated one third of global food production, through both the improvement of the yield and the quality of crops. Volatile compounds emitted by crop flowers mediate plant-pollinator interactions, but differences between crop varieties are still little explored. We investigated whether the visitation of crop flowers is determined by variety-specific flower volatiles using strawberry varieties (Fragaria x ananassa Duchesne and how this affects the pollination services of the wild bee Osmia bicornis L. Flower volatile compounds of three strawberry varieties were measured via headspace collection. Gas chromatography showed that the three strawberry varieties produced the same volatile compounds but with quantitative differences of the total amount of volatiles and between distinct compounds. Electroantennographic recordings showed that inexperienced females of Osmia bicornis had higher antennal responses to all volatile compounds than to controls of air and paraffin oil, however responses differed between compounds. The variety Sonata was found to emit a total higher level of volatiles and also higher levels of most of the compounds that evoked antennal responses compared with the other varieties Honeoye and Darselect. Sonata also received more flower visits from Osmia bicornis females under field conditions, compared with Honeoye. Our results suggest that differences in the emission of flower volatile compounds among strawberry varieties mediate their attractiveness to females of Osmia bicornis. Since quality and quantity of marketable fruits depend on optimal pollination, a better understanding of the role of flower volatiles in crop production is required and should be considered more closely in crop-variety breeding.

  14. Does NVIX matter for market volatility? Evidence from Asia-Pacific markets

    Science.gov (United States)

    Su, Zhi; Fang, Tong; Yin, Libo

    2018-02-01

    Forecasting financial market volatility is an important issue in the area of econophysics, and revealing the determinants of the market volatility has drawn much attentions of the academics. In order to better predict market volatilities, we use news-based implied volatility (NVIX) to measure uncertainty, and examine the predictive power of NVIX on the stock market volatility in both long and short-term among Asia-Pacific markets via GARCH-MIDAS model. We find that NVIX does not well explain long-term volatility variants in the full sample period, and it is positively associated with market volatility through a subsample analysis starting from the Financial Crisis. We also find that NVIX is more efficient in determining short-term volatility than the long-term volatility, indicating that the impact of NVIX is short-lived and information that investors concern could be quickly reflected in the stock market volatilities.

  15. Mechanisms of oxide layer formation and destruction on a chromia former nickel base alloy in HTR environment; Mecanismes de formation et de destruction de la couche d'oxyde sur un alliage chrominoformeur en milieu HTR

    Energy Technology Data Exchange (ETDEWEB)

    Rouillard, F

    2007-10-15

    Haynes 230 alloy which contains 22 wt.% chromium could be a promising candidate material for structures and heat exchangers (maximum operating temperature: 850-950 C) in Very High Temperature Reactors (VHTR). The feasibility demonstration involves to valid its corrosion resistance in the reactor specific environment namely impure helium. The alloys surface reactivity was investigated at temperatures between 850 and 1000 C. We especially focused on the influence of different parameters such as concentrations of impurities in the gas phase (carbon monoxide and methane, water vapour/hydrogen ratio), alloy composition (activities of Cr and C, alloying element contents) and temperature. Two main behaviours have been revealed: the formation of a Cr/Mn rich oxide layer at 900 C and its following reduction at higher temperatures. At 900 C, the water vapour is the main oxidizing gas. However in the initial times, the carbon monoxide reacts at the metal/oxide interface which involves a gaseous transport through the scale; CO mainly oxidizes the minor alloying elements aluminium and silicon. Above a critical temperature TA, the carbon in solution in the alloy reduces chromia. To ascribe the scale destruction, a model is proposed based on thermodynamic interfacial data for the alloy, oxide layer morphology and carbon monoxide partial pressure in helium; the model is then validated regarding experimental results and observations. (author)

  16. Volatile compounds in meat and meat products

    Directory of Open Access Journals (Sweden)

    Monika KOSOWSKA

    Full Text Available Abstract Meaty flavor is composed of a few hundreds of volatile compounds, only minor part of which are responsible for the characteristic odor. It is developed as a result of multi-directional reactions proceeding between non-volatile precursors contained in raw meat under the influence of temperature. The volatile compounds are generated upon: Maillard reactions, lipid oxidation, interactions between Maillard reaction products and lipid oxidation products as well as upon thiamine degradation. The developed flavor is determined by many factors associated with: raw material (breed, sex, diet and age of animal, conditions and process of slaughter, duration and conditions of meat storage, type of muscle, additives applied and the course of the technological process. The objective of this review article is to draw attention to the issue of volatile compounds characteristic for meat products and factors that affect their synthesis.

  17. Aerosol volatility in a boreal forest environment

    Science.gov (United States)

    Häkkinen, S. A. K.; ńijälä, M.; Lehtipalo, K.; Junninen, H.; Virkkula, A.; Worsnop, D. R.; Kulmala, M.; Petäjä, T.; Riipinen, I.

    2012-04-01

    Climate and health effects of atmospheric aerosols are determined by their properties such as their chemical composition. Aerosol chemical composition can be studied indirectly by measuring volatility of aerosol particles. The volatility of submicron aerosol particles (20-500 nm) was studied in a boreal forest site at SMEAR II (Station for Measuring Ecosystem-Atmosphere Relations II) station (Vesala et al., 1998) in Hyytiälä, Finland, during 01/2008-05/2010. The instrument used for the measurements was VDMPS (Volatility Differential Mobility Particle Sizer), which consists of two separate instruments: DMPS (Differential Mobility Particle Sizer, Aalto et al., 2001) and TD (Thermodenuder, Wehner et al., 2002). Aerosol evaporation was examined by heating the aerosol and comparing the total aerosol mass before and after heating. In the VDMPS system ambient aerosol sample was heated up to temperatures ranging from 80 °C to 280 °C. The higher the heating temperature was the more aerosol material was evaporated. There was a non-volatile residual present in aerosol particles when heated up to 280 °C. This residual explained (20±8)% of the total aerosol mass. Aerosol non-volatile mass fraction was highest during winter and smallest during summer months. The role of black carbon in the observed non-volatile residual was determined. Black carbon explained 40 to 90% of the non-volatile mass. Especially during colder seasons noticeable amount of non-volatile material, something else than black carbon, was observed. According to Kalberer et al. (2004) some atmospheric organic species can form polymers that have high evaporation temperatures. Also low-volatile organic salts may contribute to the non-volatile aerosol (Smith et al., 2010). Aerosol mass composition measured directly with AMS (Aerosol Mass Spectrometer, Jayne et al., 2000) was analyzed in order to examine the properties of the non-volatile material (other than black carbon). The AMS measurements were performed

  18. Non-volatile memories

    CERN Document Server

    Lacaze, Pierre-Camille

    2014-01-01

    Written for scientists, researchers, and engineers, Non-volatile Memories describes the recent research and implementations in relation to the design of a new generation of non-volatile electronic memories. The objective is to replace existing memories (DRAM, SRAM, EEPROM, Flash, etc.) with a universal memory model likely to reach better performances than the current types of memory: extremely high commutation speeds, high implantation densities and retention time of information of about ten years.

  19. Electricity market price volatility: The case of Ontario

    International Nuclear Information System (INIS)

    Zareipour, Hamidreza; Bhattacharya, Kankar; Canizares, Claudio A.

    2007-01-01

    Price volatility analysis has been reported in the literature for most competitive electricity markets around the world. However, no studies have been published yet that quantify price volatility in the Ontario electricity market, which is the focus of the present paper. In this paper, a comparative volatility analysis is conducted for the Ontario market and its neighboring electricity markets. Volatility indices are developed based on historical volatility and price velocity concepts, previously applied to other electricity market prices, and employed in the present work. The analysis is carried out in two scenarios: in the first scenario, the volatility indices are determined for the entire price time series. In the second scenario, the price time series are broken up into 24 time series for each of the 24 h and volatility indices are calculated for each specific hour separately. The volatility indices are also applied to the locational marginal prices of several pricing points in the New England, New York, and PJM electricity markets. The outcomes reveal that price volatility is significantly higher in Ontario than the three studied neighboring electricity markets. Furthermore, comparison of the results of this study with similar findings previously published for 15 other electricity markets demonstrates that the Ontario electricity market is one of the most volatile electricity markets world-wide. This high volatility is argued to be associated with the fact that Ontario is a single-settlement, real-time market

  20. American options under stochastic volatility

    NARCIS (Netherlands)

    Chockalingam, A.; Muthuraman, K.

    2011-01-01

    The problem of pricing an American option written on an underlying asset with constant price volatility has been studied extensively in literature. Real-world data, however, demonstrate that volatility is not constant, and stochastic volatility models are used to account for dynamic volatility

  1. The effect of H2O gas on volatilities of planet-forming major elements. I - Experimental determination of thermodynamic properties of Ca-, Al-, and Si-hydroxide gas molecules and its application to the solar nebula

    Science.gov (United States)

    Hashimoto, Akihiko

    1992-01-01

    The vapor pressures of Ca(OH)2(g), Al(OH)3(g), and Si(OH)4(g) molecules in equilibrium with solid calcium-, aluminum, and silicon-oxides, respectively, were determined, and were used to derive the heats of formation and entropies of these species, which are expected to be abundant under the currently postulated physical conditions in the primordial solar nebula. These data, in conjunction with thermodynamic data from literature, were used to calculate the relative abundances of M, MO(x), and M(OH)n gas species and relative volatilities of Fe, Mg, Si, Ca, and Al for ranges of temperature, total pressure, and H/O abundance ratio corresponding to the plausible ranges of physical conditions in the solar nebula. The results are used to explain how Ca and Al could have evaporated from Ca,Al-rich inclusions in carbonaceous chondrites, while Si, Mg, and Fe condensed onto them during the preaccretion alteration of CAIs.

  2. Graphene-supported zinc oxide solid-phase microextraction coating with enhanced selectivity and sensitivity for the determination of sulfur volatiles in Allium species.

    Science.gov (United States)

    Zhang, Suling; Du, Zhuo; Li, Gongke

    2012-10-19

    A graphene-supported zinc oxide (ZnO) solid-phase microextraction (SPME) fiber was prepared via a sol-gel approach. Graphite oxide (GO), with rich oxygen-containing groups, was selected as the starting material to anchor ZnO on its nucleation center. After being deoxidized by hydrazine, the Zn(OH)2/GO coating was dehydrated at high temperature to give the ZnO/graphene coating. Sol-gel technology could efficiently incorporate ZnO/graphene composites into the sol-gel network and provided strong chemical bonding between sol-gel polymeric SPME coating and silica fiber surface, which enhanced the durability of the fiber and allowed more than 200 replicate extractions. Results indicated that pure ZnO coated fiber did not show adsorption selectivity toward sulfur compounds, which might because the ZnO nanoparticles were enwrapped in the sol-gel network, and the strong coordination action between Zn ion and S ion was therefore blocked. The incorporation of graphene into ZnO based sol-gel network greatly enlarged the BET surface area from 1.2 m2/g to 169.4 m2/g and further increased the adsorption sites. Combining the superior properties of extraordinary surface area of graphene and the strong coordination action of ZnO to sulfur compounds, the ZnO/graphene SPME fiber showed much higher adsorption affinity to 1-octanethiol (enrichment factor, EF, 1087) than other aliphatic compounds without sulfur-containing groups (EFsPDMS) and polydimethylsiloxane/divinylbenzene (PDMS/DVB) SPME fibers. Several most abundant sulfur volatiles in Chinese chive and garlic sprout were analyzed using the ZnO/graphene SPME fiber in combination with gas chromatography-mass spectrometry (GC-MS). Their limits of detection were 0.1-0.7 μg/L. The relative standard deviation (RSD) using one fiber ranged from 3.6% to 9.1%. The fiber-to-fiber reproducibility for three parallel prepared fibers was 4.8-10.8%. The contents were in the range of 1.0-46.4 μg/g with recoveries of 80.1-91.6% for four main

  3. Oil and stock market volatility: A multivariate stochastic volatility perspective

    International Nuclear Information System (INIS)

    Vo, Minh

    2011-01-01

    This paper models the volatility of stock and oil futures markets using the multivariate stochastic volatility structure in an attempt to extract information intertwined in both markets for risk prediction. It offers four major findings. First, the stock and oil futures prices are inter-related. Their correlation follows a time-varying dynamic process and tends to increase when the markets are more volatile. Second, conditioned on the past information, the volatility in each market is very persistent, i.e., it varies in a predictable manner. Third, there is inter-market dependence in volatility. Innovations that hit either market can affect the volatility in the other market. In other words, conditioned on the persistence and the past volatility in their respective markets, the past volatility of the stock (oil futures) market also has predictive power over the future volatility of the oil futures (stock) market. Finally, the model produces more accurate Value-at-Risk estimates than other benchmarks commonly used in the financial industry. - Research Highlights: → This paper models the volatility of stock and oil futures markets using the multivariate stochastic volatility model. → The correlation between the two markets follows a time-varying dynamic process which tends to increase when the markets are more volatile. → The volatility in each market is very persistent. → Innovations that hit either market can affect the volatility in the other market. → The model produces more accurate Value-at-Risk estimates than other benchmarks commonly used in the financial industry.

  4. Analysis of volatiles from irradiated yeast extract

    International Nuclear Information System (INIS)

    Liao Tao; Li Xin; Zu Xiaoyan; Chen Yuxia; Geng Shengrong

    2013-01-01

    The method for determination volatiles from irradiated yeast extract (YE) using headspace solid phase microextraction (HS-SPME) and gas chromatography-mass spectrometry (GC-MS) was developed in this paper. The extraction conditions were optimized with reference to the peak area and number of volatiles as aldehyde, ketone, alcohol, acid, ester and sulfur compounds. The optimized conditions of HS-SPME for volatiles in irradiated YE were: divinyl benzene/Carboxen/polydimethylsiloxane (DVB/CAR/PDMS) fiber, extration time 40 min, extraction temperature 40℃. The volatiles from YE irradiated by 0-19.8 kGy were detected using HS-SPME coupled with GC-MS. The results showed that only 15 volatiles were detected from no irradiated YE and main compounds were acetic acid, 2, 3-butanediol and 1-hexanol, 2-ethyl-. There were 40 volatiles detected from irradiated YE and the main compounds were acetic acid, phenylethyl alcohol, heptanal and nonanal. Compare to no irradiated yeast extract, the aldehyde, ketone, alkene and disulfide, dimethyl were produced by irradiating process. (authors)

  5. Trade Openness And Real Exchange Rate Volatility: Panel Data Evidence

    OpenAIRE

    César Calderón

    2004-01-01

    A recent strand of the literature, the so-called “New Open Economy Macroeconomics”, argues that nonmonetary factors have gained importance in explaining exchange rate volatility. In this context, it has been suggested the inclusion of shocks to productivity, terms of trade, and government spending, among others. The goal of the present paper is to explain the real exchange rate volatility by positing a structural relationship between volatility and its determinants. To perform our task we col...

  6. Volatile liquid storage system

    International Nuclear Information System (INIS)

    Laverman, R.J.; Winters, P.J.; Rinehart, J.K.

    1992-01-01

    This patent describes a method of collecting and abating emission from a volatile liquid in an above ground storage tank. It comprises the liquid storage tank having a bottom, a vertical cylindrical circular wall having a lower edge portion joined to the bottom, and an external fixed roof, the tank having an internal floating roof floating on a volatile liquid stored in the tank, and air vent means in the tank in communication with a vapor space in the tank constituting at least the space above the floating roof when the floating roof floats on a predetermined maximum volume of volatile liquid in the tank; permitting ambient air; pumping emission laden air from the tank vapor space above the floating roof; and by means of the emissions abatement apparatus eliminating most of the emission from the emissions laden air with formation of a gaseous effluent and then discharging the resulting gaseous effluent to the atmosphere

  7. Understanding Interest Rate Volatility

    DEFF Research Database (Denmark)

    Volker, Desi

    This thesis is the result of my Ph.D. studies at the Department of Finance of the Copenhagen Business School. It consists of three essays covering topics related to the term structure of interest rates, monetary policy and interest rate volatility. The rst essay, \\Monetary Policy Uncertainty...... and Interest Rates", examines the role of monetary policy uncertainty on the term structure of interest rates. The second essay, \\A Regime-Switching A ne Term Structure Model with Stochastic Volatility" (co-authored with Sebastian Fux), investigates the ability of the class of regime switching models...... with and without stochastic volatility to capture the main stylized features of U.S. interest rates. The third essay, \\Variance Risk Premia in the Interest Rate Swap Market", investigates the time-series and cross-sectional properties of the compensation demanded for holding interest rate variance risk. The essays...

  8. Pricing Volatility of Stock Returns with Volatile and Persistent Components

    DEFF Research Database (Denmark)

    Zhu, Jie

    2009-01-01

    This paper introduces a two-component volatility model based on first moments of both components to describe the dynamics of speculative return volatility. The two components capture the volatile and the persistent part of volatility, respectively. The model is applied to 10 Asia-Pacific stock ma...... markets. A positive or risk-premium effect exists between the return and the volatile component, yet the persistent component is not significantly priced for the return dynamic process....... markets. Their in-mean effects on returns are tested. The empirical results show that the persistent component is much more important for the volatility dynamic process than is the volatile component. However, the volatile component is found to be a significant pricing factor of asset returns for most...

  9. Pricing Volatility of Stock Returns with Volatile and Persistent Components

    DEFF Research Database (Denmark)

    Zhu, Jie

    In this paper a two-component volatility model based on the component's first moment is introduced to describe the dynamic of speculative return volatility. The two components capture the volatile and persistent part of volatility respectively. Then the model is applied to 10 Asia-Pacific stock m......, a positive or risk-premium effect exists between return and the volatile component, yet the persistent component is not significantly priced for return dynamic process....... markets. Their in-mean effects on return are also tested. The empirical results show that the persistent component accounts much more for volatility dynamic process than the volatile component. However the volatile component is found to be a significant pricing factor of asset returns for most markets...

  10. Volatile organic carbon/air separation test using gas membranes

    International Nuclear Information System (INIS)

    King, C.V.; Kaschemekat, J.

    1993-08-01

    An estimated 900 metric tons of carbon tetrachloride were discharged to soil columns during the Plutonium Finishing Plant Operations at the Hanford Site. The largest percentage of this volatile organic compound was found in the vadose region of the 200 West Area. Using a Vacuum Extraction System, the volatile organic compound was drawn from the soil in an air mixture at a concentration of about 1,000 parts per million. The volatile organic compounds were absorbed from the air stream using granulated activated carbon canisters. A gas membrane separation system, developed by Membrane Technology and Research, Inc., was tested at the Vacuum Extraction System site to determine if the volatile organic compound load on the granulated activated carbon could be reduced. The Vacuum Extraction System condensed most of the volatile organic compound into liquid carbon tetrachloride and vented the residual gas stream into the granulated activated carbon. This system reduced the cost of operation about $5/kilogram of volatile organic compound removed

  11. Quantifying requirements volatility effects

    NARCIS (Netherlands)

    Kulk, G.P.; Verhoef, C.

    2008-01-01

    In an organization operating in the bancassurance sector we identified a low-risk IT subportfolio of 84 IT projects comprising together 16,500 function points, each project varying in size and duration, for which we were able to quantify its requirements volatility. This representative portfolio

  12. Idiosyncratic Volatility Puzzle

    DEFF Research Database (Denmark)

    Aslanidis, Nektarios; Christiansen, Charlotte; Lambertides, Neophytos

    from a large pool of macroeconomic and Önancial variables. Cleaning for macro-Önance e§ects reverses the puzzling negative relation between returns and idiosyncratic volatility documented previously. Portfolio analysis shows that the e§ects from macro-Önance factors are economically strong...

  13. Indication of bioactive candidates among body volatiles of ...

    African Journals Online (AJOL)

    Gregarious adult locusts are believed to release many bioactive volatiles from their bodies for the mediation of their biological characteristics. The determination of these bioactive body volatiles can contribute to the development of new, environmentally benign methods of locust control. An important locust, Locusta ...

  14. Treasury bond volatility and uncertainty about monetary policy

    NARCIS (Netherlands)

    Arnold, I.J.M.; Vrugt, E.B.

    2010-01-01

    We show that dispersion-based uncertainty about the future course of monetary policy is the single most important determinant of Treasury bond volatility across all maturities. The link between Treasury bond volatility and uncertainty about macroeconomic variables is much stronger than for the more

  15. Antioxidant properties of volatile oils obtained from Artemisia taurica ...

    African Journals Online (AJOL)

    In this study, the antioxidant properties of volatile oils obtained from the earth parts of the Artemisia taurica Willd. and Salvia kronenburgii Rech. Fil. plants and their effects on xanthine oxidase enzyme were studied. The chemical contents of each volatile oil were determined by applying gas chromatograpghy-mass ...

  16. Manure application and ammonia volatilization

    NARCIS (Netherlands)

    Huijsmans, J.F.M.

    2003-01-01

    Keywords: manure application, ammonia volatilization, environmental conditions, application technique, incorporation technique, draught force, work organization, costs Livestock manure applied on farmland is an important source of ammonia (NH3) volatilization, and NH3 is a major atmospheric

  17. Trace determination of volatile polycyclic aromatic hydrocarbons in natural waters by magnetic ionic liquid-based stir bar dispersive liquid microextraction.

    Science.gov (United States)

    Benedé, Juan L; Anderson, Jared L; Chisvert, Alberto

    2018-01-01

    In this work, a novel hybrid approach called stir bar dispersive liquid microextraction (SBDLME) that combines the advantages of stir bar sorptive extraction (SBSE) and dispersive liquid-liquid microextraction (DLLME) has been employed for the accurate and sensitive determination of ten polycyclic aromatic hydrocarbons (PAHs) in natural water samples. The extraction is carried out using a neodymium stir bar magnetically coated with a magnetic ionic liquid (MIL) as extraction device, in such a way that the MIL is dispersed into the solution at high stirring rates. Once the stirring is ceased, the MIL is magnetically retrieved onto the stir bar, and subsequently subjected to thermal desorption (TD) coupled to a gas chromatography-mass spectrometry (GC-MS) system. The main parameters involved in TD, as well as in the extraction step affecting the extraction efficiency (i.e., MIL amount, extraction time and ionic strength) were evaluated. Under the optimized conditions, the method was successfully validated showing good linearity, limits of detection and quantification in the low ng L -1 level, good intra- and inter-day repeatability (RSD < 13%) and good enrichment factors (18 - 717). This sensitive analytical method was applied to the determination of trace amounts of PAHs in three natural water samples (river, tap and rainwater) with satisfactory relative recovery values (84-115%), highlighting that the matrices under consideration do not affect the extraction process. Copyright © 2017 Elsevier B.V. All rights reserved.

  18. A broad diversity of volatile carboxylic acids, released by a bacterial aminoacylase from axilla secretions, as candidate molecules for the determination of human-body odor type.

    Science.gov (United States)

    Natsch, Andreas; Derrer, Samuel; Flachsmann, Felix; Schmid, Joachim

    2006-01-01

    Human body odor is to a large part determined by secretions of glands in the axillary regions. Two key odoriferous principles, 3-methylhex-2-enoic acid (3MH2; 4/5) and 3-hydroxy-3-methylhexanoic acid (HMHA; 6) have been shown to be released from glutamine conjugates secreted in the axilla by a specific N(alpha)-acyl-glutamine aminoacylase (N-AGA) obtained from axilla isolates of Corynebacteria sp. However, the low number of different odorants reported in humans stands in contrast to the observed high inter-individual variability in body odors. Axilla secretions of individual donors were, therefore, analyzed in detail. The secretions were treated with N-AGA, analyzed by GC/MS, and compared to undigested controls. Over 28 different carboxylic acids were released by this enzyme from odorless axilla secretions (Table 1). Many of these body odorants have not been reported before from a natural source, and they include several aliphatic 3-hydroxy acids with 4-Me branches, 3,4-unsaturated, 4-Et-branched aliphatic acids, and a variety of degradation products of amino acids. The odor threshold of some of the acids was found to be in the range of 1 ng. Most of these compounds were present in all donors tested, but in highly variable relative amounts, and they are, thus, candidate molecules as key components of a 'compound odor' determining the individual types of human body odor.

  19. The exploitation of volatile oil

    Institute of Scientific and Technical Information of China (English)

    MENG Teng; ZHANG Da; TENG Xiangjin; LINing; HAO Zaibin

    2007-01-01

    Rose is a kind of favorite ornamental plant. This article briefly introduced the cultivation and the use of rose around the world both in ancient time and nowadays. Today, volatile oil becomes the mainstream of the rose industry. People pay attention to the effect of volatile oil; meanwhile, they speed up their research on extracting volatile oil and the ingredients.

  20. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2010-01-01

    textabstractThe stochastic volatility model usually incorporates asymmetric effects by introducing the negative correlation between the innovations in returns and volatility. In this paper, we propose a new asymmetric stochastic volatility model, based on the leverage and size effects. The model is

  1. Determination of acrolein, ethanol, volatile acidity, and copper in different samples of sugarcane spirits Determinação de acroleína, etanol, acidez volátil e cobre em diferentes amostras de aguardentes de cana

    Directory of Open Access Journals (Sweden)

    José Masson

    2012-09-01

    Full Text Available Seventy-one samples of sugarcane spirits from small and average size stills produced in the northern and southern Minas Gerais (Brazil were analyzed for acrolein using HPLC (High Performance Liquid Chromatography. Ethanol and copper concentrations and volatile acidity were also determined according to methods established by the Ministry of Agriculture, Livestock and Supply (MAPA. A total of 9.85% of the samples tested showed levels of acrolein above the legal limits, while the copper concentrations of 21.00% of the samples and the volatile acidity of 8.85% of the samples were higher than the limits established by the Brazilian legislation. The concentration of acrolein varied from 0 to 21.97 mg.100 mL-1 of ethanol. However, no significant difference at 5% of significance was observed between the samples produced in the northern and southern Minas Gerais. The method used for determination of acrolein in sugarcane spirits involved the formation of a derivative with 2,4-dinitrophenylhydrazine (2,4-DNPH and subsequent analysis by HPLC.As setenta e uma amostras de aguardentes de cana coletadas em alambiques de pequeno e médio porte, provenientes das regiões norte e sul de Minas Gerais, foram avaliadas por CLAE (Cromatografia Líquida de Alta Eficiência quanto ao teor de acroleína. Avaliaram-se também as concentrações de etanol, acidez volátil e cobre, utilizando-se as metodologias estabelecidas pelo Ministério da Agricultura, Pecuária e Abastecimento (MAPA. Do total de amostras, 9,85% apresentaram níveis de acroleína acima do limite legal, 21,00% apresentaram teores de cobre e 8,85% de acidez volátil acima dos limites estabelecidos pela legislação brasileira. Os teores de acroleína variaram de 0 a 21,97 mg.100 mL-1 de etanol. Entretanto, não ocorreu diferença significativa no nível de 5% de significância entre as amostras do norte e as do sul de Minas Gerais. O método aplicado para a determinação de acroleína em aguardente de

  2. Essays on nonparametric econometrics of stochastic volatility

    NARCIS (Netherlands)

    Zu, Y.

    2012-01-01

    Volatility is a concept that describes the variation of financial returns. Measuring and modelling volatility dynamics is an important aspect of financial econometrics. This thesis is concerned with nonparametric approaches to volatility measurement and volatility model validation.

  3. Enhancement of evaporative light scattering detection in high-performance liquid chromatographic determination of neomycin based on highly volatile mobile phase, high-molecular-mass ion-pairing reagents and controlled peak shape.

    Science.gov (United States)

    Megoulas, Nikolaos C; Koupparis, Michael A

    2004-11-19

    In the frame of the development of a novel HPLC-ELSD (evaporative light scattering detection) method for the determination of the aminoglycoside antibiotic neomycin sulfate, the influence of mobile phase composition and peak broadening on ELSD response was evaluated. ELSD response was enhanced by: (a) increase of mobile phase volatility (solvents examined: water, acetonitrile, methanol and acetone), (b) increase of molecular mass of ion-pairing species [acidic reagents tested: formic, acetic, trifluoroacetic, trichloroacetic and heptafluorobutyric acid (HFBA)], and (c) decrease of peak width and asymmetry obtained by controlling the concentration of the ion-pairing acidic reagent (HFBA). Utilizing a Waters ODS-2 C18 Spherisorb column, evaporation temperature of 45 degrees C and nitrogen pressure of 3.5 bar, the optimized mobile phase was water-acetone (50:50), containing 11.6 mM HFBA, in an isocratic mode at a rate of 1.0 ml/min. Neomycin was eluted at 4.9 min, with asymmetry factor 1.3. Logarithmic calibration curve was obtained from 2 to 50 microg/ml (r > 0.9997). Limit of detection (LOD) was 0.6 microg/ml and R.S.D. = 1.7% (n = 3, 3.3 microg/ml). In raw materials, the simultaneous determination of sulfate (LOD = 3 microg/ml, R.S.D. = 1.7%, r> 0.9998) and of minor impurities was feasible. The developed method was also applied for the determination of neomycin in pharmaceutical formulations (powder, aerosol and cream) without any interference from excipients (recovery from spiked samples ranged from 99 to 102%) and a %R.S.D. of <2.1 (n = 3). The HPLC-ELSD method was also found applicable in the determination of neomycin in animal feeds (LOQ=0.2%) without any interference from the feed matrices.

  4. Volatility of Capital Flows to Emerging Economies

    Directory of Open Access Journals (Sweden)

    Katia Rocha

    2013-09-01

    Full Text Available The paper proposes a panel model to the determinants of capital flow volatility to a group of 18 emerging market economies (EME in the period of 2000 to 2011. It studies the robustness of the model regarding different volatility measures; analyses several types of gross capital inflow; focusing the role of government institutional quality and the development of domestic financial system (banks, insurance companies, and capital markets – stocks, bonds and derivatives. The EME analyzed represented roughly 95% of the Emerging Markets Bond Index Global – EMBIG in January 2013, being the biggest destination to international capital flow to EME according to the report of the Bank for International Settlements - BIS (2009. The main conclusion suggests that a reduction of capital flow volatility can be achieved by the adoption of policies that improve government institutional quality and promote development, stability and efficiency of the domestic financial system.

  5. Private Sector Credit and Inflation Volatility

    Directory of Open Access Journals (Sweden)

    Lorna Katusiime

    2018-04-01

    Full Text Available This paper investigates the effect of inflation volatility on private sector credit growth. The results indicate that private sector credit growth is positively linked to the one period lagged inflation volatility. Given that past monetary policy actions continue to affect the targeted variables due to the substantial lags in the transmission mechanism, the positive response of private sector credit growth to past inflation volatility suggests a credible monetary policy regime in Uganda, which has led to a reduction in the level of macroeconomic uncertainty and the restoration of favorable economic conditions and prospects, thus increasing the demand for credit. Further, the study finds that the lagged private sector credit growth, nominal exchange rate, and inflation have a statistically significant effect on private sector credit growth while financial innovation, interest rates, and GDP growth appear not to be important determinants of private sector credit growth. The robustness of our findings is confirmed by sensitivity checks.

  6. Selective determination of semi-volatile thiophene compounds in water by molecularly imprinted polymer thin films with direct headspace gas chromatography sulfur chemiluminescence detection.

    Science.gov (United States)

    Hijazi, Hassan Y; Bottaro, Christina S

    2018-02-26

    Water-compatible molecularly imprinted polymer (MIP) thin films are coupled with headspace gas chromatography sulfur chemiluminescence detection (HS-GC-SCD) to create a new approach for the determination of trace concentrations of thiophene compounds in water samples. Thiophene compounds are persistent, typically petrogenic, organic pollutants of concern due to their potential for biomagnification and bioaccumulation, mutagenicity, and carcinogenicity in terrestrial and aquatic fauna. Identification and quantitation in water, particularly following oil spills, is a priority. Following adsorption of the thiophenes to the MIPs, the MIP-bound analytes are analyzed directly by HS-GC-SCD, with minimal sample manipulation and virtually no organic solvent. Calibration curves of spiked seawater were linear from 5 μg L -1 to 100 μg L -1 and limits of detection (LOD) were in the range of 0.24-0.82 μg L -1 . Low matrix effects were observed in the analysis of thiophene compounds in seawater making the method suitable for use in fresh and saline waters without modification. Acceptable reproducibility was obtained for analysis of thiophene compounds from spiked seawater samples at RSDs ≤7.0% (n = 3).

  7. Surface emission determination of volatile organic compounds (VOC) from a closed industrial waste landfill using a self-designed static flux chamber.

    Science.gov (United States)

    Gallego, E; Perales, J F; Roca, F J; Guardino, X

    2014-02-01

    Closed landfills can be a source of VOC and odorous nuisances to their atmospheric surroundings. A self-designed cylindrical air flux chamber was used to measure VOC surface emissions in a closed industrial landfill located in Cerdanyola del Vallès, Catalonia, Spain. The two main objectives of the study were the evaluation of the performance of the chamber setup in typical measurement conditions and the determination of the emission rates of 60 different VOC from that industrial landfill, generating a valuable database that can be useful in future studies related to industrial landfill management. Triplicate samples were taken in five selected sampling points. VOC were sampled dynamically using multi-sorbent bed tubes (Carbotrap, Carbopack X, Carboxen 569) connected to SKC AirCheck 2000 pumps. The analysis was performed by automatic thermal desorption coupled with a capillary gas chromatograph/mass spectrometry detector. The emission rates of sixty VOC were calculated for each sampling point in an effort to characterize surface emissions. To calculate average, minimum and maximum emission values for each VOC, the results were analyzed by three different methods: Global, Kriging and Tributary area. Global and Tributary area methodologies presented similar values, with total VOC emissions of 237 ± 48 and 222 ± 46 g day(-1), respectively; however, Kriging values were lower, 77 ± 17 gd ay(-1). The main contributors to the total emission rate were aldehydes (nonanal and decanal), acetic acid, ketones (acetone), aromatic hydrocarbons and alcohols. Most aromatic hydrocarbon (except benzene, naphthalene and methylnaphthalenes) and aldehyde emission rates exhibited strong correlations with the rest of VOC of their family, indicating a possible common source of these compounds. B:T ratio obtained from the emission rates of the studied landfill suggested that the factors that regulate aromatic hydrocarbon distributions in the landfill emissions are different from the ones

  8. Volatile metabolites from actinomycetes

    DEFF Research Database (Denmark)

    Scholler, C.E.G.; Gurtler, H.; Pedersen, R.

    2002-01-01

    Twenty-six Streptomyces spp. were screened for their volatile production capacity on yeast starch agar. The volatile organic compounds (VOCs) were concentrated on a porous polymer throughout an 8-day growth period. VOCs were analyzed by gas chromatography with flame ionization detection...... and identified or characterized by gas chromatography-mass spectrometry. A total of 120 VOCs were characterized by retention index and mass spectra. Fifty-three compounds were characterized as terpenoid compounds, among which 18 could be identified. Among the VOCs were alkanes, alkenes, alcohols, esters, ketones....... The relationship between the excretion of geosmin and the production of spores was examined for one isolate. A good correlation between headspace geosmin and the number of spores was observed, suggesting that VOCs could be used to indicate the activity of these microorganisms in heterogeneous substrates....

  9. Minimum Tracking Error Volatility

    OpenAIRE

    Luca RICCETTI

    2010-01-01

    Investors assign part of their funds to asset managers that are given the task of beating a benchmark. The risk management department usually imposes a maximum value of the tracking error volatility (TEV) in order to keep the risk of the portfolio near to that of the selected benchmark. However, risk management does not establish a rule on TEV which enables us to understand whether the asset manager is really active or not and, in practice, asset managers sometimes follow passively the corres...

  10. Recovering volatile liquids

    Energy Technology Data Exchange (ETDEWEB)

    Bregeat, J H

    1925-07-30

    The products of hydrogenation of alicyclic compounds, such as terpenes, for example, pinene or oil of turpentine, are used as washing liquids for absorbing vapours of volatile liquids from gases, such as natural gases from petroliferous regions, gases from the distillation of coal, lignite, schist, peat, etc. or from the cracking of heavy oils. Other liquids such as tar oils vaseline oils, cresols, etc. may be added.

  11. Understanding Interest Rate Volatility

    OpenAIRE

    Volker, Desi

    2016-01-01

    This thesis is the result of my Ph.D. studies at the Department of Finance of the Copenhagen Business School. It consists of three essays covering topics related to the term structure of interest rates, monetary policy and interest rate volatility. The rst essay, \\Monetary Policy Uncertainty and Interest Rates", examines the role of monetary policy uncertainty on the term structure of interest rates. The second essay, \\A Regime-Switching A ne Term Structure Model with Stochast...

  12. Vacuum-assisted headspace-solid phase microextraction for determining volatile free fatty acids and phenols. Investigations on the effect of pressure on competitive adsorption phenomena in a multicomponent system.

    Science.gov (United States)

    Trujillo-Rodríguez, María J; Pino, Verónica; Psillakis, Elefteria; Anderson, Jared L; Ayala, Juan H; Yiantzi, Evangelia; Afonso, Ana M

    2017-04-15

    This work proposes a new vacuum headspace solid-phase microextraction (Vac-HSSPME) method combined to gas chromatography-flame ionization detection for the determination of free fatty acids (FFAs) and phenols. All target analytes of the multicomponent solution were volatiles but their low Henry's Law constants rendered them amenable to Vac-HSSPME. The ability of a new and easy to construct Vac-HSSPME sampler to maintain low-pressure conditions for extended sampling times was concurrently demonstrated. Vac-HSSPME and regular HSSPME methods were independently optimized and the results were compared at all times. The performances of four commercial SPME fibers and two polymeric ionic liquid (PIL)-based SPME fibers were evaluated and the best overall results were obtained with the adsorbent-type CAR/PDMS fiber. For the concentrations used here, competitive displacement became more intense for the smaller and more volatile analytes of the multi-component solution when lowering the sampling pressure. The extraction time profiles showed that Vac-HSSPME had a dramatic positive effect on extraction kinetics. The local maxima of adsorbed analytes recorded with Vac-HSSPME occurred faster, but were always lower than that with regular HSSPME due to the faster analyte-loading from the multicomponent solution. Increasing the sampling temperature during Vac-HSSPME reduced the extraction efficiency of smaller analytes due to the enhancement in water molecule collisions with the fiber. This effect was not recorded for the larger phenolic compounds. Based on the optimum values selected, Vac-HSSPME required a shorter extraction time and milder sampling conditions than regular HSSPME: 20 min and 35 °C for Vac-HSSPME versus 40 min and 45 °C for regular HSSPME. The performance of the optimized Vac-HSSPME and regular HSSPME procedures were assessed and Vac-HSSPME method proved to be more sensitive, with lower limits of detection (from 0.14 to 13 μg L -1 ), and better intra

  13. The memory of volatility

    Directory of Open Access Journals (Sweden)

    Kai R. Wenger

    2018-03-01

    Full Text Available The focus of the volatility literature on forecasting and the predominance of theconceptually simpler HAR model over long memory stochastic volatility models has led to the factthat the actual degree of memory estimates has rarely been considered. Estimates in the literaturerange roughly between 0.4 and 0.6 - that is from the higher stationary to the lower non-stationaryregion. This difference, however, has important practical implications - such as the existence or nonexistenceof the fourth moment of the return distribution. Inference on the memory order is complicatedby the presence of measurement error in realized volatility and the potential of spurious long memory.In this paper we provide a comprehensive analysis of the memory in variances of international stockindices and exchange rates. On the one hand, we find that the variance of exchange rates is subject tospurious long memory and the true memory parameter is in the higher stationary range. Stock indexvariances, on the other hand, are free of low frequency contaminations and the memory is in the lowernon-stationary range. These results are obtained using state of the art local Whittle methods that allowconsistent estimation in presence of perturbations or low frequency contaminations.

  14. Validation of chromatographic methods two to determine the composition of biogas and the concentration of volatile fatty acids generated in an anaerobic biodigester at different temperatures and compositions of substrate

    International Nuclear Information System (INIS)

    Jimenez Godinez, Ivannia

    2014-01-01

    Two methods of gas chromatography were validated: one to determine the concentration of volatile fatty acids and other for the proportion of CH 4 and CO 2 in biogas. Validations have characterized the production of biogas of biodigesters operated to 50 degrees celsius and 35 degrees celsius, and with three different substrate compositions: 100% manure, 90% manure - 10% food waste and 80% manure - 20% food waste. The results were analyzed statistically to verify if they present a normal distribution. The data obtained have been without normal distribution, so non-parametric statistics were applied and variance analysis tests of two factors for data without normal distribution: the Friedman test and Kruskal and Wallis, to determine if there were significant differences between the biogas produced in different operating conditions of the biodigesters. The results obtained have indicated without significant difference existing between the composition of biogas obtained for the six operating conditions. The results have been statistically without significant differences between treatments used and have checked that the variability of the results obtained for the biodigesters operated to 35 degrees celsius was higher than for those operated to 50 degrees celsius. In addition, the average percentage results of methane from biogesters operated to 50 degrees celsius have been greater and very constants. The stability of biodigesters has concluded that the highest percentages of food waste present in its composition have yielded with a higher productivity of biogas. The results have recommended the adoption as operating conditions, developed to 50 degrees celsius and a substrate composition of 80% manure and 20% food waste. (author) [es

  15. Characterization of coal types by their content of volatile matter

    Energy Technology Data Exchange (ETDEWEB)

    Scholz, A. (Ruhrkohle A.G., Essen (Germany, F.R.). Qualitaetsstelle)

    1979-08-01

    First of all, the difference between mineral content and ash content, the effect of minerals on the content of volatile matter and the connection between the ash and volatile matter contents is examined. Then three processes are described, to determine the content of organic fuels in the volatile matter of hard coal. The results are compared and the applicability of the processes is assessed. The conversion formulae recommended for the ASTM and NCB classifications are examined regarding their applicability to German types of coal. Finally an equation is proposed, in order to calculate the estimated value for the content of water and mineral free fuel in volatile matter. Apart from the content of volatile matter in water free coal, one only needs the figures ash content and the mineral factor for this. The equation can also be used for mixtures the usability of the equation is tested for Ruhr coal.

  16. A supply and demand based volatility model for energy prices

    International Nuclear Information System (INIS)

    Kanamura, Takashi

    2009-01-01

    This paper proposes a new volatility model for energy prices using the supply-demand relationship, which we call a supply and demand based volatility model. We show that the supply curve shape in the model determines the characteristics of the volatility in energy prices. It is found that the inverse Box-Cox transformation supply curve reflecting energy markets causes the inverse leverage effect, i.e., positive correlation between energy prices and volatility. The model is also used to show that an existing (G)ARCH-M model has the foundations on the supply-demand relationship. Additionally, we conduct the empirical studies analyzing the volatility in the U.S. natural gas prices. (author)

  17. MACROECONOMIC VARIABLES AND STOCK PRICE VOLATILITY IN NIGERIA

    Directory of Open Access Journals (Sweden)

    OSAZEE GODWIN OMOROKUNWA

    2014-10-01

    Full Text Available The purpose of this paper is to examine the relationship between stock price volatility and few macroeconomic variables such as inflation, exchange rate, GDP and interest rate. Annual time series data ranging from 1980 to 2011 was used for this study. The generalized autoregressive conditional heteroskedasticity (GARCH model was used in the empirical analysis. The findings of the study showed that stock prices in Nigeria are volatile. And that past information in the market have effect on stock price volatility in Nigeria. In addition, the study showed that interest rate and exchange have a weak effect on stock price volatility while inflation is the main determinant of stock price volatility in Nigeria. The authors recommend that inflation should be targeted as the main monetary policy aimed at directing the stock market.

  18. A supply and demand based volatility model for energy prices

    Energy Technology Data Exchange (ETDEWEB)

    Kanamura, Takashi [J-POWER, 15-1, Ginza 6-Chome, Chuo-ku, Tokyo 104-8165 (Japan)

    2009-09-15

    This paper proposes a new volatility model for energy prices using the supply-demand relationship, which we call a supply and demand based volatility model. We show that the supply curve shape in the model determines the characteristics of the volatility in energy prices. It is found that the inverse Box-Cox transformation supply curve reflecting energy markets causes the inverse leverage effect, i.e., positive correlation between energy prices and volatility. The model is also used to show that an existing (G)ARCH-M model has the foundations on the supply-demand relationship. Additionally, we conduct the empirical studies analyzing the volatility in the U.S. natural gas prices. (author)

  19. Monitoring volatile anaesthetic agents

    International Nuclear Information System (INIS)

    Russell, W.J.

    2000-01-01

    Full text: The methods that have been used for monitoring volatile anaesthetic agents depend on some physical property such as Density, Refractometry, Mass, Solubility, Raman scattering, or Infra-red absorption. Today, refractometry and infra-red techniques are the most common. Refractometry is used for the calibration of vaporizers. All anaesthetic agents increase the refractive index of the carrier gas. Provided the mixture is known then the refractive change measures the concentration of the volatile anaesthetic agent. Raman Scattering is when energy hits a molecule a very small fraction of the energy is absorbed and re-emitted at one or more lower frequencies. The shift in frequency is a function of the chemical bonds and is a fingerprint of the substance irradiated. Electromagnetic (Infra-red) has been the commonest method of detection of volatile agents. Most systems use a subtractive system, i.e. the agent in the sampling cell absorbed some of the infrared energy and the photo-detector therefore received less energy. A different approach is where the absorbed energy is converted into a pressure change and detected as sound (Acoustic monitor). This gives a more stable zero reference. More recently, the detector systems have used multiple narrow-band wavelengths in the infrared bands and by shape matching or matrix computing specific agent identification is achieved and the concentration calculated. In the early Datex AS3 monitors, a spectral sweep across the 3 micron infrared band was used to create spectral fingerprints. The recently released AS3 monitors use a different system with five very narrow band filters in the 8-10 micron region. The transmission through each of these filters is a value in a matrix which is solved by a micro computer to identify the agent and its concentration. These monitors can assist in improving the safety and efficiency of our anaesthetics but do not ensure that the patient is completely anaesthetized. Copyright (2000

  20. Monitoring volatile anaesthetic agents

    Energy Technology Data Exchange (ETDEWEB)

    Russell, W J [Royal Adelaide Hospital, SA (Australia). Department of Anaesthesia and Intensive Care

    2000-12-01

    Full text: The methods that have been used for monitoring volatile anaesthetic agents depend on some physical property such as Density, Refractometry, Mass, Solubility, Raman scattering, or Infra-red absorption. Today, refractometry and infra-red techniques are the most common. Refractometry is used for the calibration of vaporizers. All anaesthetic agents increase the refractive index of the carrier gas. Provided the mixture is known then the refractive change measures the concentration of the volatile anaesthetic agent. Raman Scattering is when energy hits a molecule a very small fraction of the energy is absorbed and re-emitted at one or more lower frequencies. The shift in frequency is a function of the chemical bonds and is a fingerprint of the substance irradiated. Electromagnetic (Infra-red) has been the commonest method of detection of volatile agents. Most systems use a subtractive system, i.e. the agent in the sampling cell absorbed some of the infrared energy and the photo-detector therefore received less energy. A different approach is where the absorbed energy is converted into a pressure change and detected as sound (Acoustic monitor). This gives a more stable zero reference. More recently, the detector systems have used multiple narrow-band wavelengths in the infrared bands and by shape matching or matrix computing specific agent identification is achieved and the concentration calculated. In the early Datex AS3 monitors, a spectral sweep across the 3 micron infrared band was used to create spectral fingerprints. The recently released AS3 monitors use a different system with five very narrow band filters in the 8-10 micron region. The transmission through each of these filters is a value in a matrix which is solved by a micro computer to identify the agent and its concentration. These monitors can assist in improving the safety and efficiency of our anaesthetics but do not ensure that the patient is completely anaesthetized. Copyright (2000

  1. [Analysis of chemical constituents of volatile components from Jia Ga Song Tang by GC-MS].

    Science.gov (United States)

    Tan, Qing-long; Xiong, Tian-qin; Liao, Jia-yi; Yang, Tao; Zhao, Yu-min; Lin, Xi; Zhang, Cui-xian

    2014-10-01

    To analyze the chemical components of volatile components from Jia Ga Song Tang. The volatile oils were extracted by water steam distillation. The chemical components of essential oil were analyzed by GC-MS and quantitatively determined by a normalization method. 103 components were separated and 87 components were identified in the volatile oil of Zingiberis Rhizoma. 58 components were separated and 38 components were identified in the volatile oil of Myristicae Semen. 49 components were separated and 38 components were identified in the volatile oil of Amomi Rotundus Fructus. 89 components were separated and 63 components were identified in the volatile oil of Jia Ga Song Tang. Eucalyptol, β-phellandrene and other terpenes were the main compounds in the volatile oil of Jia Ga Song Tang. Changes in the kinds and content of volatile components can provide evidences for scientific and rational compatibility for Jia Ga Song Tang.

  2. Ambient Volatility of Triethyl Phosphate

    Science.gov (United States)

    2017-08-01

    of materials is predictable using Raoult’s law. This report details the measurement of the effect of water vapor partial pressure on the volatility...empirical correlation taking into account nonideal behavior was developed to enable estimation of TEPO volatility at any combination of ambient...of the second component is expected to be one-half as much as in the absence of water vapor. Similarly, the measured volatility of the second

  3. Volatiles from solids

    Energy Technology Data Exchange (ETDEWEB)

    Loughrey, C T

    1939-08-24

    To remove volatiles from solids, such as oil shale, gases, and/or vapours are passed through a mass of the materials, the vapours and gases separated, and the vapours condensed. The volatile-containing solid materials are fed to a retort, and a shaft is driven to rotate an impeller so as to displace the liquid and create a vortex tube, which draws in gas from the atmosphere through an intake, twyer, interstices in the material in the retort, a conduit, chamber, tubes, another chamber and cylinder. This gas is carried outwardly and upwardly by the vortices in the liquid and is carried to discharge through three conduits. The vapours entrained by the gas are part condensed in the liquid and the remainder directed to a condenser. Steam may be delivered to the twyer through a nozzle of a pipe, with or without air, and combustible hydrocarbon fuel may be fed through the burner nozzle or solid fuel may be directed from feeder and combusted in the twyer.

  4. Molecular plant volatile communication.

    Science.gov (United States)

    Holopainen, Jarmo K; Blande, James D

    2012-01-01

    Plants produce a wide array of volatile organic compounds (VOCs) which have multiple functions as internal plant hormones (e.g., ethylene, methyl jasmonate and methyl salicylate), in communication with conspecific and heterospecific plants and in communication with organisms of second (herbivores and pollinators) and third (enemies of herbivores) trophic levels. Species specific VOCs normally repel polyphagous herbivores and those specialised on other plant species, but may attract specialist herbivores and their natural enemies, which use VOCs as host location cues. Attraction of predators and parasitoids by VOCs is considered an evolved indirect defence, whereby plants are able to indirectly reduce biotic stress caused by damaging herbivores. In this chapter we review these interactions where VOCs are known to play a crucial role. We then discuss the importance of volatile communication in self and nonself detection. VOCs are suggested to appear in soil ecosystems where distinction of own roots from neighbours roots is essential to optimise root growth, but limited evidence of above-ground plant self-recognition is available.

  5. Volatility Mean Reversion and the Market Price of Volatility Risk

    NARCIS (Netherlands)

    Boswijk, H.P.

    2001-01-01

    This paper analyzes sources of derivative pricing errors in a stochastic volatility model estimated on stock return data. It is shown that such pricing errors may reflect the existence of a market price of volatility risk, but also may be caused by estimation errors due to a slow mean reversion in

  6. It’s all about volatility of volatility

    DEFF Research Database (Denmark)

    Grassi, Stefano; Santucci de Magistris, Paolo

    2015-01-01

    The persistent nature of equity volatility is investigated by means of a multi-factor stochastic volatility model with time varying parameters. The parameters are estimated by means of a sequential matching procedure which adopts as auxiliary model a time-varying generalization of the HAR model f...

  7. Supercritical fluid extraction of volatile and non-volatile compounds from Schinus molle L.

    Directory of Open Access Journals (Sweden)

    M. S. T. Barroso

    2011-06-01

    Full Text Available Schinus molle L., also known as pepper tree, has been reported to have antimicrobial, antifungal, anti-inflammatory, antispasmodic, antipyretic, antitumoural and cicatrizing properties. This work studies supercritical fluid extraction (SFE to obtain volatile and non-volatile compounds from the aerial parts of Schinus molle L. and the influence of the process on the composition of the extracts. Experiments were performed in a pilot-scale extractor with a capacity of 1 L at pressures of 9, 10, 12, 15 and 20 MPa at 323.15 K. The volatile compounds were obtained by CO2 supercritical extraction with moderate pressure (9 MPa, whereas the non-volatile compounds were extracted at higher pressure (12 to 20 MPa. The analysis of the essential oil was carried out by GC-MS and the main compounds identified were sabinene, limonene, D-germacrene, bicyclogermacrene, and spathulenol. For the non-volatile extracts, the total phenolic content was determined by the Folin-Ciocalteau method. Moreover, one of the goals of this study was to compare the experimental data with the simulated yields predicted by a mathematical model based on mass transfer. The model used requires three adjustable parameters to predict the experimental extraction yield curves.

  8. Bacterial contribution to iodine volatilization in the environment

    Energy Technology Data Exchange (ETDEWEB)

    Amachi, S; Kasahara, M; Fujii, T [Chiba Univ., Dept. of Bioresources Chemistry, Matsudo, Chiba (Japan); Muramatsu, Y [National Inst. of Radiological Sciences, Chiba (Japan)

    2003-09-01

    The roles of microorganisms in iodine volatilization from the environment were studied. More than 100 bacterial strains were isolated from various environments such as soils, seawater and marine sediments, and were examined their capacities for volatilizing iodine. Approximately 40% of these bacteria showed significant capacities for volatilizing iodine. Gas chromatographic determinations revealed that the chemical species of gaseous iodine is methyl iodide (CH{sub 3}I). Phylogenetic analysis based on 16S ribosomal DNA showed that these 'iodine-volatilizing bacteria' are widely distributed through the bacterial domain. The iodide-methylating reaction was mediated by an enzyme protein with S-adenosyl-L-methionine (SAM) as the methyl donor. We then estimated bacterial contribution to iodine volatilization from soils. Iodine in soils was volatilized mainly as CH{sub 3}I. CH{sub 3}I emission was enhanced in the presence of glucose or yeast extract, but was inhibited by autoclaving of soils. Little CH{sub 3}I was produced under anaerobic conditions. Furthermore, the addition of streptomycin and tetracycline, antibiotics which inhibit bacterial growth, strongly inhibited CH{sub 3}I emission, while a fungal inhibitor cycloheximide caused little effect. These results suggest that iodine in soils is volatilized as CH{sub 3}I mainly by the action of aerobic soil bacteria. Similar experiment was carried out by using sea water samples. The emission of iodine from sea waters occurred biologically, and bacterial (and also other microbial) contribution was confirmed. Our results suggest that iodine is methylated and volatilized into the atmosphere as a result of bacterial activities. Since bacteria are so abundant and widespread in the environments, they may significantly contribute to global iodine volatilization. This indicates that if {sup 129}I would be released from nuclear facilities, weapons testing or ground storage of nuclear wastes, the pathway of volatilization by

  9. The Pricing of Options on Assets with Stochastic Volatilities.

    OpenAIRE

    Hull, John C; White, Alan D

    1987-01-01

    One option-pricing problem which has hitherto been unsolved is the pricing of European call on an asset which has a stochastic volatility. This paper examines this problem. The option price is determined in series form for the case in which the stochastic volatility is independent of the stock price. Numerical solutions are also produced for the case in which the volatility is correlated with the stock price. It is found that the Black-Scholes price frequently overprices options and that the ...

  10. Efficient generation of volatile cadmium species using Ti(III) and Ti(IV) and application to determination of cadmium by cold vapor generation inductively coupled plasma mass spectrometry (CVG-ICP-MS)†

    Science.gov (United States)

    Arslan, Zikri; Yilmaz, Vedat; Rose, LaKeysha

    2015-01-01

    In this study, a highly efficient chemical vapor generation (CVG) approach is reported for determination of cadmium (Cd). Titanium (III) and titanium (IV) were investigated for the first time as catalytic additives along with thiourea, L-cysteine and potassium cyanide (KCN) for generation of volatile Cd species. Both Ti(III) and Ti(IV) provided the highest enhancement with KCN. The improvement with thiourea was marginal (ca. 2-fold), while L-cysteine enhanced signal slightly only with Ti(III) in H2SO4. Optimum CVG conditions were 4% (v/v) HCl + 0.03 M Ti(III) + 0.16 M KCN and 2% (v/v) HNO3 + 0.03 M Ti(IV) + 0.16 M KCN with a 3% (m/v) NaBH4 solution. The sensitivity was improved about 40-fold with Ti(III) and 35-fold with Ti(IV). A limit of detection (LOD) of 3.2 ng L−1 was achieved with Ti(III) by CVG-ICP-MS. The LOD with Ti(IV) was 6.4 ng L−1 which was limited by the blank signals in Ti(IV) solution. Experimental evidence indicated that Ti(III) and Ti(IV) enhanced Cd vapor generation catalytically; for best efficiency mixing prior to reaction with NaBH4 was critical. The method was highly robust against the effects of transition metal ions. No significant suppression was observed in the presence of Co(II), Cr(III), Cu(II), Fe(III), Mn(II), Ni(II) and Zn(II) up to 1.0 μg mL−1. Among the hydride forming elements, no interference was observed from As(III) and Se(IV) at 0.5 μg mL−1 level. The depressive effects from Pb(II) and Sb(III) were not significant at 0.1 μg mL−1 while those from Bi(III) and Sn(II) were marginal. The procedures were validated with determination of Cd by CVG-ICP-MS in a number certified reference materials, including Nearshore seawater (CASS-4), Bone ash (SRM 1400), Dogfish liver (DOLT-4), Mussel tissue (SRM 2976) and Domestic Sludge (SRM 2781). PMID:26251554

  11. Political institutions and economic volatility

    NARCIS (Netherlands)

    Klomp, Jeroen; de Haan, Jakob

    We examine the effect of political 'institutions' on economic growth volatility, using data from more than 100 countries over the period 1960 to 2005, taking into account various control variables as suggested in previous studies. Our indicator of volatility is the relative standard deviation of the

  12. Fundamental volatility is regime specific

    NARCIS (Netherlands)

    Arnold, I.J.M.; MacDonald, R.; Vries, de C.G.

    2006-01-01

    A widely held notion holds that freely floating exchange rates are excessively volatile when judged against fundamentals and when moving from fixed to floating exchange rates. We re-examine the data and conclude that the disparity between the fundamentals and exchange rate volatility is more

  13. Volatile organic compounds

    International Nuclear Information System (INIS)

    Silseth, May Liss

    1998-01-01

    The goal is: Not more emission of volatile organic compounds (VOCs) than necessary. The items discussed in this presentation are the VOCs, how to calculate emission of VOCs, how to reduce or avoid them, and different recovery processes. The largest source of Norwegian emissions of non methane VOCs (NMVOCs) is offshore loading of raw petroleum. Emissions of VOCs should be reduced mainly for two reasons: (1) on sunny days NMVOCs may react with NOx to form ozon and smog close to the surface, (2) ozone and smog close to the surface may be harmful to plants and animals, and they are hazardous to human health. As for the calculation of VOC emissions, the VOCON project will release the calculation program HCGASS in 1999. This project is a cooperative project headed by SINTEF/Marintek

  14. Governmentally amplified output volatility

    Science.gov (United States)

    Funashima, Yoshito

    2016-11-01

    Predominant government behavior is decomposed by frequency into several periodic components: updating cycles of infrastructure, Kuznets cycles, fiscal policy over business cycles, and election cycles. Little is known, however, about the theoretical impact of such cyclical behavior in public finance on output fluctuations. Based on a standard neoclassical growth model, this study intends to examine the frequency at which public investment cycles are relevant to output fluctuations. We find an inverted U-shaped relationship between output volatility and length of cycle in public investment. This implies that periodic behavior in public investment at a certain frequency range can cause aggravated output resonance. Moreover, we present an empirical analysis to test the theoretical implication, using the U.S. data in the period from 1968 to 2015. The empirical results suggest that such resonance phenomena change from low to high frequency.

  15. Jakartans, Institutionally Volatile

    Directory of Open Access Journals (Sweden)

    Masaaki OKAMOTO

    2014-01-01

    Full Text Available Jakarta recently has gained even more central political attention in Indonesia since Joko Widodo (Jokowi and Basuki Purnama (Ahok became, respectively, the province’s governor and vice-governor in 2012. They started a series of eye-catching and populist programmes, drawing popular support from not only the people of Jakarta, but also among Indonesians in general. Jokowi is now even the most popular candidate for the presidential election in 2014. Their rise is phenomenal in this sense, but it is understandable if we look at Jakartan voters’ behaviour and the institutional arrangement that leads to it. Jakarta, as the national capital, has a unique arrangement in that the province has no autonomous regency or city. This paper argues that this arrangement causes Jakartans to be more politically volatile and describes how this institutional arrangement was created by analysing the minutes of the meeting to discuss the laws concerning Jakarta Province.

  16. Emerging non-volatile memories

    CERN Document Server

    Hong, Seungbum; Wouters, Dirk

    2014-01-01

    This book is an introduction to the fundamentals of emerging non-volatile memories and provides an overview of future trends in the field. Readers will find coverage of seven important memory technologies, including Ferroelectric Random Access Memory (FeRAM), Ferromagnetic RAM (FMRAM), Multiferroic RAM (MFRAM), Phase-Change Memories (PCM), Oxide-based Resistive RAM (RRAM), Probe Storage, and Polymer Memories. Chapters are structured to reflect diffusions and clashes between different topics. Emerging Non-Volatile Memories is an ideal book for graduate students, faculty, and professionals working in the area of non-volatile memory. This book also: Covers key memory technologies, including Ferroelectric Random Access Memory (FeRAM), Ferromagnetic RAM (FMRAM), and Multiferroic RAM (MFRAM), among others. Provides an overview of non-volatile memory fundamentals. Broadens readers' understanding of future trends in non-volatile memories.

  17. Characterization of Volatiles Loss from Soil Samples at Lunar Environments

    Science.gov (United States)

    Kleinhenz, Julie; Smith, Jim; Roush, Ted; Colaprete, Anthony; Zacny, Kris; Paulsen, Gale; Wang, Alex; Paz, Aaron

    2017-01-01

    Resource Prospector Integrated Thermal Vacuum Test Program A series of ground based dirty thermal vacuum tests are being conducted to better understand the subsurface sampling operations for RP Volatiles loss during sampling operations Hardware performance Sample removal and transfer Concept of operationsInstrumentation5 test campaigns over 5 years have been conducted with RP hardware with advancing hardware designs and additional RP subsystems Volatiles sampling 4 years Using flight-forward regolith sampling hardware, empirically determine volatile retention at lunar-relevant conditions Use data to improve theoretical predictions Determine driving variables for retention Bound water loss potential to define measurement uncertainties. The main goal of this talk is to introduce you to our approach to characterizing volatiles loss for RP. Introduce the facility and its capabilities Overview of the RP hardware used in integrated testing (most recent iteration) Summarize the test variables used thus farReview a sample of the results.

  18. Nonparametric methods for volatility density estimation

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2009-01-01

    Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on

  19. Volatility Exposure for Strategic Asset Allocation

    OpenAIRE

    Briere, Marie; Burgues, Alexandre; Signori, Ombretta

    2008-01-01

    This paper examines the advantages of incorporating strategic exposure to equity volatility into the investment-opportunity set of a long-term equity investor. We consider two standard volatility investments: implied volatility and volatility risk premium strategies. To calibrate and assess the risk/return profile of the portfolio, we present an analytical framework offering pragmatic solutions for long-term investors seeking exposure to volatility. The benefit of volatility exposure for a co...

  20. Methods to assess secondary volatile lipid oxidation products in complex food matrices

    DEFF Research Database (Denmark)

    Jacobsen, Charlotte; Yesiltas, Betül

    A range of different methods are available to determine secondary volatile lipid oxidation products. These methods include e.g. spectrophotometric determination of anisidine values and TBARS as well as GC based methods for determination of specific volatile oxidation products such as pentanal...... headspace methods on the same food matrices will be presented....

  1. Latent Integrated Stochastic Volatility, Realized Volatility, and Implied Volatility: A State Space Approach

    DEFF Research Database (Denmark)

    Bach, Christian; Christensen, Bent Jesper

    process is downward biased. Implied volatility performs better than any of the alternative realized measures when forecasting future integrated volatility. The results are largely similar across the stock market (S&P 500), bond market (30-year U.S. T-bond), and foreign currency exchange market ($/£ )....

  2. Constraining the volatile budget of the lunar interior

    Science.gov (United States)

    Potts, N. J.; Bromiley, G. D.

    2017-12-01

    Measurements of volatiles (F, Cl, S, H2O) in a range of lunar samples confirm the presence of volatile material in lunar magmas. It remains unknown, however, where this volatile material is stored and when it was delivered to the Moon. On Earth, point defects within mantle olivine, and its high-pressure polymorphs, are thought to be the largest reservoir of volatile material. However, as volatiles have been cycled into and out of the Earth's mantle throughout geological time, via subduction and volcanism, this masks any original volatile signatures. As the Moon has no plate tectonics, it is expected that any volatile material present in the deep lunar interior would have been inherited during accretion and differentiation, providing insight into the delivery of volatiles to the early Earth-Moon system. Our aim was, therefore, to test the volatile storage capacity of the deep lunar mantle and determine mineral/melt partitioning for key volatiles. Experiments were performed in a primitive lunar mantle composition and run at relevant T, P, and at fO2 below the IW buffer. Experiments replicated the initial stages of LMO solidification with either olivine + melt, olivine + pyroxene + melt, or pyroxene + melt as the only phases present. Mineral-melt partition coefficients (Dx) derived for volatile material (F, Cl, S, H2O) vary significantly compared to those derived for terrestrial conditions. An order of magnitude more H2O was found to partition into lunar olivine compared to the terrestrial upper mantle. DF derived for lunar olivine are comparable to the highest terrestrial derived values whilst no Cl was found to partition into lunar olivine under these conditions. Furthermore, an inverse trend between DF and DOH hints towards coupled-substitution mechanisms between H and F under low-fO2/lunar bulk composition. These results suggest that if volatile material was present in the LMO a significant proportion could be partitioned into the lower lunar mantle. The

  3. A new high-speed hollow fiber based liquid phase microextraction method using volatile organic solvent for determination of aromatic amines in environmental water samples prior to high-performance liquid chromatography.

    Science.gov (United States)

    Sarafraz-Yazdi, A; Mofazzeli, F; Es'haghi, Z

    2009-07-15

    A new and fast hollow fiber based liquid phase microextraction (HF-LPME) method using volatile organic solvents coupled with high-performance liquid chromatography (HPLC) was developed for determination of aromatic amines in the environmental water samples. Analytes including 3-nitroaniline, 3-chloroaniline and 4-bromoaniline were extracted from 6 mL basic aqueous sample solution (donor phase, NaOH 1 mol L(-1)) into the thin film of organic solvent that surrounded and impregnated the pores of the polypropylene hollow fiber wall (toluene, 20 microL), then back-extracted into the 6 mL acidified aqueous solution (acceptor phase, HCl 0.5 mol L(-1)) in the lumen of the two-end sealed hollow fiber. After the extraction, 5 microL of the acceptor phase was withdrawn into the syringe and injected directly into the HPLC system for the analysis. The parameters influencing the extraction efficiency including the kind of organic solvent and its volume, composition of donor and acceptor phases and the volume ratio between them, extraction time, stirring rate, salt addition and the effect of the analyte complexation with 18-crown-6 ether were investigated and optimized. Under the optimal conditions (donor phase: 6 mL of 1 mol L(-1) NaOH with 10% NaCl; organic phase: 20 microL of toluene; acceptor phase: 6 microL of 0.5 mol L(-1) HCl and 600 mmol L(-1) 18-crown-6 ether; pre-extraction and back-extraction times: 75 s and 10 min, respectively; stirring rate: 800 rpm), the obtained EFs were between 259 and 674, dynamic linear ranges were 0.1-1000 microg L(-1) (R>0.9991), and also the limits of detection were in the range of 0.01-0.1 micro gL(-1). The proposed procedure worked very well for real environmental water samples with microgram per liter level of the analytes, and good relative recoveries (91-102%) were obtained for the spiked sample solutions.

  4. Parallel Prediction of Stock Volatility

    Directory of Open Access Journals (Sweden)

    Priscilla Jenq

    2017-10-01

    Full Text Available Volatility is a measurement of the risk of financial products. A stock will hit new highs and lows over time and if these highs and lows fluctuate wildly, then it is considered a high volatile stock. Such a stock is considered riskier than a stock whose volatility is low. Although highly volatile stocks are riskier, the returns that they generate for investors can be quite high. Of course, with a riskier stock also comes the chance of losing money and yielding negative returns. In this project, we will use historic stock data to help us forecast volatility. Since the financial industry usually uses S&P 500 as the indicator of the market, we will use S&P 500 as a benchmark to compute the risk. We will also use artificial neural networks as a tool to predict volatilities for a specific time frame that will be set when we configure this neural network. There have been reports that neural networks with different numbers of layers and different numbers of hidden nodes may generate varying results. In fact, we may be able to find the best configuration of a neural network to compute volatilities. We will implement this system using the parallel approach. The system can be used as a tool for investors to allocating and hedging assets.

  5. Exploring heterogeneous market hypothesis using realized volatility

    Science.gov (United States)

    Chin, Wen Cheong; Isa, Zaidi; Mohd Nor, Abu Hassan Shaari

    2013-04-01

    This study investigates the heterogeneous market hypothesis using high frequency data. The cascaded heterogeneous trading activities with different time durations are modelled by the heterogeneous autoregressive framework. The empirical study indicated the presence of long memory behaviour and predictability elements in the financial time series which supported heterogeneous market hypothesis. Besides the common sum-of-square intraday realized volatility, we also advocated two power variation realized volatilities in forecast evaluation and risk measurement in order to overcome the possible abrupt jumps during the credit crisis. Finally, the empirical results are used in determining the market risk using the value-at-risk approach. The findings of this study have implications for informationally market efficiency analysis, portfolio strategies and risk managements.

  6. Volatiles in the Martian regolith

    International Nuclear Information System (INIS)

    Clark, B.C.; Baird, A.K.

    1979-01-01

    An inventory of released volatiles on Mars has been derived based upon Viking measurements of atmospheric and surface chemical composition, and upon the inferred mineralogy of a ubiquitous regolith, assumed to average 200m in depth. This model is consistent with the relative abundances of volatiles (except for S) on the Earth's surface, but implies one-fifteenth of the volatile release of Earth if starting materials were comparable. All constituents are accommodated as chemical components of, or absorbed phases on, regolith materials--without the necessity of invoking unobservable deposits of carbonates, nitrates, or permafrost ice

  7. Consistent ranking of volatility models

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2006-01-01

    We show that the empirical ranking of volatility models can be inconsistent for the true ranking if the evaluation is based on a proxy for the population measure of volatility. For example, the substitution of a squared return for the conditional variance in the evaluation of ARCH-type models can...... variance in out-of-sample evaluations rather than the squared return. We derive the theoretical results in a general framework that is not specific to the comparison of volatility models. Similar problems can arise in comparisons of forecasting models whenever the predicted variable is a latent variable....

  8. Effect of volatile and acid accumulation in dung digestion

    Energy Technology Data Exchange (ETDEWEB)

    Rajagopal, G; Pathak, B N

    1966-01-01

    In continuation of laboratory experiments on the anaerobic digestion of cow dung experiments were carried out to determine the limiting concentrations of volatile acids and to investigate methods of regenerating digestion after failure. Volatile acids were increased by adding acetic acid to digesting dung slurry; digestion failed completely when volatile-acid concentration was 6194 mg per litre, at pH 4.4. Attempts were made to regenerate digestion by adding lime, after dilution with water, but although over a period the volatile-acid content was reduced from 5650 to 3730 mg per litre, and the pH value rose on average from 4.5 to 6.3, gas production remained at a low value until additional digested slurry was introduced, leading to resumption of normal digestion.

  9. Stochastic volatility and stochastic leverage

    DEFF Research Database (Denmark)

    Veraart, Almut; Veraart, Luitgard A. M.

    This paper proposes the new concept of stochastic leverage in stochastic volatility models. Stochastic leverage refers to a stochastic process which replaces the classical constant correlation parameter between the asset return and the stochastic volatility process. We provide a systematic...... treatment of stochastic leverage and propose to model the stochastic leverage effect explicitly, e.g. by means of a linear transformation of a Jacobi process. Such models are both analytically tractable and allow for a direct economic interpretation. In particular, we propose two new stochastic volatility...... models which allow for a stochastic leverage effect: the generalised Heston model and the generalised Barndorff-Nielsen & Shephard model. We investigate the impact of a stochastic leverage effect in the risk neutral world by focusing on implied volatilities generated by option prices derived from our new...

  10. VOLATILIZATION RATES FROM WATER TO INDOOR AIR ...

    Science.gov (United States)

    Contaminated water can lead to volatilization of chemicals to residential indoor air. Previous research has focused on only one source (shower stalls) and has been limited to chemicals in which gas-phase resistance to mass transfer is of marginal significance. As a result, attempts to extrapolate chemical emissions from high-volatility chemicals to lower volatility chemicals, or to sources other than showers, have been difficult or impossible. This study involved the development of two-phase, dynamic mass balance models for estimating chemical emissions from washing machines, dishwashers, and bathtubs. An existing model was adopted for showers only. Each model required the use of source- and chemical-specific mass transfer coefficients. Air exchange (ventilation) rates were required for dishwashers and washing machines as well. These parameters were estimated based on a series of 113 experiments involving 5 tracer chemicals (acetone, ethyl acetate, toluene, ethylbenzene, and cyclohexane) and 4 sources (showers, bathtubs, washing machines, and dishwashers). Each set of experiments led to the determination of chemical stripping efficiencies and mass transfer coefficients (overall, liquid-phase, gas-phase), and to an assessment of the importance of gas- phase resistance to mass transfer. Stripping efficiencies ranged from 6.3% to 80% for showers, 2.6% to 69% for bathtubs, 18% to 100% for dishwashers, and 3.8% to 100% for washing machines. Acetone and cyclohexane al

  11. Volatility of fragrance chemicals: patch testing implications.

    Science.gov (United States)

    Gilpin, Sarah J; Hui, Xiaoying; Maibach, Howard I

    2009-01-01

    Diagnostic and predictive patch testing to determine contact allergy due to fragrance materials requires applying a fixed dose of material to the skin. This dose can be affected by the volatile nature of fragrances; little data exist on how the loss of fragrance dose due to volatility affects patch testing. (1) To evaluate pH dependence and evaporation rates of two fragrance chemicals, geraniol, citronellol, and a common fragrance solvent, diethyl phthalate (DEP) and (2) Assess implications for predictive patch-testing methods for fragrances. pH analysis of each material at 1% for three values (4.0, 5.0, 7.0) was done over 40 hours. Volatility experiments for each material, nonradiolabeled and radiolabeled, were conducted over a 24-hour period, taking readings at six time points (5 minutes, 15 minutes, 40 minutes, 1 hour, 3 hours, and 24 hours). Evaporation rates were not sensitive to pH shifts from 4.0 to 7.0. Evaporation rates for nonradiolabeled materials were low: after 24 hours, geraniol lost 8.9%, citronellol 27.0% and DEP 14.5%. The volatility data for radiolabeled materials demonstrated that geraniol loses up to 39% of its dose, citronellol loses up to 26%, and DEP up to 14% within 40 minutes. The tendency of fragrance materials to evaporate can impact the dose being applied to the patch and therefore the result of the patch and ultimately the decision-making process regarding that fragrance material's safety. These data, developed with DEP, utilized in a predictive sensitization assay cannot be generalized.

  12. Sorption tubes packed with polydimethylsiloxane: a new and promising technique for the preconcentration of volatiles and semi-volatiles from air and gaseous samples

    NARCIS (Netherlands)

    Baltussen, H.A.; David, F.; Sandra, P.J.F.; Janssen, J.G.M.; Cramers, C.A.M.G.

    1998-01-01

    This paper is concerned with the determination of volatile and semi-volatile organic components in air and gaseous (headspace) samples, focusing primarily on polar analytes. Samples were analyzed by preconcentration on different (ad)sorbents followed by thermal desorption and analysis by capillary

  13. Volatility Properties of Polonium

    International Nuclear Information System (INIS)

    Eichler, B.

    2002-06-01

    Thermodynamical constants to describe evaporation processes of polonium are summarized and critically discussed. Additionally, systematic changes of the properties of the chalcogenes are analyzed, empirical correlations are proofed and cyclic processes are balanced. Accordingly, the existing values of entropies for polonium are acceptable. Questionable, however, are those values of enthalpies, which have been deduced from results of the experimental investigations of the vapor pressure temperature dependency, of the melting point, and of the boiling temperatures. Technical difficulties and possible error sources of the measurements resulting from the radioactive decay properties of 210 Po are discussed. Using extrapolative standard enthalpies and entropies as well as their temperature dependency, the equilibrium partial pressure of the monomeric and dimeric polonium above the pure condensed phase and the equilibrium constant of the dimerization reaction in the gas phase are calculated: log p/pa Po (g) = (11.797 ± 0.024) -(9883.4 ± 9.5)/T (for T = 298-600 K); = (10.661 ± 0.057) - (9328.4 ± 4.9)/T (for T = 500-1300 K); log p/pa Po 2 (g) = (13.698 ± 0.049) - (8592.3 ± 19.6)/T (for T = 298-600 K); = (11.424 ± 0.124) - (7584.1 ± 98.1)/T (for T = 500-1300 K); log K (dim) = (-4.895 ± 0.012) + (11071 ± 6)/T. According to these calculations and in contrast to other works, polonium evaporates in the entire temperature range between 298 and 1300 K in the dimeric state. Hence, 'latent heats' of the volatilization processes are clearly larger compared to literature data. Especially in the temperature range of the solid polonium the calculated vapor pressure curve shifts significantly to lower values, whereas the boiling point was almost reproduced by the calculation. The results of the extrapolation for the standard enthalpy of the gaseous monomeric polonium and the dimerization enthalpy ΔH 0 298 Po (g) = 188.9 kJ/mol and ΔH 0 298 (form) Po 2 (g) = 211.5 kJ/mol are

  14. Determination of concentration of radon, volatile organic compounds (VOC) and water chemistry in springs near to Popocatepetl volcano; Determinacion de la concentracion de radon, VOCs y Quimica del agua en manantiales cercanos al volcan Popocatepetl

    Energy Technology Data Exchange (ETDEWEB)

    Pena, P.; Segovia, N.; Lopez M, B.E.; Cisniega, G. [ININ, A.P. 18-1027, 11801 Mexico D.F. (Mexico); Valdes, C.; Armienta, M.A.; Mena, M. [Instituto de Geofisica, UNAM, 04510 Mexico D.F. (Mexico)

    2004-07-01

    Popocatepetl volcano is a high-risk active volcano in Central Mexico where the highest population density in the country is settled. Radon in the soil and groundwater together with water chemistry from samples of nearby springs is analysed as a function of the 2002-2003 volcanic activity. Soil radon indicated fluctuations related both the meteorological parameters and sporadic explosive events. Groundwater radon showed essentially differences in concentration due to the specific characteristics of the studied springs. Water chemistry showed stability along the monitoring period indicating also differences between springs. No anthropogenic pollution from volatile organic compounds was observed. (Author)

  15. Volatility of V15Cr5Ti fusion reactor alloy

    International Nuclear Information System (INIS)

    Neilson, R.M. Jr.

    1986-01-01

    One potential hazard from the presence of activation products in fusion facilities is accidental oxidation-driven volatility of those activation products. Scoping experiments were conducted to investigate the oxidation and elemental volatility of candidate fusion reactor alloy V15Cr5Ti as a function of time, temperature, and test atmosphere. Experiments in air and in argon carrier gases containing 10 4 to 10 1 Pa (10 -1 to 10 -4 atm) oxygen were conducted to investigate the lower oxygen partial pressure limit for the formation of a low melting point (approximately 650 0 C), high volatility, oxide layer and its formation rate. Experiments to determine the elemental volatility of alloy constituents in air at temperatures of 700 0 C to greater than 1600 0 C. Some of these volatility experiments used V15Cr5Ti that was arc-remelted to incorporate small quantities (<0.1 wt. %) of Sc and Ca. Incorporation of Sc and Ca in test specimens permitted volatility measurement of radioactive constituents present only after activation of V15Cr5Ti

  16. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

    OpenAIRE

    Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael

    2017-01-01

    markdownabstractThe paper considers the problem of volatility co-movement, namely as to whether two financial returns have perfectly correlated common volatility process, in the framework of multivariate stochastic volatility models and proposes a test which checks the volatility co-movement. The proposed test is a stochastic volatility version of the co-movement test proposed by Engle and Susmel (1993), who investigated whether international equity markets have volatility co-movement using t...

  17. Parametric Portfolio Policies with Common Volatility Dynamics

    DEFF Research Database (Denmark)

    Ergemen, Yunus Emre; Taamouti, Abderrahim

    A parametric portfolio policy function is considered that incorporates common stock volatility dynamics to optimally determine portfolio weights. Reducing dimension of the traditional portfolio selection problem significantly, only a number of policy parameters corresponding to first- and second......-order characteristics are estimated based on a standard method-of-moments technique. The method, allowing for the calculation of portfolio weight and return statistics, is illustrated with an empirical application to 30 U.S. industries to study the economic activity before and after the recent financial crisis....

  18. The price of fixed income market volatility

    CERN Document Server

    Mele, Antonio

    2015-01-01

    Fixed income volatility and equity volatility evolve heterogeneously over time, co-moving disproportionately during periods of global imbalances and each reacting to events of different nature. While the methodology for options-based "model-free" pricing of equity volatility has been known for some time, little is known about analogous methodologies for pricing various fixed income volatilities. This book fills this gap and provides a unified evaluation framework of fixed income volatility while dealing with disparate markets such as interest-rate swaps, government bonds, time-deposits and credit. It develops model-free, forward looking indexes of fixed-income volatility that match different quoting conventions across various markets, and uncovers subtle yet important pitfalls arising from naïve superimpositions of the standard equity volatility methodology when pricing various fixed income volatilities. The ultimate goal of the authors´ efforts is to make interest rate volatility standardization a valuable...

  19. Observability of market daily volatility

    Science.gov (United States)

    Petroni, Filippo; Serva, Maurizio

    2016-02-01

    We study the price dynamics of 65 stocks from the Dow Jones Composite Average from 1973 to 2014. We show that it is possible to define a Daily Market Volatility σ(t) which is directly observable from data. This quantity is usually indirectly defined by r(t) = σ(t) ω(t) where the r(t) are the daily returns of the market index and the ω(t) are i.i.d. random variables with vanishing average and unitary variance. The relation r(t) = σ(t) ω(t) alone is unable to give an operative definition of the index volatility, which remains unobservable. On the contrary, we show that using the whole information available in the market, the index volatility can be operatively defined and detected.

  20. Multiscaling and clustering of volatility

    Science.gov (United States)

    Pasquini, Michele; Serva, Maurizio

    1999-07-01

    The dynamics of prices in stock markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, while the distribution of returns of the most important indices is known to be a truncated Lévy, the behaviour of volatility correlations is still poorly understood. What is well known is that absolute returns have memory on a long time range, this phenomenon is known in financial literature as clustering of volatility. In this paper we show that volatility correlations are power laws with a non-unique scaling exponent. This kind of multiscale phenomenology is known to be relevant in fully developed turbulence and in disordered systems and it is pointed out here for the first time for a financial series. In our study we consider the New York Stock Exchange (NYSE) daily index, from January 1966 to June 1998, for a total of 8180 working days.

  1. Oil Volatility Risk and Expected Stock Returns

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Pan, Xuhui (Nick)

    After the financialization of commodity futures markets in 2004-05 oil volatility has become a strong predictor of returns and volatility of the overall stock market. Furthermore, stocks' exposure to oil volatility risk now drives the cross-section of expected returns. The difference in average...... return between the quintile of stocks with low exposure and high exposure to oil volatility is significant at 0.66% per month, and oil volatility risk carries a significant risk premium of -0.60% per month. In the post-financialization period, oil volatility risk is strongly related with various measures...

  2. Boiling point of volatile liquids at various pressures

    Directory of Open Access Journals (Sweden)

    Luisa Maria Valencia

    2017-07-01

    Full Text Available Water, under normal conditions, tends to boil at a “normal boiling temperature” at which the atmospheric pressure fixes the average amount of kinetic energy needed to reach its boiling point. Yet, the normal boiling temperature of different substances varies depending on their nature, for which substances like alcohols, known as volatile, boil faster than water under same conditions. In response to this phenomenon, an investigation on the coexistence of both gas and liquid phases of a volatile substance in a closed system was made, establishing vapor pressure as the determining tendency of a substance to vaporize, which increases exponentially with temperature until a critical point is reached. Since atmospheric pressure is fixed, the internal pressure of the system was varied to determine its relationship with vapor pressure and thus with the boiling point of the substance, concluding that the internal pressure and boiling point of a volatile liquid in a closed system are negatively proportional.

  3. Volatility Spillovers Across Petroleum Markets

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš

    2015-01-01

    Roč. 36, č. 3 (2015), s. 309-329 ISSN 0195-6574 R&D Projects: GA ČR GA14-24129S Keywords : Volatility spillovers * Asymmetry * Petroleum markets Subject RIV: AH - Economics Impact factor: 1.662, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0438407.pdf

  4. Stochastic Volatility and DSGE Models

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller

    This paper argues that a specification of stochastic volatility commonly used to analyze the Great Moderation in DSGE models may not be appropriate, because the level of a process with this specification does not have conditional or unconditional moments. This is unfortunate because agents may...

  5. Volatilization of parathion and chlorothalonil after spraying onto a potato crop

    NARCIS (Netherlands)

    Berg, van den F.; Bor, G.; Smidt, R.A.; Peppel-Groen, van de A.E.; Smelt, J.H.; Müller, T.; Maurer, T.

    1995-01-01

    At fourteen times after application of parathion and chlorothalonil to a potato crop their rates of volatilization were determined by the aerodynamic and Bowen ratio methods. The highest volatilization rate of parathion occurred shortly after application. In the first hours after application its

  6. Characterisation of selected volatile organic compounds in ...

    African Journals Online (AJOL)

    GCMS), was used to identify volatile compounds at three different temperatures. Fifty volatile compounds, inclusive of 14 acids, 14 alcohols, and 22 esters were identified and quantified in the two brands of indigenous banana beer samples. Only 12 ...

  7. Time-Varying Periodicity in Intraday Volatility

    DEFF Research Database (Denmark)

    Andersen, Torben Gustav; Thyrsgaard, Martin; Todorov, Viktor

    We develop a nonparametric test for deciding whether return volatility exhibits time-varying intraday periodicity using a long time-series of high-frequency data. Our null hypothesis, commonly adopted in work on volatility modeling, is that volatility follows a stationary process combined...... with a constant time-of-day periodic component. We first construct time-of-day volatility estimates and studentize the high-frequency returns with these periodic components. If the intraday volatility periodicity is invariant over time, then the distribution of the studentized returns should be identical across...... with estimating volatility moments through their sample counterparts. Critical values are computed via easy-to-implement simulation. In an empirical application to S&P 500 index returns, we find strong evidence for variation in the intraday volatility pattern driven in part by the current level of volatility...

  8. A Fractionally Integrated Wishart Stochastic Volatility Model

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2013-01-01

    textabstractThere has recently been growing interest in modeling and estimating alternative continuous time multivariate stochastic volatility models. We propose a continuous time fractionally integrated Wishart stochastic volatility (FIWSV) process. We derive the conditional Laplace transform of

  9. Cost Linkages Transmit Volatility Across Markets

    DEFF Research Database (Denmark)

    Nguyen, Daniel Xuyen; Schaur, Georg

    We present and test a model relating a firm's idiosyncratic cost, its exporting status, and the volatilities of its domestic and export sales. In prior models of trade, supply costs for domestic and exports were linear and thus additively separable. We introduce a nonlinear cost function in order...... to link the domestic and export supply costs. This theoretical contribution has two new implications for the exporting firm. First, the demand volatility in the foreign market now directly affects the firm's domestic sales volatility. Second, firms hedge domestic demand volatility with exports. The model...... has several testable predictions. First, larger firms have lower total and domestic sales volatilities. Second, foreign market volatility increases domestic sales volatilities for exporters. Third, exporters allocate output across both markets in order to reduce total sales volatility. We find...

  10. Fluctuation behaviors of financial return volatility duration

    Science.gov (United States)

    Niu, Hongli; Wang, Jun; Lu, Yunfan

    2016-04-01

    It is of significantly crucial to understand the return volatility of financial markets because it helps to quantify the investment risk, optimize the portfolio, and provide a key input of option pricing models. The characteristics of isolated high volatility events above certain threshold in price fluctuations and the distributions of return intervals between these events arouse great interest in financial research. In the present work, we introduce a new concept of daily return volatility duration, which is defined as the shortest passage time when the future volatility intensity is above or below the current volatility intensity (without predefining a threshold). The statistical properties of the daily return volatility durations for seven representative stock indices from the world financial markets are investigated. Some useful and interesting empirical results of these volatility duration series about the probability distributions, memory effects and multifractal properties are obtained. These results also show that the proposed stock volatility series analysis is a meaningful and beneficial trial.

  11. A nonparametric approach to forecasting realized volatility

    OpenAIRE

    Adam Clements; Ralf Becker

    2009-01-01

    A well developed literature exists in relation to modeling and forecasting asset return volatility. Much of this relate to the development of time series models of volatility. This paper proposes an alternative method for forecasting volatility that does not involve such a model. Under this approach a forecast is a weighted average of historical volatility. The greatest weight is given to periods that exhibit the most similar market conditions to the time at which the forecast is being formed...

  12. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

    NARCIS (Netherlands)

    J. Chen (Jinghui); M. Kobayashi (Masahito); M.J. McAleer (Michael)

    2017-01-01

    markdownabstractThe paper considers the problem of volatility co-movement, namely as to whether two financial returns have perfectly correlated common volatility process, in the framework of multivariate stochastic volatility models and proposes a test which checks the volatility co-movement. The

  13. Oil Volatility Risk and Expected Stock Returns

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Pan, Xuhui (Nick)

    return between the quintile of stocks with low exposure and high exposure to oil volatility is significant at 0.66% per month, and oil volatility risk carries a significant risk premium of -0.60% per month. In the post-financialization period, oil volatility risk is strongly related with various measures...

  14. Dynamic Factor Models for the Volatility Surface

    DEFF Research Database (Denmark)

    van der Wel, Michel; Ozturk, Sait R.; Dijk, Dick van

    The implied volatility surface is the collection of volatilities implied by option contracts for different strike prices and time-to-maturity. We study factor models to capture the dynamics of this three-dimensional implied volatility surface. Three model types are considered to examine desirable...

  15. Determining

    Directory of Open Access Journals (Sweden)

    Bahram Andarzian

    2015-06-01

    Full Text Available Wheat production in the south of Khuzestan, Iran is constrained by heat stress for late sowing dates. For optimization of yield, sowing at the appropriate time to fit the cultivar maturity length and growing season is critical. Crop models could be used to determine optimum sowing window for a locality. The objectives of this study were to evaluate the Cropping System Model (CSM-CERES-Wheat for its ability to simulate growth, development, grain yield of wheat in the tropical regions of Iran, and to study the impact of different sowing dates on wheat performance. The genetic coefficients of cultivar Chamran were calibrated for the CSM-CERES-Wheat model and crop model performance was evaluated with experimental data. Wheat cultivar Chamran was sown on different dates, ranging from 5 November to 9 January during 5 years of field experiments that were conducted in the Khuzestan province, Iran, under full and deficit irrigation conditions. The model was run for 8 sowing dates starting on 25 October and repeated every 10 days until 5 January using long-term historical weather data from the Ahvaz, Behbehan, Dezful and Izeh locations. The seasonal analysis program of DSSAT was used to determine the optimum sowing window for different locations as well. Evaluation with the experimental data showed that performance of the model was reasonable as indicated by fairly accurate simulation of crop phenology, biomass accumulation and grain yield against measured data. The normalized RMSE were 3%, 2%, 11.8%, and 3.4% for anthesis date, maturity date, grain yield and biomass, respectively. Optimum sowing window was different among locations. It was opened and closed on 5 November and 5 December for Ahvaz; 5 November and 15 December for Behbehan and Dezful;and 1 November and 15 December for Izeh, respectively. CERES-Wheat model could be used as a tool to evaluate the effect of sowing date on wheat performance in Khuzestan conditions. Further model evaluations

  16. Herbicide volatilization trumps runoff losses, a multi-year investigation

    Science.gov (United States)

    Surface runoff and volatilization are two processes critical to herbicide off-site transport. To determine the relevance of these off-site transport mechanisms, runoff and turbulent vapor fluxes were simultaneously monitored on the same site for eight years. Site location, herbicide formulations, ...

  17. Volatile metabolites profiling of a Chinese mangrove endophytic ...

    African Journals Online (AJOL)

    Pestalotiopsis JCM2A4, an endophytic fungus originally isolated from leaves of the Chinese mangrove plant Rhizophora mucronata, produces a mixture of volatile metabolites. As determined by gas chromatography and gas chromatography/mass spectrometry (GC/GC-MS), 18 compounds representing all of the hexane ...

  18. Recovery of wine volatile compounds during the vinification

    Directory of Open Access Journals (Sweden)

    Encarnación Gómez-Plaza

    1993-09-01

    Full Text Available During the fermentation of grape sugars there is a formation of CO2, which escapes along with other volatile compounds being formed during the fermentation. To determine these lost main compounds, we placed an experimental system in a winery, which consisted in a cold trap connected to the exit of the fermentation tanks.

  19. Volatile metabolites profiling of a Chinese mangrove endophytic ...

    African Journals Online (AJOL)

    ufuoma

    plant Rhizophora mucronata, produces a mixture of volatile metabolites. As determined ... screened using 2,2'-diphenyl-b-picrylhydrazyl (DPPH) free radical scavenging method. This is the ... night prior to autoclaving, two flasks) at room temperature under ... stand at room temperature for 30 min in the dark and absorbance.

  20. Analytical Characterization of Volatile Active Principles from the ...

    African Journals Online (AJOL)

    After the extraction of volatile active principles in water, analytical separation and quantitative determination using a GC/MS technique was performed. The compounds detected, are belonging to the following classes: aldehydes, ketones, aromatic hydrocarbons and alcohols. South African Journal of Chemistry Vol.55 2002: ...

  1. A Method for Software Requirement Volatility Analysis Using QFD

    Directory of Open Access Journals (Sweden)

    Yunarso Anang

    2016-10-01

    Full Text Available Changes of software requirements are inevitable during the development life cycle. Rather than avoiding the circumstance, it is easier to just accept it and find a way to anticipate those changes. This paper proposes a method to analyze the volatility of requirement by using the Quality Function Deployment (QFD method and the introduced degree of volatility. Customer requirements are deployed to software functions and subsequently to architectural design elements. And then, after determining the potential for changes of the design elements, the degree of volatility of the software requirements is calculated. In this paper the method is described using a flow diagram and illustrated using a simple example, and is evaluated using a case study.

  2. Money growth volatility and the demand for money in Germany: Friedman's volatility hypothesis revisited

    OpenAIRE

    Brüggemann, Imke; Nautz, Dieter

    1997-01-01

    Recently, the Bundesbank claimed that monetary targeting has become considerably more diffcult by the increased volatility of short-term money growth. The present paper investigates the impact of German money growth volatility on income velocity and money demand in view of Friedman's money growth volatility hypothesis. Granger-causality tests provide some evidence for a velocity-volatility linkage. However the estimation of volatility-augmented money demand functions reveals that - in contras...

  3. Siderophile Volatile Element Partitioning during Core Formation.

    Science.gov (United States)

    Loroch, D. C.; Hackler, S.; Rohrbach, A.; Klemme, S.

    2017-12-01

    Since the nineteen sixties it is known, that the Earth's mantle is depleted relative to CI chondrite in numerous elements as a result of accretion and core-mantle differentiation. Additionally, if we take the chondritic composition as the initial solar nebular element abundances, the Earth lacks 85 % of K and up to 98 % of other volatiles. However one potentially very important group of elements has received considerably less attention in this context and these elements are the siderophile but volatile elements (SVEs). SVEs perhaps provide important information regarding the timing of volatile delivery to Earth. Especially for the SVEs the partitioning between metal melt and silicate melt (Dmetal/silicate) at core formation conditions is poorly constrained, never the less they are very important for most of the core formation models. This study is producing new metal-silicate partitioning data for a wide range of SVEs (S, Se, Te, Tl, Ag, As, Au, Cd, Bi, Pb, Sn, Cu, Ge, Zn, In and Ga) with a focus on the P, T and fO2dependencies. The initial hypothesis that we are aiming to test uses the accretion of major portions of volatile elements while the core formation was still active. The key points of this study are: - What are the effects of P, T and fO2 on SVE metal-silicate partioning? - What is the effect of compositional complexity on SVE metal-silicate partioning? - How can SVE's D-values fit into current models of core formation? The partitioning experiments will be performed using a Walker type multi anvil apparatus in a pressure range between 10 and 20 GPa and temperatures of 1700 up to 2100 °C. To determine the Dmetal/silicate values we are using a field emission high-resolution JEOL JXA-8530F EPMA for major elements and a Photon Machines Analyte G2 Excimer laser (193 nm) ablation system coupled to a Thermo Fisher Element 2 single-collector ICP-MS (LA-ICP-MS) for the trace elements. We recently finished the first sets of experiments and can provide the

  4. Impact of microorganism on polonium volatilization

    International Nuclear Information System (INIS)

    Momoshima, N.; Ishida, A.; Fukuda, A.; Yoshinaga, C.

    2007-01-01

    Volatilization of polonium by microorganisms, Chromobacterium violaceum, Escherichia coli and Bacillus subtilis was examined for pure cultures in LB medium at 30 deg C, showing relative Po emission intensity 100, 10 and 1, respectively. Chromobacterium violaceum pre-cultured in LB medium without Po and suspended in water with Po showed high Po volatilization in spite of poor nutriment condition. Antibiotics inhibit volatilization of Po and cultivation at low temperature greatly reduced volatilization. The results strongly support the biological effects on Po volatilization. (author)

  5. FIELD SCREENING FOR HALOGENATED VOLATILE ORGANIC COMPOUNDS

    Energy Technology Data Exchange (ETDEWEB)

    John F. Schabron; Joseph F. Rovani Jr.; Theresa M. Bomstad

    2002-06-01

    Western Research Institute (WRI) initiated exploratory work towards the development of new field screening methodology and a test kit to measure halogenated volatile organic compounds (VOCs) in the field. Heated diode and corona discharge sensors are commonly used to detect leaks of refrigerants from air conditioners, freezers, and refrigerators. They are both selective to the presence of carbon-halogen bonds. Commercially available heated diode and corona discharge leak detectors were procured and evaluated for halogenated VOC response. The units were modified to provide a digital readout of signal related to VOC concentration. Sensor response was evaluated with carbon tetrachloride and tetrachloroethylene (perchloroethylene, PCE), which represent halogenated VOCs with and without double bonds. The response characteristics were determined for the VOCs directly in headspace in Tedlar bag containers. Quantitation limits in air were estimated. Potential interferences from volatile hydrocarbons, such as toluene and heptane, were evaluated. The effect of humidity was studied also. The performance of the new devices was evaluated in the laboratory by spiking soil samples and monitoring headspace for halogenated VOCs. A draft concept of the steps for a new analytical method was outlined. The results of the first year effort show that both devices show potential utility for future analytical method development work towards the goal of developing a portable test kit for screening halogenated VOCs in the field.

  6. Identification of a volatile phytotoxin from algae

    Science.gov (United States)

    Garavelli, J. S.; Fong, F.; Funkhouser, E. A.

    1984-01-01

    The objectives were to develop a trap system for isolating fractions of volatile algal phytotoxin and to characterize the major components of the isolated phytotoxin fractions. A bioassay using Phaseolus vulgaris seedlings was developed to aid in investigating the properties of the phytotoxin produced by cultures of Euglena gracilis var. bacillaris and Chlorella vulgaris. Two traps were found, 1.0 M hydrochloric acid and 0 C, which removed the phytotoxin from the algal effluent and which could be treated to release that phytotoxin as judged with the bioassay procedure. It was also determined that pretraps of 1.0 M sodium hydroxide and 1.0 M potassium biocarbonate could be used without lowering the phytotoxin effect. Ammonia was identified in trap solutions by ninhydrin reaction, indophenol reaction and derivatization with dansyl chloride and phenylisothiocyanate. Ammonia at the gaseous concentrations detected was found to have the same effects in the bioassay system as the volatile phytotoxin. It is possible that other basic, nitrogen containing compounds which augment the effects of ammonia were present at lower concentrations in the algal effluent.

  7. Volatile constituents of Trichothecium roseum.

    Science.gov (United States)

    Vanhaelen, M; Vanhaelen-Fastre, R; Geeraerts, J

    1978-06-01

    In the course of investigation of Trichothecium roseum (Fungi Imperfecti) for its attractancy against Tyrophagus putrescentiae (cheese mite), the twenty following volatile compounds produced at a very low concentration by the microfungus were identified by gc, gc/ms, gc/c.i.ms and tlc: 3-methyl-1-butanol, 3-octanone, 1-octen-3-one, 3-octanol, octa-1,5-dien-3 one, 1-octen-3-ol, 6-methyl-5-hepten-2-ol, octa-1,5-dien-3 ol, furfural, linalool, linalyl acetate, terpineol (alpha and beta) citronellyl acetate, nerol, citronellol, phenylacetaldehyde, benzyl alcohol geranyl acetate, 1-phenyl ethanol and nerolidol. Octa-1,5-dien-3-ol and octa-1,5-dien-3-one have not been previously isolated from fungi; octa-1,5-dien-3-ol is the most potent attractant amount the volatile compounds detected by gc.

  8. Chirospecific analysis of plant volatiles

    International Nuclear Information System (INIS)

    Tkachev, A V

    2007-01-01

    Characteristic features of the analysis of plant volatiles by enantioselective gas (gas-liquid) chromatography and gas chromatography/mass spectrometry are discussed. The most recent advances in the design of enantioselective stationary phases are surveyed. Examples of the preparation of the most efficient phases based on modified cyclodextrins are given. Current knowledge on the successful analytical resolution of different types of plant volatiles (aliphatic and aromatic compounds and mono-, sesqui- and diterpene derivatives) into optical antipodes is systematically described. Chiral stationary phases used for these purposes, temperature conditions and enantiomer separation factors are summarised. Examples of the enantiomeric resolution of fragrance compounds and components of plant extracts, wines and essential oils are given.

  9. Chirospecific analysis of plant volatiles

    Energy Technology Data Exchange (ETDEWEB)

    Tkachev, A V [N.N. Vorozhtsov Novosibirsk Institute of Organic Chemistry, Siberian Branch of the Russian Academy of Sciences, Novosibirsk (Russian Federation)

    2007-10-31

    Characteristic features of the analysis of plant volatiles by enantioselective gas (gas-liquid) chromatography and gas chromatography/mass spectrometry are discussed. The most recent advances in the design of enantioselective stationary phases are surveyed. Examples of the preparation of the most efficient phases based on modified cyclodextrins are given. Current knowledge on the successful analytical resolution of different types of plant volatiles (aliphatic and aromatic compounds and mono-, sesqui- and diterpene derivatives) into optical antipodes is systematically described. Chiral stationary phases used for these purposes, temperature conditions and enantiomer separation factors are summarised. Examples of the enantiomeric resolution of fragrance compounds and components of plant extracts, wines and essential oils are given.

  10. Volatile profile of cashews (Anacardium occidentale L.) from different geographical origins during roasting.

    Science.gov (United States)

    Agila, Amal; Barringer, Sheryl Ann

    2011-01-01

    Volatile compounds were quantified in the headspace of Indian, Vietnamese, and Brazilian cashews, both raw and during roasting by selected ion flow tube-mass spectrometry. The optimum roasting times based on color measurements were also determined. Raw cashews were oil roasted for 3 to 9 min at 143 °C and color and volatiles measured. An excellent correlation, following a pseudo 1st-order reaction, was found between L* value and roasting time; darkness increases as roasting time increases. The optimum roasting time was 6, 8, and 9 min for Vietnamese, Indian, and Brazilian cashews, respectively. Raw cashews had lower concentrations of volatiles than roasted cashews. Most volatiles significantly increased in concentration during roasting of Brazilian, Indian, and Vietnamese cashews. Only a few volatiles significantly decreased during roasting. Ethanol and 1-heptene significantly decreased during roasting in Brazilian cashews and toluene decreased in Vietnamese cashews. Brazilian cashews had significantly higher levels of most volatiles than Indian and Vietnamese cashews. Most volatile levels in Indian and Vietnamese cashews were not significantly different. Of the volatiles, Strecker aldehydes, including methylbutanal, 2-methylpropanal, and acetaldehyde, were at the highest concentration in roasted cashews. The Maillard reaction contributed to the formation of most of the volatiles in cashews from the 3 countries. There was also degradation of sugars to form furan-type compounds and oxidation of lipids to form alkanals such as hexanal. The volatile profile during roasting of cashews can be used to determine the best roasting time for each type of cashew. The rate of color development and the production of volatiles differ for the cashews from the 3 geographical locations. © 2011 Institute of Food Technologists®

  11. Forecasting volatility of crude oil markets

    International Nuclear Information System (INIS)

    Kang, Sang Hoon; Kang, Sang-Mok; Yoon, Seong-Min

    2009-01-01

    This article investigates the efficacy of a volatility model for three crude oil markets - Brent, Dubai, and West Texas Intermediate (WTI) - with regard to its ability to forecast and identify volatility stylized facts, in particular volatility persistence or long memory. In this context, we assess persistence in the volatility of the three crude oil prices using conditional volatility models. The CGARCH and FIGARCH models are better equipped to capture persistence than are the GARCH and IGARCH models. The CGARCH and FIGARCH models also provide superior performance in out-of-sample volatility forecasts. We conclude that the CGARCH and FIGARCH models are useful for modeling and forecasting persistence in the volatility of crude oil prices. (author)

  12. Forecasting volatility of crude oil markets

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Sang Hoon [Department of Business Administration, Gyeongsang National University, Jinju, 660-701 (Korea); Kang, Sang-Mok; Yoon, Seong-Min [Department of Economics, Pusan National University, Busan, 609-735 (Korea)

    2009-01-15

    This article investigates the efficacy of a volatility model for three crude oil markets - Brent, Dubai, and West Texas Intermediate (WTI) - with regard to its ability to forecast and identify volatility stylized facts, in particular volatility persistence or long memory. In this context, we assess persistence in the volatility of the three crude oil prices using conditional volatility models. The CGARCH and FIGARCH models are better equipped to capture persistence than are the GARCH and IGARCH models. The CGARCH and FIGARCH models also provide superior performance in out-of-sample volatility forecasts. We conclude that the CGARCH and FIGARCH models are useful for modeling and forecasting persistence in the volatility of crude oil prices. (author)

  13. Money, banks and endogenous volatility

    OpenAIRE

    Pere Gomis-Porqueras

    2000-01-01

    In this paper I consider a monetary growth model in which banks provide liquidity, and the government fixes a constant rate of money creation. There are two underlying assets in the economy, money and capital. Money is dominated in rate of return. In contrast to other papers with a larger set of government liabilities, I find a unique equilibrium when agents' risk aversion is moderate. However, indeterminacies and endogenous volatility can be observed when agents are relatively risk averse.

  14. Forecasting volatility for options valuation

    International Nuclear Information System (INIS)

    Belaifa, M.; Morimune, K.

    2006-01-01

    The petroleum sector plays a neuralgic role in the basement of world economies, and market actors (producers, intermediates, as well as consumers) are continuously subjected to the dynamics of unstable oil market. Huge amounts are being invested along the production chain to make one barrel of crude oil available to the end user. Adding to that are the effect of geopolitical dynamics as well as geological risks as expressed in terms of low chances of successful discoveries. In addition, fiscal regimes and regulations, technology and environmental concerns are also among some of the major factors that contribute to the substantial risk in the oil industry and render the market structure vulnerable to crises. The management of these vulnerabilities require modern tools to reduce risk to a certain level, which unfortunately is a non-zero value. The aim of this paper is, therefore, to provide a modern technique to capture the oil price stochastic volatility that can be implemented to value the exposure of an investor, a company, a corporate or a Government. The paper first analyses the regional dependence on oil prices, through a historical perspective and then looks at the evolution of pricing environment since the large price jumps of the 1970s. The main causes of oil prices volatility are treated in the third part of the paper. The rest of the article deals with volatility models and forecasts used in risk management, with an implication for pricing derivatives. (author)

  15. Human skin volatiles: a review.

    Science.gov (United States)

    Dormont, Laurent; Bessière, Jean-Marie; Cohuet, Anna

    2013-05-01

    Odors emitted by human skin are of great interest to biologists in many fields; applications range from forensic studies to diagnostic tools, the design of perfumes and deodorants, and the ecology of blood-sucking insect vectors of human disease. Numerous studies have investigated the chemical composition of skin odors, and various sampling methods have been used for this purpose. The literature shows that the chemical profile of skin volatiles varies greatly among studies, and the use of different sampling procedures is probably responsible for some of these variations. To our knowledge, this is the first review focused on human skin volatile compounds. We detail the different sampling techniques, each with its own set of advantages and disadvantages, which have been used for the collection of skin odors from different parts of the human body. We present the main skin volatile compounds found in these studies, with particular emphasis on the most frequently studied body regions, axillae, hands, and feet. We propose future directions for promising experimental studies on odors from human skin, particularly in relation to the chemical ecology of blood-sucking insects.

  16. Volatilization of gasoline from soil

    International Nuclear Information System (INIS)

    Arthus, P.

    1993-05-01

    Gasoline contaminated soil threatens water resources and air quality. The extent of the threat depends on gasoline behavior in soil, which is affected by various mechanisms such as volatilization. To quantify volatilization, gasoline spills were simulated in the laboratory using a synthetic gasoline and three dry soils. Total gasoline and individual gasoline compound concentrations in soil were monitored as a function of depth and time. The time to reduce overall gasoline concentration in coarse sand, sandy loam, and silt loam to 40% of initial concentration, averaged between surface and a 200-mm depth, ranged from 0.25 d to 10 d. A wicking phenomenon which contributed to gasoline flux toward the atmosphere was indicated by behavior of a low-volatility gasoline compound. Based on separate wicking experiments, this bulk immiscible movement was estimated at an upward velocity of 0.09 m/d for Delhi sandy loam and 0.05 m/d for Elora silt loam. 70 refs., 24 figs., 34 tabs

  17. Volatile and non-volatile/semi-volatile compounds and in vitro bioactive properties of Chilean Ulmo (Eucryphia cordifolia Cav.) honey.

    Science.gov (United States)

    Acevedo, Francisca; Torres, Paulina; Oomah, B Dave; de Alencar, Severino Matias; Massarioli, Adna Prado; Martín-Venegas, Raquel; Albarral-Ávila, Vicenta; Burgos-Díaz, César; Ferrer, Ruth; Rubilar, Mónica

    2017-04-01

    Ulmo honey originating from Eucryphia cordifolia tree, known locally in the Araucania region as the Ulmo tree is a natural product with valuable nutritional and medicinal qualities. It has been used in the Mapuche culture to treat infections. This study aimed to identify the volatile and non-volatile/semi-volatile compounds of Ulmo honey and elucidate its in vitro biological properties by evaluating its antioxidant, antibacterial, antiproliferative and hemolytic properties and cytotoxicity in Caco-2 cells. Headspace volatiles of Ulmo honey were isolated by solid-phase microextraction (SPME); non-volatiles/semi-volatiles were obtained by removing all saccharides with acidified water and the compounds were identified by GC/MS analysis. Ulmo honey volatiles consisted of 50 compounds predominated by 20 flavor components. Two of the volatile compounds, lyrame and anethol have never been reported before as honey compounds. The non-volatile/semi-volatile components of Ulmo honey comprised 27 compounds including 13 benzene derivatives accounting 75% of the total peak area. Ulmo honey exhibited weak antioxidant activity but strong antibacterial activity particularly against gram-negative bacteria and methicillin-resistant Staphylococcus aureus (MRSA), the main strain involved in wounds and skin infections. At concentrations >0.5%, Ulmo honey reduced Caco-2 cell viability, released lactate dehydrogenase (LDH) and increased reactive oxygen species (ROS) production in a dose dependent manner in the presence of foetal bovine serum (FBS). The wide array of volatile and non-volatile/semi-volatile constituents of Ulmo honey rich in benzene derivatives may partly account for its strong antibacterial and antiproliferative properties important for its therapeutic use. Our results indicate that Ulmo honey can potentially inhibit cancer growth at least partly by modulating oxidative stress. Copyright © 2017 Elsevier Ltd. All rights reserved.

  18. Quantitative estimates of the volatility of ambient organic aerosol

    Directory of Open Access Journals (Sweden)

    C. D. Cappa

    2010-06-01

    Full Text Available Measurements of the sensitivity of organic aerosol (OA, and its components mass to changes in temperature were recently reported by Huffman et al.~(2009 using a tandem thermodenuder-aerosol mass spectrometer (TD-AMS system in Mexico City and the Los Angeles area. Here, we use these measurements to derive quantitative estimates of aerosol volatility within the framework of absorptive partitioning theory using a kinetic model of aerosol evaporation in the TD. OA volatility distributions (or "basis-sets" are determined using several assumptions as to the enthalpy of vaporization (ΔHvap. We present two definitions of "non-volatile OA," one being a global and one a local definition. Based on these definitions, our analysis indicates that a substantial fraction of the organic aerosol is comprised of non-volatile components that will not evaporate under any atmospheric conditions; on the order of 50–80% when the most realistic ΔHvap assumptions are considered. The sensitivity of the total OA mass to dilution and ambient changes in temperature has been assessed for the various ΔHvap assumptions. The temperature sensitivity is relatively independent of the particular ΔHvap assumptions whereas dilution sensitivity is found to be greatest for the low (ΔHvap = 50 kJ/mol and lowest for the high (ΔHvap = 150 kJ/mol assumptions. This difference arises from the high ΔHvap assumptions yielding volatility distributions with a greater fraction of non-volatile material than the low ΔHvap assumptions. If the observations are fit using a 1 or 2-component model the sensitivity of the OA to dilution is unrealistically high. An empirical method introduced by Faulhaber et al. (2009 has also been used to independently estimate a volatility distribution for the ambient OA and is found to give results consistent with the

  19. Quantitative estimates of the volatility of ambient organic aerosol

    Science.gov (United States)

    Cappa, C. D.; Jimenez, J. L.

    2010-06-01

    Measurements of the sensitivity of organic aerosol (OA, and its components) mass to changes in temperature were recently reported by Huffman et al.~(2009) using a tandem thermodenuder-aerosol mass spectrometer (TD-AMS) system in Mexico City and the Los Angeles area. Here, we use these measurements to derive quantitative estimates of aerosol volatility within the framework of absorptive partitioning theory using a kinetic model of aerosol evaporation in the TD. OA volatility distributions (or "basis-sets") are determined using several assumptions as to the enthalpy of vaporization (ΔHvap). We present two definitions of "non-volatile OA," one being a global and one a local definition. Based on these definitions, our analysis indicates that a substantial fraction of the organic aerosol is comprised of non-volatile components that will not evaporate under any atmospheric conditions; on the order of 50-80% when the most realistic ΔHvap assumptions are considered. The sensitivity of the total OA mass to dilution and ambient changes in temperature has been assessed for the various ΔHvap assumptions. The temperature sensitivity is relatively independent of the particular ΔHvap assumptions whereas dilution sensitivity is found to be greatest for the low (ΔHvap = 50 kJ/mol) and lowest for the high (ΔHvap = 150 kJ/mol) assumptions. This difference arises from the high ΔHvap assumptions yielding volatility distributions with a greater fraction of non-volatile material than the low ΔHvap assumptions. If the observations are fit using a 1 or 2-component model the sensitivity of the OA to dilution is unrealistically high. An empirical method introduced by Faulhaber et al. (2009) has also been used to independently estimate a volatility distribution for the ambient OA and is found to give results consistent with the high and variable ΔHvap assumptions. Our results also show that the amount of semivolatile gas-phase organics in equilibrium with the OA could range from ~20

  20. Forecasting Performance of Asymmetric GARCH Stock Market Volatility Models

    Directory of Open Access Journals (Sweden)

    Hojin Lee

    2009-12-01

    Full Text Available We investigate the asymmetry between positive and negative returns in their effect on conditional variance of the stock market index and incorporate the characteristics to form an out-of-sample volatility forecast. Contrary to prior evidence, however, the results in this paper suggest that no asymmetric GARCH model is superior to basic GARCH(1,1 model. It is our prior knowledge that, for equity returns, it is unlikely that positive and negative shocks have the same impact on the volatility. In order to reflect this intuition, we implement three diagnostic tests for volatility models: the Sign Bias Test, the Negative Size Bias Test, and the Positive Size Bias Test and the tests against the alternatives of QGARCH and GJR-GARCH. The asymmetry test results indicate that the sign and the size of the unexpected return shock do not influence current volatility differently which contradicts our presumption that there are asymmetric effects in the stock market volatility. This result is in line with various diagnostic tests which are designed to determine whether the GARCH(1,1 volatility estimates adequately represent the data. The diagnostic tests in section 2 indicate that the GARCH(1,1 model for weekly KOSPI returns is robust to the misspecification test. We also investigate two representative asymmetric GARCH models, QGARCH and GJR-GARCH model, for our out-of-sample forecasting performance. The out-of-sample forecasting ability test reveals that no single model is clearly outperforming. It is seen that the GJR-GARCH and QGARCH model give mixed results in forecasting ability on all four criteria across all forecast horizons considered. Also, the predictive accuracy test of Diebold and Mariano based on both absolute and squared prediction errors suggest that the forecasts from the linear and asymmetric GARCH models need not be significantly different from each other.

  1. Stochastic volatility models and Kelvin waves

    Energy Technology Data Exchange (ETDEWEB)

    Lipton, Alex [Merrill Lynch, Mlfc Main, 2 King Edward Street, London EC1A 1HQ (United Kingdom); Sepp, Artur [Merrill Lynch, 4 World Financial Center, New York, NY 10080 (United States)], E-mail: Alex_Lipton@ml.com, E-mail: Artur_Sepp@ml.com

    2008-08-29

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  2. Stochastic volatility models and Kelvin waves

    Science.gov (United States)

    Lipton, Alex; Sepp, Artur

    2008-08-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.

  3. Stochastic volatility models and Kelvin waves

    International Nuclear Information System (INIS)

    Lipton, Alex; Sepp, Artur

    2008-01-01

    We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics

  4. Uncertainty of Volatility Estimates from Heston Greeks

    Directory of Open Access Journals (Sweden)

    Oliver Pfante

    2018-01-01

    Full Text Available Volatility is a widely recognized measure of market risk. As volatility is not observed it has to be estimated from market prices, i.e., as the implied volatility from option prices. The volatility index VIX making volatility a tradeable asset in its own right is computed from near- and next-term put and call options on the S&P 500 with more than 23 days and less than 37 days to expiration and non-vanishing bid. In the present paper we quantify the information content of the constituents of the VIX about the volatility of the S&P 500 in terms of the Fisher information matrix. Assuming that observed option prices are centered on the theoretical price provided by Heston's model perturbed by additive Gaussian noise we relate their Fisher information matrix to the Greeks in the Heston model. We find that the prices of options contained in the VIX basket allow for reliable estimates of the volatility of the S&P 500 with negligible uncertainty as long as volatility is large enough. Interestingly, if volatility drops below a critical value of roughly 3%, inferences from option prices become imprecise because Vega, the derivative of a European option w.r.t. volatility, and thereby the Fisher information nearly vanishes.

  5. Analysis of Volatile Markers for Virgin Olive Oil Aroma Defects by SPME-GC/FID: Possible Sources of Incorrect Data.

    Science.gov (United States)

    Oliver-Pozo, Celia; Aparicio-Ruiz, Ramón; Romero, Inmaculada; García-González, Diego L

    2015-12-09

    The need to explain virgin olive oil (VOO) aroma descriptors by means of volatiles has raised interest in applying analytical techniques for trapping and quantitating volatiles. Static headspace sampling with solid phase microextraction (SPME) as trapping material is one of the most applied solutions for analyzing volatiles. The use of an internal standard and the determination of the response factors of the main volatiles seem to guarantee the correct determination of volatile concentrations in VOOs by SPME-GC/FID. This paper, however, shows that the competition phenomena between volatiles in their adsorption to the SPME fiber, inherent in static headspace sampling, may affect the quantitation. These phenomena are more noticeable in the particular case of highly odorant matrices, such as rancid and vinegary VOOs with high intensity of defect. The competition phenomena can modify the measurement sensitivity, which can be observed in volatile quantitation as well as in the recording of internal standard areas in different matrices. This paper analyzes the bias of the peak areas and concentrations of those volatiles that are markers for each sensory defect of VOOs (rancid, vinegary, musty, and fusty) when the intensity and complexity of aroma are increased. Of the 17 volatile markers studied in this work, 10 presented some anomalies in the quantitation in highly odorant matrices due the competition phenomena. However, quantitation was not affected in the concentration ranges at which each volatile marker is typically found in the defective oils they were characteristic of, validating their use as markers.

  6. VOLATILE ORGANO-METALLOIDS IN BIO-SOLID MATERIALS: ANALYSIS BY VACUUM DISTILLATION-GC/MS

    Science.gov (United States)

    An analytical method based on vacuum distillation-gas chromatography-mass spectrometry (VD-GC-MS)was developed for determining volatile organo-metalloid contaminants in bio-solid materials. Methodperformance was evaluated for dimethylselenide (DMSe), dimethyldisel...

  7. Origin of Volatiles in Earth: Indigenous Versus Exogenous Sources Based on Highly Siderophile, Volatile Siderophile, and Light Volatile Elements

    Science.gov (United States)

    Righter, K.; Danielson, L.; Pando, K. M.; Marin, N.; Nickodem, K.

    2015-01-01

    Origin of Earth's volatiles has traditionally been ascribed to late accretion of material after major differentiation events - chondrites, comets, ice or other exogenous sources. A competing theory is that the Earth accreted its volatiles as it was built, thus water and other building blocks were present early and during differentiation and core formation (indigenous). Here we discuss geochemical evidence from three groups of elements that suggests Earth's volatiles were acquired during accretion and did not require additional sources after differentiation.

  8. Volatile Components from Old Plum Brandies

    Directory of Open Access Journals (Sweden)

    Ninoslav Nikićević

    2005-01-01

    Full Text Available Gas chromatography and GC/MS methods were used to detect volatile components of three home-made natural old plum brandy samples and one sample of industrially-produced plum brandy. Gas chromatography and gas chromatography-mass spectrometric analysis of this extracts led to the identification of 99 components, including 46 esters, 7 hydrocarbons (alkanes and alkenes, 3 aldehydes, 9 alcohols, 1 lactone, 1 ketone, 8 acetals, 14 terpenes, 8 acids and 2 phenols. Ethyl esters of C8–C18 acids were the most abundant in all samples. In addition, the content of methanol, ethanol and higher alcohols C3–C5 was determined.

  9. A volatile topic: Parsing out the details of Earth's formation through experimental metal-silicate partitioning of volatile and moderately volatile elements

    Science.gov (United States)

    Mahan, B. M.; Siebert, J.; Blanchard, I.; Badro, J.; Sossi, P.; Moynier, F.

    2017-12-01

    Volatile and moderately volatile elements display different volatilities and siderophilities, as well as varying sensitivity to thermodynamic controls (X, P, T, fO2) during metal-silicate differentiation. The experimental determination of the metal-silicate partitioning of these elements permits us to evaluate processes controlling the distribution of these elements in Earth. In this work, we have combined metal-silicate partitioning data and results for S, Sn, Zn and Cu, and input these characterizations into Earth formation models. Model parameters such as source material, timing of volatile delivery, fO2 path, and degree of impactor equilibration were varied to encompass an array of possible formation scenarios. These models were then assessed to discern plausible sets of conditions that can produce current observed element-to-element ratios (e.g. S/Zn) in the Earth's present-day mantle, while also satisfying current estimates on the S content of the core, at no more than 2 wt%. The results of our models indicate two modes of accretion that can maintain chondritic element-to-element ratios for the bulk Earth and can arrive at present-day mantle abundances of these elements. The first mode requires the late addition of Earth's entire inventory of these elements (assuming a CI-chondritic composition) and late-stage accretion that is marked by partial equilibration of large impactors. The second, possibly more intuitive mode, requires that Earth accreted - at least initially - from volatile poor material preferentially depleted in S relative to Sn, Zn, and Cu. From a chemical standpoint, this source material is most similar to type I chondrule rich (and S poor) materials (Hewins and Herzberg, 1996; Mahan et al., 2017; Amsellem et al., 2017), such as the metal-bearing carbonaceous chondrites.

  10. Volatile organic compounds in emissions from brown-coal-fired residential stoves

    International Nuclear Information System (INIS)

    Engewald, W.; Knobloch, T.; Efer, J.

    1993-01-01

    Volatile organic compounds were determined in stack-gas emissions from the residential burning of brown-coal briquets using adsorptive enrichment on hydrophobic adsorbents, thermal desorption and capillary-gas chromatographic analysis. 152 compounds were identified and quantified. Quantitative emission factors of the identified individual compounds were determined in relation to the amount of the fuel used. These factors permit assessment of the pollution of the city of Leipzig with volatile organic compounds resulting from the burning of indigenous lignite. (orig.) [de

  11. Volatile accretion history of the Earth.

    Science.gov (United States)

    Wood, B J; Halliday, A N; Rehkämper, M

    2010-10-28

    It has long been thought that the Earth had a protracted and complex history of volatile accretion and loss. Albarède paints a different picture, proposing that the Earth first formed as a dry planet which, like the Moon, was devoid of volatile constituents. He suggests that the Earth's complement of volatile elements was only established later, by the addition of a small veneer of volatile-rich material at ∼100 Myr (here and elsewhere, ages are relative to the origin of the Solar System). Here we argue that the Earth's mass balance of moderately volatile elements is inconsistent with Albarède's hypothesis but is well explained by the standard model of accretion from partially volatile-depleted material, accompanied by core formation.

  12. Volatile communication in plant-aphid interactions.

    Science.gov (United States)

    de Vos, Martin; Jander, Georg

    2010-08-01

    Volatile communication plays an important role in mediating the interactions between plants, aphids, and other organisms in the environment. In response to aphid infestation, many plants initiate indirect defenses through the release of volatiles that attract ladybugs, parasitoid wasps, and other aphid-consuming predators. Aphid-induced volatile release in the model plant Arabidopsis thaliana requires the jasmonate signaling pathway. Volatile release is also induced by infection with aphid-transmitted viruses. Consistent with mathematical models of optimal transmission, viruses that are acquired rapidly by aphids induce volatile release to attract migratory aphids, but discourage long-term aphid feeding. Although the ecology of these interactions is well-studied, further research is needed to identify the molecular basis of aphid-induced and virus-induced changes in plant volatile release. Copyright 2010 Elsevier Ltd. All rights reserved.

  13. Macroeconomic Volatility and Welfare in Developing Countries

    OpenAIRE

    Loayza, Norman V.; Rancière, Romain; Servén, Luis; Ventura, Jaume

    2007-01-01

    Macroeconomic Volatility and Welfare in Developing Countries: An Introduction Norman V. Loayza, Romain Ranciere, Luis Serven, ` and Jaume Ventura Macroeconomic volatility, both a source and a reflection of underdevelopment, is a fundamental concern for developing countries. This article provides a brief overview of the recent literature on macroeconomic volatility in developing countries, highlighting its causes, consequences, and possible remedies. to reduce domestic policy-induced macroecon...

  14. Identify and Manage the Software Requirements Volatility

    OpenAIRE

    Khloud Abd Elwahab; Mahmoud Abd EL Latif; Sherif Kholeif

    2016-01-01

    Management of software requirements volatility through development of life cycle is a very important stage. It helps the team to control significant impact all over the project (cost, time and effort), and also it keeps the project on track, to finally satisfy the user which is the main success criteria for the software project. In this research paper, we have analysed the root causes of requirements volatility through a proposed framework presenting the requirements volatility causes and how...

  15. Labour Demand and Exchange Rate Volatility

    OpenAIRE

    Udo Broll; Sabine Hansen

    2004-01-01

    The purpose of this paper is to assess under what conditions exchange rate volatility exerts a positive effect on a firm's labour demand. As the exchange rate volatility increases, so does the value of the export option provided the firm under study is flexible. Flexibility is important because it gives the firm option value. Higher volatility increases the potential gains from trade and may increase the demand for labour. This may explain part of the mixed empirical findings regarding the ef...

  16. Equity Volatility and Corporate Bond Yields

    OpenAIRE

    John Y. Campbell; Glen B. Taksler

    2002-01-01

    This paper explores the effect of equity volatility on corporate bond yields. Panel data for the late 1990s show that idiosyncratic firm-level volatility can explain as much cross-sectional variation in yields as can credit ratings. This finding, together with the upward trend in idiosyncratic equity volatility documented by Campbell, Lettau, Malkiel, and Xu (2001), helps to explain recent increases in corporate bond yields. The definitive version is available at www.blackwell-synergy.com.

  17. Production Function of Outgassed Volatiles on Mercury: Implications for Polar Volatiles on Mercury and the Moon

    Science.gov (United States)

    Deutsch, A. N.; Head, J. W.

    2018-05-01

    We are interested in the flux of volatiles delivered to the polar regions of Mercury and the Moon through time. We integrate the production functions for volatile delivery from impacts, solar wind, and volcanism, which we focus on initially.

  18. [Solidification of volatile oil with graphene oxide].

    Science.gov (United States)

    Yan, Hong-Mei; Jia, Xiao-Bin; Zhang, Zhen-Hai; Sun, E; Xu, Yi-Hao

    2015-02-01

    To evaluate the properties of solidifying volatile oil with graphene oxide, clove oil and zedoary turmeric oil were solidified by graphene oxide. The amount of graphene oxide was optimized with the eugenol yield and curcumol yield as criteria. Curing powder was characterized by differential scanning calorimetry (DSC) and scanning electron microscopy (SEM). The effects of graphene oxide on dissolution in vitro and thermal stability of active components were studied. The optimum solidification ratio of graphene oxide to volatile oil was 1:1. Dissolution rate of active components had rare influence while their thermal stability improved after volatile oil was solidified. Solidifying herbal volatile oil with graphene oxide deserves further study.

  19. [Chemical components of Vetiveria zizanioides volatiles].

    Science.gov (United States)

    Huang, Jinghua; Li, Huashou; Yang, Jun; Chen, Yufen; Liu, Yinghu; Li, Ning; Nie, Chengrong

    2004-01-01

    The chemical components of the volatiles from Vetiveria zizanioides were analyzed by SPME and GC-MS. In the roots, the main component was valencene (30.36%), while in the shoots and leaves, they were 9-octadecenamide (33.50%), 2,6,10,15,19,23-hexamethyl-2,6,10,14,18,22-tetracosahexaene (27.46%), and 1,2-benzendicarboxylic acid, diisooctyl ester(18.29%). The results showed that there were many terpenoids in the volatils. In shoot volatiles, there existed 3 monoterpenes, 2 sequiterpenes and 1 triterpene. Most of the volatiles in roots were sesquiterpenes.

  20. CAM Stochastic Volatility Model for Option Pricing

    Directory of Open Access Journals (Sweden)

    Wanwan Huang

    2016-01-01

    Full Text Available The coupled additive and multiplicative (CAM noises model is a stochastic volatility model for derivative pricing. Unlike the other stochastic volatility models in the literature, the CAM model uses two Brownian motions, one multiplicative and one additive, to model the volatility process. We provide empirical evidence that suggests a nontrivial relationship between the kurtosis and skewness of asset prices and that the CAM model is able to capture this relationship, whereas the traditional stochastic volatility models cannot. We introduce a control variate method and Monte Carlo estimators for some of the sensitivities (Greeks of the model. We also derive an approximation for the characteristic function of the model.

  1. Turbulence effects on volatilization rates of liquids and solutes

    Science.gov (United States)

    Lee, J.-F.; Chao, H.-P.; Chiou, C.T.; Manes, M.

    2004-01-01

    Volatilization rates of neat liquids (benzene, toluene, fluorobenzene, bromobenzene, ethylbenzene, m-xylene, o-xylene, o-dichlorobenzene, and 1-methylnaphthalene) and of solutes (phenol, m-cresol, benzene, toluene, ethylbenzene, o-xylene, and ethylene dibromide) from dilute water solutions have been measured in the laboratory over a wide range of air speeds and water-stirring rates. The overall transfer coefficients (KL) for individual solutes are independent of whether they are in single- or multi-solute solutions. The gas-film transfer coefficients (kG) for solutes in the two-film model, which have hitherto been estimated by extrapolation from reference coefficients, can now be determined directly from the volatilization rates of neatliquids through anew algorithm. The associated liquid-film transfer coefficients (KL) can then be obtained from measured KL and kG values and solute Henry law constants (H). This approach provides a novel means for checking the precision of any kL and kG estimation methods for ultimate prediction of KL. The improved kG estimation enables accurate K L predictions for low-volatility (i.e., low-H) solutes where K L and kGH are essentially equal. In addition, the prediction of KL values for high-volatility (i.e., high-H) solutes, where KL ??? kL, is also improved by using appropriate reference kL values.

  2. Effect of inorganic salts on the volatility of organic acids.

    Science.gov (United States)

    Häkkinen, Silja A K; McNeill, V Faye; Riipinen, Ilona

    2014-12-02

    Particulate phase reactions between organic and inorganic compounds may significantly alter aerosol chemical properties, for example, by suppressing particle volatility. Here, chemical processing upon drying of aerosols comprised of organic (acetic, oxalic, succinic, or citric) acid/monovalent inorganic salt mixtures was assessed by measuring the evaporation of the organic acid molecules from the mixture using a novel approach combining a chemical ionization mass spectrometer coupled with a heated flow tube inlet (TPD-CIMS) with kinetic model calculations. For reference, the volatility, i.e. saturation vapor pressure and vaporization enthalpy, of the pure succinic and oxalic acids was also determined and found to be in agreement with previous literature. Comparison between the kinetic model and experimental data suggests significant particle phase processing forming low-volatility material such as organic salts. The results were similar for both ammonium sulfate and sodium chloride mixtures, and relatively more processing was observed with low initial aerosol organic molar fractions. The magnitude of low-volatility organic material formation at an atmospherically relevant pH range indicates that the observed phenomenon is not only significant in laboratory conditions but is also of direct atmospheric relevance.

  3. Anisotropic diffusion of volatile pollutants at air-water interface

    Directory of Open Access Journals (Sweden)

    Li-ping Chen

    2013-04-01

    Full Text Available The volatile pollutants that spill into natural waters cause water pollution. Air pollution arises from the water pollution because of volatilization. Mass exchange caused by turbulent fluctuation is stronger in the direction normal to the air-water interface than in other directions due to the large density difference between water and air. In order to explore the characteristics of anisotropic diffusion of the volatile pollutants at the air-water interface, the relationship between velocity gradient and mass transfer rate was established to calculate the turbulent mass diffusivity. A second-order accurate smooth transition differencing scheme (STDS was proposed to guarantee the boundedness for the flow and mass transfer at the air-water interface. Simulations and experiments were performed to study the trichloroethylene (C2HCl3 release. By comparing the anisotropic coupling diffusion model, isotropic coupling diffusion model, and non-coupling diffusion model, the features of the transport of volatile pollutants at the air-water interface were determined. The results show that the anisotropic coupling diffusion model is more accurate than the isotropic coupling diffusion model and non-coupling diffusion model. Mass transfer significantly increases with the increase of the air-water relative velocity at a low relative velocity. However, at a higher relative velocity, an increase in the relative velocity has no effect on mass transfer.

  4. Comparison of antioxidant potential of volatile oils of syzygium aromaticum and Illicium verum relative to conventionally used standards

    International Nuclear Information System (INIS)

    Riaz, T.; Abbasi, M.A.; Umar, M.I.; Aziz-ur-Rehman; Shahzadi, T.; Khan, K.M.; Ahmad, V.U.

    2011-01-01

    The volatile oils of Syzygium aromaticum Linn. (cloves) and Illicium verum Hook. (star anise) were extracted by steam distillation. The antioxidant potential of these oils was evaluated by four methods: 1,1-Diphenyl-2-picrylhydrazyl radical (DPPH) free radical scavenging activity, total antioxidant activity, Ferric Reducing Antioxidant Power (FRAP) assay and ferric thiocyanate assay and total phenolics were also determined. The results revealed that scavenging potential of clove volatile oil was more than star anise volatile oil. The IC/sub 50/ of the clove volatile oil was 4.56 +- 1.07 mu g/mL while that of star anise was found to be 120 +- 1.80 mu mL relative to butylated hydroxytoluene (BHT), having IC/sub 50/ of 12.1 +- 0.92 mu g/mL. Total antioxidant activity of clove volatile oil was also higher than star anise volatile oil. The FRAP values of clove and star anise volatile oils were 2830 +- 2.14 and 388 +- 1.32 mu g of trolox equivalents (TE) respectively. The total phenolic contents of clove and star anise volatile oils were 934.34 +- 1.6 and 85.36 +- 0.28 mg of gallic acid equivalents (GAE)/g of volatile oil respectively. The inhibition of lipid peroxidation by clove volatile oil was found to be 66.63% +- 0.41 while that of star anise was 43.24% +- 0.48. (author)

  5. Nocturnal herbivore-induced plant volatiles attract the generalist predatory earwig Doru luteipes Scudder

    Science.gov (United States)

    Naranjo-Guevara, Natalia; Peñaflor, Maria Fernanda G. V.; Cabezas-Guerrero, Milton F.; Bento, José Maurício S.

    2017-10-01

    Numerous studies have demonstrated that entomophagous arthropods use herbivore-induced plant volatile (HIPV) blends to search for their prey or host. However, no study has yet focused on the response of nocturnal predators to volatile blends emitted by prey damaged plants. We investigated the olfactory behavioral responses of the night-active generalist predatory earwig Doru luteipes Scudder (Dermaptera: Forficulidae) to diurnal and nocturnal volatile blends emitted by maize plants ( Zea mays) attacked by either a stem borer ( Diatraea saccharalis) or a leaf-chewing caterpillar ( Spodoptera frugiperda), both suitable lepidopteran prey. Additionally, we examined whether the earwig preferred odors emitted from short- or long-term damaged maize. We first determined the earwig diel foraging rhythm and confirmed that D. luteipes is a nocturnal predator. Olfactometer assays showed that during the day, although the earwigs were walking actively, they did not discriminate the volatiles of undamaged maize plants from those of herbivore damaged maize plants. In contrast, at night, earwigs preferred volatiles emitted by maize plants attacked by D. saccharalis or S. frugiperda over undamaged plants and short- over long-term damaged maize. Our GC-MS analysis revealed that short-term damaged nocturnal plant volatile blends were comprised mainly of fatty acid derivatives (i.e., green leaf volatiles), while the long-term damaged plant volatile blend contained mostly terpenoids. We also observed distinct volatile blend composition emitted by maize damaged by the different caterpillars. Our results showed that D. luteipes innately uses nocturnal herbivore-induced plant volatiles to search for prey. Moreover, the attraction of the earwig to short-term damaged plants is likely mediated by fatty acid derivatives.

  6. Chemically-resolved volatility measurements of organic aerosol fom different sources.

    Science.gov (United States)

    Huffman, J A; Docherty, K S; Mohr, C; Cubison, M J; Ulbrich, I M; Ziemann, P J; Onasch, T B; Jimenez, J L

    2009-07-15

    A newly modified fast temperature-stepping thermodenuder (TD) was coupled to a High Resolution Time-of-Flight Aerosol Mass Spectrometer for rapid determination of chemically resolved volatility of organic aerosols (OA) emitted from individual sources. The TD-AMS system was used to characterize primary OA (POA) from biomass burning, trash burning surrogates (paper and plastic), and meat cooking as well as chamber-generated secondary OA (SOA) from alpha-pinene and gasoline vapor. Almost all atmospheric models represent POA as nonvolatile, with no allowance for evaporation upon heating or dilution, or condensation upon cooling. Our results indicate that all OAs observed show semivolatile behavior and that most POAs characterized here were at least as volatile as SOA measured in urban environments. Biomass-burning OA (BBOA) exhibited a wide range of volatilities, but more often showed volatility similar to urban OA. Paper-burning resembles some types of BBOA because of its relatively high volatility and intermediate atomic oxygen-to-carbon (O/C) ratio, while meat-cooking OAs (MCOA) have consistently lower volatility than ambient OA. Chamber-generated SOA under the relatively high concentrations used intraditional experiments was significantly more volatile than urban SOA, challenging extrapolation of traditional laboratory volatility measurements to the atmosphere. Most OAs sampled show increasing O/C ratio and decreasing H/C (hydrogen-to-carbon) ratio with temperature, further indicating that more oxygenated OA components are typically less volatile. Future experiments should systematically explore a wider range of mass concentrations to more fully characterize the volatility distributions of these OAs.

  7. Methods of Si based ceramic components volatilization control in a gas turbine engine

    Science.gov (United States)

    Garcia-Crespo, Andres Jose; Delvaux, John; Dion Ouellet, Noemie

    2016-09-06

    A method of controlling volatilization of silicon based components in a gas turbine engine includes measuring, estimating and/or predicting a variable related to operation of the gas turbine engine; correlating the variable to determine an amount of silicon to control volatilization of the silicon based components in the gas turbine engine; and injecting silicon into the gas turbine engine to control volatilization of the silicon based components. A gas turbine with a compressor, combustion system, turbine section and silicon injection system may be controlled by a controller that implements the control method.

  8. Assessment of volatile organic emissions from a petroleum refinery land treatment site

    International Nuclear Information System (INIS)

    Wetherold, R.G.; Eklund, B.M.; Blaney, B.J.; Throneloe, S.A.

    1990-01-01

    This paper reports on a field assessment performed to measure the emissions of volatile organics from a petroleum refinery land treatment site. As part of this study, the emissions of total volatile organics from surface-applied and subsurface-injected oily sludge were measured over a 5-week period. The effect of soil tilling on the emissions also was monitored. Volatile organics emission rates were measured using the emission isolation flex chamber method. Soil samples were collected during the test periods to determine soil properties, oil levels and microbe count. Soil surface and ambient temperatures, both inside and outside the flux chambers, were measured throughout the test periods

  9. Fundamental uncertainty and stock market volatility

    NARCIS (Netherlands)

    Arnold, I.J.M.; Vrugt, E.B.

    2008-01-01

    We provide empirical evidence on the link between stock market volatility and macroeconomic uncertainty. We show that US stock market volatility is significantly related to the dispersion in economic forecasts from participants in the Survey of Professional Forecasters over the period 1969 to 1996.

  10. Effects of Idiosyncratic Volatility in Asset Pricing

    Directory of Open Access Journals (Sweden)

    André Luís Leite

    2016-04-01

    Full Text Available This paper aims to evaluate the effects of the aggregate market volatility components - average volatility and average correlation - on the pricing of portfolios sorted by idiosyncratic volatility, using Brazilian data. The study investigates whether portfolios with high and low idiosyncratic volatility - in relation to the Fama and French model (1996 - have different exposures to innovations in average market volatility, and consequently, different expectations for return. The results are in line with those found for US data, although they portray the Brazilian reality. Decomposition of volatility allows the average volatility component, without the disturbance generated by the average correlation component, to better price the effects of a worsening or an improvement in the investment environment. This result is also identical to that found for US data. Average variance should thus command a risk premium. For US data, this premium is negative. According to Chen and Petkova (2012, the main reason for this negative sign is the high level of investment in research and development recorded by companies with high idiosyncratic volatility. As in Brazil this type of investment is significantly lower than in the US, it was expected that a result with the opposite sign would be found, which is in fact what occurred.

  11. Decomposing European bond and equity volatility

    DEFF Research Database (Denmark)

    Christiansen, Charlotte

    The paper investigates volatility spillover from US and aggregate European asset markets into European national asset markets. A main contribution is that bond and equity volatilities are analyzed simultaneously. A new model belonging to the "volatilityspillover" family is suggested: The conditio...

  12. Current status of fluoride volatility method development

    Energy Technology Data Exchange (ETDEWEB)

    Uhlir, J.; Marecek, M.; Skarohlid, J. [UJV - Nuclear Research Institute, Research Centre Rez, CZ-250 68 Husinec - Rez 130 (Czech Republic)

    2013-07-01

    The Fluoride Volatility Method is based on a separation process, which comes out from the specific property of uranium, neptunium and plutonium to form volatile hexafluorides whereas most of fission products (mainly lanthanides) and higher transplutonium elements (americium, curium) present in irradiated fuel form nonvolatile tri-fluorides. Fluoride Volatility Method itself is based on direct fluorination of the spent fuel, but before the fluorination step, the removal of cladding material and subsequent transformation of the fuel into a powdered form with a suitable grain size have to be done. The fluorination is made with fluorine gas in a flame fluorination reactor, where the volatile fluorides (mostly UF{sub 6}) are separated from the non-volatile ones (trivalent minor actinides and majority of fission products). The subsequent operations necessary for partitioning of volatile fluorides are the condensation and evaporation of volatile fluorides, the thermal decomposition of PuF{sub 6} and the finally distillation and sorption used for the purification of uranium product. The Fluoride Volatility Method is considered to be a promising advanced pyrochemical reprocessing technology, which can mainly be used for the reprocessing of oxide spent fuels coming from future GEN IV fast reactors.

  13. Volatility transmission and patterns in Bund futures

    NARCIS (Netherlands)

    Ph.H.B.F. Franses (Philip Hans); R. van Ieperen; A.J. Menkveld (Bert); P. Kofman (Paul); M.P.E. Martens (Martin)

    1997-01-01

    textabstractWe analyze intraday volatility behavior for the Bund futures contract that is traded simultaneously at two competing exchanges. We investigate the transmission of volatility between the exchanges. We find that the lead/lag relations are restricted to a few minutes and do not reveal a

  14. Stock market volatility and macroeconomic uncertainty

    NARCIS (Netherlands)

    Arnold, I.J.M.; Vrugt, E.B.

    2006-01-01

    This paper provides empirical evidence on the link between stock market volatility and macroeconomic uncertainty. We show that US stock market volatility is significantly related to the dispersion in economic forecasts from SPF survey participants over the period from 1969 to 1996. This link is much

  15. CHEMICAL INVESTIGATION OF THE VOLATILE CONSTITUENTS ...

    African Journals Online (AJOL)

    CHEMICAL INVESTIGATION OF THE VOLATILE CONSTITUENTS OF CLEOME VISCOSA FROM NIGERIA. Gabriel Olatunji, Peter Weyerstahl, Stephen Oguntoye. Abstract. The major volatile constituents of the oils from the integral parts of Cleome viscosa L. from Nigeria have been identified by GC, GC/MS and 1H NMR.

  16. The economic value of realized volatility

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris

    2014-01-01

    Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added. To do so, we ...

  17. Firm-level volatility and exports

    NARCIS (Netherlands)

    Vannoorenberghe, G.C.L.

    2012-01-01

    This paper shows that the share of exports in the total sales of a firm has a positive and substantial impact on the volatility of its sales. Decomposing the volatility of sales of exporters between their domestic and export markets, I show using an identification strategy based on a firm-specific

  18. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

    Full Text Available In order to solve the problem of option pricing more perfectly, the option pricing problem with Heston stochastic volatility model is considered. The optimal implementation boundary of American option and the conditions for its early execution are analyzed and discussed. In view of the fact that there is no analytical American option pricing formula, through the space discretization parameters, the stochastic partial differential equation satisfied by American options with Heston stochastic volatility is transformed into the corresponding differential equations, and then using high order compact finite difference method, numerical solutions are obtained for the option price. The numerical experiments are carried out to verify the theoretical results and simulation. The two kinds of optimal exercise boundaries under the conditions of the constant volatility and the stochastic volatility are compared, and the results show that the optimal exercise boundary also has stochastic volatility. Under the setting of parameters, the behavior and the nature of volatility are analyzed, the volatility curve is simulated, the calculation results of high order compact difference method are compared, and the numerical option solution is obtained, so that the method is verified. The research result provides reference for solving the problems of option pricing under stochastic volatility such as multiple underlying asset option pricing and barrier option pricing.

  19. Mutual fund volatility timing and management fees

    NARCIS (Netherlands)

    Giambona, E.; Golec, J.

    2009-01-01

    This paper shows that compensation incentives partly drive fund managers’ market volatility timing strategies. Larger incentive management fees lead to less counter-cyclical or more pro-cyclical volatility timing. But fund styles or aggregate fund flows could also account for this relation;

  20. Some recent developments in stochastic volatility modelling

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Nicolato, Elisa; Shephard, N.

    2002-01-01

    This paper reviews and puts in context some of our recent work on stochastic volatility (SV) modelling for financial economics. Here our main focus is on: (i) the relationship between subordination and SV, (ii) OU based volatility models, (iii) exact option pricing, (iv) realized power variation...

  1. Order flow and volatility: An empirical investigation

    NARCIS (Netherlands)

    Opschoor, A.; Taylor, N.; van der Wel, M.; van Dijk, D.

    2014-01-01

    We study the relationship between order flow and volatility. To this end we develop a comprehensive framework that simultaneously controls for the effects of macro announcements and order flow on prices and the effect of macro announcements on volatility. Using high-frequency 30-year U.S. Treasury

  2. Volatile monoterpenes in a stand of Picea abies (L.) Karst

    International Nuclear Information System (INIS)

    Schuermann, W.; Eichstaedter, G.; Steinbrecher, R.; Schoenwitz, R.; Gabriel, R.; Karbach, I.; Zufall, N.; Ziegler, H.

    1992-01-01

    Natural emissions of terpene and their fate in the atmosphere were investigated in a forest stand of the Bayerischer Wald mountains. Terpenes are volatile hydrocarbons whose relevance for air chemistry has increased considerably in the past few years. The investigation compared different sources of terpene in order to determine their strength as a function of meteorological, air-chemical and biological parameters. (orig./BBR) [de

  3. Volatile organometallic and semiconductor materials

    International Nuclear Information System (INIS)

    Dickson, R.S.

    1991-01-01

    This article reports on a project concerned with the metal organic chemical vapour deposition (MOCVD) of mercury-cadmium telluride (MCT) undertaken by a research consortium based in the Clayton area involving Monash University Chemistry Department, Telecom Research Laboratories, and CSIRO Division of Material Sciences and Technology. An M.R. Semicon 226 MOCVD reactor, operating near atmospheric presure with hydrogen carrier gas has been used. Most applications of MCT are direct consequence of its responsiveness to radiation in infrared region spectrum. The main aims of the project were to prepare and assess a range of volatile organometallics that might find use as a dopant sources for MCT, to prepare and study the properties of a range of different lanthanide complexes for MOCVD applications and to fully characterize the semiconductor wafers after growth. 19 refs., 3 figs

  4. Volatility smile as relativistic effect

    Science.gov (United States)

    Kakushadze, Zura

    2017-06-01

    We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution (1) is properly normalized and (2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a 1-constant-parameter extension of the Black-Scholes-Merton model. The new parameter is the analog of the speed of light in Special Relativity. However, in the financial context there is no ;speed limit; and the new parameter has the meaning of a characteristic diffusion speed at which relativistic effects become important and lead to a much softer asymptotic behavior, i.e., fat tails, giving rise to volatility smiles. We argue that a nonlocal stochastic description of such (Lévy) processes is inadequate and discuss a local description from physics. The presentation is intended to be pedagogical.

  5. Analysis of volatile compounds from Iberian hams: a review

    Directory of Open Access Journals (Sweden)

    Narváez-Rivas, M.

    2012-10-01

    Full Text Available This article provides information on the study of the volatile compounds in raw and dry-cured Iberian hams. Different volatile compounds are identified and studies carried out by different authors are presented. This article reviews the analytical methods that have been used to determine the different volatiles of these samples. Furthermore, all volatile compounds identified (a total of 411 volatiles have been collected in several tables according to different series of compounds: hydrocarbons, aldehydes, ketones, alcohols, esters and ethers, lactones, terpenes and chloride compounds, nitrogenous compounds, sulfur compounds and carboxylic acids. This review can be useful in subsequent research due to the complexity of the study.

    En este artículo se proporciona información sobre el estudio de los compuestos volátiles del jamón ibérico tanto fresco como curado. Se presentan los diferentes compuestos volátiles identificados por distintos autores. Además, se evalúan los métodos analíticos que han sido utilizados para determinar dichos compuestos volátiles en este tipo de muestras. Todos los compuestos identificados y descritos en esta revisión (un total de 411 compuestos volátiles han sido agrupados en diversas tablas de acuerdo a las diferentes familias a que pertenecen: hidrocarburos, aldehídos, cetonas, alcoholes, ésteres y éteres, lactonas, terpenos, compuestos halogenados, compuestos nitrogenados, compuestos de azufre y ácidos carboxílicos. Debido a la complejidad de este estudio, la presente revisión puede ser muy útil en investigaciones posteriores.

  6. Infrared Spectroscopy of Parent Volatiles in Comets: Implications for Astrobiology

    Science.gov (United States)

    DiSanti, Michael A.

    2010-01-01

    Current cometary orbits provide information on their recent dynamical history. However, determining a given comet's formation region from its current dynamical state alone is complicated by radial migration in the proto-planetary disk and by dynamical interactions with the growing giant planets. Because comets reside for long periods of time in the outer Solar System, the ices contained in their nuclei (native ices) retain a relatively well-preserved footprint of when and where they formed, and this in turn can provide clues to conditions in the formation epoch. As a comet approaches the Sun, sublimation of its native ices releases parent volatiles into the coma where they can be measured spectroscopically. The past to - 15 years have seen the advent of infrared spectrometers with high sensitivity between about 2.8 and 5.0 micron, enabling a taxonomy among comets based on abundances of parent volatiles (e.g., H2O, CO, CH4, C2H6, HCN, CH30H, H2CO, NH3). Such molecules are of keen interest to Astrobiology, as they include important pre-biotic species that likely were required for the emergence of life on Earth and perhaps elsewhere. Approximately 20 comets have thus far been characterized, beginning with C/1996 82 (Hyakutake) in 1996. Molecular production rates are established through comparison of observed emission line intensities with those predicted by quantum mechanical fluorescence models. Abundances of parent volatiles (relative to H2O) vary among even the relatively small number of comets sampled, with the most volatile species (CO and CH4) displaying the largest variations. Techniques developed for measuring parent volatile abundances in comets will be discussed, as will possible implications for their formation.

  7. Wintertime hygroscopicity and volatility of ambient urban aerosol particles

    Science.gov (United States)

    Enroth, Joonas; Mikkilä, Jyri; Németh, Zoltán; Kulmala, Markku; Salma, Imre

    2018-04-01

    Hygroscopic and volatile properties of atmospheric aerosol particles with dry diameters of (20), 50, 75, 110 and 145 nm were determined in situ by using a volatility-hygroscopicity tandem differential mobility analyser (VH-TDMA) system with a relative humidity of 90 % and denuding temperature of 270 °C in central Budapest during 2 months in winter 2014-2015. The probability density function of the hygroscopic growth factor (HGF) showed a distinct bimodal distribution. One of the modes was characterised by an overall mean HGF of approximately 1.07 (this corresponds to a hygroscopicity parameter κ of 0.033) independently of the particle size and was assigned to nearly hydrophobic (NH) particles. Its mean particle number fraction was large, and it decreased monotonically from 69 to 41 % with particle diameter. The other mode showed a mean HGF increasing slightly from 1.31 to 1.38 (κ values from 0.186 to 0.196) with particle diameter, and it was attributed to less hygroscopic (LH) particles. The mode with more hygroscopic particles was not identified. The probability density function of the volatility GF (VGF) also exhibited a distinct bimodal distribution with an overall mean VGF of approximately 0.96 independently of the particle size, and with another mean VGF increasing from 0.49 to 0.55 with particle diameter. The two modes were associated with less volatile (LV) and volatile (V) particles. The mean particle number fraction for the LV mode decreased from 34 to 21 % with particle diameter. The bimodal distributions indicated that the urban atmospheric aerosol contained an external mixture of particles with a diverse chemical composition. Particles corresponding to the NH and LV modes were assigned mainly to freshly emitted combustion particles, more specifically to vehicle emissions consisting of large mass fractions of soot likely coated with or containing some water-insoluble organic compounds such as non-hygroscopic hydrocarbon-like organics. The hygroscopic

  8. Constraining the volatile fraction of planets from transit observations

    Science.gov (United States)

    Alibert, Y.

    2016-06-01

    Context. The determination of the abundance of volatiles in extrasolar planets is very important as it can provide constraints on transport in protoplanetary disks and on the formation location of planets. However, constraining the internal structure of low-mass planets from transit measurements is known to be a degenerate problem. Aims: Using planetary structure and evolution models, we show how observations of transiting planets can be used to constrain their internal composition, in particular the amount of volatiles in the planetary interior, and consequently the amount of gas (defined in this paper to be only H and He) that the planet harbors. We first explore planets that are located close enough to their star to have lost their gas envelope. We then concentrate on planets at larger distances and show that the observation of transiting planets at different evolutionary ages can provide statistical information on their internal composition, in particular on their volatile fraction. Methods: We computed the evolution of low-mass planets (super-Earths to Neptune-like) for different fractions of volatiles and gas. We used a four-layer model (core, silicate mantle, icy mantle, and gas envelope) and computed the internal structure of planets for different luminosities. With this internal structure model, we computed the internal and gravitational energy of planets, which was then used to derive the time evolution of the planet. Since the total energy of a planet depends on its heat capacity and density distribution and therefore on its composition, planets with different ice fractions have different evolution tracks. Results: We show for low-mass gas-poor planets that are located close to their central star that assuming evaporation has efficiently removed the entire gas envelope, it is possible to constrain the volatile fraction of close-in transiting planets. We illustrate this method on the example of 55 Cnc e and show that under the assumption of the absence of

  9. Volatile organic compounds released by blowfly larvae and pupae: new perspectives in forensic entomology.

    Science.gov (United States)

    Frederickx, C; Dekeirsschieter, J; Brostaux, Y; Wathelet, J-P; Verheggen, F J; Haubruge, E

    2012-06-10

    To evaluate postmortem intervals (PMIs), one should take into account the determined age of necrophagous flies present on the cadaver. However, PMI determination needs further improvement, and rapid and accurate approaches have therefore to be developed. While previous studies have focussed on insect cuticular hydrocarbons, here we explore the volatile profile released by larvae and pupae of Calliphora vicina Robineau-Desvoidy (Diptera: Calliphoridae). We monitored changes in volatile compounds daily, by headspace solid-phase microextraction, followed by gas chromatography-mass spectrometry. Branched and unbranched hydrocarbons, alcohols, esters and acids were identified, and the volatile profile was shown to vary, in both composition and quantity, with the age of the larva/pupa under investigation. We concluded, based on the analysis of the released volatile organic compounds, that it is possible to increase the accuracy of the estimated PMI, through improved estimation of the age of blowflies present on the cadaver. Copyright © 2012 Elsevier Ireland Ltd. All rights reserved.

  10. Miniaturized test system for soil respiration induced by volatile pollutants

    International Nuclear Information System (INIS)

    Kaufmann, Karin; Chapman, Stephen J.; Campbell, Colin D.; Harms, Hauke; Hoehener, Patrick

    2006-01-01

    A miniaturized method based on 96-well microtitre plates was developed and used to study respiration in pristine and contaminated soils following addition of volatile substrates. Small soil samples were exposed to fuel components, which were volatilized from spatially separate reservoirs of 2,2,4,4,6,8,8-heptamethylnonane (HMN) as an organic carrier. Respiration was determined as CO 2 production by means of a pH-indicator and bicarbonate-containing agar, or as 14 CO 2 evolution from 14 C-labelled substrates. Substrate concentrations inducing maximum microbial activity or inhibition were determined and CO 2 production profiles examined by multivariate analysis. When high concentrations of fuel components were applied, distinction of hydrocarbon exposed soils from unexposed soil was achieved within 6 h of incubation. With low concentrations, adequate distinction was achieved after 24 h, probably as a result of community adaptation. Nutrient limitation was identified with the 14 C method for toluene, and the optimal N and P amendment determined. Further potential applications of this rapid and inexpensive method are outlined. - A new method to study soil respiration is used when volatile organic contaminants are added

  11. Volatilization of tri-allate, ethoprophos and parathion measured with four methods after spraying on a sandy soil

    NARCIS (Netherlands)

    Bor, G.; Berg, van den F.; Smelt, J.H.; Smidt, R.A.; Peppel-Groen, van de A.E.; Leistra, M.

    1995-01-01

    At about eleven times after application of tri-allate, ethoprophos and parathion to a sandy soil, their rates of volatilization were determined by the aerodynamic method (AD), the Bowen-ratio method (BR), the theoretical-profile method (TP) and the Box method. The volatilization was highest for

  12. Determination of Soursop (Annona muricata L. cv. Elita Fruit Volatiles during Ripening by Electronic Nose and Gas Chromatography Coupled to Mass Spectroscopy / Determinación de Compuestos Volátiles en Frutos de Guanábana (Annona muricata L. cv. Elita, d

    Directory of Open Access Journals (Sweden)

    Carlos Julio Márquez Cardozo

    2013-12-01

    highly perishable tropical fruit commercially grown in Colombia, soursop (Annona muricata L. is currently in need of postharvest handling studies. Thus, the present researchwas conducted to characterize the volatile compounds of soursop cv. Elita during postharvest. For this purpose, fruit ripeness wasevaluated, for one thing, by a volatile compound measuring systemknown as electronic nose (EN, and for another thing, by headspacesolid phase microextraction and gas chromatography massspectrometry (HS-SPME/GC-MS. The profile of volatile substancesin fruits is one of the main indicators of the sensory attributes that  typify the organoleptic quality of these products. The EN constitutesan economical, relatively simple, fast and innovative alternative to determine groups of volatile compounds in whole or fractionatedsamples from fruits of commercial interest. In contrast, and despite its being a highly selective technique, the use of SPME/CG-MS might be limited by its elevated cost. Based on EN assessment, fruit ripening stages were classified as unripe, half ripe, ripe and overripe. The most active EN sensors were numbers 2 sensitiveto nitrogen oxides, 6 (sensitive to methane and 8 (sensitive toalcohols and partially aromatic compounds. HS-SPME/GCMS analysis allowed establishing that during postharvest, the major proportion of volatile compounds corresponded to esters, predominantly Methyl hexanoate. Particularly in overripe fruits, the presence of alcoholic compounds coincides with the EN assessment, which, for its part, detected mainly alcohols and a wide range of aromatic substances. The study contributes to the characterization of postharvest volatiles, which are one of themajor sensory attributes of tropical fruits.

  13. Sources of Magmatic Volatiles Discharging from Subduction Zone Volcanoes

    Science.gov (United States)

    Fischer, T.

    2001-05-01

    Subduction zones are locations of extensive element transfer from the Earth's mantle to the atmosphere and hydrosphere. This element transfer is significant because it can, in some fashion, instigate melt production in the mantle wedge. Aqueous fluids are thought to be the major agent of element transfer during the subduction zone process. Volatile discharges from passively degassing subduction zone volcanoes should in principle, provide some information on the ultimate source of magmatic volatiles in terms of the mantle, the crust and the subducting slab. The overall flux of volatiles from degassing volcanoes should be balanced by the amount of volatiles released from the mantle wedge, the slab and the crust. Kudryavy Volcano, Kurile Islands, has been passively degassing at 900C fumarole temperatures for at least 40 years. Extensive gas sampling at this basaltic andesite cone and application of CO2/3He, N2/3He systematics in combination with C and N- isotopes indicates that 80% of the CO2 and approximately 60% of the N 2 are contributed from a sedimentary source. The mantle wedge contribution for both volatiles is, with 12% and 17% less significant. Direct volatile flux measurements from the volcano using the COSPEC technique in combination with direct gas sampling allows for the calculation of the 3He flux from the volcano. Since 3He is mainly released from the astenospheric mantle, the amount of mantle supplying the 3He flux can be determined if initial He concentrations of the mantle melts are known. The non-mantle flux of CO2 and N2 can be calculated in similar fashion. The amount of non-mantle CO2 and N2 discharging from Kudryavy is balanced by the amount of CO2 and N2 subducted below Kudryavy assuming a zone of melting constrained by the average spacing of the volcanoes along the Kurile arc. The volatile budget for Kudryavy is balanced because the volatile flux from the volcano is relatively small (75 t/day (416 Mmol/a) SO2, 360 Mmol/a of non-mantle CO2 and

  14. [Influence of liquid or solid culture conditions on the volatile components of mycelia of Isariacateinannulata].

    Science.gov (United States)

    Zhang, Delong; Wang, Xiaodong; Lu, Ruili; Li, Kangle; Hu, Fenglin

    2011-12-01

    To determine the volatile components of mycelia of Isaria cateinannulata cultured under different culture conditions, and to analyze the relationships between the culture conditions and volatile metabolites. Mycelia were cultured in solid plates with SDAY medium and liquid shake flasks with SDY medium. The culture conditions were at 25 degrees C and 8 days. Volatile components in the mycelia of I. cateinannulata were extracted with simultaneous distillation extraction and analyzed by gas chromatography-mass spectrometry. Alkenes, alkanes, heterocyclic and polycyclic aromatic hydrocarbons (PAH) were existed abundantly both in the mycelia of liquid and solid cultures, but the kinds and relative concentrations of the volatile components in mycelia of liquid and solid cultures were very different. Forty-one compounds were identified from the mycelia of solid culture and 32 compounds were identified from the mycelia of liquid culture. Esters, quinones and oximes were only found in solid cultured mycelia whereas carboxylic acids were only discovered in the mycelia of liquid culture. At the same time, mycelia of liquid culture contained much more phenols. The most abundant compounds in mycelia of liquid and solid cultures were hydrocarbons. The volatile extracts of solid cultured mycelia contained 57.6% alkenes and 9.19% alkanes. The volatile extracts of liquid cultured mycelia contained 7.85% alkenes and 22.4% alkanes. Liquid or solid culture conditions influenced the volatile components of mycelia of I. cateinannulata.

  15. Effectiveness of monetary and macroprudential shocks on consumer credit growth and volatility in Turkey

    Directory of Open Access Journals (Sweden)

    Meltem Gulenay Chadwick

    2018-06-01

    Full Text Available This paper proposes a panel VAR model to uncover the effect of monetary policy and macroprudential tightening probability on general purpose loans, housing loans, vehicle loans, credit cards and their respective volatilities in Turkey. To conduct our analysis, first, we compare a number of stochastic volatility models using our loan and credit card series in a formal Bayesian model comparison exercise, in order to determine the best volatility model for our series. Second we disclose the latent probability of macroprudential tightening from the binary information of policy episodes, using an instrumental variable probit model estimated by conditional maximum likelihood with heteroscedasticity robust standard errors. Lastly we estimate the dynamic impact of monetary policy and macroprudential measures using a panel VAR, incorporating the latent probability of tightening episodes, credit growth, industrial production growth, loan rates, inflation and credit growth volatilities into the endogenous system of equations. We conclude that macroprudential tightening is effective in dampening credit growth, credit growth volatility and reducing consumer price inflation. Besides, this effect is more prominent when macroprudential tools are administered in coordination with monetary policy. Keywords: Consumer loans, Monetary policy, Macroprudential policy, Stochastic volatility models, Credit growth volatility, IV probit model, Panel VAR model, JEL classification: C54, E44, E52

  16. Influence of season, harvest time and drying on Java citronella (Cymbopogon winterianus Jowitt volatile oil

    Directory of Open Access Journals (Sweden)

    Arie F. Blank

    Full Text Available Java citronella (Cymbopogon winterianus Jowitt is member of the Poaceae family. Java citronella volatile oil has been reported to be among the volatile oils, showing repellent, antimycotic, and acaricide activities. It has been known that agronomical factors have a great effect on both the quality and quantity of essential metabolites. For this reason, it is necessary to determine optimum levels of agronomical factors affecting plant growth and production. Harvest time and drying are very important agronomical factors. This study has been conducted in the Research farm of the " Universidade Federal de Sergipe" , Agronomical Engineering Department along 2002-2003 on the base of factorial experiment in randomized complete block design with three replications. Java citronella was cultivated in a 60 x 60 cm space. Early, midday, and late harvest at 9:00 h, 12:00 h, and 15:00 h were conducted on four different seasons. Fresh and dried leaves were used on the experiments. In order to study the effects of harvest time and drying, yields of dry and fresh herbage (kg/ha, moisture content (%, volatile oil content (% and yield (L/ha, and chemical composition of the volatile oil were measured. Seasonal changes had significant effect on yield of fresh herbage, yield and volatile oil content. Maximum volatile oil yields were observed at 9:00 during summer, winter, and spring. Volatile oil content was influenced by season and drying, but not influenced by harvest time.

  17. Differential Contribution of Jasmine Floral Volatiles to the Aroma of Scented Green Tea

    Directory of Open Access Journals (Sweden)

    Jian-Xia Shen

    2017-01-01

    Full Text Available Tea volatiles’ generation and retention over manufacturing processes are crucial for tea quality. In this study, floral volatile adsorption and retention in green tea scented with Jasminum sambac flowers were examined over the scenting process. Out of 34 enhanced volatiles in the scented tea, β-ionone, β-linalool, indole, and methyl anthranilate were the most potent odorants with 5.1–45.2-fold higher odor activity values than the corresponding controls in the nonscented tea. Scenting efficiencies for the floral volatiles retained in the scented tea (the percentage of volatile abundance over its corresponding amount in jasmine flowers ranged from 0.22% for α-farnesene to 75.5% for β-myrcene. Moreover, due to additional rounds of heat treatment for scented green tea manufacturing, some volatiles such as carotenoid-derived geraniol and β-ionone and lipid-derived (Z-jasmone were heat-enhanced and others such as nonanal were heat-desorbed in the scented green tea. Our study revealed that dynamic volatile absorption and desorption collectively determined tea volatile retention and tea aroma. Our findings may have a great potential for practical improvement of tea aroma.

  18. Characterization of Volatile Flavor Compounds in Chinese Rice Wine Fermented from Enzymatic Extruded Rice.

    Science.gov (United States)

    Xu, Enbo; Long, Jie; Wu, Zhengzong; Li, Hongyan; Wang, Fang; Xu, Xueming; Jin, Zhengyu; Jiao, Aiquan

    2015-07-01

    Enzymatic extrusion, instead of traditional steam cooking, to treat rice is an efficient and alternative pretreatment for Chinese rice wine fermentation. In order to determine the formation of volatiles in enzymatic extrusion-processed rice wine (EE), and to confirm its characteristic flavor compounds, headspace solid-phase micro-extraction followed by GC-MS was used. A total of 66 volatile compounds were identified in EE. During fermentation, most volatiles generated from enzymatic extruded rice had the similar trends with those from steam-cooked rice, but the differences in the concentration of volatiles indicated a changed balance of flavors release caused by enzymatic extrusion. Besides, the concentrations and sorts of volatiles in EEs fermented from different rice particle sizes, were not dramatically different. By principal component analysis, EE could be distinctly separated from other traditional Chinese rice wines according to its characteristic volatiles, namely, 2-heptanol, 1-octen-3-ol, ethyl 4-hydroxybenzoate, methylpentyl 2-propenoate, γ-hexalactone, and 4-vinylguaiacol. Enzymatic extrusion liquefaction has been a popular thermal treatment for cereals, and gradually being applied in fermentation and liquor-making industry all over the world. The characterization of volatile flavor compounds in Chinese rice wine processed by enzymatic extrusion liquefaction pretreatment, might be made use not only for a better understanding of this new-type rice wine, but for the further utilization of enzymatic extrusion in other wine or alcohol production as well. © 2015 Institute of Food Technologists®

  19. The ESA Lunar Lander and the search for Lunar Volatiles

    Science.gov (United States)

    Morse, A. D.; Barber, S. J.; Pillinger, J. M.; Sheridan, S.; Wright, I. P.; Gibson, E. K.; Merrifield, J. A.; Waltham, N. R.; Waugh, L. J.; Pillinger, C. T.

    2011-10-01

    extraction of volatiles and determine the volatile inventory of the moon with a view for future In-Situ Resource Utilization (ISRU). Surface samples will be collected by a robotic arm with the possibility of a rover to collect more distant samples. The concentration, chemical and accurate isotopic ratios (D/H, 12C/13C, 15N/14N, 18O/16O and noble gases) of liberated volatiles will be determined, possibly using similar technology to the Philae comet lander of the Rosetta mission [6]. An additional aim is the monitoring of the chemical and isotopic composition of the tenuous lunar atmosphere [7] which will become contaminated by active human exploration. The lunar atmosphere will provide information on the processes involved in forming lunar volatiles and their concentration mechanisms. Modelling the effects of contamination from the Lander is an essential part of this study so that these can be recognized and minimized.

  20. Volatility persistence in crude oil markets

    International Nuclear Information System (INIS)

    Charles, Amélie; Darné, Olivier

    2014-01-01

    Financial market participants and policy-makers can benefit from a better understanding of how shocks can affect volatility over time. This study assesses the impact of structural changes and outliers on volatility persistence of three crude oil markets – Brent, West Texas Intermediate (WTI) and Organization of Petroleum Exporting Countries (OPEC) – between January 2, 1985 and June 17, 2011. We identify outliers using a new semi-parametric test based on conditional heteroscedasticity models. These large shocks can be associated with particular event patterns, such as the invasion of Kuwait by Iraq, the Operation Desert Storm, the Operation Desert Fox, and the Global Financial Crisis as well as OPEC announcements on production reduction or US announcements on crude inventories. We show that outliers can bias (i) the estimates of the parameters of the equation governing volatility dynamics; (ii) the regularity and non-negativity conditions of GARCH-type models (GARCH, IGARCH, FIGARCH and HYGARCH); and (iii) the detection of structural breaks in volatility, and thus the estimation of the persistence of the volatility. Therefore, taking into account the outliers on the volatility modelling process may improve the understanding of volatility in crude oil markets. - Highlights: • We study the impact of outliers on volatility persistence of crude oil markets. • We identify outliers and patches of outliers due to specific events. • We show that outliers can bias (i) the estimates of the parameters of GARCH models, (ii) the regularity and non-negativity conditions of GARCH-type models, (iii) the detection of structural breaks in volatility of crude oil markets

  1. Characterization of Volatiles in Rambutan Fruit (Nephelium lappaceum L.).

    Science.gov (United States)

    Ong; Acree; Lavin

    1998-02-16

    The volatile compounds from the red-skinned cultivar of rambutan, Jitlee (Nephelium lappaceumL.), a tropical fruit native to Southeast Asia, were extracted using both Freon 113 and ethyl acetate solvents. Isolation and characterization of odor-active compounds present in the fruit were mediated by gas chromatography/olfactory (GC/O), chromatography, and spectrometry. Authentic standards were used to determine mass spectral, retention index, and odor match. Of over 100 volatiles detected by GC/MS, twice as many polar volatiles were detected in the ethyl acetate extract as in the nonpolar Freon extract. GC/O analysis also detected more odor-active compounds in the polar extracts. Over 60 compounds in the extracts had some odor activity. The 20 most potent odorants included beta-damascenone, (E)-4,5-epoxy-(E)-2-decenal, vanillin, (E)-2-nonenal, phenylacetic acid, cinnamic acid, unknown 1 (sweaty), ethyl 2-methylbutyrate, and delta-decalactone. On the basis of calculated odor activity values, beta-damascenone, ethyl 2-methylbutyrate, 2,6-nonadienal, (E)-2-nonenal, and nonanal were determined to be the main contributors to the fruit aroma. Taken together, these results indicate that the exotic aroma character of rambutan is the interaction of fruity-sweet and fatty-green odors, with the possible contribution of "civet-like"-sweaty, spicy, and woody notes.

  2. Modelling of volatility in monetary transmission mechanism

    Energy Technology Data Exchange (ETDEWEB)

    Dobešová, Anna; Klepáč, Václav; Kolman, Pavel [Department of Statistics and Operation Analysis, Faculty of Business and Economics, Mendel University in Brno, Zemědělská 1, 61300, Brno (Czech Republic); Bednářová, Petra [Institute of Technology and Business, Okružní 517/10, 370 01, České Budějovice (Czech Republic)

    2015-03-10

    The aim of this paper is to compare different approaches to modeling of volatility in monetary transmission mechanism. For this purpose we built time-varying parameter VAR (TVP-VAR) model with stochastic volatility and VAR-DCC-GARCH model with conditional variance. The data from three European countries are included in the analysis: the Czech Republic, Germany and Slovakia. Results show that VAR-DCC-GARCH system captures higher volatility of observed variables but main trends and detected breaks are generally identical in both approaches.

  3. Modelling of volatility in monetary transmission mechanism

    International Nuclear Information System (INIS)

    Dobešová, Anna; Klepáč, Václav; Kolman, Pavel; Bednářová, Petra

    2015-01-01

    The aim of this paper is to compare different approaches to modeling of volatility in monetary transmission mechanism. For this purpose we built time-varying parameter VAR (TVP-VAR) model with stochastic volatility and VAR-DCC-GARCH model with conditional variance. The data from three European countries are included in the analysis: the Czech Republic, Germany and Slovakia. Results show that VAR-DCC-GARCH system captures higher volatility of observed variables but main trends and detected breaks are generally identical in both approaches

  4. Volatility Forecast in Crises and Expansions

    Directory of Open Access Journals (Sweden)

    Sergii Pypko

    2015-08-01

    Full Text Available We build a discrete-time non-linear model for volatility forecasting purposes. This model belongs to the class of threshold-autoregressive models, where changes in regimes are governed by past returns. The ability to capture changes in volatility regimes and using more accurate volatility measures allow outperforming other benchmark models, such as linear heterogeneous autoregressive model and GARCH specifications. Finally, we show how to derive closed-form expression for multiple-step-ahead forecasting by exploiting information about the conditional distribution of returns.

  5. Volatile and non-volatile chemical constituents of Cochlospermum vitifolium (Willdenow) Sprengel

    International Nuclear Information System (INIS)

    Almeida, Sheyla Cristiane Xenofonte de; Lemos, Telma Leda Gomes de; Silveira, Edilberto Rocha; Pessoa, Otilia Deusdenia Loiola

    2005-01-01

    The essential oils from leaves, root bark and root wood of Cochlospermum vitifolium were investigated for the first time. The oils were obtained by hydrodistillation and analyzed by GC/MS. The main volatile constituents were β-caryophyllene (8.2 - 46.5%), β-bisabolene (11.5 - 29.3%), γ-muurolene (28.4%), α-humulene (26.0%), 1-hydroxy-3-hexadecanone (16.2 - 19.5%) and β-pinene (10.6%). Phytochemical analysis of the root bark and root wood extracts yielded excelsin, pinoresinol, narigenin, aromadendrin, galic acid and a triacylbenzene, along with β-sitosterol and stigmasterol and their D-glucosides. The structures of all compounds were determined by analyses of the spectroscopic data (NMR and MS), and comparison with the literature. (author)

  6. Altruism in a volatile world.

    Science.gov (United States)

    Kennedy, Patrick; Higginson, Andrew D; Radford, Andrew N; Sumner, Seirian

    2018-03-15

    The evolution of altruism-costly self-sacrifice in the service of others-has puzzled biologists since The Origin of Species. For half a century, attempts to understand altruism have developed around the concept that altruists may help relatives to have extra offspring in order to spread shared genes. This theory-known as inclusive fitness-is founded on a simple inequality termed Hamilton's rule. However, explanations of altruism have typically not considered the stochasticity of natural environments, which will not necessarily favour genotypes that produce the greatest average reproductive success. Moreover, empirical data across many taxa reveal associations between altruism and environmental stochasticity, a pattern not predicted by standard interpretations of Hamilton's rule. Here we derive Hamilton's rule with explicit stochasticity, leading to new predictions about the evolution of altruism. We show that altruists can increase the long-term success of their genotype by reducing the temporal variability in the number of offspring produced by their relatives. Consequently, costly altruism can evolve even if it has a net negative effect on the average reproductive success of related recipients. The selective pressure on volatility-suppressing altruism is proportional to the coefficient of variation in population fitness, and is therefore diminished by its own success. Our results formalize the hitherto elusive link between bet-hedging and altruism, and reveal missing fitness effects in the evolution of animal societies.

  7. Determination of free and glucosidically-bound volatiles in plants. Two case studies: L-menthol in peppermint (Mentha x piperita L.) and eugenol in clove (Syzygium aromaticum (L.) Merr. & L.M.Perry).

    Science.gov (United States)

    Sgorbini, Barbara; Cagliero, Cecilia; Pagani, Alberto; Sganzerla, Marla; Boggia, Lorenzo; Bicchi, Carlo; Rubiolo, Patrizia

    2015-09-01

    This study arises from both the today's trend towards exploiting plant resources exhaustively, and the wide quantitative discrepancy between the amounts of commercially-valuable markers in aromatic plants and those recovered from the related essential oil. The study addresses the determination of both the qualitative composition and the exhaustive distribution of free and glucosidically-bound L-menthol in peppermint aerial parts (Mentha x piperita L., Lamiaceae) and of eugenol in dried cloves (Syzygium aromaticum (L.) Merr. & L.M.Perry, Myrtaceae), two plants known to provide widely ranging essential oil yields. The two markers were investigated in essential oils and residual hydrodistillation waters, before and after enzymatic hydrolysis. Their amounts were related to those in the headspace taken as reference. The results showed that the difference between marker compound in headspace and in essential oil amounted to 22.8% for L-menthol in peppermint, and 16.5% for eugenol in cloves. The aglycones solubilised in the residual hydrodistillation waters were 7.2% of the headspace reference amount for L-menthol, and 13.3% for eugenol, respectively representing 9.3% and 15.9% of their amounts in the essential oil. The amount of L-menthol from its glucoside in residual hydrodistillation waters was 20.6% of that in the related essential oil, while eugenol from its glucoside accounted for 7.7% of the amount in clove essential oil. The yield of L-menthol, after submitting the plant material to enzymatic hydrolysis before hydrodistillation, increased by 23.1%, and for eugenol the increase was 8.1%, compared to the amount in the respective conventional essential oils. This study also aimed to evaluate the reliability of recently-introduced techniques that are little applied, if at all, in this field. The simultaneous use of high-concentration-capacity sample preparation techniques (SBSE, and HS-SPME and in-solution SPME) to run quali-quantitative analysis without sample

  8. Realized volatility and absolute return volatility: a comparison indicating market risk.

    Science.gov (United States)

    Zheng, Zeyu; Qiao, Zhi; Takaishi, Tetsuya; Stanley, H Eugene; Li, Baowen

    2014-01-01

    Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received wide use over the past decade: realized volatility and absolute return volatility. The former is strongly favored in the financial sector and the latter by econophysicists. We examine the memory and clustering features of these two methods and find that both enable strong predictions. We compare the two in detail and find that although realized volatility has a better short-term effect that allows predictions of near-future market behavior, absolute return volatility is easier to calculate and, as a risk indicator, has approximately the same sensitivity as realized volatility. Our detailed empirical analysis yields valuable guidelines for both researchers and market participants because it provides a significantly clearer comparison of the strengths and weaknesses of the two methods.

  9. Composition of the earth's upper mantle. II - Volatile trace elements in ultramafic xenoliths

    Science.gov (United States)

    Morgan, J. W.; Wandless, G. A.; Petrie, R. K.; Irving, A. J.

    1980-01-01

    Radiochemical neutron activation analysis was used to determine the nine volatile elements Ag, Bi, Cd, In, Sb, Se, Te, Tl, and Zn in 19 ultramafic rocks, consisting mainly of spinel and garnet lherzolites. A sheared garnet lherzolite, PHN 1611, may approximate undepleted mantle material and tends to have a higher volatile element content than the depleted mantle material represented by spinel lherzolites. Comparisons of continental basalts with PHN 1611 and of oceanic ridge basalts with spinel lherzolites show similar basalt: source material partition factors for eight of the nine volatile elements, Sb being the exception. The strong depletion of Te and Se in the mantle, relative to lithophile elements of similar volatility, suggests that 97% of the earth's S, Se and Te may be in the outer core.

  10. Reducing Fuel Volatility. An Additional Benefit From Blending Bio-fuels?

    Energy Technology Data Exchange (ETDEWEB)

    Bailis, R. [Yale School of Forestry and Environmental Studies, 195 Prospect Street, New Haven, CT 06511 (United States); Koebl, B.S. [Utrecht University, Science Technology and Society, Budapestlaan 6, 3584 CD Utrecht (Netherlands); Sanders, M. [Utrecht University, Utrecht School of Economics, Janskerkhof 12, 3512 BL Utrecht (Netherlands)

    2011-02-15

    Oil price volatility harms economic growth. Diversifying into different fuel types can mitigate this effect by reducing volatility in fuel prices. Producing bio-fuels may thus have additional benefits in terms of avoided damage to macro-economic growth. In this study we investigate trends and patterns in the determinants of a volatility gain in order to provide an estimate of the tendency and the size of the volatility gain in the future. The accumulated avoided loss from blending gasoline with 20 percent ethanol-fuel estimated for the US economy amounts to 795 bn. USD between 2010 and 2019 with growing tendency. An amount that should be considered in cost-benefit analysis of bio-fuels.

  11. Sulfur volatiles in guava (Psidium guajava L.) leaves: possible defense mechanism.

    Science.gov (United States)

    Rouseff, Russell L; Onagbola, Ebenezer O; Smoot, John M; Stelinski, Lukasz L

    2008-10-08

    Volatiles from crushed and intact guava leaves (Psidium guajava L.) were collected using static headspace SPME and determined using GC-PFPD, pulsed flame photometric detection, and GC-MS. Leaf volatiles from four common citrus culitvars were examined similarly to determine the potential component(s) responsible for guava's protective effect against the Asian citrus psyllid (Diaphorina citri Kuwayama), which is the insect vector of Huanglongbing (HLB) or citrus greening disease. Seven sulfur volatiles were detected: hydrogen sulfide, sulfur dioxide, methanethiol, dimethyl sulfide (DMS), dimethyl disulfide (DMDS), methional, and dimethyl trisulfide (DMTS). Identifications were based on matching linear retention index values on ZB-5, DB-Wax, and PLOT columns and MS spectra in the case of DMDS and DMS. DMDS is an insect toxic, defensive volatile produced only by wounded guava but not citrus leaves and, thus, may be the component responsible for the protective effect of guava against the HLB vector. DMDS is formed immediately after crushing, becoming the major headspace volatile within 10 min. Forty-seven additional leaf volatiles were identified from LRI and MS data in the crushed guava leaf headspace.

  12. Pesticide volatilization from soil and plant surfaces: Measurements at different scales versus model predictions

    Energy Technology Data Exchange (ETDEWEB)

    Wolters, A.

    2003-07-01

    Simulation of pesticide volatilization from plant and soil surfaces as an integral component of pesticide fate models is of utmost importance, especially as part of the PEC (predicted environmental concentrations) models used in the registration procedures for pesticides. Experimentally determined volatilization rates at different scales were compared to model predictions to improve recent approaches included in European registration models. To assess the influence of crucial factors affecting volatilization under well-defined conditions, a laboratory chamber was set-up and validated. Aerodynamic conditions were adjusted to fulfill the requirements of the German guideline on assessing pesticide volatilization for registration purposes. At the semi-field scale, volatilization rates were determined in a wind-tunnel study after soil surface application of pesticides to gleyic cambisol. The following descending order of cumulative volatilization was observed: chlorpyrifos > parathion-methyl > terbuthylazine > fenpropimorph. Parameterization of the models PEARL (pesticide emission assessment at regional and local scales) and PELMO (pesticide leaching model) was performed to mirror the experimental boundary conditions. (orig.)

  13. Volatile phenolics in Teran PTP red wine

    Directory of Open Access Journals (Sweden)

    Helena BAŠA ČESNIK

    2016-04-01

    Full Text Available The volatile phenolics, 4-ethylphenol, 4-vinylphenol, 4-ethylguaiacol and 4-vinylguaiacol were quantified in Teran PTP wines that were produced in the Kras winegrowing district. The compounds were determined by using gas chromatography coupled with mass spectrometry after extraction with diethylether. Three years monitoring (2011, 2012, 2013 vintages showed that all four undesirable compounds were identified in Teran PTP wines, however their content did not influence significantly the sensory characteristics of the wine. The average contents gained over the three-year period (2011-2013; n=82 were 153±193 µg L-1 for 4-ethylphenol, 1265±682 µg L-1 for 4-vinylphenol, 69±94 µg L-1 for 4-ethylguaiacol and 128±106 µg L-1 for 4-vinylguaiacol. 7.3 % of samples showed contents of 4-ethylphenol above the odour threshold values. For 4-vinylphenol, 4-ethylguaiacol and 4-vinylguaiacol that percentage was 98.8 %, 25.6 % and 91.5 %, respectively.

  14. Managing volatility in the oil industry

    International Nuclear Information System (INIS)

    Bookout, J.F.

    1990-01-01

    A concern often expressed nowadays is that the survivability of parts of the oil industry is threatened. Over the past 15 years the oil industry has experienced a succession of rapid and significant changes. The dimensions of change include oil price, of course, but also changes in activity levels, employment, supply and demand, and in economic and political conditions. In this chapter we will examine some of these changes. In this paper, the authors compare the volatility of oil prices with that of other commodities, to determine whether the oil industry environment is unique in any way. Also in this discussion the authors consider the impact of futures market trading. Second, the authors look at the performance of various parts of the industry-the upstream exploration and production sector, the refining and retailing parts of the downstream sector, as well as a brief look at consumers. last, the authors consider whether the industry has adapted to this change environment, and what we might expect in the 1990s

  15. Carbon price volatility: Evidence from EU ETS

    International Nuclear Information System (INIS)

    Feng, Zhen-Hua; Zou, Le-Le; Wei, Yi-Ming

    2011-01-01

    This paper examines carbon price volatility using data from the European Union Emission Trading Scheme from a nonlinear dynamics point of view. First, we use a random walk model, including serial correlation and variance ratio tests, to determine whether carbon price history information is fully reflected in current carbon price. The empirical research results show that carbon price is not a random walk: the price history information is not fully reflected in current carbon price. Second, use R/S, modified R/S and ARFIMA to analyse the memory of carbon price history. For the period April 2005-December 2008, the modified Hurst index of the carbon price is 0.4859 and the d value of ARFIMA is -0.1191, indicating short-term memory of the carbon price. Third, we use chaos theory to analyse the influence of the carbon market internal mechanism on carbon price, i.e., the market's positive and negative feedback mechanism and the heterogeneous environment. Chaos theory proves that the correlation dimension of carbon price increases. The maximal Lyapunov exponent is positive and large. There is no obvious complex endogenous phenomenon of nonlinear dynamics the carbon price fluctuation. The carbon market is mildly chaotic, showing both market and fractal market characteristics. Price fluctuation is not only influenced by the internal market mechanism, but is also impacted by the heterogeneous environment. Finally, we provide suggestions for regulation and development of carbon market.

  16. International Coordination of Lunar Polar Volatiles Exploration

    Science.gov (United States)

    Gruener, J. E.; Suzuki, N. H.; Carpenter, J. D.

    2015-10-01

    The International Space Exploration Coordination Group (ISECG) has established a study team to coordinate the worldwide interest in lunar polar volatiles, and in particular water ice, in an effort to stimulate cooperation and collaboration.

  17. Release of volatile mercury from vascular plants

    Science.gov (United States)

    Siegel, S. M.; Puerner, N. J.; Speitel, T. W.

    1974-01-01

    Volatile, organic solvent soluble mercury has been found in leaves and seeds of several angiosperms. Leaves of garlic vine, avocado, and haole-koa release mercury in volatile form rapidly at room temperature. In garlic vine, the most active release is temperature dependent, but does not parallel the vapor-pressure temperature relationship for mercury. Mercury can be trapped in nitric-perchloric acid digestion fluid, or n-hexane, but is lost from the hexane unless the acid mixture is present. Seeds of haole-koa also contain extractable mercury but volatility declines in the series n-hexane (90%), methanol (50%), water (10%). This suggests that reduced volatility may accompany solvolysis in the more polar media.

  18. International trade and exchange rate volatility

    NARCIS (Netherlands)

    J.M.A. Viaene (Jean-Marie); C.G. de Vries (Casper)

    1992-01-01

    textabstractFor currencies with well developed forward markets several papers have investigated the conjectured negative relationship between trade and short term exchange rate volatility, without being very successful. A theoretical explanation for the empirical anomalies is provided by solving

  19. Volatility estimation using a rational GARCH model

    Directory of Open Access Journals (Sweden)

    Tetsuya Takaishi

    2018-03-01

    Full Text Available The rational GARCH (RGARCH model has been proposed as an alternative GARCHmodel that captures the asymmetric property of volatility. In addition to the previously proposedRGARCH model, we propose an alternative RGARCH model called the RGARCH-Exp model thatis more stable when dealing with outliers. We measure the performance of the volatility estimationby a loss function calculated using realized volatility as a proxy for true volatility and compare theRGARCH-type models with other asymmetric type models such as the EGARCH and GJR models.We conduct empirical studies of six stocks on the Tokyo Stock Exchange and find that a volatilityestimation using the RGARCH-type models outperforms the GARCH model and is comparable toother asymmetric GARCH models.

  20. Characterisation of selected volatile organic compounds in ...

    African Journals Online (AJOL)

    kshale

    2013-05-15

    May 15, 2013 ... have entered the commercial market, both in rural areas ... nation of volatile compounds include: gas chromate- graphy (GC) ... prior to the actual analysis, various extraction methods ..... traditional and industrial 'orujo' spirits.

  1. Reducing ammonia volatilization from compound fertilizers ...

    African Journals Online (AJOL)

    Paul

    2012-09-13

    Sep 13, 2012 ... Ammonia volatilization is a direct loss of available nitrogen in agriculture. The objective of this ... precautions in handling and storage. Zeolites can be ..... Humic and Fulvic Acids isolated from Palm Oil Mill Effluent Sludge.

  2. Volatile Organic Compunds (Environmental Health Student Portal)

    Science.gov (United States)

    ... Weather Health Effects Take Action Water Pollution Water Pollution Home Chemicals and Pollutants Natural Disasters Drinking Water Waterborne Diseases & Illnesses Water Cycle Water Treatment Videos Games Experiments For Teachers Home Chemicals Volatile ...

  3. Reactive flash volatilization of fluid fuels

    Science.gov (United States)

    Schmidt, Lanny D.; Dauenhauer, Paul J.; Dreyer, Bradon J.; Salge, James R.

    2013-01-08

    The invention provides methods for the production of synthesis gas. More particularly, various embodiments of the invention relate to systems and methods for volatilizing fluid fuel to produce synthesis gas by using a metal catalyst on a solid support matrix.

  4. Hammerstein system represention of financial volatility processes

    Science.gov (United States)

    Capobianco, E.

    2002-05-01

    We show new modeling aspects of stock return volatility processes, by first representing them through Hammerstein Systems, and by then approximating the observed and transformed dynamics with wavelet-based atomic dictionaries. We thus propose an hybrid statistical methodology for volatility approximation and non-parametric estimation, and aim to use the information embedded in a bank of volatility sources obtained by decomposing the observed signal with multiresolution techniques. Scale dependent information refers both to market activity inherent to different temporally aggregated trading horizons, and to a variable degree of sparsity in representing the signal. A decomposition of the expansion coefficients in least dependent coordinates is then implemented through Independent Component Analysis. Based on the described steps, the features of volatility can be more effectively detected through global and greedy algorithms.

  5. Wintertime hygroscopicity and volatility of ambient urban aerosol particles

    Directory of Open Access Journals (Sweden)

    J. Enroth

    2018-04-01

    Full Text Available Hygroscopic and volatile properties of atmospheric aerosol particles with dry diameters of (20, 50, 75, 110 and 145 nm were determined in situ by using a volatility–hygroscopicity tandem differential mobility analyser (VH-TDMA system with a relative humidity of 90 % and denuding temperature of 270 °C in central Budapest during 2 months in winter 2014–2015. The probability density function of the hygroscopic growth factor (HGF showed a distinct bimodal distribution. One of the modes was characterised by an overall mean HGF of approximately 1.07 (this corresponds to a hygroscopicity parameter κ of 0.033 independently of the particle size and was assigned to nearly hydrophobic (NH particles. Its mean particle number fraction was large, and it decreased monotonically from 69 to 41 % with particle diameter. The other mode showed a mean HGF increasing slightly from 1.31 to 1.38 (κ values from 0.186 to 0.196 with particle diameter, and it was attributed to less hygroscopic (LH particles. The mode with more hygroscopic particles was not identified. The probability density function of the volatility GF (VGF also exhibited a distinct bimodal distribution with an overall mean VGF of approximately 0.96 independently of the particle size, and with another mean VGF increasing from 0.49 to 0.55 with particle diameter. The two modes were associated with less volatile (LV and volatile (V particles. The mean particle number fraction for the LV mode decreased from 34 to 21 % with particle diameter. The bimodal distributions indicated that the urban atmospheric aerosol contained an external mixture of particles with a diverse chemical composition. Particles corresponding to the NH and LV modes were assigned mainly to freshly emitted combustion particles, more specifically to vehicle emissions consisting of large mass fractions of soot likely coated with or containing some water-insoluble organic compounds such as non

  6. Evaluation of Volatile Species in Green Monopropellant Project

    Science.gov (United States)

    Greene, Benjamin

    2015-01-01

    NASA is interested in green monopropellants to replace hydrazine in reaction control systems (RCSs). Some current NASA programs require reduced vapor pressure and low toxicity monopropellant (green) and superior performance (specific impulse and density) formulations. Earlier vapor phase studies of a candidate green monopropellant at the NASA White Sands Test Facility (WSTF) showed the presence of a volatile species that warranted further investigation. The purpose of this study was to further characterize the volatile species and to evaluate it. The evaluation was with respect to whether the volatile species was an impurity or how it is formed, and to use that information to examine whether its presence as an impurity can be eliminated during formulation. The evaluation also considered whether formation of the volatile impurity could be prevented while not compromising the propellant. To reduce variables associated with evaluation of the propellant formulation as a whole, a precursor to one of the individual components in the propellant formulation was subjected to a NASA Standard 6001B Flammability, Off-gassing, and Compatibility Requirements and Test Procedures "Determination of Off-gassed Products (Test 7)". Testing took place in the NASA WSTF Molecular Desorption and Analysis Laboratory. One gram of the precursor was placed in a flask within a specimen container. After thermal conditioning for 72 +/- 1 h at 50 +/- 3 deg C (122 +/- 5 deg F), the atmosphere inside the specimen container was analyzed for off-gassed compounds by cryotrap gas chromatography-mass spectrometry (GC-MS) and fixed sample loop GC-flame ionization detection (GC-FID). The specimen container used was glass to minimize potential catalytic surfaces. The identification of compounds was difficult due to the complexity of the vapor phase concentrations and overlapping chromatographic peaks and mass spectra. However, eleven compounds were specifically identified and five compounds or classes of

  7. Investor attention and FX market volatility

    OpenAIRE

    Goddard, John; Kita, Arben; Wang, Qingwei

    2015-01-01

    We study the relationship between investors’ active attention, measured by a Google search volume index (SVI), and the dynamics of currency prices. Investor attention is correlated with the trading activities of large FX market participants. Investor attention comoves with comtemporaneous FX market volatility and predicts subsequent FX market volatility, after controlling for macroeconomic fundamentals. In addition, investor attention is related to the currency risk premium. Our results sugge...

  8. Implied Volatility Surface: Construction Methodologies and Characteristics

    OpenAIRE

    Cristian Homescu

    2011-01-01

    The implied volatility surface (IVS) is a fundamental building block in computational finance. We provide a survey of methodologies for constructing such surfaces. We also discuss various topics which can influence the successful construction of IVS in practice: arbitrage-free conditions in both strike and time, how to perform extrapolation outside the core region, choice of calibrating functional and selection of numerical optimization algorithms, volatility surface dynamics and asymptotics.

  9. Essays on Economic Volatility and Financial Frictions

    OpenAIRE

    Zhao, Hongyan

    2012-01-01

    This dissertation consists of three essays in macroeconomics. The first one essay discusses the reasons of Chinese huge foreign reserves holdings. It contributes to the literature of sudden stops, precautionary saving and foreign assets holdings. In the second essay, I study the price volatility of commodities and manufactured goods. I measure the price volatility of each individual goods but not on the aggregated level and therefore the results complete the related study. The third essay exp...

  10. News Impact Curve for Stochastic Volatility Models

    OpenAIRE

    Makoto Takahashi; Yasuhiro Omori; Toshiaki Watanabe

    2012-01-01

    This paper proposes a new method to compute the news impact curve for stochastic volatility (SV) models. The new method incorporates the joint movement of return and volatility, which has been ignored by the extant literature, by simply adding a couple of steps to the Bayesian MCMC estimation procedures for SV models. This simple procedure is versatile and applicable to various SV type models. Contrary to the monotonic news impact functions in the extant literature, the new method gives a U-s...

  11. Ammonia volatilization from sows on grassland

    Science.gov (United States)

    Sommer, S. G.; Søgaard, H. T.; Møller, H. B.; Morsing, S.

    According to regulations, sows with piglets on organic farms must graze on pastures. Volatilization of ammonia (NH 3) from urine patches may represent a significant source of nitrogen (N) loss from these farms. Inputs of N are low on organic farms and losses may reduce crop production. This study examined spatial variations in NH 3 volatilization using a movable dynamic chamber, and the pH and total ammoniacal nitrogen (TAN) content in the topsoil of pastures with grazing sows was measured during five periods between June 1998 and May 1999. Gross NH 3 volatilization from the pastures was also measured with an atmospheric mass balance technique during seven periods from September 1997 until June 1999. The dynamic chamber study showed a high variation in NH 3 volatilization because of the distribution of urine; losses were between 0 and 2.8 g NH 3-N m -2 day -1. Volatilization was highest near the feeding area and the huts, where the sows tended to urinate. Ammonia volatilization rate was linearly related to the product of NH 3 concentration in the boundary layer and wind speed. The NH 3 in the boundary layer was in equilibrium with NH 3 in soil solution. Gross NH 3 volatilization was in the range 0.07-2.1 kg NH 3-N ha -1 day -1 from a pasture with 24 sows ha -1. Ammonia volatilization was related to the amount of feed given to the sows, incident solar radiation and air temperature during measuring periods, and also to temperature, incident solar radiation and rain 1-2 days before measurements. Annual ammonia loss was 4.8 kg NH 3-N sow -1.

  12. Decomposing European bond and equity volatility

    OpenAIRE

    Christiansen, Charlotte

    2004-01-01

    The paper investigates volatility spillover from US and aggregate European asset markets into European national asset markets. A main contribution is that bond and equity volatilities are analyzed simultaneously. A new model belonging to the "volatilityspillover" family is suggested: The conditional variance of e.g. the unexpected German stock return is divided into separate effects from the contemporaneous idiosyncratic variance of US bonds, US stocks, European bonds, European stocks, German...

  13. Level Shifts in Volatility and the Implied-Realized Volatility Relation

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; de Magistris, Paolo Santucci

    We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization to the mult......We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization...... to the multivariate case of the univariate level shift technique by Lu and Perron (2008). An application to the S&P500 index and a simulation experiment show that the recently documented empirical properties of strong persistence in volatility and forecastability of future realized volatility from current implied...... volatility, which have been interpreted as long memory (or fractional integration) in volatility and fractional cointegration between implied and realized volatility, are accounted for by occasional common level shifts....

  14. Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

    Science.gov (United States)

    Takaishi, Tetsuya

    2018-06-01

    The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

  15. Chemically-resolved aerosol volatility measurements from two megacity field studies

    Directory of Open Access Journals (Sweden)

    J. A. Huffman

    2009-09-01

    Full Text Available The volatilities of different chemical species in ambient aerosols are important but remain poorly characterized. The coupling of a recently developed rapid temperature-stepping thermodenuder (TD, operated in the range 54–230°C with a High-Resolution Time-of-Flight Aerosol Mass Spectrometer (HR-ToF-AMS during field studies in two polluted megacities has enabled the first direct characterization of chemically-resolved urban particle volatility. Measurements in Riverside, CA and Mexico City are generally consistent and show ambient nitrate as having the highest volatility of any AMS standard aerosol species while sulfate showed the lowest volatility. Total organic aerosol (OA showed volatility intermediate between nitrate and sulfate, with an evaporation rate of 0.6%·K−1 near ambient temperature, although OA dominates the residual species at the highest temperatures. Different types of OA were characterized with marker ions, diurnal cycles, and positive matrix factorization (PMF and show significant differences in volatility. Reduced hydrocarbon-like OA (HOA, a surrogate for primary OA, POA, oxygenated OA (OOA, a surrogate for secondary OA, SOA, and biomass-burning OA (BBOA separated with PMF were all determined to be semi-volatile. The most aged OOA-1 and its dominant ion, CO2+, consistently exhibited the lowest volatility, with HOA, BBOA, and associated ions for each among the highest. The similar or higher volatility of HOA/POA compared to OOA/SOA contradicts the current representations of OA volatility in most atmospheric models and has important implications for aerosol growth and lifetime. A new technique using the AMS background signal was demonstrated to quantify the fraction of species up to four orders-of-magnitude less volatile than those detectable in the MS mode, which for OA represent ~5% of the non-refractory (NR OA signal. Our results strongly imply that all OA types should be considered

  16. Volatile flavor compounds in yogurt: a review.

    Science.gov (United States)

    Cheng, Hefa

    2010-11-01

    Considerable knowledge has been accumulated on the volatile compounds contributing to the aroma and flavor of yogurt. This review outlines the production of the major flavor compounds in yogurt fermentation and the analysis techniques, both instrumental and sensory, for quantifying the volatile compounds in yogurt. The volatile compounds that have been identified in plain yogurt are summarized, with the few key aroma compounds described in detail. Most flavor compounds in yogurt are produced from lipolysis of milkfat and microbiological transformations of lactose and citrate. More than 100 volatiles, including carbonyl compounds, alcohols, acids, esters, hydrocarbons, aromatic compounds, sulfur-containing compounds, and heterocyclic compounds, are found in yogurt at low to trace concentrations. Besides lactic acid, acetaldehyde, diacetyl, acetoin, acetone, and 2-butanone contribute most to the typical aroma and flavor of yogurt. Extended storage of yogurt causes off-flavor development, which is mainly attributed to the production of undesired aldehydes and fatty acids during lipid oxidation. Further work on studying the volatile flavor compounds-matrix interactions, flavor release mechanisms, and the synergistic effect of flavor compounds, and on correlating the sensory properties of yogurt with the compositions of volatile flavor compounds are needed to fully elucidate yogurt aroma and flavor.

  17. Volatilization of iodine from soils and plants

    International Nuclear Information System (INIS)

    Wildung, R.E.; Cataldo, D.A.; Garland, T.R.

    1985-04-01

    Elevated levels of 129 I, a long-lived fission product, are present in the environment as a result of nuclear weapons testing and fuel reprocessing. To aid in understanding the anomalous behavior of this element, relative to natural I ( 127 I), in the vicinity of nuclear fuel reprocessing plants, preliminary laboratory-growth chamber studies were undertaken to examine the possible formation of volatile inorganic and organic I species in soil and plant systems. Inorganic 129 I added to soil was volatilized from both the soil and plant during plant growth, at average ratios of 2 x 10 -3 %/day soil and 9 x 10 -3 %/day foliage, respectively. Volatilization rates from soil were an order of magnitude less in the absence of growing roots. Less than 2% of soil or plant volatiles was subsequently retained by plant canopies. Volatile I, chemically characterized by selective sorption methods, consisted principally of alkyl iodides formed by both soil and plant processes. However, plants and soils containing actively growing roots produced a larger fraction of volatile inorganic I than soil alone. 14 refs., 1 fig., 3 tabs

  18. Financial Development, Financial Structure, and Macroeconomic Volatility: Evidence from China

    Directory of Open Access Journals (Sweden)

    Feng Wei

    2016-11-01

    Full Text Available Using annual data from 1997–2014 of 30 provinces, municipalities, and autonomous regions, subdividing trended and cyclical volatility of macroeconomics and inflation, considering different indicators of financial development and financial structure, this paper investigated the impact of financial development and financial structure on macroeconomic volatility. The empirical results found that (1 the trended and cyclical volatility of the previous macroeconomic period had a significantly positive impact on that of the current period, and the impact of trended volatility was greater than that of cyclical volatility; (2 financial development had a significantly negative impact on macroeconomic cyclical volatility through inflation cyclical volatility, but inflation trended volatility would amplify macroeconomic volatility; financial markets have no significant effect on macroeconomic volatility; financial structure measured with the ratio of stock market turnover and the efficiency of the financial development had a significant positive impact on macroeconomic cyclical volatility; and (3 inflation trended volatility had a significantly negative impact on macroeconomic cyclical volatility and trended volatility, while inflation cyclical volatility had a significantly positive impact on macroeconomic cyclical volatility.

  19. Long memory and tail dependence in trading volume and volatility

    DEFF Research Database (Denmark)

    Rossi, Eduardo; Santucci de Magistris, Paolo

    2013-01-01

    We investigate the relationship between volatility, measured by realized volatility, and trading volume for 25 NYSE stocks. We show that volume and volatility are long memory but not fractionally cointegrated in most cases. We also find right tail dependence in the volatility and volume innovations...

  20. Identification and Quantification of Oxidoselina-1,3,7(11-Trien-8-One and Cyanidin-3-Glucoside as One of the Major Volatile and Non-Volatile Low-Molecular-Weight Constituents in Pitanga Pulp.

    Directory of Open Access Journals (Sweden)

    Denise Josino Soares

    Full Text Available The pulp of pitanga (Eugenia uniflora L. is used to prepare pitanga juice. However, there are no reports on the identification and quantification of the main constituents in pitanga pulp. The aim of this study was to identify and quantify the major volatile and non-volatile low-molecular-weight constituents of the pulp. Isolation of volatile compounds was performed by solvent-assisted flavor evaporation technique. Characterization of the main volatile and non-volatile constituents was performed by GC-MS, LC-MS and NMR spectroscopy. For quantitative measurements, the main volatile compound needed to be isolated from pitanga pulp to obtain a commercially not available reference standard. Cyanidin-3-glucoside was determined as one of the most abundant non-volatile pulp compound yielding 53.8% of the sum of the intensities of all ions detected by LC-MS. Quantification of cyanidin-3-glucoside in pitanga pulp resulted in a concentration of 344 ± 66.4 μg/mL corresponding to 688 ± 133 μg/g dried pulp and 530 ± 102 μg/g fruit. For the volatile fraction, oxidoselina-1,3,7(11-trien-8-one was identified as the main volatile pulp constituent (27.7% of the sum of the intensities of all ions detected by GC-MS, reaching a concentration of 89.0 ± 16.9 μg/mL corresponding to 1.34 ± 0.25 μg/g fresh pulp and 1.03 ± 0.19 μg/g fruit. The results provide quantitative evidence for the occurrence of an anthocyanin and an oxygenated sesquiterpene as one of the major volatile and non-volatile low-molecular-weight compounds in pitanga pulp.

  1. Identification and Quantification of Oxidoselina-1,3,7(11)-Trien-8-One and Cyanidin-3-Glucoside as One of the Major Volatile and Non-Volatile Low-Molecular-Weight Constituents in Pitanga Pulp.

    Science.gov (United States)

    Josino Soares, Denise; Pignitter, Marc; Ehrnhöfer-Ressler, Miriam Margit; Walker, Jessica; Montenegro Brasil, Isabella; Somoza, Veronika

    2015-01-01

    The pulp of pitanga (Eugenia uniflora L.) is used to prepare pitanga juice. However, there are no reports on the identification and quantification of the main constituents in pitanga pulp. The aim of this study was to identify and quantify the major volatile and non-volatile low-molecular-weight constituents of the pulp. Isolation of volatile compounds was performed by solvent-assisted flavor evaporation technique. Characterization of the main volatile and non-volatile constituents was performed by GC-MS, LC-MS and NMR spectroscopy. For quantitative measurements, the main volatile compound needed to be isolated from pitanga pulp to obtain a commercially not available reference standard. Cyanidin-3-glucoside was determined as one of the most abundant non-volatile pulp compound yielding 53.8% of the sum of the intensities of all ions detected by LC-MS. Quantification of cyanidin-3-glucoside in pitanga pulp resulted in a concentration of 344 ± 66.4 μg/mL corresponding to 688 ± 133 μg/g dried pulp and 530 ± 102 μg/g fruit. For the volatile fraction, oxidoselina-1,3,7(11)-trien-8-one was identified as the main volatile pulp constituent (27.7% of the sum of the intensities of all ions detected by GC-MS), reaching a concentration of 89.0 ± 16.9 μg/mL corresponding to 1.34 ± 0.25 μg/g fresh pulp and 1.03 ± 0.19 μg/g fruit. The results provide quantitative evidence for the occurrence of an anthocyanin and an oxygenated sesquiterpene as one of the major volatile and non-volatile low-molecular-weight compounds in pitanga pulp.

  2. Diffusivity measurements of volatile organics in levitated viscous aerosol particles

    Science.gov (United States)

    Bastelberger, Sandra; Krieger, Ulrich K.; Luo, Beiping; Peter, Thomas

    2017-07-01

    Field measurements indicating that atmospheric secondary organic aerosol (SOA) particles can be present in a highly viscous, glassy state have spurred numerous studies addressing low diffusivities of water in glassy aerosols. The focus of these studies is on kinetic limitations of hygroscopic growth and the plasticizing effect of water. In contrast, much less is known about diffusion limitations of organic molecules and oxidants in viscous matrices. These may affect atmospheric chemistry and gas-particle partitioning of complex mixtures with constituents of different volatility. In this study, we quantify the diffusivity of a volatile organic in a viscous matrix. Evaporation of single particles generated from an aqueous solution of sucrose and small amounts of volatile tetraethylene glycol (PEG-4) is investigated in an electrodynamic balance at controlled relative humidity (RH) and temperature. The evaporative loss of PEG-4 as determined by Mie resonance spectroscopy is used in conjunction with a radially resolved diffusion model to retrieve translational diffusion coefficients of PEG-4. Comparison of the experimentally derived diffusivities with viscosity estimates for the ternary system reveals a breakdown of the Stokes-Einstein relationship, which has often been invoked to infer diffusivity from viscosity. The evaporation of PEG-4 shows pronounced RH and temperature dependencies and is severely depressed for RH ≲ 30 %, corresponding to diffusivities pollutant molecules such as polycyclic aromatic hydrocarbons (PAHs).

  3. Characterization of volatile aroma compounds in different brewing barley cultivars.

    Science.gov (United States)

    Dong, Liang; Hou, Yingmin; Li, Feng; Piao, Yongzhe; Zhang, Xiao; Zhang, Xiaoyu; Li, Cheng; Zhao, Changxin

    2015-03-30

    Beer is a popular alcoholic malt beverage resulting from fermentation of the aqueous extract of malted barley with hops. The aroma of brewing barley impacts the flavor of beer indirectly, because some flavor compounds or their precursors in beer come from the barley. The objectives of this research were to study volatile profiles and to characterize odor-active compounds of brewing barley in order to determine the variability of the aroma composition among different brewing barley cultivars. Forty-one volatiles comprising aldehydes, ketones, alcohols, organic acids, aromatic compounds and furans were identified using solid phase microextraction combined with gas chromatography/mass spectrometry, among which aldehydes, alcohols and ketones were quantitatively in greatest abundance. Quantitative measurements performed by means of solvent extraction and calculation of odor activity values revealed that acetaldehyde, 2-methylpropanal, 3-methylbutanal, 2-methylbutanal, hexanal, heptanal, octanal, nonanal, 3-methyl-1-butanol, cyclopentanol, 2,3-butanedione, 2,3-pentanedione, 2-heptanone, acetic acid, ethyl acetate, 2-pentylfuran and benzeneacetaldehyde, whose concentrations exceeded their odor thresholds, could be considered as odor-active compounds of brewing barley. Principal component analysis was employed to evaluate the differences among cultivars. The results demonstrated that the volatile profile based on the concentrations of aroma compounds enabled good differentiation of most barley cultivars. © 2014 Society of Chemical Industry.

  4. Turbulence effects on volatilization rates of liquids and solutes.

    Science.gov (United States)

    Lee, Jiunn-Fwu; Chao, Huan-Ping; Chiou, Cary T; Manes, Milton

    2004-08-15

    Volatilization rates of neat liquids (benzene, toluene, fluorobenzene, bromobenzene, ethylbenzene, m-xylene, o-xylene, o-dichlorobenzene, and 1-methylnaphthalene) and of solutes (phenol, m-cresol, benzene, toluene, ethylbenzene, o-xylene, and ethylene dibromide) from dilute water solutions have been measured in the laboratory over a wide range of air speeds and water-stirring rates. The overall transfer coefficients (K(L)) for individual solutes are independent of whether they are in single- or multi-solute solutions. The gas-film transfer coefficients (kG) for solutes in the two-film model, which have hitherto been estimated by extrapolation from reference coefficients, can now be determined directly from the volatilization rates of neat liquids through a new algorithm. The associated liquid-film transfer coefficients (kL) can then be obtained from measured K(L) and kG values and solute Henry law constants (H). This approach provides a novel means for checking the precision of any kL and kG estimation methods for ultimate prediction of K(L). The improved kG estimation enables accurate K(L) predictions for low-volatility (i.e., low-H) solutes where K(L) and kGH are essentially equal. In addition, the prediction of K(L) values for high-volatility (i.e., high-H) solutes, where K(L) approximately equal to kL, is also improved by using appropriate reference kL values.

  5. Diffusivity measurements of volatile organics in levitated viscous aerosol particles

    Directory of Open Access Journals (Sweden)

    S. Bastelberger

    2017-07-01

    Full Text Available Field measurements indicating that atmospheric secondary organic aerosol (SOA particles can be present in a highly viscous, glassy state have spurred numerous studies addressing low diffusivities of water in glassy aerosols. The focus of these studies is on kinetic limitations of hygroscopic growth and the plasticizing effect of water. In contrast, much less is known about diffusion limitations of organic molecules and oxidants in viscous matrices. These may affect atmospheric chemistry and gas–particle partitioning of complex mixtures with constituents of different volatility. In this study, we quantify the diffusivity of a volatile organic in a viscous matrix. Evaporation of single particles generated from an aqueous solution of sucrose and small amounts of volatile tetraethylene glycol (PEG-4 is investigated in an electrodynamic balance at controlled relative humidity (RH and temperature. The evaporative loss of PEG-4 as determined by Mie resonance spectroscopy is used in conjunction with a radially resolved diffusion model to retrieve translational diffusion coefficients of PEG-4. Comparison of the experimentally derived diffusivities with viscosity estimates for the ternary system reveals a breakdown of the Stokes–Einstein relationship, which has often been invoked to infer diffusivity from viscosity. The evaporation of PEG-4 shows pronounced RH and temperature dependencies and is severely depressed for RH ≲ 30 %, corresponding to diffusivities < 10−14 cm2 s−1 at temperatures < 15 °C. The temperature dependence is strong, suggesting a diffusion activation energy of about 300 kJ mol−1. We conclude that atmospheric volatile organic compounds can be subject to severe diffusion limitations in viscous organic aerosol particles. This may enable an important long-range transport mechanism for organic material, including pollutant molecules such as polycyclic aromatic hydrocarbons (PAHs.

  6. Can Internet search queries help to predict stock market volatility?

    OpenAIRE

    Dimpfl, Thomas; Jank, Stephan

    2011-01-01

    This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices’ realized volatility and the search queries for their names. Furthermore, Granger causality is bi-directional: high searches follow high volatility, and high volatility follows high searches. Using the latter feedback effect to predict volatility we find that search queries contain additional information about market...

  7. Determination of Volatile Compounds of Illicium verum Hook. f ...

    African Journals Online (AJOL)

    02.1 mass spectral library in MSD ChemStation. Relative content of each compound in essential oil was calculated by peak area normalization method. These compounds accounted for more than 90 % in total star anise aroma molecules, including trans-anethole (75.76 %), p- anisaldehyde (8.65 %), estragole (4.70 %),.

  8. Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

    OpenAIRE

    Röring, Johan

    2017-01-01

    Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

  9. Analysis of volatiles in silver carp by headspace solid phase micro-extraction coupled with GC-MS

    International Nuclear Information System (INIS)

    Yang Yuping; Xiong Guangquan; Cheng Wei; Liao Tao; Lin Ruotai; Geng Shengrong; Li Xin; Li Xiaoding; Wu Wenjin

    2010-01-01

    In this paper, a method for the determination of volatiles using headspace solid phase microextraction (HS-SPME) and gas chromatography-mass spectrometry (GC-MS) was presented. The extraction conditions were optimized with reference to these volatiles as hexanal, heptanal, benzaldehyde, 1-Octen-3-ol, octanal, nonanal, decenal, 2,4-heptadienal and 2,4-decadienal. The extraction of fish muscle followed by incubation on a StableFlex divinyl benzene/Carboxen/polydimethylsiloxane (DVB/CAR/PDMS) fiber during 50 in at 60 obtained the most effective extraction of the analytes. The methods by HS-SPME and GC-MS were effective in detecting volatiles in the gills, scales, viscera and fish muscles. The types of volatiles in the gill were more than other organs and the number of odors compounds was 63, and the number of volatiles in scales, viscera and fish muscles was 48, 44 and 42 respectively. (authors)

  10. Sodium channels as targets for volatile anesthetics

    Directory of Open Access Journals (Sweden)

    Karl F. Herold

    2012-03-01

    Full Text Available The molecular mechanisms of modern inhaled anesthetics although widely used in clinical settings are still poorly understood. Considerable evidence supports effects on membrane proteins such as ligand- and voltage-gated ion channels of excitable cells. Na+ channels are crucial to action potential initiation and propagation, and represent potential targets for volatile anesthetics. Inhibition of presynaptic Na+ channels leads to reduced neurotransmitter release at the synapse and could therefore contribute to the mechanisms by which volatile anesthetics produce their characteristic effects: amnesia, unconsciousness, and immobility. Early studies on crayfish and squid giant axon showed inhibition of Na+ currents by volatile anesthetics. Subsequent studies using native neuronal preparations and heterologous expression systems with various mammalian Na+ channel isoforms implicated inhibition of presynaptic Na+ channels in anesthetic actions. Volatile anesthetics reduce peak Na+ current and shift the voltage of half-maximal steady-state inactivation towards more negative potentials, thus stabilizing the fast-inactivated state. Furthermore recovery from fast-inactivation is slowed together with an enhanced use-dependent block during pulse train protocols. These effects can reduce neurotransmitter release by depressing presynaptic excitability, depolarization and Ca entry, and ultimately transmitter release. This reduction in transmitter release is more portent for glutamatergic vs. GABAergic terminals. Involvement of Na+ channel inhibition in mediating the immobility caused by volatile anesthetics has been demonstrated in animal studies, in which intrathecal infusion of the Na+ channel blocker tetrodotoxin increases volatile anesthetic potency, whereas infusion of the Na+ channels agonist veratridine reduces anesthetic potency. These studies indicate that inhibition of presynaptic Na+ channels by volatile anesthetics is involved in mediating some of

  11. Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri

    We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...

  12. Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

    Energy Technology Data Exchange (ETDEWEB)

    Chen, Kho Chia; Kane, Ibrahim Lawal; Rahman, Haliza Abd [Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310, Johor Bahru (Malaysia); Bahar, Arifah [UTM Centre for Industrial and Applied Mathematics (UTM-CIAM), Universiti Teknologi Malaysia, 81310, Johor Bahru and Department of Mathematical Sciences, Faculty of Science, Universiti Teknologi Malaysia, 81310, Johor Bahru (Malaysia); Ting, Chee-Ming [Center for Biomedical Engineering, Universiti Teknologi Malaysia, 81310, Johor Bahru (Malaysia)

    2015-02-03

    In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.

  13. Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

    Science.gov (United States)

    Chen, Kho Chia; Bahar, Arifah; Kane, Ibrahim Lawal; Ting, Chee-Ming; Rahman, Haliza Abd

    2015-02-01

    In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.

  14. Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI

    International Nuclear Information System (INIS)

    Chen, Kho Chia; Kane, Ibrahim Lawal; Rahman, Haliza Abd; Bahar, Arifah; Ting, Chee-Ming

    2015-01-01

    In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well

  15. Control of postharvest Botrytis fruit rot of strawberry by volatile organic compounds of Candida intermedia.

    Science.gov (United States)

    Huang, R; Li, G Q; Zhang, J; Yang, L; Che, H J; Jiang, D H; Huang, H C

    2011-07-01

    A study was conducted to identify volatile organic compounds or volatiles produced by Candida intermedia strain C410 using gas chromatography-mass spectrometry, and to determine efficacy of the volatiles of C. intermedia in suppression of conidial germination and mycelial growth of Botrytis cinerea and control of Botrytis fruit rot of strawberry. Results showed that, among 49 volatiles (esters, alcohols, alkenes, alkanes, alkynes, organic acids, ketones, and aldehydes) identified from C. intermedia cultures on yeast extract peptone dextrose agar, two compounds, 1,3,5,7-cyclooctatetraene and 3-methyl-1-butanol, were the most abundant. Synthetic chemicals of 1,3,5,7-cyclooctatetraene; 3-methyl-1-butanol; 2-nonanone; pentanoic acid, 4-methyl-, ethyl ester; 3-methyl-1-butanol, acetate; acetic acid, pentyl ester; and hexanoic acid, ethyl ester were highly inhibitory to conidial germination and mycelial growth of B. cinerea. Inhibition of conidial germination and mycelial growth of B. cinerea by volatiles of C. intermedia was also observed. Meanwhile, results showed that incidence and severity of Botrytis fruit rot of strawberry was significantly (P intermedia cultures or C. intermedia-infested strawberry fruit. These results suggest that the volatiles of C. intermedia C410 are promising biofumigants for control of Botrytis fruit rot of strawberry.

  16. Fusarium oxysporum volatiles enhance plant growth via affecting auxin transport and signaling

    Directory of Open Access Journals (Sweden)

    Vasileios eBitas

    2015-11-01

    Full Text Available Volatile organic compounds (VOCs have well-documented roles in plant-plant communication and directing animal behavior. In this study, we examine the less understood roles of VOCs in plant-fungal relationships. Phylogenetically and ecologically diverse strains of Fusarium oxysporum, a fungal species complex that often resides in the rhizosphere of assorted plants, produce volatile compounds that augment shoot and root growth of Arabidopsis thaliana and tobacco. Growth responses of A. thaliana hormone signaling mutants and expression patterns of a GUS reporter gene under the auxin-responsive DR5 promoter supported the involvement of auxin signaling in F. oxysporum volatile-mediated growth enhancement. In addition, 1-naphthylthalamic acid, an inhibitor of auxin efflux, negated F. oxysporum volatile-mediated growth enhancement in both plants. Comparison of the profiles of volatile compounds produced by F. oxysporum strains that differentially affected plant growth suggests that the relative compositions of both growth inhibitory and stimulatory compounds may determine the degree of plant growth enhancement. Volatile-mediated signaling between fungi and plants may represent a potentially conserved, yet mostly overlooked, mechanism underpinning plant-fungus interactions and fungal niche adaption.

  17. How to analyze the supply and demand balance to predict future volatility

    International Nuclear Information System (INIS)

    Willis, K.

    2002-01-01

    The impact of electricity price volatility with a focus on supply and demand is discussed. Factors that influence volatility and the impact of volatility on market participants are also highlighted. It is this author's view that despite initial difficulties and customary inefficiencies (not unusual in a new market), the market performed as might have been expected and government interference in the market was not necessary. As far as market participants are concerned, they must be vigilant at all times because of the millisecond time horizons; an understanding of market volatility and its key drivers are absolutely essential to proper management of risks inherent in the market. An understanding of the relationship between supply and demand and volatility is important. Just as important, or even more so, is an appreciation of the delicate nature of this relationship and the dynamics behind it. Consequently, one must apply the same rigor that is used to analyze supply and demand in the electricity market to other market fundamentals such as the natural gas market, interconnections, generation fuel sources, regulatory actions and market rules. A three-step process, involving a review of history to develop the relationships, supply and demand forecasts and scenario planning, is proposed for use in analyzing supply and demand to predict future volatility. Irrespective of the sophistication of analytical tools, the most important determinant to success in the electricity market is for market players to perceive the earliest signs of a changing market landscape and respond to them with lightning speed

  18. Demonstration of Novel Sampling Techniques for Measurement of Turbine Engine Volatile and Non-Volatile Particulate Matter (PM) Emissions

    Science.gov (United States)

    2017-03-06

    WP-201317) Demonstration of Novel Sampling Techniques for Measurement of Turbine Engine Volatile and Non-volatile Particulate Matter (PM... Engine Volatile and Non-Volatile Particulate Matter (PM) Emissions 6. AUTHOR(S) E. Corporan, M. DeWitt, C. Klingshirn, M.D. Cheng, R. Miake-Lye, J. Peck...the performance and viability of two devices to condition aircraft turbine engine exhaust to allow the accurate measurement of total (volatile and non

  19. Volatile emissions from an epiphytic fungus are semiochemicals for eusocial wasps.

    Science.gov (United States)

    Davis, Thomas Seth; Boundy-Mills, Kyria; Landolt, Peter J

    2012-11-01

    Microbes are ubiquitous on plant surfaces. However, interactions between epiphytic microbes and arthropods are rarely considered as a factor that affects arthropod behaviors. Here, volatile emissions from an epiphytic fungus were investigated as semiochemical attractants for two eusocial wasps. The fungus Aureobasidium pullulans was isolated from apples, and the volatile compounds emitted by fungal colonies were quantified. The attractiveness of fungal colonies and fungal volatiles to social wasps (Vespula spp.) were experimentally tested in the field. Three important findings emerged: (1) traps baited with A. pullulans caught 2750 % more wasps on average than unbaited control traps; (2) the major headspace volatiles emitted by A. pullulans were 2-methyl-1-butanol, 3-methyl-1-butanol, and 2-phenylethyl alcohol; and (3) a synthetic blend of fungal volatiles attracted 4,933 % more wasps on average than unbaited controls. Wasps were most attracted to 2-methyl-1-butanol. The primary wasp species attracted to fungal volatiles were the western yellowjacket (Vespula pensylvanica) and the German yellowjacket (V. germanica), and both species externally vectored A. pullulans. This is the first study to link microbial volatile emissions with eusocial wasp behaviors, and these experiments indicate that volatile compounds emitted by an epiphytic fungus can be responsible for wasp attraction. This work implicates epiphytic microbes as important components in the community ecology of some eusocial hymenopterans, and fungal emissions may signal suitable nutrient sources to foraging wasps. Our experiments are suggestive of a potential symbiosis, but additional studies are needed to determine if eusocial wasp-fungal associations are widespread, and whether these associations are incidental, facultative, or obligate.

  20. Health monitoring of plants by their emitted volatiles: A model to predict the effect of Botrytis cinerea on the concentration of volatiles in a large-scale greenhouse

    NARCIS (Netherlands)

    Jansen, R.M.C.; Hofstee, J.W.; Wildt, J.; Vanthoor, B.H.E.; Verstappen, F.W.A.; Takayama, K.; Bouwmeester, H.J.; Henten, van E.J.

    2010-01-01

    This paper describes a model to calculate the concentrations of (Z)-3-hexenol, a-pinene, a-terpinene, ß-caryophyllene, and methyl salicylate in a greenhouse on the basis of their source and sink behaviour. The model was used to determine whether these volatile organic compounds (VOCs) can be used to

  1. Volatility transmission and volatility impulse response functions in European electricity forward markets

    International Nuclear Information System (INIS)

    Le Pen, Yannick; Sevi, Benoit

    2008-01-01

    Using daily data from March 2001 to June 2005, we estimate a VAR-BEKK model and find evidence of return and volatility spillovers between the German, the Dutch and the British forward electricity markets. We apply Hafner and Herwartz [2006, Journal of International Money and Finance 25, 719-740] Volatility Impulse Response Function(VIRF) to quantify the impact of shock on expected conditional volatility. We observe that a shock has a high positive impact only if its size is large compared to the current level of volatility. The impact of shocks are usually not persistent, which may be an indication of market efficiency. Finally, we estimate the density of the VIRF at different forecast horizon. These fitted distributions are asymmetric and show that extreme events are possible even if their probability is low. These results have interesting implications for market participants whose risk management policy is based on option prices which themselves depend on the volatility level. (authors)

  2. Biogenic volatile emissions from the soil.

    Science.gov (United States)

    Peñuelas, J; Asensio, D; Tholl, D; Wenke, K; Rosenkranz, M; Piechulla, B; Schnitzler, J P

    2014-08-01

    Volatile compounds are usually associated with an appearance/presence in the atmosphere. Recent advances, however, indicated that the soil is a huge reservoir and source of biogenic volatile organic compounds (bVOCs), which are formed from decomposing litter and dead organic material or are synthesized by underground living organism or organs and tissues of plants. This review summarizes the scarce available data on the exchange of VOCs between soil and atmosphere and the features of the soil and particle structure allowing diffusion of volatiles in the soil, which is the prerequisite for biological VOC-based interactions. In fact, soil may function either as a sink or as a source of bVOCs. Soil VOC emissions to the atmosphere are often 1-2 (0-3) orders of magnitude lower than those from aboveground vegetation. Microorganisms and the plant root system are the major sources for bVOCs. The current methodology to detect belowground volatiles is described as well as the metabolic capabilities resulting in the wealth of microbial and root VOC emissions. Furthermore, VOC profiles are discussed as non-destructive fingerprints for the detection of organisms. In the last chapter, belowground volatile-based bi- and multi-trophic interactions between microorganisms, plants and invertebrates in the soil are discussed. © 2014 John Wiley & Sons Ltd.

  3. Modeling and forecasting petroleum futures volatility

    International Nuclear Information System (INIS)

    Sadorsky, Perry

    2006-01-01

    Forecasts of oil price volatility are important inputs into macroeconometric models, financial market risk assessment calculations like value at risk, and option pricing formulas for futures contracts. This paper uses several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns. The out-of-sample forecasts are evaluated using forecast accuracy tests and market timing tests. The TGARCH model fits well for heating oil and natural gas volatility and the GARCH model fits well for crude oil and unleaded gasoline volatility. Simple moving average models seem to fit well in some cases provided the correct order is chosen. Despite the increased complexity, models like state space, vector autoregression and bivariate GARCH do not perform as well as the single equation GARCH model. Most models out perform a random walk and there is evidence of market timing. Parametric and non-parametric value at risk measures are calculated and compared. Non-parametric models outperform the parametric models in terms of number of exceedences in backtests. These results are useful for anyone needing forecasts of petroleum futures volatility. (author)

  4. Modelling oil price volatility with structural breaks

    International Nuclear Information System (INIS)

    Salisu, Afees A.; Fasanya, Ismail O.

    2013-01-01

    In this paper, we provide two main innovations: (i) we analyze oil prices of two prominent markets namely West Texas Intermediate (WTI) and Brent using the two recently developed tests by Narayan and Popp (2010) and Liu and Narayan, 2010 both of which allow for two structural breaks in the data series; and (ii) the latter method is modified to include both symmetric and asymmetric volatility models. We identify two structural breaks that occur in 1990 and 2008 which coincidentally correspond to the Iraqi/Kuwait conflict and the global financial crisis, respectively. We find evidence of persistence and leverage effects in the oil price volatility. While further extensions can be pursued, the consideration of asymmetric effects as well as structural breaks should not be jettisoned when modelling oil price volatility. - Highlights: ► We analyze oil price volatility using NP (2010) and LN (2010) tests. ► We modify the LN (2010) to account for leverage effects in oil price. ► We find two structural breaks that reflect major global crisis in the oil market. ► We find evidence of persistence and leverage effects in oil price volatility. ► Leverage effects and structural breaks are fundamental in oil price modelling.

  5. Drug interactions: volatile anesthetics and opioids.

    Science.gov (United States)

    Glass, P S; Gan, T J; Howell, S; Ginsberg, B

    1997-09-01

    Multiple drugs are used to provide anesthesia. Volatile anesthetics are commonly combined with opioids. Several studies have demonstrated that small doses of opioid (i.e., within the analgesic range) result in a marked reduction in minimum alveolar concentration (MAC) of the volatile anesthetic that will prevent purposeful movement in 50% of patients at skin incision). Further increases in opioid dose provide only a further small reduction in MAC. Thus, a ceiling effect of the opioid is observed at a MAC value of the volatile anesthetic equal to its MAC awake. Recovery from anesthesia when an opioid is combined with a volatile anesthetic is dependent on the rate of decrease of both drugs to their respective concentrations that are associated with adequate spontaneous ventilation and awakening. Through an understanding of the pharmacodynamic interaction of volatile anesthetics with opioids and the pharmacokinetic processes responsible for the recovery from drug effect, optimal dosing schemes can thus be developed. A review of these pharmacodynamic and pharmacokinetic principles that will allow clinicians to administer drugs to provide a more optimal anesthetic is provided.

  6. Biological activity and phytochemical composition of the volatile oils from basilicum polystachyon

    International Nuclear Information System (INIS)

    Cui, H.X.; Cheng, F.R.

    2017-01-01

    This paper extracted and determined the chemical components of the volatile oil in Basilicum polystachyon, and measured and evaluated the bioactivity of the volatile oil in Basilicum polystachyon. The oils were obtained by hydrodistillation, and their chemical compositions were separated and determined by gas chromatography-mass spectrometry (GC-MS). Minimum inhibitory concentrations (MIC) were determined by using the 8 kinds of plant pathogenic fungi. The free radicals scavenging activity of its volatile oil for the IC/sub 50/ were investigated by using Trolox as the comparison and cytotoxicity by brine shrimp lethal bioassay. The results show that 64 constituents of oils isolated respectively from Basilicum polystachyon were identified. The appraised components take up 99.75% of the total peak area. The main composition of the volatile oil is sesquiterpenoids and monoterpene. The results exhibit that the volatile oil in Basilicum polystachyon has very strong bioactivity of antimicrobial, antioxidant and cytotoxicity. These results provided the reference for further understanding the chemical components and its bioactivity of this aromatic plant as well as its further development. (author)

  7. The predictive content of CBOE crude oil volatility index

    Science.gov (United States)

    Chen, Hongtao; Liu, Li; Li, Xiaolei

    2018-02-01

    Volatility forecasting is an important issue in the area of econophysics. The information content of implied volatility for financial return volatility has been well documented in the literature but very few studies focus on oil volatility. In this paper, we show that the CBOE crude oil volatility index (OVX) has predictive ability for spot volatility of WTI and Brent oil returns, from both in-sample and out-of-sample perspectives. Including OVX-based implied volatility in GARCH-type volatility models can improve forecasting accuracy most of time. The predictability from OVX to spot volatility is also found for longer forecasting horizons of 5 days and 20 days. The simple GARCH(1,1) and fractionally integrated GARCH with OVX performs significantly better than the other OVX models and all 6 univariate GARCH-type models without OVX. Robustness test results suggest that OVX provides different information from as short-term interest rate.

  8. Volatility Spillover in Chinese Steel Markets

    Science.gov (United States)

    Fang, Wen

    2018-03-01

    This paper examines volatility spillover in Chinese steel markets by comparing spillover effects before and after steel futures market established and finds some interesting change. Volatility spillover method based on multi-GARCH model are proposed. The results show that there is significant proof for spillover effects from B2B electronic market to spot market, and two-way effects between futures and spot market. Market policy planners and practitioners could make decisions according to the master of spillovers. We also find that B2B e-market and futures market can both provide efficient protection against steel price volatility risk, B2B e-market offer a broad-based platform for trading steel commodities over time and space since e-market role in information flow process is dominant.

  9. Volatile components and continental material of planets

    International Nuclear Information System (INIS)

    Florenskiy, K.P.; Nikolayeva, O.V.

    1984-01-01

    It is shown that the continental material of the terrestrial planets varies in composition from planet to planet according to the abundances and composition of true volatiles (H 2 0, CO 2 , etc.) in the outer shells of the planets. The formation of these shells occurs very early in a planet's evolution when the role of endogenous processes is indistinct and continental materials are subject to melting and vaporizing in the absence of an atmosphere. As a result, the chemical properties of continental materials are related not only to fractionation processes but also to meltability and volatility. For planets retaining a certain quantity of true volatile components, the chemical transformation of continental material is characterized by a close interaction between impact melting vaporization and endogeneous geological processes

  10. Price volatility in wind dominant electricity markets

    DEFF Research Database (Denmark)

    Farashbashi-Astaneh, Seyed-Mostafa; Chen, Zhe

    2013-01-01

    High penetration of intermittent renewable energy sources causes price volatility in future electricity markets. This is specially the case in European countries that plan high penetration levels. This highlights the necessity for revising market regulations and mechanisms in accordance...... to generation combination portfolio. Proposed solutions should be able to tackle with emerging challenges which are mainly due to high variability and unpredictability of intermittent renewable resources. In this paper high price volatility will be introduced as an emerging challenge in wind dominant...... electricity markets. High price volatility is unappreciated because it imposes high financial risk levels to both electricity consumers and producers. Additionally high price variations impede tracking price signals by consumers in future smart grid and jeopardize implementation of demand response concepts...

  11. The volatility of stock market prices.

    Science.gov (United States)

    Shiller, R J

    1987-01-02

    If the volatility of stock market prices is to be understood in terms of the efficient markets hypothesis, then there should be evidence that true investment value changes through time sufficiently to justify the price changes. Three indicators of change in true investment value of the aggregate stock market in the United States from 1871 to 1986 are considered: changes in dividends, in real interest rates, and in a direct measure of intertemporal marginal rates of substitution. Although there are some ambiguities in interpreting the evidence, dividend changes appear to contribute very little toward justifying the observed historical volatility of stock prices. The other indicators contribute some, but still most of the volatility of stock market prices appears unexplained.

  12. Different methods for volatile sampling in mammals.

    Directory of Open Access Journals (Sweden)

    Marlen Kücklich

    Full Text Available Previous studies showed that olfactory cues are important for mammalian communication. However, many specific compounds that convey information between conspecifics are still unknown. To understand mechanisms and functions of olfactory cues, olfactory signals such as volatile compounds emitted from individuals need to be assessed. Sampling of animals with and without scent glands was typically conducted using cotton swabs rubbed over the skin or fur and analysed by gas chromatography-mass spectrometry (GC-MS. However, this method has various drawbacks, including a high level of contaminations. Thus, we adapted two methods of volatile sampling from other research fields and compared them to sampling with cotton swabs. To do so we assessed the body odor of common marmosets (Callithrix jacchus using cotton swabs, thermal desorption (TD tubes and, alternatively, a mobile GC-MS device containing a thermal desorption trap. Overall, TD tubes comprised most compounds (N = 113, with half of those compounds being volatile (N = 52. The mobile GC-MS captured the fewest compounds (N = 35, of which all were volatile. Cotton swabs contained an intermediate number of compounds (N = 55, but very few volatiles (N = 10. Almost all compounds found with the mobile GC-MS were also captured with TD tubes (94%. Hence, we recommend TD tubes for state of the art sampling of body odor of mammals or other vertebrates, particularly for field studies, as they can be easily transported, stored and analysed with high performance instruments in the lab. Nevertheless, cotton swabs capture compounds which still may contribute to the body odor, e.g. after bacterial fermentation, while profiles from mobile GC-MS include only the most abundant volatiles of the body odor.

  13. Hedging electricity price volatility using nuclear power

    International Nuclear Information System (INIS)

    Mari, Carlo

    2014-01-01

    Highlights: • Nuclear power is an important asset to reduce the volatility of electricity prices. • Unpredictability of fossil fuels and carbon prices makes power prices very volatile. • The dynamics of fossil fuels and carbon prices is described by Brownian motions. • LCOE values, volatilities and correlations are obtained via Monte Carlo simulations. • Optimal portfolios of generating technologies are get using a mean–variance approach. - Abstract: The analysis presented in this paper aims to put in some evidence the role of nuclear power as hedging asset against the volatility of electricity prices. The unpredictability of natural gas and coal market prices as well as the uncertainty in environmental policies may affect power generating costs, thus enhancing volatility in electricity market prices. The nuclear option, allowing to generate electricity without carbon emissions, offers the possibility to reduce the volatility of electricity prices through optimal diversification of power generating technologies. This paper provides a methodological scheme to plan well diversified “portfolios” of generating capacity that minimize the electricity price risk induced by random movements of fossil fuels market prices and by unpredictable fluctuations of carbon credits prices. The analysis is developed within a stochastic environment in which the dynamics of fuel prices as well as the dynamics of carbon credits prices is assumed to evolve in time according to well defined Brownian processes. Starting from market data and using Monte Carlo techniques to simulate generating cost values, the hedging argument is developed by selecting optimal portfolio of power generating technologies using a mean–variance approach

  14. On the non-causal link between volatility and growth

    DEFF Research Database (Denmark)

    Posch, Olaf; Wälde, Klaus

    A model highlighting the endogeneity of both volatility and growth is presented. Volatility and growth are therefore correlated but there is no causal link from volatility to growth. This joint endogeneity is illustrated by working out the effects through which economies with different tax levels...... di er both in their volatility and growth. Using a continuous-time DSGE model with plausible parametric restrictions, we obtain closedform measures of macro volatility based on cyclical components and output growth rates. Given our results, empirical volatility-growth analysis should include controls...

  15. Volume, Volatility and Public News Announcements

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Li, Jia; Xue, Yuan

    We provide new empirical evidence for the way in which financial markets process information. Our results are based on high-frequency intraday data along with new econometric techniques for making inference on the relationship between trading intensity and spot volatility around public news...... announcements. Consistent with the predictions derived from a theoretical model in which investors agree to disagree, our estimates for the intraday volume-volatility elasticity around the most important news announcements are systematically below unity. Our elasticity estimates also decrease significantly...

  16. Explaining output volatility: The case of taxation

    DEFF Research Database (Denmark)

    Posch, Olaf

    the second moment of output growth rates without (long-run) effects on the first moment. Taking the model to the data, we exploit observed heterogeneity patterns to estimate effects of tax rates on macro volatility using panel estimation, explicitly modeling the unobserved variance process. We find a strong......This paper studies the effects of taxation on output volatility in OECD countries to shed light on the sources of observed heterogeneity over time and across countries. To this end, we derive tax effects on macro aggregates in a stochastic neoclassical model. As a result, taxes are shown to affect...... positive effects....

  17. Arsenic volatilization in model anaerobic biogas digesters

    International Nuclear Information System (INIS)

    Mestrot, Adrien; Xie, Wan-Ying; Xue, Ximei; Zhu, Yong-Guan

    2013-01-01

    Highlights: • Arsenic is volatilized form all model anaerobic digesters, including the non-treated ones. • Volatile As species can be identified and quantified in all digesters. • Non-arsenic treated digesters volatilization rates are higher than Roxarsone treated ones. - Abstract: Arsenic is a class 1 non-threshold carcinogen which is highly ubiquitous. Arsenic undergoes many different transformations (biotic or abiotic) between and within environmental compartments, leading to a number of different chemical species possessing different properties and toxicities. One specific transformation is As biotic volatilization which is coupled with As biomethylation and has been scarcely studied due to inherent sampling issues. Arsenic methylation/volatilization is also linked with methanogenesis and occurs in anaerobic environments. In China, rice straw and animal manure are very often used to produce biogas and both can contain high amounts of As, especially if the rice is grown in areas with heavy mining or smelting industries and if Roxarsone is fed to the animals. Roxarsone is an As-containing drug which is widely used in China to control coccidian intestinal parasites, to improve feed efficiency and to promote rapid growth. Previous work has shown that this compound degrades to inorganic As under anaerobic conditions. In this study the focus is on biotic transformations of As in small microcosms designed as biogas digester models (BDMs) using recently validated As traps, thus, enabling direct quantification and identification of volatile As species. It is shown that although there was a loss of soluble As in the BDMs, their conditions favored biomethylation. All reactors produced volatile As, especially the monomethylarsonic acid spiked ones with 413 ± 148 ng As (mean ± SD, n = 3) which suggest that the first methylation step, from inorganic As, is a limiting factor. The most abundant species was trimethylarsine, but the toxic arsine was present in the

  18. Assessment of waste management of volatile radionuclides

    International Nuclear Information System (INIS)

    Altomare, P.M.; Barbier, M.; Lord, N.; Nainan, D.

    1979-05-01

    This document presents a review of the Technologies for Waste Management of the Volatile Radionuclides of iodine-129, krypton-85, tritium, and carbon-14. The report presents an estimate of the quantities of these volatile radionuclides as are produced in the nuclear power industry. The various technologies as may be used, or which are under investigation, to immobilize these nuclides and to contain them during storage and in disposal are discussed. Also, the alternative disposal options as may be applied to isolate these radioactive wastes from the human environment are presented. The report contains information which was available through approximately January 1978

  19. $1.8 Million and counting: how volatile agent education has decreased our spending $1000 per day.

    Science.gov (United States)

    Miller, Scott A; Aschenbrenner, Carol A; Traunero, Justin R; Bauman, Loren A; Lobell, Samuel S; Kelly, Jeffrey S; Reynolds, John E

    2016-12-01

    Volatile anesthetic agents comprise a substantial portion of every hospital's pharmacy budget. Challenged with an initiative to lower anesthetic drug expenditures, we developed an education-based intervention focused on reducing volatile anesthetic costs while preserving access to all available volatile anesthetics. When postintervention evaluation demonstrated a dramatic year-over-year reduction in volatile agent acquisition costs, we undertook a retrospective analysis of volatile anesthetic purchasing data using time series analysis to determine the impact of our educational initiative. We obtained detailed volatile anesthetic purchasing data from the Central Supply of Wake Forest Baptist Health from 2007 to 2014 and integrated these data with the time course of our educational intervention. Aggregate volatile anesthetic purchasing data were analyzed for 7 consecutive fiscal years. The educational initiative emphasized tissue partition coefficients of volatile anesthetics in adipose tissue and muscle and their impact on case management. We used an interrupted time series analysis of monthly cost per unit data using autoregressive integrated moving average modeling, with the monthly cost per unit being the amount spent per bottle of anesthetic agent per month. The cost per unit decreased significantly after the intervention (t=-6.73, Pper unit decreased $48 after the intervention, with 95% confidence interval of $34 to $62. As evident from the data, the purchasing of desflurane and sevoflurane decreased, whereas that of isoflurane increased. An educational initiative focused solely on the selection of volatile anesthetic agent per case significantly reduced volatile anesthetic expense at a tertiary medical center. This approach appears promising for application in other hospitals in the rapidly evolving, value-added health care environment. We were able to accomplish this with instruction on tissue partition coefficients and each agent's individual cost per MAC

  20. Characterization of chromia scales formed in supercritical carbon dioxide

    Energy Technology Data Exchange (ETDEWEB)

    Pint, Bruce A. [ORNL; Unocic, Kinga A. [ORNL; Brese, Robert G. [ORNL; Keiser, James R. [ORNL

    2017-10-01

    Initial experimental work at 700°–800 °C is in progress to develop a lifetime model for supercritical CO2 (sCO2) compatibility for a 30-year lifetime of a >700 °C concentrated solar power system. Nickel-based alloys 282, 740H and 625 and Fe-based alloy 25 are being evaluated in 500-h cycles at 1 and 300 bar, and 10-h cycles in 1 bar industrial grade CO2. The alloys showed similar low rates of oxidation in 1 and 300 bar CO2 in 500-h cycles at 750 °C. However, in 10-h cycles, alloy 25 showed accelerated attack at 700° and 750 °C. Transmission electron microscopy scale cross-sections on alloy 25 after 1000 h at 700 °C in sCO2 and in air only showed a small row of carbides beneath the scale in the former environment. Similar characterisation was performed on alloys 625 and 282 after sCO2 exposure at 750 °C.

  1. Water stress and ripeness effects on the volatile composition of Cabernet Sauvignon wines.

    Science.gov (United States)

    Talaverano, Inmaculada; Ubeda, Cristina; Cáceres-Mella, Alejandro; Valdés, María Esperanza; Pastenes, Claudio; Peña-Neira, Álvaro

    2018-02-01

    Controlled water deficits affect grape berry physiology and the resulting wines, with volatile composition being the one of the affected parameters. However, there is a potential disconnect between aromatic maturity and sugar accumulation. Accordingly, the effects of three different water status levels over two growing seasons (2014 and 2015) and two different harvest dates on the aroma compounds from Cabernet Sauvignon wines were studied. Volatile compounds were determined using headspace solid phase microextraction coupled with gas chromatoghraphy/mass spectrometry. Around 45 volatile compounds were determined in the wines and, among these, esters were affected the most, presenting lower concentrations when the most restrictive water treatment was applied in both years. By contrast, volatile acids presented the highest concentrations when the lowest level of irrigation was applied. On the other hand, a delay in harvesting produced an increase in the total amount of volatile compounds in samples from the most restrictive water treatment. These results are coincident with a principal component analysis that indicated a great separation between years, deficit irrigation treatments and harvest dates. The results of the present study suggest that a low water supply had a negative effect on the aromatic potential of wines at a similar ripening stage. However, this effect could be countered by harvesting at a later date. © 2017 Society of Chemical Industry. © 2017 Society of Chemical Industry.

  2. Relationship between sensory attributes and volatile compounds of polish dry-cured loin

    Science.gov (United States)

    Górska, Ewa; Nowicka, Katarzyna; Jaworska, Danuta; Przybylski, Wiesław; Tambor, Krzysztof

    2017-01-01

    Objective The aim of this work was to determine the relationship between objective sensory descriptors and volatile flavour compound composition of Polish traditional dry-cured loin. Methods The volatile compounds were investigated by using solid phase microextraction (SPME) and gas chromatography–mass spectrometry (GC–MS). For sensory assessment, the quantitative descriptive analysis (QDA) method was used. Results A total of 50 volatile compounds were found and assigned to 17 chemical families. Most of the detected volatile compounds derived from smoking, lipid oxidative reactions and seasoning (46.8%, 21.7%, and 18.9%, respectively). The dominant compounds were: aromatic hydrocarbon (toluene); alkanes (hexane, heptane, and 2,2,4-trimethylpentane); aldehyde (hexanal); alcohol (2-furanmethanol); ketone (3-hydroxy-2-butanone); phenol (guaiacol); and terpenes (eucalyptol, cymene, γ-terpinen, and limonene). Correlation analysis showed that some compounds derived from smoking were positively correlated with the intensity of cured meat odour and flavour and negatively with the intensity of dried meat odour and flavour, while terpenes were strongly correlated with odour and flavour of added spices. Conclusion The analysed dry-cured loins were characterized by specific and unique sensory profile. Odour and flavour of studied loins was mainly determined by volatile compounds originating from smoking, seasoning and lipid oxidation. Obtained results suggest that smoking process is a crucial stage during Polish traditional dry-cured loins production. PMID:27456422

  3. Relationship between sensory attributes and volatile compounds of polish dry-cured loin

    Directory of Open Access Journals (Sweden)

    Ewa Górska

    2017-05-01

    Full Text Available Objective The aim of this work was to determine the relationship between objective sensory descriptors and volatile flavour compound composition of Polish traditional dry-cured loin. Methods The volatile compounds were investigated by using solid phase microextraction (SPME and gas chromatography–mass spectrometry (GC–MS. For sensory assessment, the quantitative descriptive analysis (QDA method was used. Results A total of 50 volatile compounds were found and assigned to 17 chemical families. Most of the detected volatile compounds derived from smoking, lipid oxidative reactions and seasoning (46.8%, 21.7%, and 18.9%, respectively. The dominant compounds were: aromatic hydrocarbon (toluene; alkanes (hexane, heptane, and 2,2,4-trimethylpentane; aldehyde (hexanal; alcohol (2-furanmethanol; ketone (3-hydroxy-2-butanone; phenol (guaiacol; and terpenes (eucalyptol, cymene, γ-terpinen, and limonene. Correlation analysis showed that some compounds derived from smoking were positively correlated with the intensity of cured meat odour and flavour and negatively with the intensity of dried meat odour and flavour, while terpenes were strongly correlated with odour and flavour of added spices. Conclusion The analysed dry-cured loins were characterized by specific and unique sensory profile. Odour and flavour of studied loins was mainly determined by volatile compounds originating from smoking, seasoning and lipid oxidation. Obtained results suggest that smoking process is a crucial stage during Polish traditional dry-cured loins production.

  4. Volcanic fluxes of volatiles. Preliminary estimates based on rare gas and major volatile calibration

    International Nuclear Information System (INIS)

    Marty, B.

    1992-01-01

    New estimates for volatile fluxes into the atmosphere and hydrosphere through volcanism have been computed using the measured fluxes of 3 He in oceans and SO 2 in the atmosphere, and the ratios between the volatiles in Mid-Ocean Ridge basalts and in high temperature volcanic gases. These estimates have been checked using independent estimates of the volcanic fluxes. This method provides a reliable means of tracing volatile fluxes, although its precision is restricted by the limited amount of data currently available. (author). 19 refs, 1 tab

  5. Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

    International Nuclear Information System (INIS)

    Gulisashvili, Archil; Stein, Elias M.

    2010-01-01

    We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.

  6. Agricultural management, season and trace elements effects on volatile oil production from Melissa officinalis L. (Lemon balm)

    International Nuclear Information System (INIS)

    Sussa, Fabio Vitorio; Duarte, Celina Lopes; Silva, Paulo Sergio Cardoso da; Furlan, Marcos Roberto

    2016-01-01

    The objective of this study was to provide information about organic and mineral fertilization, season and trace elements effects on volatile oil production by the species Melissa officinalis. Elemental concentration was determined by instrumental neutron activation analysis and atomic absorption spectrometry. The volatile oil was extracted by hydrodistillation and analyzed by gas chromatography coupled to a mass spectrometer. The elemental content and the main compounds vary according to agricultural management and season. The results indicate that the production of volatile oil main compounds from M. officinalis is correlated with the concentrations of Na, Co, Rb, Cd, Cs, La, Sm and Hf. (author)

  7. Volatile inventories in clathrate hydrates formed in the primordial nebula.

    Science.gov (United States)

    Mousis, Olivier; Lunine, Jonathan I; Picaud, Sylvain; Cordier, Daniel

    2010-01-01

    The examination of ambient thermodynamic conditions suggests that clathrate hydrates could exist in the Martian permafrost, on the surface and in the interior of Titan, as well as in other icy satellites. Clathrate hydrates are probably formed in a significant fraction of planetesimals in the solar system. Thus, these crystalline solids may have been accreted in comets, in the forming giant planets and in their surrounding satellite systems. In this work, we use a statistical thermodynamic model to investigate the composition of clathrate hydrates that may have formed in the primordial nebula. In our approach, we consider the formation sequence of the different ices occurring during the cooling of the nebula, a reasonable idealization of the process by which volatiles are trapped in planetesimals. We then determine the fractional occupancies of guests in each clathrate hydrate formed at a given temperature. The major ingredient of our model is the description of the guest-clathrate hydrate interaction by a spherically averaged Kihara potential with a nominal set of parameters, most of which are fitted to experimental equilibrium data. Our model allows us to find that Kr, Ar and N2 can be efficiently encaged in clathrate hydrates formed at temperatures higher than approximately 48.5 K in the primitive nebula, instead of forming pure condensates below 30 K. However, we find at the same time that the determination of the relative abundances of guest species incorporated in these clathrate hydrates strongly depends on the choice of the parameters of the Kihara potential and also on the adopted size of cages. Indeed, by testing different potential parameters, we have noted that even minor dispersions between the different existing sets can lead to non-negligible variations in the determination of the volatiles trapped in clathrate hydrates formed in the primordial nebula. However, these variations are not found to be strong enough to reverse the relative abundances

  8. Trichomes and chemical composition of the volatile oil of Trichogonia cinerea (Gardner) R. M. King & H. Rob. (Eupatorieae, Asteraceae).

    Science.gov (United States)

    Fernandes, Yanne S; Trindade, Luma M P; Rezende, Maria Helena; Paula, José R; Gonçalves, Letícia A

    2016-03-01

    Trichogonia cinerea is endemic to Brazil and occurs in areas of cerrado and campo rupestre. In this study, we characterized the glandular and non-glandular trichomes on the aerial parts of this species, determined the principal events in the development of the former, and identified the main constituents of the volatile oil produced in its aerial organs. Fully expanded leaves, internodes, florets, involucral bracts, and stem apices were used for the characterization of trichomes. Leaves, internodes, florets, and involucral bracts were examined by light microscopy and scanning electron microscopy, whereas stem apices were examined only by light microscopy. Branches in the reproductive phase were used for the extraction and determination of the composition of the volatile oil. The species has three types of glandular trichomes, biseriate vesicular, biseriate pedunculate, and multicellular uniseriate, which secrete volatile oils and phenolic compounds. The major components identified in the volatile oil were 3,5-muuroladiene (39.56%) and butylated hydroxytoluene (13.07%).

  9. Modeling volatility using state space models.

    Science.gov (United States)

    Timmer, J; Weigend, A S

    1997-08-01

    In time series problems, noise can be divided into two categories: dynamic noise which drives the process, and observational noise which is added in the measurement process, but does not influence future values of the system. In this framework, we show that empirical volatilities (the squared relative returns of prices) exhibit a significant amount of observational noise. To model and predict their time evolution adequately, we estimate state space models that explicitly include observational noise. We obtain relaxation times for shocks in the logarithm of volatility ranging from three weeks (for foreign exchange) to three to five months (for stock indices). In most cases, a two-dimensional hidden state is required to yield residuals that are consistent with white noise. We compare these results with ordinary autoregressive models (without a hidden state) and find that autoregressive models underestimate the relaxation times by about two orders of magnitude since they do not distinguish between observational and dynamic noise. This new interpretation of the dynamics of volatility in terms of relaxators in a state space model carries over to stochastic volatility models and to GARCH models, and is useful for several problems in finance, including risk management and the pricing of derivative securities. Data sets used: Olsen & Associates high frequency DEM/USD foreign exchange rates (8 years). Nikkei 225 index (40 years). Dow Jones Industrial Average (25 years).

  10. Volatile components from Anthriscus sylvestris (L.) Hoffm

    NARCIS (Netherlands)

    Bos, R.; Koulman, A; Woerdenbag, H.J.; Quax, Wim; Pras, N.

    2002-01-01

    The volatile components of fresh leaves and roots from Anthriscus sylvestris (L.) Hoffm., obtained through hydrodistillation, were analysed by GC and GC-MS. This was compared to dichloromethane extracts of both fresh and dried leaf and root material. The monoterpene fraction (69-70%) dominated,

  11. Ammonia volatilization from coated urea forms

    Directory of Open Access Journals (Sweden)

    Carlos Antonio Costa do Nascimento

    2013-08-01

    Full Text Available Nitrogen fertilization is a major component of the cost of agricultural production, due to the high cost and low efficiency of fertilizers. In the case of urea, the low efficiency is mainly due to losses by volatilization, which are more pronounced in cultivation systems in which plant residues are left on the soil. The objective of this work was to compare the influence of urea coated with sulfur or boric acid and copper sulfate with conventional N fertilizers on N volatilization losses in sugar cane harvested after stubble burning. The sources urea, sulfur-coated urea, urea coated with boric acid and copper sulfate, as well as nitrate and ammonium sulfate, were tested at amounts containing N rates of 120 kg ha-1 N. The integration of new technologies in urea fertilization can reduce N losses by volatilization. These losses were most reduced when using nitrate and ammonium sulfate. The application of a readily acidified substance (boric acid to urea was more efficient in reducing volatilization losses and nutrient removal by sugar cane than that of a substance with gradual acidification (elemental sulfur.

  12. Principal volatil components of Txakoli of Bizkaia

    Directory of Open Access Journals (Sweden)

    Ana Escobal

    1995-12-01

    Full Text Available The aim of this work was to characterize the Txakoli of Bizkaia, a wine produced in the Basque Country. This note gives account of the volatile content of the wine which has been awarded by the Denominacíon de Origen Bizkaiko Txakolina quality label (BOPV, 1994.

  13. Volatile-mediated interactions in the rhizosphere

    NARCIS (Netherlands)

    Cordovez da Cunha, Viviane

    2016-01-01

    Plants and microorganisms are constantly engaged in highly dynamic interactions both above- and belowground. Several of these interactions are mediated by volatile organic compounds (VOCs), small carbon-based compounds with high vapor pressure at ambient temperature. In the rhizosphere, VOCs have

  14. Compositional Analysis and Antioxidant Activity of Volatile ...

    African Journals Online (AJOL)

    Compositional Analysis and Antioxidant Activity of Volatile. Components of Two Salvia spp. F Forouzin*, R Jamei and R Heidari. Department of Biology, Faculty of Science, Urmia University, West Azerbaijan, Iran. *For correspondence: Email: f_forouzin@yahoo.com, rjamei274@gmail.com, r.heidari@mail.urmia.ac.ir; Tel: ...

  15. Managing and Harnessing Volatile Oil Windfalls

    NARCIS (Netherlands)

    van den Bremer, T.S.; van der Ploeg, F.

    2013-01-01

    Three funds are necessary to manage an oil windfall: intergenerational, liquidity, and investment funds. The optimal liquidity fund is bigger if the windfall lasts longer and oil price volatility, prudence, and the GDP share of oil rents are high and productivity growth is low. The paper applies the

  16. Mechanism of monoterpene volatilization in Salvia mellifera

    Energy Technology Data Exchange (ETDEWEB)

    Dement, W A; Tyson, B J; Mooney, H A

    1975-01-01

    Monoterpene volatilization in Salvia mellifera is primarily dependent on the vapor pressures of the terpenes as they are influenced by temperature, the humidity of the air surrounding the leaf and the surface area of oil present on the leaf. 12 references, 1 figure, 2 tables.

  17. Volatility Spillover Effects in European Equity Markets

    NARCIS (Netherlands)

    Baele, L.

    2003-01-01

    This paper quantifies the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and US market to 13 local European equity markets.I develop a shock spillover model that decomposes local unexpected returns into a country speciffic shock, a regional European

  18. Networks of volatility spillovers among stock markets

    Science.gov (United States)

    Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; Výrost, Tomáš

    2018-01-01

    In our network analysis of 40 developed, emerging and frontier stock markets during the 2006-2014 period, we describe and model volatility spillovers during both the global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several exogenous characteristics. We document the presence of significant temporal proximity effects between markets and somewhat weaker temporal effects with regard to the US equity market - volatility spillovers decrease when markets are characterized by greater temporal proximity. Volatility spillovers also present a high degree of interconnectedness, which is measured by high spatial autocorrelation. This finding is confirmed by spatial regression models showing that indirect effects are much stronger than direct effects; i.e., market-related changes in 'neighboring' markets (within a network) affect volatility spillovers more than changes in the given market alone, suggesting that spatial effects simply cannot be ignored when modeling stock market relationships. Our results also link spillovers of escalating magnitude with increasing market size, market liquidity and economic openness.

  19. Volatility as a downside of fairness

    OpenAIRE

    Leibfried, Peter; Zimmermann, Marc-Daniel

    2008-01-01

    Accounting Standards increasingly require financial instruments such as stocks, derivatives and structured products to be measured at fair value. As fair values represent a financial instrument's market value, price fluctuations find their way into financial statements. Even though fair value measurement provides useful information about the current value of a corporation's assets, it also increases the volatility of earnings.

  20. Volatiles Of Lysimachia Paridiformis Var. Stenophylla, Lysimachia ...

    African Journals Online (AJOL)

    Twenty-one compounds were identified in the leaves of L. fortumei, accounting for 94.72% of the total volatile fraction. ... Conclusion: The results showed that the main composition types were similar in the three plants, but the content was different, which indicated that the similar composition types provided the same medical ...

  1. Linux Incident Response Volatile Data Analysis Framework

    Science.gov (United States)

    McFadden, Matthew

    2013-01-01

    Cyber incident response is an emphasized subject area in cybersecurity in information technology with increased need for the protection of data. Due to ongoing threats, cybersecurity imposes many challenges and requires new investigative response techniques. In this study a Linux Incident Response Framework is designed for collecting volatile data…

  2. Acid volatile sulfide (AVS)- a comment

    NARCIS (Netherlands)

    Meysman, F.J.R.; Middelburg, J.J.

    2005-01-01

    The review by Rickard and Morse (this volume) adequately summarizes our current understanding with respect to acid-volatile sulfides (AVS). At the same time, this review addresses some of the misunderstandings with regard to measurements and dynamics of this important sedimentary sulfur pool. In

  3. Scaling properties of foreign exchange volatility

    NARCIS (Netherlands)

    Gençay, R.; Selçuk, F.; Whitcher, B.

    2001-01-01

    In this paper, we investigate the scaling properties of foreign exchange volatility. Our methodology is based on a wavelet multi-scaling approach which decomposes the variance of a time series and the covariance between two time series on a scale by scale basis through the application of a discrete

  4. Effect of volatile compounds on excimer laser power delivery.

    Science.gov (United States)

    Van Horn, Stewart D; Hovanesian, John A; Maloney, Robert K

    2002-01-01

    To determine whether vapors from perfume, hairspray, oil-based paint, or water-based paint affect excimer laser beam power delivery at the corneal surface. We measured the power delivery of an Apex Plus laser before, during, and after exposure to vapors from the following volatile compounds: three types of perfume, hair spray, an oil-based paint, and a water-based paint. A digital calorimeter was used to measure the steady-state beam power of the laser during laser discharge at the corneal plane. Multiple trials were run with each compound, and the change in laser energy over time was examined to determine if any of the compounds caused degradation of the laser optics. The presence of a volatile compound in the room caused no change in mean laser energy in comparison to before and after the compound was present. However, perfumes caused a progressive decline in laser beam power throughout the trials. Controlling for this progressive decline, there was no significant difference from perfume to perfume. None of the compounds tested caused a decline in laser beam power while present in the room. However, the presence of any perfume caused a deterioration in beam power over time, suggesting a degradation of the laser optics for all perfumes. Laser centers should consider advising their patients and staff to not wear perfumes in the laser suite.

  5. Volatile fatty acids production in ruminants and the role of ...

    African Journals Online (AJOL)

    Yomi

    organic volatile fatty acids (VFAs) and microbial protein then become available to the host. .... BE, Drewes LR (2003). Molecular features, regulation and ... Dynamics of ruminal volatile fatty acids in black and white bulls before and after feeding ...

  6. SITE TECHNOLOGY CAPSULE: SUBSURFACE VOLATILIZATION AND VENTILATION SYSTEM (SVVS)

    Science.gov (United States)

    The Subsurface Volatilization and Ventilation System is an integrated technology used for attacking all phases of volatile organic compound (VOC) contamination in soil and groundwater. The SVVS technology promotes insitu remediation of soil and groundwater contaminated with or-ga...

  7. Isolation of volatile compounds of Aloe excelsa (Berger ...

    African Journals Online (AJOL)

    PROMOTING ACCESS TO AFRICAN RESEARCH ... Industrial and pharmacological applications of volatile and non-volatile compounds isolated ... Three commercially important compounds, namely: phenylacetonitrile, carvone and limonene were identified using gas ... EMAIL FREE FULL TEXT EMAIL FREE FULL TEXT

  8. Forecasting volatility in the presence of Leverage Effect

    OpenAIRE

    Jean-Christophe Domenge; Rémi Rhodes; Vincent Vargas

    2010-01-01

    We define a simple and tractable method for adding the Leverage effect in general volatility predictions. As an application, we compare volatility predictions with and without Leverage on the SP500 Index during the period 2002-2010.

  9. Forecasting Exchange Rate Volatility in the Presence of Jumps

    DEFF Research Database (Denmark)

    Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard

    We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniquesto compute realized return volatility and its separate continuous sample path and jumpcomponents, and measures based on prices...... of exchange rate futures options, allowingcalculation of option implied volatility. We find that implied volatility is an informationallyefficient but biased forecast of future realized exchange rate volatility. Furthermore,we show that log-normality is an even better distributional approximation...... for impliedvolatility than for realized volatility in this market. Finally, we show that the jump componentof future realized exchange rate volatility is to some extent predictable, and thatoption implied volatility is the dominant forecast of the future jump component....

  10. Methodology for the detection of contamination by hydrocarbons and further soil sampling for volatile and semi-volatile organic enrichment in former petrol stations, SE Spain

    Directory of Open Access Journals (Sweden)

    Rosa María Rosales Aranda

    2012-01-01

    Full Text Available The optimal detection and quantification of contamination plumes in soil and groundwater by petroleum organic compounds, gasoline and diesel, is critical for the reclamation of hydrocarbons contaminated soil at petrol stations. Through this study it has been achieved a sampling stage optimization in these scenarios by means of the location of potential contamination areas before sampling with the application of the 2D electrical resistivity tomography method, a geophysical non destructive technique based on resistivity measurements in soils. After the detection of hydrocarbons contaminated areas, boreholes with continuous coring were performed in a petrol station located in Murcia Region (Spain. The drillholes reached depths down to 10 m and soil samples were taken from each meter of the drilling. The optimization in the soil samples handling and storage, for both volatile and semi-volatile organic compounds determinations, was achieved by designing a soil sampler to minimize volatilization losses and in order to avoid the manual contact with the environmental samples during the sampling. The preservation of soil samples was performed according to Europe regulations and US Environmental Protection Agency recommendations into two kinds of glass vials. Moreover, it has been taken into account the determination techniques to quantify the hydrocarbon pollution based on Gas Chromatography with different detectors and headspace technique to reach a liquid-gas equilibrium for volatile analyses.

  11. Proboscis extension reflex platform for volatiles and semi-volatiles detection

    Energy Technology Data Exchange (ETDEWEB)

    Wingo, Robert M. (Los Alamos, NM); McCabe, Kirsten J. (Los Alamos, NM); Haarmann, Timothy K. (Jemez Pueblo, NM)

    2010-11-30

    The present invention provides an apparatus for the detection of volatile and semi-volatile chemicals using the olfactory abilities of honey bees that are trained to respond to the presence of a specific chemical in a sample of gas with the proboscis extension reflex (PER). In particular, the geometry and arrangement of the parts of the apparatus are such that the amount of surface area in contact with the sample of gas prior to its introduction to the bees is minimized to improve the detection of particular volatile and semi-volatile that have a tendency to "stick" to contacting surfaces, especially certain chemicals associated with explosives and narcotics. According to another aspect of the present invention, a pre-concentrating means is incorporated with the device to effectively increase the concentration of "sticky" chemicals presented to the insects.

  12. Can Equity Volatility Explain the Global Loan Pricing Puzzle?

    OpenAIRE

    Lewis Gaul; Pinar Uysal

    2013-01-01

    This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze whether equity volatility, an error prone measure of firm volatility, can explain this difference in loan spreads. We show that using equity volatility in OLS regressions will result in biased and inconsistent estimates of the difference in U.S. ...

  13. Consequences for option pricing of a long memory in volatility

    OpenAIRE

    Taylor, S J

    2001-01-01

    The economic consequences of a long memory assumption about volatility are documented, by comparing implied volatilities for option prices obtained from short and long memory volatility processes. Numerical results are given for options on the S&P 100 index from 1984 to 1998, with lives up to two years. The long memory assumption is found to have a significant impact upon the term structure of implied volatilities and a relatively minor impact upon smile effects. These conclusions are importa...

  14. THE EFFECT OF EXCHANGE RATE VOLATILITY ON WHEAT TRADE WORLDWIDE

    OpenAIRE

    Sun, Changyou; Kim, Mina; Koo, Won W.; Cho, Guedae; Jin, Hyun Joung

    2002-01-01

    A modified gravity-type model was employed to evaluate the effect of exchange rate volatility on wheat exports worldwide. Special attention was given to the econometric properties of the gravity model within panel framework. Short and long-term measures of exchange rate volatility were constructed and compared. Both measures of exchange rate volatility have exhibited a negative effect on world wheat trade and the long-term effect was even larger. This result implies that exchange rate volatil...

  15. Investigating banks’ financial structure on profitability and price volatility of banks’ shares: Evidence from Tehran Stock Exchange

    OpenAIRE

    Zeinab Mirzaei; Mohsen Hamidian; Mohammad Khodaei Valahzaghard

    2014-01-01

    This paper presents an empirical investigation to study the relationship between financial structure on profitability and price volatility of banks’ shares, which are operating in Iran. The proposed study considers the information of 21 Iranian banks over the period 2006-2012. Using some regression techniques, the study has determined that there was a negative relationship between leverage and return on assets but there was not any meaningful relationship between leverage and price volatility...

  16. Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary

    DEFF Research Database (Denmark)

    Dahl, Christian Møller; Iglesias, Emma M.

    In this paper a new GARCH-M type model, denoted the GARCH-AR, is proposed. In particular, it is shown that it is possible to generate a volatility-return trade-off in a regression model simply by introducing dynamics in the standardized disturbance process. Importantly, the volatility in the GARCH......, we provide an empirical illustration showing the empirical relevance of the GARCH-AR model based on modelling a wide range of leading US stock return series....

  17. Dynamic Asset Allocation Strategies Based on Volatility, Unexpected Volatility and Financial Turbulence

    OpenAIRE

    Grimsrud, David Borkner

    2015-01-01

    Masteroppgave økonomi og administrasjon- Universitetet i Agder, 2015 This master thesis looks at unexpected volatility- and financial turbulence’s predictive ability, and exploit these measures of financial risk, together with volatility, to create three dynamic asset allocation strategies, and test if they can outperform a passive and naively diversified buy-and-hold strategy. The idea with the dynamic strategies is to increase the portfolio return by keeping the portfolio risk at a low a...

  18. Realized volatility and absolute return volatility: a comparison indicating market risk.

    Directory of Open Access Journals (Sweden)

    Zeyu Zheng

    Full Text Available Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received wide use over the past decade: realized volatility and absolute return volatility. The former is strongly favored in the financial sector and the latter by econophysicists. We examine the memory and clustering features of these two methods and find that both enable strong predictions. We compare the two in detail and find that although realized volatility has a better short-term effect that allows predictions of near-future market behavior, absolute return volatility is easier to calculate and, as a risk indicator, has approximately the same sensitivity as realized volatility. Our detailed empirical analysis yields valuable guidelines for both researchers and market participants because it provides a significantly clearer comparison of the strengths and weaknesses of the two methods.

  19. Volatile organic compounds in the unsaturated zone from radioactive wastes

    Science.gov (United States)

    Baker, Ronald J.; Andraski, Brian J.; Stonestrom, David A.; Luo, Wentai

    2012-01-01

    Volatile organic compounds (VOCs) are often comingled with low-level radioactive wastes (LLRW), but little is known about subsurface VOC emanations from LLRW landfills. The current study systematically quantified VOCs associated with LLRW over an 11-yr period at the USGS Amargosa Desert Research Site (ADRS) in southwestern Nevada. Unsaturated-zone gas samples of VOCs were collected by adsorption on resin cartridges and analyzed by thermal desorption and GC/MS. Sixty of 87 VOC method analytes were detected in the 110-m-thick unsaturated zone surrounding a LLRW disposal facility. Chlorofluorocarbons (CFCs) were detected in 100% of samples collected. Chlorofluorocarbons are powerful greenhouse gases, deplete stratospheric ozone, and are likely released from LLRW facilities worldwide. Soil-gas samples collected from a depth of 24 m and a horizontal distance 100 m south of the nearest waste-disposal trench contained >60,000 ppbv total VOCs, including >37,000 ppbv CFCs. Extensive sampling in the shallow unsaturated zone (0–2 m deep) identified areas where total VOC concentrations exceeded 5000 ppbv at the 1.5-m depth. Volatile organic compound concentrations exceeded background levels up to 300 m from the facility. Maximum vertical diffusive fluxes of total VOCs were estimated to be 1 g m-2 yr-1. Volatile organic compound distributions were similar but not identical to those previously determined for tritium and elemental mercury. To our knowledge, this study is the first to characterize the unsaturated zone distribution of VOCs emanating from a LLRW landfill. Our results may help explain anomalous transport of radionuclides at the ADRS and elsewhere.

  20. Food security in an era of economic volatility.

    Science.gov (United States)

    Naylor, Rosamond L; Falcon, Walter P

    2010-01-01

    This article analyzes international commodity price movements, assesses food policies in response to price fluctuations, and explores the food security implications of price volatility on low-income groups. It focuses specifically on measurements, causes, and consequences of recent food price trends, variability around those trends, and price spikes. Combining these three components of price dynamics shows that the variation in real prices post-2000 was substantially greater than that in the 1980s and 1990s, and was approximately equal to the extreme volatility in commodity prices that was experienced in the 1970s. Macro policy, exchange rates, and petroleum prices were important determinants of price variability over 2005–2010, highlighting the new linkages between the agriculture-energy and agriculture-finance markets that affect the world food economy today. These linkages contributed in large part to misguided expectations and uncertainty that drove prices to their peak in 2008. The article also argues that there is a long-lasting effect of price spikes on food policy around the world, often resulting in self-sufficiency policies that create even more volatility in international markets. The efforts by governments to stabilize prices frequently contribute to even greater food insecurity among poor households, most of which are in rural areas and survive on the margin of net consumption and net production. Events of 2008—and more recently in 2010—underscore the impact of price variability for food security and the need for refocused policy approaches to prevent and mitigate price spikes.