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Sample records for compuestos organicos volatiles

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

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    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.

  2. Modelamiento de adsorción y desorción de compuestos orgánicos volátiles COV´s sobre materiales microporosos para el tratamiento y recuperación de efluentes provenientes de procesos industriales

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    Camargo Trillos, Diego Alejandro

    2011-01-01

    Las emisiones de compuestos organicos volatiles o COV’s, han despertado un gran interes en las autoridades ambientales alrededor del mundo por el gran impacto que estos presentan en la salud humana y la calidad del aire en las grandes ciudades. Los limites permisibles de estas emisiones industriales cada vez son mas exigentes en Colombia, obligando a las industrias a implementar sistemas de control de emisiones. Entre varias tecnologias de control para corrientes de COV en efluentes indust...

  3. Emissions control of volatile organic compounds in petroleum industry; Controle de emissoes de compostos organicos volateis na industria do petroleo

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    Gutierres, Ricardo; Moreira, Andrea Cristina de Castro Araujo [PETROBRAS, Rio de Janeiro, RJ (Brazil). Centro de Pesquisas (CENPES). P e D de Energia e Desenvolvimento Sustentavel (PDEDS)

    2004-07-01

    Volatile organic compounds are among the most common pollutants emitted by refining processes. The sources of these emissions should be controlled for preserving the ambient air quality. This article outlines the main factors to be considered for defining an effective emissions control strategy and compares the major characteristics of the available control technologies. (author)

  4. Volatile Compounds in Honey Produced in the Central Valley of Ñuble Province, Chile Compuestos Volatiles en Miel Producida en el Valle Central de la Provincia de Ñuble, Chile

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    María Pía Gianelli Barra

    2010-03-01

    Full Text Available Headspace solid-phase microextraction (SPME with an 85 µm Carboxen polydimethylsiloxane (CAR/PDMS fiber was used to extract volatile compounds, and a gas chromatograph equipped with a mass spectometry detector (GC-MS was used to identify the volatile compounds in honeys. Thirty-four different volatile compounds from the headspace of honey produced in the central valley of Ñuble Province, Chile, were extracted with fiber coating CAR/PDMS. The identified compounds were: 10 alcohols, 9 acids, 6 ketones, 3 aldehydes, 2 furans, 2 terpenes and 2 lactones. Only four of the volatile compounds had never been reported before as honey compounds; these being: 1,3-propanodiol, 2-methyl butanoic acid, 3,4-dimethyl-3-hexen-2-one, and 6-methyl-5-octen-2-one. These four compounds were found in three of the 10 analyzed samples. The compounds found in the highest percentage of area were ethanol, acetic acid, 1-hydroxy-2-propane, 3-hydroxy-2-butane, and furfural. However, the analyzed samples did not present a distinctive profile.La extracción de compuestos volátiles desde el espacio de cabeza de mieles se realiza mediante microextracción en fase sólida (SPME, utilizando una fibra de 85 µm de Carboxen polidimetilsiloxano (CAR/PDMS, el análisis de los compuestos volátiles se realiza mediante cromatografía de gases con detector de masa (GC-MS. Un total de 34 diferentes compuestos volátiles fueron extraídos desde el espacio de cabeza de mieles provenientes del valle central de la provincia de Ñuble con la fibra de CAR/PDMS. Los compuestos identificados fueron 10 alcoholes, 9 ácidos, 6 cetonas, 3 aldehídos, 2 furanos, 2 terpenos y 2 lactonas. De los compuestos volátiles sólo tres no han sido reportados con anterioridad en mieles, estos compuestos fueron: 1,3-propanodiol, ácido 2-metil butanoico, 3,4-dimetil-3-hexen-2-ona, 6-metil-5-octen-2-ona. Estos cuatro compuestos se encontraron en sólo tres de las 10 muestras analizadas. Los compuestos que se

  5. Respuesta de Anopheles albimanus a compuestos volátiles de casas del sur de Chiapas, México Behavioral response of Anopheles albimanus to volatile compounds collected inside houses from the south of Chiapas, Mexico

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    Silvany Mayoly Ríos-Delgado

    2008-10-01

    Full Text Available OBJETIVO: Determinar el efecto de los compuestos volátiles en las casas sobre la respuesta conductual del vector del paludismo Anopheles albimanus. MATERIAL Y MÉTODOS: El estudio se realizó en enero de 2006 en el ejido Nueva Independencia, municipio de Suchiate, Chiapas. Se colectaron compuestos volátiles dentro de casas y los extractos se probaron sobre hembras sin alimentar en un olfatómetro en "Y". Los extractos se analizaron mediante cromatografía de gases-espectrometría de masas (CG-EM. RESULTADOS: Se obtuvieron 28 extractos, 12 presentaron respuesta de atracción y dos de repelencia. Los análisis por CG-EM indicaron variación en la presencia de compuestos volátiles y no se vincularon con compuestos específicos indicativos de algún efecto. CONCLUSIONES: Los volátiles en casas presentaron efecto de atracción y repelencia para An. albimanus. No se reconoció un patrón definido en cuanto a la presencia de compuestos químicos característicos y la respuesta obtenida.OBJECTIVE: To determine effects of volatile compounds in homes on the behavioral response of Anopheles albimanus. MATERIAL AND METHODS: The study was conducted in January 2006, in the village of Nueva Independencia village, Suchiate, Chiapas. Volatile compounds were collected inside homes and the extracts were tested on unfed females in a Y-olfactometer. Extracts were analyzed in a gas chromatography-mass spectrometry system (GC-MS. RESULTS: Twenty eight extracts were obtained, twelve presented attraction and two repellency responses. GC-MS analyses of the extracts indicated variation in the volatile compound present in the extracts, but could not associated specific compounds with any particular effect. CONCLUSIONS: Within homes, volatiles presented attraction and repellency responses to An. albimanus. A definate pattern concerning the presence of a characteristic chemical compound and the observed response was not found.

  6. Volatile organic compounds emissions from gasoline and diesel powered vehicle

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    Mugica, V [Universidad Autonoma Metropolitana, Mexico, D.F. (Mexico); Vega, E; Sanchez, G; Reyes, E; Arriaga, J. L [Instituto Mexicano del Petroleo, Mexico, D.F. (Mexico); Chow, J; Watson, J; Egami, R [Desert Research Institute, Reno, NV (United States)

    2001-01-01

    In this research, volatile organic compound emissions were characterized from gasoline and diesel vehicles. Sampling campaigns in the Metropolitan Area of Mexico City were designed and carried out in tunnels, crossroads, and truck and bus terminals. The samples were analyzed with gas chromatography getting more than 250 different compounds, being more or less 60 of them the 80% of all the emissions. The most abundant are the two carbon compounds, as a result of the combustion, and compounds related to fuels compositions, like isopentane, xylenes, toluene among others. The profiles obtained in tunnels and crossroads were very similar with the exception of the 3 and 4 carbon compounds, which were found in bigger proportion in the profiles at crossroads. This may probably be due to the blend with the ambient air. The profiles corresponding to trucks and buses have a smaller content of two carbon compounds and a bigger content of xylenes, toluene and ethylbenzene. The variations in the proportions of the compounds allow differentiating the profiles of vehicles using gasoline and diesel. [Spanish] En este trabajo se caracterizaron las emisiones de compuestos organicos volatiles provenientes de vehiculos a gasolina y a diesel. Para ello, se disenaron diversas campanas de muestreo en la zona Metropolitana de la Ciudad de Mexico, en tuneles, cruceros y estaciones de camiones de carga y autobuses. Las muestras se analizaron con cromatografia, de gases obteniendose mas de 250 compuestos distintos, de los cuales aproximadamente 60 corresponden a mas del 80% de las emisiones. Los compuestos mas abundantes son los de dos carbonos, resultado de la combustion, y 4 carbonos que se encontraron en mayor proporcion en los perfiles de cruceros, lo cual se debe probablemente a la mezcla con el aire ambiente. Los perfiles correspondientes a camiones de carga y autobuses tienen un menor contenido de compuestos de dos carbonos y un mayor contenido de xilenos, tolueno y etilbenceno. Estas

  7. Pulse-form discrimination in organic scintillation crystals; Discrimination d'apres la forme de l'impulsion dans les cristaux organiques de scintillation; Diskriminatsiya formy impul'sov v organicheskikh stsintillyatsionnykh kristallakh; Discriminacion de la forma de los impulsos en los cristales de compuestos organicos para contadores de centelleo

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    De Vries, L J; Udo, F [Instituut voor Kernphysisch Onderzoek, Amsterdam (Netherlands)

    1962-04-15

    ) [Spanish] Los autores presentan un circuito de discriminacion proton-electron basado en las diferencias de forma entre los impulsos de centelleo luminosos producidos por los protones y por los electrones, respectivamente, en los cristales de estilbeno. El circuito es estable y es capaz de distinguir los impulsos de protones de los electrones hasta con energias de protones de solamente 300 keV. El circuito discriminador, compuesto unicamente de elementos lineales, es sensible a errores inducidos por apilonamiento durante 0,1 {mu}s solamente, a partir de la llegada de un impulso. El circuito descrito se aplico en un espectrometro para neutrones de 1 a 30 MeV, basado en el retroceso de protones entre dos cristales de estilbeno. Se alcanzo un poder de resolucion de 10 por ciento, para una energia neutronica de 14 MeV, con un rendimiento de deteccion de 1,3 {center_dot} 10{sup -4}. Se podria usar un monitor neutronico basado tambien en un sistema de discriminacion lineal de la forma de los impulsos para medir una dosis neutronica igual al 10% de la dosis maxima admisible, en presencia de un flujo {gamma} cuatro veces mayor que la dosis maxima admisible. (author) [Russian] Opisyvaetsya kontur diskriminatsii protonov-ehlektronov, osnovannyj na raznitse formy stsintillyatsionnykh svetovykh impul'sov, navedennykh v stil'bene sootvetstvenno protonami i ehlektronami. EHtot kontur ustojchiv i otlichaet impul'sy protonov ot impul'sov ehlektronov dazhe pri padenii ehnergii protonov do 300 kehv. Diskriminiruyushchij kontur, sostoyashchij isklyuchitel'no iz linejnykh ehlementov, chuvstvitelen k obrazuyushchimsya iz-za nakopleniya oshibkam tol'ko v techenie 0,1 mikro-sekundy posle postupleniya impul'sa. Opisyvaemyj kontur byl ispol'zovan v spektrometre dlya nejtronov s ehnergiyami 1-30 mehv, osnovannom na otdache protonov mezhdu dvumya kristallami stil'bena. Pri ehnergii nejtronov v 14 mehv bylo polucheno ikh razreshenie s tochnost'yu do 10%, pri ehffektivnosti detektirovaniya v 1,3 x 10

  8. Degradation of air polluted by organic compounds; Degradacion de aire contaminado por compuestos organicos

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    Santoyo O, E L; Lizama S, B E [Universidad Autonoma del Estado de Mexico, Facultad de Quimica, 56000 Toluca (Mexico); Vazquez A, O; Luna C, P C; Arredondo H, S [Instituto Nacional de Investigaciones Nucleares, A.P. 18-1027, 11801 Mexico D.F. (Mexico)

    1999-07-01

    According to the Mexican standard NOM-010-STPS-1994 it has been established concentrations of maximum permissible levels in workable air for styrene in the range 420-1710 mg/m{sup 3} and for xylene between 218-870 mg/m{sup 3}. In this work it is studied a biological treatment (bio filtration) for air polluted by xylene and styrene where the microorganisms are adhered at synthetic fiber, these degrade to the organic compounds that across in gaseous state and they are mineralized toward CO{sub 2} and H{sub 2}O. The characteristics of temperature, p H, concentration of organic compound and mineral parameters, as well as, the biomass quantity have been optimized for that bio filters efficiency were greater than those reported in other works. (Author)

  9. Filtrado digital compuesto

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    José de Jesús Medel Juárez

    2013-01-01

    Full Text Available En este trabajo se describen las características de operación de un Filtro Digital Compuesto, el cual está formado por dos estimadores que intervienen en el filtro de Kalman; el primero de ellos corresponde al gradiente estocástico para obtener la función de transición y el segundo, ajusta la ganancia del proceso de innovación por medio de la lógica difusa. En el proceso de filtrado se cuenta con restricciones de tiempo para que su respuesta ocurra antes de que el sistema de referencia cambie a otro estado. Los resultados obtenidos están desarrollados formalmente a lo largo del documento. Se propone un Modelo Auto-regresivo de Promedios Móviles (MARPM (1,1 como sistema de referencia. El algoritmo de filtrado fue desarrollado con el programa MatLab® obteniendo las gráficas de su operación, convergencia y respuesta. Concluyendo con un pequeño análisis de los resultados.

  10. Volatility

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    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.

  11. 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

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    Carlos Julio Márquez Cardozo

    2013-12-01

    Full Text Available La guanábana (Annona muricata L. es una frutatropical exótica que se cultiva comercialmente en Colombia. Su condición altamente perecedera justifica los estudios de manejo en poscosecha. Por esta razón, la evaluación de la maduración se hizo en primer lugar, por un sistema de medición de compuestos volátiles conocido como nariz electrónica (NE y por otro lado mediante cromatografía de gases acoplada a espectrometría de masas mediante microextracción en fase sólida del espaciode cabeza (CG-EM/MEFS. El estudio del perfil de sustanciasvolátiles en las frutas es uno de los principales indicadores de los atributos sensoriales que tipifica la calidad organoléptica de los vegetales. La NE se constituye en una alternativa rápida, novedosa, económica y relativamente simple para determinar grupos de sustancias volátiles en frutos de interés comercial, bien sea enteros o en fracciones. En contraste, el uso de laCGEM/MEFS puede verse limitado por su alto costo, no obstante ser una técnica altamente selectiva. Con base en la evaluación de la pulpa realizada con NE fue posible clasificar el estado de madurez de las frutas así: inmaduro, madurez intermedia, maduro y sobremaduro, siendo los sensores de mayor impacto el 2 (reactivo con óxidos de nitrógeno, el 6 (sensible al metano y el 8 (sensiblea alcoholes y compuestos parcialmente aromáticos. Por CG-EM/ MEFS, se logró establecer que durante la etapa de poscosecha, la mayor proporción de compuestos volátiles pertenece al grupo de los ésteres, predominando el Hexanoato de metilo. De manera particular en frutas sobremaduras, la presencia de compuestosalcohólicos, coincide con la evaluación hecha con la NE, lacual mostró sensibilidad a alcoholes y compuestos aromáticos de amplio rango para las frutas evaluadas. El estudio realizado aporta a la caracterización en poscosecha de los volátiles, uno de los principales atributos sensoriales en las frutas tropicales. /As an exotic

  12. Characterization of Volatile Compounds in the Essential Oil of Sweet Lime (Citrus limetta Risso Caracterización de Compuestos Volátiles en Aceite esencial de Lima Dulce (Citrus limetta Risso

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    Maria C Colecio-Juárez

    2012-06-01

    Full Text Available The essential oil of citrus fruit contains components pleasant sensory characteristics that are appreciated in food, pharmaceutical, and cosmetics industries. In the case of sweet lime (Citrus limetta Risso, is necessary to characterize the essential oil components, to identify potential uses of this fruit. The essential oil of sweet lime was obtained from lime flavedo in four different maturation stages. Steam distillation was employed and then compared with hexane extraction. The identification of the components in the essential oil was carried out by gas chromatography and mass spectrometry. A total of 46 components were found in the essence of lime, among which the highest concentration of compounds present were aldehydes such as limonene. Linalool, sabinene, and bergamol were more abundant than in other varieties. The best extraction method was steam distillation, and the concentrations in stage III from the main terpenic portion were d-limonene with 74.4%, bergamol with 8.23%, and β-pinene with 7.62%.El aceite esencial de frutos cítricos contiene componentes de características sensoriales agradables que son apreciadas en las industrias alimentaria, farmacéutica y de cosméticos. En el caso de la lima dulce (Citrus limetta Risso, es necesaria la caracterización de los componentes de su aceite esencial para identificar usos potenciales de este fruto. El aceite esencial de lima dulce se obtuvo a partir del flavedo de lima en cuatro etapas de maduración diferentes. Se utilizó destilación por arrastre de vapor y se comparó con la extracción con hexano. La identificación de los componentes en el aceite esencial se realizó por cromatografía de gases y espectrometría de masas. Se encontró un total de 46 componentes en el aceite esencial de lima, entre los cuales la mayor concentración de compuestos presentes son aldehídos como el limoneno. Linalol, sabineno y bergamol fueron más abundantes que en otras variedades. El mejor m

  13. Infinitivo simple y compuesto con predicados declarativos

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    Rodríguez Espiñeira, María José

    2012-01-01

    Este trabajo se centra en las diferencias semánticas y sintácticas que presentan las construcciones de infinitivo simple y compuesto que actúan como objeto directo de predicados declarativos. El tema despierta interés por varios motivos: (1) Se trata de un subconjunto de verbos que subordinan infinitivos simples de un elenco restringido, pero que admiten regularmente infinitivos compuestos.

  14. compuestos fenólicos

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    Yolanda González García

    2005-01-01

    Full Text Available En este trabajo se presenta una revisión bibliográfica que tiene como objetivo identificar y analizar alternativas de aprovechamiento del bagazo de Agave tequilana Weber var. Azul. Se proponen dos líneas de investigación para obtener productos de valor agregado a partir de este residuo: 1utilización como fuente de carbono de bajo costo para la producción de biopolímeros y carbohidrasas, con bacterias celulolíticas del género Microbulbifer, Marinobacterium y Sagittula; 2obtención de compuestos fenólicos a partir de la lignina presente en sus fibras. Se concluye, que el bagazo de agave tequilero es un material viable para ser usado como substrato en procesos fermentativos, por lo que existen grandes oportunidades de investigación para desarrollar procesos de bioconversión técnicamente factible, eficiente y económicamente atractivo

  15. Environmental exposure of commuters in Mexico City to volatile organic compounds as assessed by blood concentrations, 1998 Exposición ambiental a compuestos orgánicos volátiles evaluados en concentraciones sanguíneas en usuarios de transporte en la Ciudad de México, 1998

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    Sharon Lemire

    2004-02-01

    Full Text Available OBJECTIVE: To assess the extent of exposure for Volatile Organic Compounds (VOCs among nonoccupationally exposed commuters in Mexico City. MATERIAL AND METHODS: Blood concentrations of benzene, toluene, ethylbenzene, m-/p-xylene, o-xylene and methyl tert-butyl ether were determined on samples collected from participants after the morning commute. RESULTS: Median blood concentrations of benzene (0.11 mg/l, ethylbenzene (0.081 mg/l, m-/p-xylene (0.32 mg/l and toluene (0.56 mg/l in the Mexico City participants were all approximately two times higher than in a nonsmoking subset of the Third National Health and Nutrition Examination Survey population of the United States. On the other hand, median VOC blood levels were similar to medians observed in other studies involving commuters in specific U.S. cities, despite the fact that only half the Mexico City study participants commuted by personal vehicles compared with all U.S. commuters. CONCLUSIONS: These results reflect the extent of the air pollution problem in Mexico City. The surrounding topography exacerbates the problems caused by heavy vehicular traffic, poor emission-control devices on older vehicles, and poor maintenance practices. Elevated levels of gasoline components in the blood of nonoccupationally exposed commuters emphasize the need for regulatory initiatives and mass-transit options to reduce hydrocarbon emissions and thus reduce the risk for nonoccupational exposure for the residents of Mexico City.OBJETIVO: Evaluar la exposición a compuestos orgánicos volátiles en usuarios de transporte no expuestos ocupacionalmente en la Ciudad de México. MATERIAL Y MÉTODOS: Se determinaron las concentraciones sanguíneas de benceno, tolueno, etilbenceno, m/p-xileno, o-xileno y metil-terbutil éter en muestras obtenidas de participantes después del traslado matutino. RESULTADOS: Las concentraciones promedio de benceno en sangre (0.11mg/l, etilbenceno (0.081mg/l, m-/p-xileno (0.32mg/l y

  16. Cuadro de bicicleta en material compuesto

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    Solana Rodríguez, Alberto

    2014-01-01

    Este proyecto trata sobre el diseño y el cálculo de un cuadro de bicicleta de carretera realizado en materiales compuestos. Esta en particular va a ser fibra de carbono ya que es la más utilizada en el mundo de la competición actualmente, y cada vez más en el resto de bicicletas. El principal objetivo es realizar una inmersión en el campo de los materiales compuestos, cuyas propiedades son bastante diferentes si se comparan con otros que han sido utilizados en diversas asign...

  17. Bioensayo microbiano para estimar los nutrimentos disponibles en los abonos organicos: calibracion en el campo

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    Eduardo Salas

    2001-01-01

    Full Text Available Se demostr6 recientemente que el aumento nude la biomasa microbiana en una mezcla de sue- calo: abono organico (9:1, suplementada con gluco- sa como fuente de carbono, fue proporcional al crecimiento de una planta indicadora (sorgo cre- cida en el mismo sustrato. En la presente investi- gaci6n se determina si este bioensayo es de utili- dad como gufa en la fertilizaci6n de los cultivos con abonos organicos, mediante la siembra en el campo de chile dulce (Capsicum annuum L. y to- mate (Lycopersicum esculentum L. como plantas indicadoras. Los tratamientos consistieron de sue- 10 solo 0 en mezcla con 10% de abonos organicos amende contenido de nutrimentos contrastante a saber: pollinaza (CM, compost (C, bocashi (B, vermi- macompost (V y broza de cafe (Br. En el bioensa- vermicomyo microbiano se utiliz6 un disefio de bloques randocompletos al azar con 6 repeticiones, la biomasa microbiana (BM se midi6 2 dfas despues de in- cubar con glucosa. En los ensayos de campo las plantas indicadoras se sembraron en un disefio de bloques completos al azar con 4 repeticiones. En chile dulce se midi6 el peso seco (600 C de la comparte aerea de la planta (PSC y el peso fresco de frutos verdes (PFF a los 97 dfas despues de la Microsiembra. El peso seco de la parte aerea de las amendplantas de tomate (PST fue medido a los 32 dfas. Los abonos organicos CM, C y B indujeron la mayor BM y tambien el mayor PSC, PFF Y PST, indicaci6n de que fueron los de mayor y mas in- mediato suministro de nutrimentos, contrario al y Br que mostraron los valores mas bajos para es- tas variables (P<0.05. Estos 2 abonos, respecto vatratamiento de CM presentaron 3 y 5 veces menos BM y 2 Y 4 veces menos biomasa aerea, respecti- vamente (P<0.05. Las correlaciones altas obteni- codas entre la BM y el PSC (r=0.87 y entre la BM y el PST (r= 0.93, permiten concluir que bioensayo microbiano es un metoda promisorio para pronosticar el suministro de nutrimentos orlos abonos organicos a los cultivos

  18. Análisis de compuestos volátiles en cilantro ( L. Análisis de compuestos volátiles en cilantro (Coriandrum sativum L.

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    Tábata Rosales-Reyes

    2012-02-01

    Full Text Available In the present study, volatile compounds were recovered from the fresh leaves and stems ofcilantro (Coriandrum sativum L. by two methods: Liquid-Solid Extraction (LSE and SimultaneousDistillation-Extraction (SDE. The identification and quantification was done byGas Chromatography-Mass Spectrometry (GC-MS. Fourteen compounds were characterizedby LSE and GC-MS; whereas by SDE and GC-MS, they were twenty three compounds.The statistical analysis revealed significant quantitative differences (p ≤ 0,05 between theanalyzed techniques (LSE and SDE. In this work, the Simultaneous Distillation-Extractionshowed the greater identification and total concentration of volatile compounds. Aldehydes,monoterpenes, and alcohols comprised 78% of the volatile found for two methods, the restwere hydrocarbons. (E-2-decenal was the most abundant compound in cilantro in bothextraction techniques. En el presente estudio se recuperaron los compuestos volátiles de las hojas y los tallos frescos de cilantro (Coriandrum sativum L. mediante dos métodos: Extracción Sólido Líquido (LSE y Extracción-Destilación Simultánea (SDE. La identificación y cuantificación fue por Cromatografía de Gases-Espectrometría de Masas (GC-MS. Se caracterizaron catorce compuestos por LSE y GC-MS; mientras que por SDE y GC-MS, fueron veintitrés compuestos. El análisis estadístico reveló significativas diferencias cuantitativas (p ≤ 0,05 entre las técnicas analizadas (LSE y SDE. En este trabajo, la Extracción-Destilación Simultánea arrojó la mayor identificación y concentración total de compuestos volátiles. Los aldehídos, monoterpenos y alcoholes comprendieron el 78% de los volátiles encontrados por los dos métodos, el resto fueron hidrocarburos. En ambas técnicas de extracción el (E-2-decenal fue el compuesto más abundante en el cilantro.

  19. 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.

  20. Fractura de compuestos polipropileno-talco

    OpenAIRE

    Velasco Perero, José Ignacio

    1996-01-01

    La investigación realizada en esta tesis se ha centrado en la caracterización de la fractura de materiales compuestos por una matriz de polipropileno homopolímero isotáctico y diferentes fracciones de partículas laminares de talco. Estos materiales se emplean en la actualidad para la fabricación de piezas por inyección, especialmente en el sector de automoción. Por extrusión de doble tornillo se prepararon dos series de materiales conteniendo diferentes fracciones de talco disperso, el cual f...

  1. Presence of persistent organic pollutants in european domestic indoor air; Presencia de compuestos organicos persistentes en aire domestico de paises europeos

    Energy Technology Data Exchange (ETDEWEB)

    Martinez, M. A.; Torre, A. de la; Sanz, P.; Ramos, B.

    2013-02-01

    The quality of life experienced by the world population in the the last century has been possible thanks to the development of new chemical products whose medium- and long-term consequences were not studied at the time of manufacture. These products have been used to eradicate insect plagues (insecticides) or to improve other materials (flame retardants, insulators, lubricants or dielectric products), thus saving lives or preventing substantial material and economic losses. However, recent studies have demonstrated despite the beneficial properties, their use also poses a risk to human health.. (Author) 8 refs.

  2. Producción de biogás a partir de residuos organicos en biodigestores de bajo coste

    OpenAIRE

    Ferrer Martí, Ivet; Uggetti, Enrica; Poggio, Davide; Velo García, Enrique

    2015-01-01

    PRODUCCIÓN DE BIOGÁS A PARTIR DE RESIDUOS ORGANICOS EN BIODIGESTORES DE BAJO COSTE Ivet Ferrer*, Enrica Uggetti**, Davide Poggio***, Enric Velo**** Grup de Recerca en Cooperació i Desenvolupament Humà C. Jordi Girona, 31 08034 - Barcelona, Spain Phone: +34 93 401 64 63 Pàgina web: http://www.upc.edu/grecdh *, **, ***, **** Palabras clave: Digestión anaerobia; Biodigestor; Biogás; Energía; Fertilizante. RESUMEN ...

  3. Actividad antioxidante de compuestos naturales nitrogenados

    Directory of Open Access Journals (Sweden)

    Maestro-Durán, R.

    1993-06-01

    Full Text Available As a continuation of the study of natural antioxidants, this third part deals with nitrogeneous compounds, classified in the following groups.

    Amino acids and proteins.
    Products of the Maillard reaction.
    Phospholipids (with choline or ethanolamine and their heating products.
    Riboflavin.
    Chlorophylls and porphyrins.
    Uric acid and derivatives.
    Their behaviour as inhibitors of the chain reaction of prooxidant radicals, by irreversible reaction or by sequestration of those radicals, as well as their synergistic action with primary antioxidants is discussed. Finally, the patents registered during the last years for these kind of compounds, their derivatives and synergists in food and other uses are cited.

    Continuando el estudio de los antioxidantes naturales, se incluyen en esta tercera parte los compuestos nitrogenados, clasificados en los siguientes grupos:
    Aminoácidos y proteínas.
    Productos de la reacción coloreada de Maillard.
    Fosfolípidos (con las bases colina y etanolamina y sus productos de calentamiento.
    Riboflavina.
    Clorofilas y porfirinas.
    Acido úrico y sus derivados.
    Se discute su comportamiento como inhibidores de la reacción en cadena de los radicales prooxidantes, por reacción irreversible o por secuestro de estos radicales, así como su acción sinergista con antioxidantes primarios. Finalmente, se citan las patentes registradas en los últimos años para estos tipos de compuestos, sus derivados y sinergistas, en productos alimentarios o en otros usos.

  4. Material compuesto nanoestructurado con propiedades gemológicas

    OpenAIRE

    Díaz, Luis A.; Torrecillas, Ramón; Moya, J. S.; Fernández, Adolfo

    2015-01-01

    La presente invención se refiere a un material compuesto nanoestructurado que comprende al menos circona y nanoparticulas de diamante y presenta una coloración dentro del sistema de colores CIE L*a*b* correspondiente a valores del índice L* comprendidos entre 40 y 98. Es asimismo objeto de la invención el procedimiento para la obtención de dicho material compuesto.

  5. Estudio del comportamiento tribológico de materiales compuestos

    OpenAIRE

    Planells Torres, Mariano

    2017-01-01

    Los materiales compuestos se utilizan cada vez más en el diseño de piezas estructurales para la fabricación de automóviles con el fin de fabricar vehículos más ligeros, más seguros y más eficientes. Para obtener las piezas deseadas, los materiales compuestos se deben conformar en las geometrías elegidas por medio de herramientas de conformación a la temperatura de curado necesaria. El conocimiento de la interacción material-herramienta durante los procesos de conformado es crucial durante el ...

  6. Energy alternative for the use of organic waste (swine feces) in the state of Tabasco; Alternativa energetica para el aprovechamiento de los desechos organicos (excretas de ganado porcino) en el estado de Tabasco

    Energy Technology Data Exchange (ETDEWEB)

    Ramon Garcia, E.; Angles Falconi, S.I.; Vazquez Magana, L.R.; Tun Perez, A.C. [Instituto Tecnologico de Villahermosa, Villahermosa, Tabasco (Mexico)]. Email: bioleliza_ramgar@hotmail.com; sergio_falcorp@hotmail.com

    2009-09-15

    Biogas is obtained from decomposing organic material due to the action of four types of bacteria, in the absence of oxygen: hydrolytic, producers of moncarbonate compounds and acidogenics, producing organic fatty acids and other polycarbonate compounds; acetogenic, producers of hydrogen and CO{sub 2}; homoacetogenic, that can convert a considerable amount of multicarbonate or monocarbonate compounds into acetic acid and; metanogenic, producers of methane gas, the principal component of biogas. To design and build the pilot equipment proposed for this research, a 20-liter container was used with 10 kg of swine feces with identical volumes of inoculates. The aerobic fermentation process was immediate begun, followed by the anaerobic process; metabolic reactions were conducted. A total of 0.119 m3 of biogas was obtained from the anaerobic fermentation of 10 kg of swine feces, 60% (0.0714 m{sup 3}) of which was methane gas and the remaining 40%(0.0476 m{sup 3}) hydrogen sulfide (HS). During this investigation, it was concluded that obtaining this by-product (methane biogas), which can be used as a biofuel, provides an economically and ecologically sustainable alternative that reduces organic discharges (swine feces) into rivers and reduces the energy expenditures of swine farms. Because of the high generation of RSM, the creation of a biogas production plant in Tabasco is proposed. [Spanish] El biogas se obtiene al descomponerse la materia organica debido a la accion de cuatro tipos de bacterias, en ausencia de oxigeno: las hidroliticas, que producen compuestos monocarbonados, las acidogenicas producen acidos grasos organicos y otros compuestos policarbonados; las acetogenicas productoras de Hidrogeno y CO{sub 2}; las homoacetogenicas, que pueden convertir una cantidad considerable de compuestos multicarbonados o monocarbonados en acido acetico; y las metanogenicas, productoras del gas metano, principal componente del biogas. Para el diseno y construccion del equipo

  7. Compuestos beta-lactámicos inhibidores de APAF1

    OpenAIRE

    Messeguer Peypoch, Ángel; Alfonso, Ignacio; Corredor, Miriam; Pérez-Payá, Enrique; Orzáez Calatayud, Mar

    2012-01-01

    La presente invención se refiere a compuestos para la prevención y/o tratamiento de trastornos causados por muerte celular por apoptosis o para la prevención de procesos degenerativos causados por la muerte celular por apoptosis, a través de la inhibición del factor de activación de la peptidasa apoptótica 1 (APAF1, Apoptotic Peptidase Activating Factor 1)

  8. Relaciones de equivalencia con estímulos compuestos

    Directory of Open Access Journals (Sweden)

    Aldo Hernández, Sonia Céspedes, Leonardo Prieto

    2007-03-01

    Full Text Available El propósito de la presente investigación fue identificar las relaciones emergentes de entrenamientos entre estímulos muestra simples con estímulos de comparación compuestos. El estudio realizado corresponde a una investigación de tipo intrasujeto. Se contó con diez estudiantes universitarios, seis hombres y cuatro mujeres, con edades entre los 17 y 22 años de edad fueron escogidos por conveniencia y recibieron entrenamiento en discriminación condicional a través de tareas de igualación a la muestra arbitraria de tres elecciones por medio de un aplicativo en Visual Basic. En el primer y segundo bloque de entrenamiento se establecieron las relaciones condicionales entre estímulos muestra simples y estÌmulos de comparación compuestos (ej., A1-B1B1; A2-B2B2; A3-C3C3 y B1-C1C1; B2-C2C2; B3-C3C3 y se conformaron tres clases equivalentes de tres miembros cada una (ej., A1A1-B1B1-C1C1, asÌ como relaciones equivalencia-equivalencia (ej. A1A2- B1B2-C1C2. Cuatro de los diez participantes mostraron relaciones emergentes de simetrÌa, transitividad y equivalencia junto con relaciones equivalencia-equivalencia. Estos hallazgos indican que los entrenamientos entre estímulos simples y compuestos o viceversa producen relaciones emergentes propias de la equivalencia de estímulos.

  9. Odontoma compuesto. Una patología oral a considerar

    Directory of Open Access Journals (Sweden)

    Jonathan Harris Ricardo

    2013-10-01

    Full Text Available Resumen El odontoma es el tumor odontogénico mixto con mayor frecuencia de aparición, las células y los tejidos son normales pero de estructura defectuosa, la etiología se le relaciona con restos paradentales de malassez y traumatismos, son de crecimiento limitado, asintomáticos, producen retención dentaria; se clasifica en compuesto y complejo, radiográficamente se presenta halo radiolúcido con múltiples imágenes radiopacas en su interior, con un patrón ordenado para el odontoma compuesto y en el odontoma complejo se presenta imagen radiopaca como conglomeraciones amorfas, con un patrón desordenado. El tratamiento es quirúrgico y su recurrencia es baja. Se reporta caso de paciente femenina de 30 años de edad, que acudió a la consulta del servicio de estomatología y cirugía oral de la Universidad de Cartagena Colombia, porque presentó, lesión tumoral que comprometía la zona de órganos dentarios 33 y 34, se realizó examen radiográfico, con diagnóstico presuntivo de odontoma compuesto, se programó la cirugía y se realizó enucleación de la lesión tumoral la cual se envió a patología; en el reporte histopatológico se diagnosticó odontoma compuesto. (DUAZARY 2010, 91 - 94Abstract The odontoma is the mixed odontogenic tumor observed with greater frequency. Cells and tissues are normal in structure but is defective in pattern. Etiology is associated with remainders of malassez paradentales tissues and trauma and injuries. They are growing limited, asymptomatic, produce tooth retention. They were classified as compound and complex radiographic radiolucent halo is presented with multiple radiopaque images inside it, with a pattern for the ordered compound odontoma and complex odontoma presents the image as radiopaque amorphous clusters with a disordered pattern. The treatment is surgical and recurrence is low. We report the case of female patient aged 30, who attended the service of dentistry and oral surgery at the

  10. Actividad antioxidante de los compuestos fenólicos

    Directory of Open Access Journals (Sweden)

    Maestro Durán, R.

    1993-04-01

    Full Text Available This review deals with the oxidation processes induced by light and atmospheric oxygen, as well as the protective action on antioxidant compounds. The available data on the synthetic antioxidants and the problems associated to their use, together with the presence of natural phenolic antioxidants in plants, have been revised. These phenolic antioxidants have been classified in families: phenolic alcohols and acids, cinnamic acids, coumarins, favonoids (flavones and isoflavones, flavonols, flavanones and other phenolic compounds.

    Este trabajo recoge los estudios sobre los mecanismos de oxidación producida por la luz y el oxígeno del aire y sobre la protección de los compuestos antioxidantes contra esta oxidación. Se han revisado los datos existentes sobre los inconvenientes de los antioxidantes sintéticos, que aconsejan sustituirlos por otros naturales y sobre la presencia de antioxidantes naturales de carácter fenólico en las plantas. Los antioxidantes fenólicos se han agrupado por familias: alcoholes y ácidos fenólicos, ácidos cinámicos, cumarinas, flavonoides (flavonas e isoflavonas, flavonoles, flavanonas y otros compuestos fenólicos.

  11. 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....

  12. Desarrollo de materiales compuestos tipo Cermet de matriz Fe

    Directory of Open Access Journals (Sweden)

    Gordo, E.

    2004-04-01

    Full Text Available The objective of this study aims to the development of Fe-matrix composites with high carbide content to achieve properties between high-speed steels (HSS and cemented carbides. Cemented carbides are harder and show higher wear resistance than HSS, but lower toughness. Besides, the substitution of Co or Ni for other binders is desirable due to the carcinogen character of these metals. In this work, a material constituted by an iron matrix and a 50 % wt of WC and TaC carbides is developed. Highenergy milling has been used to obtain composite powders presenting a good bonding and homogeneous distribution of the carbides in the matrix. Those powders were characterised and compacted by die pressing. The green compacts were sintered at different temperatures, and properties like hardness and density were determined. Also, the wear behaviour was studied and microstructural analysis by SEM was carried out to complete the study.

    El objetivo de este trabajo es el desarrollo de materiales compuestos de matriz Fe con alto contenido en carburos con propiedades entre los aceros rápidos y los carburos cementados, ya que estos últimos son más duros y presentan mayor resistencia al desgaste que los primeros pero también menor tenacidad. Además, se hace deseable la sustitución de Co o Ni por otros aglomerantes debido a los riesgos medioambientales y para la salud que estos metales representan. En este trabajo se estudia la obtención de un material formado por una matriz de acero con adición de 50 % en masa de carburos de wolframio (WC y tantalio (TaC. Para ello se han utilizado técnicas de molienda de alta energía que permiten obtener un polvo compuesto con una buena unión metal-cerámica y una distribución homogénea de carburos en la matriz. Después de la caracterización del polvo compuesto se compactaron probetas en matriz uniaxial con objeto de estudiar la sinterabilidad del material. Los compactos fueron sinterizados en vacío a

  13. 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.

  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. Preparatory of X zeolite (faujasite) with surfactant hexa decyl trimethyl ammonium bromide (HMDTA) for adsorption of organic compounds; Acondicionamiento de zeolita X (faujasita) con surfactante bromuro de hexa decil trimetil amonio (HDTMA) para adsorcion de compuestos organicos

    Energy Technology Data Exchange (ETDEWEB)

    Gonzalez R, V

    2003-07-01

    The water represents one of the most valuable natural resources for the alive beings, since it is the essential component of the alive matter. Also, it is fundamental part of our planet, since is an indispensable element for the integral development of the same one. The demographic growth, the human being's activities and the industrial growth, he/she brings as consequence an increase in the use of the water and the generation of residual waters that successively contaminate the hydrological basins, becoming an environmental problem urgent. The contamination of the water with compound such as phenol and benzene, it is a problem that it requires the search of solutions, since it is of compound not very biodegradable, able to accumulate through the food chains and very toxic to the alive beings that they enter in contact with them (Tolgyessy, 1993). In the human beings it can take place damages in liver and kidney, the Agency of Protection to the Atmosphere of the United States (EPA) it considers that the exhibition for benzene is related with the leukemia, it is also considered as a carcinogen substance. Of the methods that are used for the treatment of polluted waters, it highlights the use of adsorber and one of them is the zeolites, since they are broadly used in those separation processes. The zeolites is crystalline aluminosilicates, they are characterized for to have a big superficial area and for their great capacity of exchange cationic, due to it the process of adsorption depends on these two characteristics, since to the modified being superficially for surfactants cationic it originates an enriched layer of carbon organic, which has the capacity to remove pollutants of the water. The present work outlines as objective to carry out the superficial modification of zeolite X using hexa decyl trimethyl ammonium bromide (HMDTA-Br) to different concentrations, with the purpose of making it useful in the removal of pollutants organic, present in watery solution. The results of this investigation work indicate that the superficial modification of the zeolite X with HMDTA-Br to the four used concentrations 29, 58, 116 and 174 mmol L was possible, and it is demonstrated by the results of electronic microscopy of sweeping and for the decrease of the content of sodium carried out by Neutron activation analysis. In relation to the removal tests, it was found that the zeolite modified X with the biggest surfactant concentration it presents the highest phenol percentage removed, being this of 38% for a time of contact of 3 hours. In accordance with the results of removal of benzene is observed that the zeolite X removes 56%, but the modified zeolite removes a bigger quantity of until 90%, said percentage varies with regard to the time of contact. Therefore the modification of the zeolite X is favorable for the removal of the benzene. (Author)

  16. Electrochemical advanced oxidation processes applied to the degradation of organic compounds in aqueous effluents; Aplicacion de procesos electroquimicos de oxidacion avanzada para la degradacion de compuestos organicos en efluentes acuosos

    Energy Technology Data Exchange (ETDEWEB)

    Peralta-Hernandez, J. M.; Maldonado, M. I.; Meas-Vong, Y.; Rodriguez, F.; Godinez, L. A.; Malato, S.

    2007-07-01

    Dyeing and finishing operations produce large quantities of wastewater that contains organic dyestuff, surfactants and other contaminants that can be characterized as high levels of total organic and color. Electro-Fenton (in situ electrochemical generation of the Fenton reagent) has been studied in order to exploit the fact that the reduction of dissolved oxygen to peroxide can be carried out selectively in acidic medium on the surface of a carbonaceous cathode. In this work, we report a study in which two approaches to water treatment are combined, photo catalysis and Fenton reaction, which involves the homogeneous conversion of peroxide to hydroxyl radical (OH). (Author) 140 refs.

  17. Brominated flame retardants as persistent organic pollutants. Distribution in the environment and human exposition; Los retardantes de llama bromados como compuestos organicos persistentes. Distribucion en el medio ambiente y exposicion en humanos

    Energy Technology Data Exchange (ETDEWEB)

    Fabrellas, B.; Solis, A.; Alvarez, A.; Larrazabal, D.; Martinez, A.

    2004-07-01

    Polybrominated diphenyl ethers (PBDE) are a family of synthetic chemicals widely used in industry to delay, inhibit or even suppress combustion process in manufactured items. Flame retardant products are frequently added into plastic, electronic, paint and textile materials to reduce the risk of ignition. During last years, increasing levels of PBDEs have been detected in the environment, suggesting release from the treated surface as main pathway for environmental intake. Their physicochemical structure makes them substances of highly lipophilic bio accumulative and persistent nature, with potential toxic effects observed onto wildlife and humans. This publication resumes actual knowledge on PBDEs research and submits initiatives of human and environment exposure minimization. (Author)

  18. Preparatory of X zeolite (faujasite) with surfactant hexa decyl trimethyl ammonium bromide (HMDTA) for adsorption of organic compounds; Acondicionamiento de zeolita X (faujasita) con surfactante bromuro de hexa decil trimetil amonio (HDTMA) para adsorcion de compuestos organicos

    Energy Technology Data Exchange (ETDEWEB)

    Gonzalez R, V

    2003-07-01

    The water represents one of the most valuable natural resources for the alive beings, since it is the essential component of the alive matter. Also, it is fundamental part of our planet, since is an indispensable element for the integral development of the same one. The demographic growth, the human being's activities and the industrial growth, he/she brings as consequence an increase in the use of the water and the generation of residual waters that successively contaminate the hydrological basins, becoming an environmental problem urgent. The contamination of the water with compound such as phenol and benzene, it is a problem that it requires the search of solutions, since it is of compound not very biodegradable, able to accumulate through the food chains and very toxic to the alive beings that they enter in contact with them (Tolgyessy, 1993). In the human beings it can take place damages in liver and kidney, the Agency of Protection to the Atmosphere of the United States (EPA) it considers that the exhibition for benzene is related with the leukemia, it is also considered as a carcinogen substance. Of the methods that are used for the treatment of polluted waters, it highlights the use of adsorber and one of them is the zeolites, since they are broadly used in those separation processes. The zeolites is crystalline aluminosilicates, they are characterized for to have a big superficial area and for their great capacity of exchange cationic, due to it the process of adsorption depends on these two characteristics, since to the modified being superficially for surfactants cationic it originates an enriched layer of carbon organic, which has the capacity to remove pollutants of the water. The present work outlines as objective to carry out the superficial modification of zeolite X using hexa decyl trimethyl ammonium bromide (HMDTA-Br) to different concentrations, with the purpose of making it useful in the removal of pollutants organic, present in watery solution. The results of this investigation work indicate that the superficial modification of the zeolite X with HMDTA-Br to the four used concentrations 29, 58, 116 and 174 mmol L was possible, and it is demonstrated by the results of electronic microscopy of sweeping and for the decrease of the content of sodium carried out by Neutron activation analysis. In relation to the removal tests, it was found that the zeolite modified X with the biggest surfactant concentration it presents the highest phenol percentage removed, being this of 38% for a time of contact of 3 hours. In accordance with the results of removal of benzene is observed that the zeolite X removes 56%, but the modified zeolite removes a bigger quantity of until 90%, said percentage varies with regard to the time of contact. Therefore the modification of the zeolite X is favorable for the removal of the benzene. (Author)

  19. 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...

  20. Determinacion del N y P en abonos organicos mediante la tecnica del elemento faltante y un bioensayo microbiano

    Directory of Open Access Journals (Sweden)

    Eduardo Salas

    2001-01-01

    Full Text Available Mediante la tecnica del elemento faltante en ferinvernadero y el uso de un bioensayo microbiano se determin6 la disponibilidad de N y P en 6 sus- greenhoutratos: suelo s6lo 0 en mezcla 9: 1 con diversos abo- nos organicos, a saber: pollinaza (CM, compost (C, bocashi (B, vermicompost (V 0 broza de ca- determife (Br. En ambos bioensayos y para cada sustrato se realiz6 un experimento factorial 2x2 (fertiliza- ci6n con P y N; las combinaciones resultantes fue- ron: +P, +N, +P+N y -P-N (testigo. En el bioensa- yo microbiano se utiliz6 un diseno de bloques al azar con 6 repeticiones y se midi6 el crecimiento microde la biomasa microbiana nativa (BM 2 dias des- pues de aplicar el tratamiento e incubar con gluco- sa. En la prueba de invernadero se utiliz6 un dise- no completamente al azar con 4 repeticiones, se utiliz6 sorgo (Sorghum vulgare como planta indi- cadora. Se midi6 el peso seco de la parte aerea de lasplantas a los 34 dias de la siembra (PS y el con- tenido foliar de nutrimentos. Ambos bioensayos in- sordicaron respuesta del suelo a la aplicaci6n de P y N. La mezcla del suelo con un 10% de CM, CoB mostraron los valores mas altos de BM y PS. La mezcla suelo:CM no respondi6 a ningun tratamien- to qufmico, mientras que en mezcla con el C 0 el B respondi6 a la aplicaci6n de N pero no al P. Con el Vola Br se obtuvo las menores respuestas de las variables y hubo respuesta ala adici6n de P y N. La tecnica del elemento faltante de invernadero

  1. 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....

  2. Homogeneización de materiales compuestos de inclusiones elipsoidales periódicas

    Directory of Open Access Journals (Sweden)

    H. Hernández Cabanas

    2015-01-01

    Full Text Available Los materiales compuestos son de vital importancia para el ser humano desde sus primeros tiempos, en la actualidad el empleo de estos materiales ha proliferado en la industria debido a la presencia de propiedades físicas que no están presentes en ninguno de sus componentes. El hecho de conocer previamente las propiedades de los materiales compuestos es unos de los problemas a los que se enfrenta la ciencia. Los métodos de homogeneización se emplean para calcular las propiedades efectivas de materiales compuestos. En el presente trabajo se plantea la formulación del método de homogeneización asintótica para compuestos tridimensionales y la transformación de los problemas locales a partir de las simetrías presentes en un compuesto de inclusiones elipsoidales periódicas. Se formula la resolución de los problemas locales por el método de elementos finitos utilizando elementos tetraédricos de cuatro nodos en la discretización del problema. Se realizan los cálculos numéricos para la obtención de los coeficientes efectivos en un material de inclusiones elipsoidales periódicas de aluminio embebidas en una matriz. La matriz es a su vez un compuesto del mismo aluminio con inclusiones esféricas de carburo de silicio con distribución cuadrada. Se muestran algunos de los resultados obtenidos para este compuesto variando la fracción volumétrica de aluminio para distintas razones de aspecto de las inclusiones elipsoidales. Se observa que en el caso de constituyentes isotrópicos, con una geometría del compuesto que presente una dirección predominante, el material resultante pierde esta propiedad.

  3. Microextracción en fase sólida de compuestos volátiles en albahaca (Ocimum basilicum L. Microextracción en fase sólida de compuestos volátiles en albahaca (Ocimum basilicum L.

    Directory of Open Access Journals (Sweden)

    Isaac Andrade-González

    2012-02-01

    Full Text Available Volatile compounds of basil (Ocimum basilicum L. were extracted with solid phase microextraction(SPME and analyzed with gas chromatography-mass spectrometry (GC-MS. TwoSPME fiber coatings, Polydimethylsiloxane/Divinylbenzene (PDMS/DVB, 65 μm and Carbowax/Divinylbenzene (CW/DVB, 65 μm were evaluated in order to compare the extraction ofcomponents. Among the 25 volatile compounds detected were phenylpropanoids, monoterpenes,sesquiterpenes, esters, and aldehydes. There were significant (P Los compuestos volátiles de la albahaca (Ocimum basilicum L. fueron extraídos mediante la microextracción en fase sólida (SPME y analizados con cromatografía de gases-espectrometría de masas (GC-MS. Se evaluaron dos fibras, Polidimetilsiloxano/Divinilbenceno (PDMS/DVB, 65 μm y Carbowax/Divinilbenceno (CW/DVB, 65 μm, para comparar la extracción de componentes. Entre los 25 compuestos volátiles recuperados en la albahaca, se identificaron fenilpropanoides, monoterpenos, sesquiterpenos, ésteres, y aldehídos. Hubieron diferencias significativas (P Cuantitativamente, el componente más importante fue el cinamato de metilo, seguido por el linalol.

  4. 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

  5. Changes in SPME-extracted volatile compounds from Iberian ham during ripening

    Directory of Open Access Journals (Sweden)

    García, Carmen

    2009-07-01

    Full Text Available A headspace SPME procedure was tested to study the evolution of volatile compounds during the ripening of Iberian hams from pigs reared in a Montanera system (outdoorbased, with acorn and pasture available and a HO-Pienso system (indoor-based, with a high oleic acid concentrate. The effect of the ripening time on volatile compounds was more marked than the effect of feeding system. Most volatile compounds affected by the ripening time were compounds that come from Strecker and Maillard reactions, which increased significantly ( p Un procedimiento de microextración en fase sólida (SPME en espacio de cabeza fue ensayado para estudiar la evolución de los compuestos volátiles durante la curación de Jamones Ibéricos de cerdos criados en régimen de montanera (en libertad, con bellotas y pasto disponible y un sistema OH-Pienso (estabulados, con un pienso alto en ácido oléico. El efecto del tiempo de curación en los compuestos volátiles fue más marcado que el efecto de la alimentación. La mayoría de los compuestos volátiles afectados por el tiempo de curación fueron compuestos que proceden de la reacción de Strecker y Maillard, que se incrementaron significativamente (p p < 0.05. Algunos de ellos (ácido butanoico, 2,6- dimetilpiracina y 1-octen-3-ol fueron más abundantes en jamones de Montanera que en jamones de Pienso. Estas pequeñas diferencias podrían ser importantes porque los compuestos involucrados han sido identificados como aromas del jamón Ibérico.

  6. 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...

  7. Compuestos de organosilicio para almacenamiento de energía Compuestos de organosilicio para almacenamiento de energía

    Directory of Open Access Journals (Sweden)

    Adrián Peña-Hueso

    2012-02-01

    Full Text Available   Las pilas recargables de ion litio han tenido un considerable desarrollo en los últimos años y son ampliamente utilizadas en dispositivos electrónicos. Los derivados de organosilicio enlazados a unidades de etilenglicol están siendo estudiados como una opción atractiva para sustituir a los disolventes convencionales en la preparación de electrolitos, pues poseen altos puntos de inflamación, buena conductividad, baja toxicidad y buena estabilidad electroquímica. Aunado a eso, la síntesis de estos compuestos a partir de materias primas sencillas y económicas los convierte en buenos candidatos para su uso en pilas de ion litio a nivel comercial. En este artículo se hace una revisión de los aspectos más sobresalientes del trabajo con electrolitos de organosilanos que ha realizado el Dr. Robert West.There has been a large development of Li-ion batteries during last years and they are widely used in consumer electronic devices. Organosilicon compounds coupled to ethylene glycol chains are being studied as a good option to substitute conventional solvents in the preparation of electrolytes, because they have high flash points, good conductivities, low toxicity and good electrochemical stability. These compounds are prepared from simple and cheap reagents, which also makes them attractive for their industrial application in Li-ion batteries. This paper is a review of the most important results obtained by Professor Robert West in the field of organosilicon electrolytes.

  8. CARACTERIZACIÓN DE LOS COMPUESTOS VOLÁTILES ACTIVOS OLFATIVAMENTE EN UCHUVA (Physalis peruviana L.

    Directory of Open Access Journals (Sweden)

    Doris Gutierrez

    2011-01-01

    Full Text Available Durante el estudio de los compuestos activos olfativamente en el aroma de la uchuva (Physalis peruviana L. se identificaron los compuestos volátiles, obtenidos por 3 técnicas, extracción líquido-líquido con pentano-diclorometano (1:1 (LL, Solvent-Assisted Flavor Evaporation (SAFE y Headspace-Microextracción en fase sólida (HS-MEFS, y se encontraron diferencias en la calidad del aroma de los extractos mediante el análisis olfatométrico. La técnica SAFE permitió obtener un extracto con un aroma muy semejante al de la fruta fresca. Los compuestos que presentaron los valores más altos de factor de dilución de aroma (FD fueron: hexanal, 3-hidroxi-2-butanona, 2-metilpropanol, 2-hidroxibutanoato de etilo, octanoato de etilo y 3-hidroxibutanoato de butilo. En el extracto LL se detectaron algunos compuestos sin actividad olfativa en la fruta; en contraste, mediante la técnica de HS-MEFS no fue posible detectar todos los compuestos activos olfativamente, principalmente los de mayor polaridad. Estos resultados muestran la utilidad del nuevo enfoque de análisis en química de aromas, el cual le da más relevancia al análisis olfativo en estos estudios.

  9. Volatile aromatic compounds in Mexico City atmosphere: levels and source apportionment

    Energy Technology Data Exchange (ETDEWEB)

    Mugica, V. [Universidad Autonoma Metropolitana - Unidad Azcapotzalco, Mexico, D.F. (Mexico); Ruiz, M.E. [Instituto Mexicano del Petroleo, Mexico, D.F. (Mexico); Watson, J.; Chow, J. [Desert Research Institute, Reno, Nevada (United States)

    2003-01-01

    Samples of ambient air were simultaneously collected at three different sites of Mexico City in March of 1997 in order to quantify the most abundant volatile aromatic compounds and estimate the source contributions by application of the chemical mass balance model (CMB). Volatile aromatic compounds were around 20% of the total of non-methane hydrocarbons present in morning air samples. The most abundant volatile aromatic species in urban air were toluene and xylenes followed by 1, 2, 4 trimethylbenzene, benzene, ethylbenzene, metaethyltoluene, 1, 3, 5 trimethylbenzene, styrene, n propylbenzene, and isopropylbenzene. Sampling campaigns were carried out at crossroads, a bus station, a parking place, and areas where solvents and petroleum distillates are used, with the objective of determining people's exposure to volatile aromatic compounds. The CMB was applied for estimating the contribution of different sources to the presence of each one of the most abundant aromatic compounds. Motor vehicle exhaust was the main source of all aromatic compounds, especially gasoline exhaust, although diesel exhausts and asphalt operations also accounted for toluene, xylenes, ethylbenzene, propylbenzenes, and styrene. Graphic arts and paint applications had an important impact on the presence of toluene. [Spanish] Se colectaron simultaneamente muestras de aire ambiente en tres sitios de la Ciudad de Mexico durante el mes de marzo de 1997 con el fin de conocer las concentraciones y el origen de compuestos aromaticos utilizando el modelo de balance de masa de especies quimicas (CMB). Los compuestos aromaticos volatiles representaron alrededor del 20% del total de hidrocarburos no metalicos presentes en las muestras matutinas colectadas. Las especies aromaticas volatiles mas abundantes en el ambiente fueron el tolueno y los xilenos, seguidos por 1, 2, 4 trimetilbenceno, benceno, etilbenceno, metaetiltolueno, nporpilbenceno, isopropilbenceno, 1, 3, 5 trimetilbenceno y estireno. Se

  10. Estudio de la fractura de materiales compuestos por una matriz de plástico

    OpenAIRE

    Maspoch, M. Ll. (Maria Lluïsa)

    1992-01-01

    Se estudia el comportamiento a fractura de materiales, compuestos por una matriz de plástico en la que se ha dispersado una segunda fase en forma de partículas elastoméricas. Como matriz se han utilizado dos materiales diferentes: una resina de poliéster insaturada y poliestireno. Se estudia la morfología de los materiales compuestos preparados, se determinan los parámetros de fractura y otras propiedades mecánicas, se realiza el estudio fractográfico y finalmente se analizan los resultados e...

  11. El CITA realiza estudios sobre compuestos nutraceúticos en pimiento y cebolla

    OpenAIRE

    Area de Información, Documentación y Cultura Científica. Centro de Investigación y Tecnología Agroalimentaria de Aragón

    2013-01-01

    Se está trabajando en la detección de compuestos nutracéuticos ( sustancias de origen biológico beneficiosas para la salud) en pimiento y cebolla y que son potencialmente muy útiles para el sector farmacéutico. El Centro de Investigación y Tecnología Agroalimentaria de Aragón, organismo perteneciente al Departamento de Industria e Innovación, está desarrollando técnicas analíticas y moleculares para el estudio de compuestos nutraceúticos en pimiento y cebolla. La investigación esta ...

  12. Eliminación de compuestos volátiles olorosos por electrocoagulación

    OpenAIRE

    Mariz Medeiros, Djalma; Hernández Muñoz, Aurelio; Hernández Lehmann, Aurelio; Lucas Filho, Manoel

    2011-01-01

    La emisión de olores en las depuradoras de aguas residuales representa un impacto significativo. En este sentido, resulta de especial interés la electrocoagulación, como procedimiento de tratamiento de compuestos olorosos presentes en aguas residuales. Durante la presente investigación se ha estudiado la eliminación de los siguientes compuestos volátiles olorosos mediante el proceso de electrocoagulación: sulfuro de carbono, tolueno y diclorometano. Se ha investigado el efecto del diseño del...

  13. Material compuesto electroconductor con coeficiente de expansión térmica controlado

    OpenAIRE

    Borrell, Amparo; García Moreno, Olga; Fernández, Adolfo; Torrecillas, Ramón

    2009-01-01

    Material compuesto electroconductor con coeficiente de expansión térmica controlado. La presente invención se refiere a un material compuesto que comprende un componente cerámico, caracterizado por tener un coeficiente de expansión térmico negativo, y nanofilamentos de carbono, a su procedimiento de obtención y a sus usos como electroconductor en microelectrónica, óptica de precisión, aeronáutica y aeroespacial.

  14. Comportamiento [del] tanque de material compuesto ante cargas dinámicas

    OpenAIRE

    Artero Guerrero, José Alfonso

    2010-01-01

    Este proyecto fin de carrera analiza los impactos de fragmento a alta velocidad sobre estructuras de material compuesto que contienen líquidos. En este proyecto se estudia la vulnerabilidad de la estructura cuando está fabricada en material compuesto. Las excelentes propiedades que tienen los plásticos reforzados de fibras de carbono en cuanto a baja densidad y alta resistencia mecánica los sitúan en una situación clave para desarrollarse como material estructural en fabricación de aviones. E...

  15. Evaluación de rendimiento de compuestos de ajo tipo Taiwán Evaluación de rendimiento de compuestos de ajo tipo Taiwán

    Directory of Open Access Journals (Sweden)

    Briseida Mendoza Celedón

    2012-02-01

    Full Text Available Se evaluó el rendimiento y variables de calidad de compuestos de ajo (Allium sativum L., durante el ciclo otoño-invierno 2008-2009, en San Luis de la Paz, Gto., México. Se emplearon compuestos de ajo del tipo Taiwán, con resultados variables de acuerdo a su genotipo. Entre los compuestos sobresalieron por su altura de planta, rendimiento de bulbo, mayor peso promedio de bulbo y menor número de dientes por bulbo los siguientes: el Compuesto 4 (El pato, bodegas, Salamanca, Gto., el Compuesto 5 (Santa Teresa, tabla III, Salamanca, Gto., y el Compuesto 1 (Ajo sano, varias regiones del Edo. de Gto.. Es importante continuar con el programa de mejoramiento genético de ajo para el estado de Guanajuato, basado en selección de nuevas líneas de entre los compuestos mejores y con ayuda de técnicas como la eliminación de virus, para mejorar rendimiento y calidad del ajo. Field yield and bulb quality of garlic (Allium sativum L. compounds were evaluated during the 2008-2009 fall-winter cycle at the San Luis de la Paz, Gto., Mexico. Taiwan compounds were evaluated with variable results, depending on the genotype. Best plant height, bulb yield, higher weight per bulb and smaller clove number per bulb were obtained with: Compuesto 4 (El pato, bodegas, Salamanca, Gto., Compuesto 5 (Santa Teresa, tabla III, Salamanca, Gto., and Compuesto 1 (Ajo sano, varias regiones del Edo. de Gto.. It is important to continue with the program of garlic genetic breeding to Guanajuato state, based on selection of new garlic lines derived from the best compounds and using techniques as the virus elimination for improving yield and quality.

  16. Actividad antioxidante de compuestos aislados del residuo no-volátil del aceite esencial de naranja.

    Directory of Open Access Journals (Sweden)

    Vargas-Arispuro, L.

    1998-04-01

    Full Text Available There has been a growing interest in the food industry and in preventive medicine to search for «natural antioxidants». Therefore the objetive of this study was to evaluate the antioxidant activity of the non-volatile residue of essential orange oil in the oxidation of unrefined and freshly extracted olive oil. Essential orange oil was distilled to obtain a non-volatile residue and fracctionated on a Silica Gel 60 column. The antioxidant activity was determined by measuring peroxide value obtained after heating olive oil at 70 °C for 48 h. Six compounds were isolated and purified, four of these had antioxidant activity, α-tocopherol and three methoxylated flavones were identified using spectroscopic methods. This study confirmed that non-volatile fractions of essential orange oil contain natural antioxidants diferent from α-tocopherol.

    Existe un creciente interés en la industria alimentaria y en la medicina preventiva por la búsqueda de «antioxidantes naturales», por lo que nos planteamos evaluar la actividad antioxidante del residuo no volátil del aceite esencial de naranja contra la oxidación del aceite de oliva sin retinar y de reciente extracción. Mediante destilación del aceite esencial de naranja se obtuvo el residuo no-volátil, el cual se fraccionó en columna de silica gel 60. La actividad antioxidante fue medida por el valor de peróxidos producidos por el aceite de oliva al provocar la oxidación por calentamiento a 70 °C durante 48 h. Se aislaron seis compuestos mediante HPLC preparativo de los cuales cuatro tuvieron actividad antioxidante. Usando métodos espectroscópicos se identificaron α-tocoferol y tres flavonas metoxiladas. Con este estudio se confirmó que la fracción no volátil del aceite esencial de naranja contiene antioxidantes naturales diferentes al α-tocoferol.

  17. 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.

  18. MATERIALES COMPUESTOS DE MATRIZ POLIMÉRICA USADOS PARA EL BLINDAJE DE INTERFERENCIA ELECTROMAGNÉTICA

    Directory of Open Access Journals (Sweden)

    Andrés Orlando Garzón Posada

    2017-01-01

    Full Text Available Este trabajo tiene como propósito revisar el estado del arte en la síntesis y caracterización de materiales de matriz polimérica reforzados con compuestos a base de carbón o ferritas para su uso como materiales atenuadores de interferencia electromagnética (EMI. Recientemente, este tipo de materiales han sido objeto de investigación debido a sus potenciales aplicaciones tecnológicas, economía y de ser además ambientalmente amigables, puesto que polímeros o cauchos reciclados se pueden utilizar para su fabricación. Estos compuestos pueden ser empleados en la producción de blindajes electromagnéticos, transductores, entrega focalizada de medicamentos, marcación de órganos, hipertermia magnética, etc. Para la fabricación de este tipo de materiales compuestos se usan refuerzos particulados, fibras o láminas y como matrices polímeros termoplásticos o termoestables, cauchos sintéticos o naturales. El método de producción de los compuestos (mezcla fundida, métodos químicos, etc. influye en las propiedades eléctricas, magnéticas y electromagnéticas del material obtenido, debido a la relación de aspecto de los refuerzos: compuestos con elevada relación de aspecto de sus refuerzos tendrán mejores propiedades magnéticas, eléctricas y desempeño frente a la interferencia electromagnética. El blindaje electromagnético de estos materiales se cuantifica a través de la efectividad del blindaje (SE o en otros casos a través de la pérdida reflectiva (RL. Una efectividad de blindaje de 30 dB corresponde a 99,9% de atenuación de la radiación electromagnética incidente. En todos los trabajos se comprueba que las propiedades del compuesto dependen de la cantidad y del tipo de refuerzo adicionado a la matriz.

  19. Caracterización de los compuestos del aroma en rones colombianos por HS-SPME-GC-MS-O

    Directory of Open Access Journals (Sweden)

    Jazmín Osorio Monsalve

    2016-11-01

    Full Text Available Se identificaron por primera vez 46 compuestos volátiles olfativamente activos con actividad aromática significativa presentes en rones comerciales de Colombia. Lo anterior, mediante microextracción en fase sólida en modo espacio de cabeza (HS-SPME, acoplada a cromatografía de gases con detectores de espectrometría de masas y olfatometría (GC-MS-O. Dentro de los compuestos identificados se encuentran ésteres, compuestos aromáticos, alcoholes, acetales, lactonas y furfural. De esos 46 compuestos, nueve están presentes en todos los rones estudiados y algunos otros son característicos solo de la marca.

  20. Desarrollo de materiales compuestos avanzados basados en fibras de carbono para la industria aeroespacial

    OpenAIRE

    Rodriguez, Exequiel Santos

    2015-01-01

    En este trabajo se estudia el desarrollo de materiales compuestos de matriz polimérica reforzados con fibras de carbono para aplicaciones que presentan solicitaciones severas. Este es el caso de la industria aeroespacial, que utiliza componentes en cohetes y aeronaves que se ven sometidos a altas solicitaciones mecánicas y están expuestos a las altas temperaturas. Es por ello que se estudiaron materiales para diversas aplicaciones basados en fibras de carbono: preimpregnados de fibras y resin...

  1. 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

  2. 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.

  3. Improved organic scintillation detectors; Possibilites de perfectionnement des detecteurs organiques a scintillations; Usovershenstvovannye organicheskie stsintillyatsionnye detektory; Detectores organicos de centelleo perfeccionados

    Energy Technology Data Exchange (ETDEWEB)

    Birks, J B [University of Manchester, Manchester (United Kingdom)

    1962-04-15

    Equations have been derived for the practical scintillation efficiency (photo-electrons/MeV) of organic crystals and solutions in terms of molecular parameters and these have been applied to the more important scintillator systems, for photomultipliers with S11 (glass window) and S13 (quartz window) responses. The results suggest several improvements in current organic scintillation detector practice: the use of binary rather than ternary solutions; the use of quartz rather than glass windows; and the reconsideration of mixed crystal scintillators based on naphthalene. Improvements by factors of 2 or more in the figure of merit (practical efficiency/decay time) for fast-scintillation counting can be obtained. (author) [French] L'auteur a etabli des equations pour determiner le rendement de scintillation (photoelectrons/MeV) de cristaux et solutions organiques, en faisant intervenir des parametres moleculaires. Il a applique ces equations a des appareils a scintillations plus importantes pour determiner la reponse des photomultiplicateurs a fenetre en verre (S11) et a fenetre en quartz (S13). Les resultats obtenus ont fait apparaitre la possibilite d'ameliorer, a plusieurs egards, les detecteurs organiques a scintillations du type courant, par exemple en remplacant les solutions ternaires par des solutions binaires, les fenetres en verre par des fenetres en quartz, ou en reexaminant les possibilites offertes par les scintillateurs a cristaux mixtes a base de naphtalene. L'introduction de ces perfectionnements conduirait a une amelioration, du simple au double ou plus, du facteur de qualite (efficacite/temps de decroissance) des dispositifs de comptage a scintillations. (author) [Spanish] Se han establecido ecuaciones que permiten calcular el rendimiento practico de centelleo (fotoelectrones/MeV) de los cristales y soluciones organicos en funcion de parametros moleculares; estas ecuaciones han sido aplicadas a los sistemas de centelleo mas importantes, para

  4. 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.

  5. 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

  6. 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.

  7. Modelos de elementos finitos de componentes de autobuses fabricados en materiales compuestos

    OpenAIRE

    Grimaldi Pastoril, Rocío; Alcalá Fazio, Enrique

    2010-01-01

    La creciente preocupación por la seguridad en el transporte de pasajeros, ha hecho que las estructuras de los autobuses y autocares se vean sometidas a solicitaciones cada vez más exigentes, sobre todo ante condiciones de vuelco cuyos requerimientos vienen determinados por el Reglamento 66 de ginebra. Es por eso que en esta ponencia se pretende presentar una alternativa de pilares de estructura con materiales compuestos para el uso de los mismos como método reductor de masa de los vehícu...

  8. Extracción de compuestos aromáticos con furfural en aceites lubricantes recuperados

    OpenAIRE

    Meléndez Hernández, Marianna Andrea

    2015-01-01

    Se presenta un estudio experimental y diseño conceptual con especificación de equipos y análisis económico de un proceso de extracción con furfural de compuestos aromáticos presentes en la base lubricante recuperada, para su decoloración y desodorización, después del proceso de regeneración de aceites usados en la empresa Biochemical Group -- Se realiza un diseño de experimentos factorial 32 para evaluar el proceso determinando la composición de hidrocarburos aromáticos en el extracto y refin...

  9. COMPUESTOS DE HIERRO PARA SUPLEMENTACIÓN ORAL: PRINCIPIOS Y AVANCES -REVISIÓN SISTEMATICA

    OpenAIRE

    PEREZ M, Lina J.; TOBÓN, Gloria

    2006-01-01

    Se presenta una revisión que abarca los principales aspectos sobre la absorción oral del hierro (fuentes y captación) y sus funciones en el organismo, centrándose en la tendencia actual de utilizar complejos o quelatos de este metal con ligandos orgánicos para el tratamiento oral por deficiencia del mismo (monosacáridos, aminoácidos y ácidos carboxílicos de bajo peso molecular), ya que estos compuestos aumentan la biodisponibilidad del hierro y disminuyen los efectos adversos que presentan su...

  10. Modelización de impactos de material compuesto contra célula de carga

    OpenAIRE

    López Toledo, Álvaro

    2015-01-01

    En el presente trabajo fin de grado se han desarrollado dos modelos numéricos correspondientes a un modelo completo y otro simplificado donde se hace impactar lajas de material compuesto de dimensiones 81x42 mm2 y 2.4 mm de espesor y de secuencia de laminado (+45/-45/0/90/90/0)s. Este material está formado por doce láminas y se recrea de varias formas, introduciendo diferente cantidad de elementos cohesivos, en concreto de cero, uno y tres. Para ambos modelos se utilizan velocidades de lanzam...

  11. Caracterización del material compuesto mármol-poliéster

    OpenAIRE

    Corpas Iglesias, F. A.; Iglesias Godino, F. J.; Codina Sánchez, S.; Ruiz Román, J. M.; Ruiz Prieto, J. M.; Alonso Santos, C.

    2002-01-01

    En este trabajo, caracterizamos un nuevo material compuesto, formado con una mezcla de poliéster y de mármol blanco triturado. El propósito final es doble: por un lado obtener un material para aplicaciones lo suficientemente competitivas como para que se pueda iniciar un estudio económico de viabilidad, aumentando el rendimiento de la materia prima y mejorando las salidas laborales de las comarcas extractoras. Para la caracterización del material se ha determinado el porcentaje adecuado de...

  12. 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.

  13. 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...

  14. The role of the canonical biplot method in the study of volatile compounds in cheeses of variable composition

    Directory of Open Access Journals (Sweden)

    González-Martín, M. I.

    2016-03-01

    Full Text Available The canonical biplot method (CB is used to determine the discriminatory power of volatile chemical compounds in cheese. These volatile compounds were used as variables in order to differentiate among 6 groups or populations of cheeses (combinations of two seasons (winter and summer with 3 types of cheese (cow, sheep and goat’s milk. We analyzed a total of 17 volatile compounds by means of gas chromatography coupled with mass detection. The compounds included aldehydes and methyl-aldehydes, alcohols (primary, secondary and branched chain, ketones, methyl-ketones and esters in winter (WC and summer (SC cow’s cheeses, winter (WSh and summer (SSh sheep’s cheeses and in winter (WG and summer (SG goat’s cheeses. The CB method allows differences to be found as a function of the elaboration of the cheeses, the seasonality of the milk, and the separation of the six groups of cheeses, characterizing the specific volatile chemical compounds responsible for such differences.El m.todo biplot can.nico (CB se utiliza para determinar el poder discriminatorio de compuestos qu.micos vol.tiles en queso. Los compuestos vol.tiles se utilizan como variables con el fin de diferenciar entre los 6 grupos o poblaciones de quesos (combinaciones de dos temporadas (invierno y verano con 3 tipos de queso (vaca, oveja y cabra. Se analizan un total de 17 compuestos vol.tiles por medio de cromatograf.a de gases acoplada con detecci.n de masas. Los compuestos incluyen aldeh.dos y metil-aldeh.dos, alcoholes (primarios de cadena, secundaria y ramificada, cetonas, metil-cetonas y .steres. Los seis grupos de quesos son, quesos de vaca de invierno (WC y verano (SC; quesos de oveja de invierno (WSh y verano (SSh y quesos de cabra de invierno (WG y verano (SG. El m.todo CB permite la separaci.n de los seis grupos de quesos y encontrar las diferencias en funci.n del tipo y estacionalidad de la leche, caracterizando los compuestos qu.micos vol.tiles espec.ficos responsables de

  15. Bebidas a base de frutas procesadas por tecnologías no térmicas: compuestos bioactivos y bioaccesibilidad

    OpenAIRE

    Carbonell Capella, Juana Mª

    2016-01-01

    La presente tesis doctoral se centró en el análisis de compuestos bioactivos y parámetros de calidad en bebidas a base de zumos de frutas y sus modificaciones tras el procesado por tecnologías no térmicas (altas presiones hidrostáticas [APH], pulsos eléctricos de alta intensidad [PEAI], descargas eléctricas de alto voltaje [DEAV] y ultrasonidos [USN]), así como el estudio de la bioaccesibilidad de estos compuestos. La aplicación conjunta de dos estrategias de conservación (aplicación de tecno...

  16. Caracterización preliminar de los compuestos hidrofóbicos removidos de Andisoles repelentes al agua de Antioquia.

    Directory of Open Access Journals (Sweden)

    Jaramillo J. Daniel F.

    2000-06-01

    Full Text Available En 15 muestras de Andisoles repelentes al agua se caracterizaron los compuestos orgánicos extraídos por mezclas de etanol - benceno, 1:2 y de isopropanol - amoniaco 7:3; se confirmó que los compuestos responsables de la hidrofobicidad del suelo extraídos son poco humificados, tienen una composición general de ácidos carboxílicos alifáticos de cadenas largas y que corresponden a humus tipo Rp.

  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. Efecto citotóxico de algunos compuestos naturales aislados de plantas Laureaceae y derivados sintéticos

    Directory of Open Access Journals (Sweden)

    Luis Enrique Cuca

    2011-03-01

    Conclusión. Los compuestos evaluados que exhibieron actividad contra la proliferación celular mostraron resultados interesantes, lo cual sugiere su potencial uso como cabezas de serie o moléculas plantilla en el desarrollo de agentes anticancerígenos.

  19. Compuestos sintéticos del tipo de estirilquinolinas con actividades leishmanicida y citotóxica

    Directory of Open Access Journals (Sweden)

    Emy Luz Sánchez

    2014-12-01

    Conclusión. A pesar de su toxicidad, el compuesto E3 de la 2-estirilquinolina demostró una actividad prometedora contra L. (V. panamensis, pues fue capaz de inhibir de manera significativa los amastigotes en el interior de la célula y de reducir la infección.

  20. Compuestos de Paladio soportados en distintos materiales. Aplicación en Catálisis heterogénea

    OpenAIRE

    Leyva Perez, Antonio

    2011-01-01

    Leyva Perez, A. (2005). Compuestos de Paladio soportados en distintos materiales. Aplicación en Catálisis heterogénea [Tesis doctoral no publicada]. Universitat Politècnica de València. doi:10.4995/Thesis/10251/1839.

  1. Desarrollo de prótesis ortopédicas en materiales compuestos para uso competitivo

    OpenAIRE

    Villar, Juan Ignacio; Fontana, Marco; Sznajderman, Lucas; Antokoletz, Sebastián Pablo

    2017-01-01

    El trabajo describe el diseño, construcción y posterior validación de una prótesis transtibial de uso competitivo destinada a carreras de velocidad. La misma es concebida en materiales compuestos y las bases del diseño contemplan la medición de parámetros biomecánicos del usuario para un posterior análisis de similaridad. Las principales características que se pretende lograr de una prótesis tipo ‘Flex- Foot’ son la respuesta elástica lineal, tamaño y proporción apropiada, frecuencia natur...

  2. Comportamiento dieléctrico de compuestos epoxi/aluminio/BaTiO3

    Directory of Open Access Journals (Sweden)

    Castro, M. S.

    2009-06-01

    Full Text Available In order to improve the dielectric behaviour of epoxi/BaTiO3, in this work the influence of micrometric aluminum metal flakes (Al, on the dielectric properties of epoxy / BaTiO3 composites was studied. Epoxy resin, Al and BaTiO3 were mixed using an ultrasonic mixer and composites were deposited onto glass substrates by dipping technique. Obtained materials presented good dielectric properties at room temperature, and relaxation process appeared due to the resin behaviour. Obtained results were compared with those reported in literature for similar systems.Con el objetivo de mejorar el comportamiento dieléctrico de los compuestos epoxi/BaTiO3, en este trabajo se estudió la influencia de partículas metálicas de aluminio (Al, con forma de escamas y tamaño micrométrico, sobre las propiedades dieléctricas de sistemas epoxi / BaTiO3. El material compuesto fue obtenido por la técnica de inmersión o “dipping”. La mezcla de los componentes fue llevado a cabo en mezclador ultrasónica y la deposición se realizó sobre sustratos de vidrio. Los materiales obtenidos presentaron buenas propiedades dieléctricas a temperatura ambiente, sin alcanzar el límite de percolación, y los fenómenos de relajación fueron generados por los dominios de la resina. Los valores obtenidos fueron comparados con los reportados en la bibliografía para sistemas similares.

  3. Análisis de los compuestos volátiles de la ciruela amarilla (Prunus domestica L. ssp. domestica

    Directory of Open Access Journals (Sweden)

    Yineth Ruiz

    2011-01-01

    Full Text Available El aroma de las frutas se debe a los constituyentes volátiles presentes que, aunque se encuentran en muy bajas concentraciones, contribuyen al aroma global en grados muy diversos. Se hace necesario usar técnicas de aislamiento y concentración que garanticen el análisis de una composición química semejante a la de la fruta. Este trabajo tuvo como objetivo el análisis de los compuestos volátiles de la ciruela amarilla (Prunus domestica L. ssp. domestica por el método de evaporación del aroma asistida por solvente (SAFE. Este método utiliza un equipo de destilación conectado a una bomba de alto vacío que ofrece la posibilidad de aislar rápidamente compuestos volátiles sin daño térmico en diferentes matrices alimentarias. La separación e identificación de los compuestos volátiles se realizó por cromatografía de gases-espectrometría de masas (GC-MS. Se identificaron 47 compuestos (6,55 mg/kg de pulpa de fruta, entre ellos 14 alcoholes, 8 aldehídos, 7 ésteres, 5 cetonas, 4 ácidos carboxílicos, 4 hidrocarburos aromáticos, 3 lactonas, un compuesto azufrado y una hidroxicetona; 16 de ellos se informan por primera vez. El acetato de etilo (2,88 mg/kg, etanol (1 mg/kg y ácido octanoico (0,78 mg/kg fueron los constituyentes volátiles mayoritarios de esta variedad de ciruela.

  4. Análisis de los compuestos volátiles de la ciruela amarilla (Prunus domestica L. ssp. domestica

    Directory of Open Access Journals (Sweden)

    Yineth Ruiz

    2011-06-01

    Full Text Available El aroma de las frutas se debe a los constituyentes volátiles presentes que, aunque se encuentran en muy bajas concentraciones, contribuyen al aroma global en grados muy diversos. Se hace necesario usar técnicas de aislamiento y concentración que garanticen el análisis de una composición química semejante a la de la fruta. Este trabajo tuvo como objetivo el análisis de los compuestos volátiles de la ciruela amarilla (Prunus domestica L. ssp.domestica por el método de evaporación del aroma asistida por solvente (SAFE. Este método utiliza un equipo de destilación conectado a una bomba de alto vacío que ofrece la posibilidad de aislar rápidamente compuestos volátiles sin daño térmico en diferentes matrices alimentarias. La separación e identificación de los compuestos volátiles se realizó por cromatografía de gases-espectrometría de masas (GC-MS. Se identificaron 47 compuestos (6,55 mg/kg de pulpa de fruta, entre ellos 14 alcoholes, 8 aldehídos, 7 ésteres, 5 cetonas, 4 ácidos carboxílicos, 4 hidrocarburos aromáticos, 3 lactonas, un compuesto azufrado y una hidroxicetona; 16 de ellos se informan por primera vez. El acetato de etilo (2,88 mg/kg, etanol (1 mg/kg y ácido octanoico (0,78 mg/kg fueron los constituyentes volátiles mayoritarios de esta variedad de ciruela.

  5. 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

  6. 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

  7. 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

  8. 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

  9. Tenacidad a la fractura de compuestos cermets 3Al2O3*2SiO2/Ag manufacturados por molienda de alta energía

    OpenAIRE

    Hernández,José G. Miranda; Bustamante,Miriam Vázquez; Hernández,Héctor Herrera; Morán,Carlos O. González; Rangel,Enrique Rocha; García,Elizabeth Refugio

    2016-01-01

    La fabricación de materiales compuestos de matriz cerámica reforzados con partículas metálicas han propiciado la formación de nuevos materiales conocidos como compuestos CERMETS, materiales que debido a sus elementos precursores poseen propiedades distintas a las de los materiales convencionales. En este trabajo se establece la ruta de fabricación de materiales compuestos cermets base 3Al2O3*2SiO2 reforzados con partículas metálicas de Ag a partir de la formación de la composición química en ...

  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. Deformación plástica de compuestos mullita/óxido de itrio

    Directory of Open Access Journals (Sweden)

    Ramírez de Arellano López, A.

    2001-06-01

    Full Text Available Mullite (3Al2O3.2SiO2 based composites have excellent mechanical and thermal properties. The same characteristics that give mullite good resistance to plastic deformation also make its sintering difficult. Yttria is one of the most commonly used additives to reduce sintering temperatures in mullite. Additionally vitreous silicates (Y2Si2O7 could improve ductility. In this work we have used mullite samples with various amounts of Y2O3 (0, 5 and 9 wt.%. Details of processing and characterization of these composites have been the subject of a previous publication. We have compared the ductility of these composites by means of compressive deformation tests at elevated temperatures. Creep tests were performed at temperatures between 1300 and 1400ºC, in air, in a stress range of 0.69 to 34.5 MPa.

    Los compuestos a partir de mullita (3Al2O3.2SiO2 presentan unas magníficas propiedades mecánicas y térmicas. Las mismas características que hacen de la mullita resistente a la deformación plástica, dificultan su densificación. El óxido de itrio es uno de los aditivos más utilizados para reducir la temperatura de sinterización de la mullita. Adicionalmente la presencia de silicatos vítreos (en este caso Y2Si2O7 incrementan la ductilidad. En esta investigación se han usado muestras de mullita con diversas cantidades de Y2O3 (0%, 5% y 9% en peso. Los detalles sobre el procesado y caracterización de los compuestos han sido objeto de una publicación previa. Se ha estudiado comparativamente la ductilidad de estos materiales mediante experimentos de deformación en compresión a alta temperatura. Los ensayos se han desarrollado entre 1300 y 1400ºC, en atmósfera de aire, cubriendo un rango de tensiones de compresión entre 0.69 y 34.4 MPa.

  13. Aluminio pulvimetalúrgico: desarrollo y mejora de sus aleaciones y materiales compuestos

    Directory of Open Access Journals (Sweden)

    Ruiz-Navas, E. M.

    2008-06-01

    Full Text Available Powder metallurgy components demand is increasing in the last few years mainly due to the necessity of products assigned to automotive and aerospace industries, which has allow an important development of aluminium alloys and composites (AMCs. Consolidation of aluminium alloys by sintering present a main problem: the oxide layer that cover aluminium particles. Several alternatives are studied in this work as solution to the oxide layer problem during the sintering of series 2xxx aluminium alloys. One of these solutions is related to the addition of tin traces, and the other is the addition of a second alloy. Moreover, aluminium metal matrix composites are characterized by excellent properties as combination of properties which comes from the matrix and from the reinforcement. The last part of this study is focused to the analysis of one aluminium matrix composite as the influence of several quantities of reinforcement.

    El auge en la demanda de componentes pulvimetalúrgicos destinados principalmente al sector automovilístico y aeroespacial ha permitido un fuerte desarrollo tanto de aleaciones como de MMCs base aluminio (AMCs. El principal problema a la hora de consolidar estos materiales vía pulvimetalúrgica es la capa de óxido que recubre a las partículas de aluminio. En este trabajo se presentan varias alternativas como solución a este problema, aplicadas a la consolidación de aleaciones de aluminio pertenecientes a la serie 2xxx, entre ellas, la adición de trazas de estaño y la adición de una aleación Al-Si. En cuanto a los materiales compuestos de matriz de aluminio, se caracterizan por presentar propiedades únicas como combinación de las propiedades individuales que caracterizan tanto a la matriz como al refuerzo. En la última parte de este trabajo se estudia la consolidación de un material compuesto así como la influencia de las distintas cantidades de refuerzo.

  14. Reactividad matriz-refuerzo en compuestos de matriz de titanio pulvimetalúrgico

    Directory of Open Access Journals (Sweden)

    Amigó, V.

    2007-12-01

    Full Text Available The high reactivity of titanium and the facility of the same one to form intermetallics makes difficult obtaining composites with this material and brings the need in any case of covering the principal fibres used as reinforcement. To obtain composites of titanium reinforced with ceramic particles is proposed in this paper, and for this reason it turns out to be fundamental to evaluate the reactivity between the matrix and reinforcement. Both titanium nitride and carbide (TiN and TiC are investigated as materials of low reactivity whereas titanium silicide (TiSi2 is also studied as materials of major reactivity, already stated by the scientific community. This reactivity will be analyzed by means of scanning electron microscopy (SEM there being obtained distribution maps of the elements that allow to establish the possible influence of the sintering temperature and time. Hereby the matrix-reinforcement interactions are optimized to obtain suitable mechanical properties.

    La elevada reactividad del titanio y la facilidad del mismo en formar intermetálicos dificulta la obtención de compuestos con este material y la necesidad, en todo caso, de recurrir al recubrimiento de las principales fibras utilizadas como refuerzo. Se propone obtener compuestos de titanio reforzados con partículas cerámicas y, por ello, resulta fundamental evaluar la reactividad entre los diferentes materiales. Se investiga como materiales de baja reactividad el nitruro y carburo de titanio y como materiales de mayor reactividad, ya constatada por la comunidad científica, el TiSi2. Esta reactividad se analizará mediante microscopía electrónica de barrido obteniéndose mapas de distribución de los elementos, que permiten establecer la posible influencia de la temperatura de sinterización y el tiempo de permanencia a éstas. De esta manera, se optimiza en lo posible las interacciones matriz-refuerzo para obtener unas propiedades mec

  15. 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.

  16. 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

  17. Efecto de la ingesta de compuestos avanzados de la reacción de Maillard sobre el metabolismo gastrointestinal

    OpenAIRE

    Pastoriza de la Cueva, Silvia

    2013-01-01

    La realización de la presente tesis doctoral se ha llevado a cabo gracias a un contrato de Técnico Superior de Laboratorio adscrito al Proyecto de Excelencia concedido por la Junta de Andalucía (AGR-4135) denominado "Repercusiones de la ingesta de compuestos avanzados de la reacción de Maillard sobre el metabolismo gastrointestinal y óseo".

  18. CONDUCTIVIDAD Y PERCOLACION DE UN MATERIAL COMPUESTO: OXIDO MAGNETICO-POLIANILINA

    Directory of Open Access Journals (Sweden)

    Juan C. Aphesteguy

    2013-01-01

    Full Text Available El objetivo de este trabajo es estudiar la conductividad de un material compuesto (óxido de hierro /polianilina a fin de determinar la relación mínima entre sus componentes que mantiene la interconexión entre las partículas de polianilina. Para ello se prepararon por mezcla sólida, sistemas formados por polianilina (en su forma básica, no conductora, emeraldina dopada con ácido canforsulfónico (CSA y un óxido de hierro magnético (Fe xOy (parcialmente encapsulado en polianilina. Los polvos fueron compactados a 1,3.103 MPa. Se estudió la conductividad del sistema en función de la fracción en volumen (P del óxido incluido. Se determinó, para las condiciones experimentales establecidas, una fracción de percolación Pc = 0,131 (38,6 % m/m FexOy a 300K. Los resultados experimentales indicaron que la conductividad presenta un comportamiento crítico no universal que se interpretó empleando el modelo de Kusy.

  19. REMOCIÓN DEL COLORANTE COMPUESTO NARANJA REMAZOL DE AGUAS RESIDUALES GENERADAS EN LA INDUSTRIA TEXTIL

    Directory of Open Access Journals (Sweden)

    Luis A. Bernal

    2017-01-01

    Full Text Available El objetivo de este trabajo, fue determinar la capacidad de remoción del colorante compuesto naranja remazol presente en aguas residuales textiles, utilizando el proceso de adsorción con carbón activado, con base en el pH y la concentración de colorante. La metodología involucró la preparación de muestras con concentraciones de 100 a 600 ppm de colorante a pH de 3, 7 y 9; la obtención de isotermas ajustadas a los modelos de Langmuir y Freundlich; y la determinación de la concentración del colorante a través de un espectrofotómetro UV-Vis. Los resultados indicaron una mejor eficiencia de remoción del colorante a pH 3, concluyendo que a mayor pH disminuye la capacidad de adsorción, debido principalmente a las interacciones electrostáticas que se generan entre la superficie del adsorbente y el colorante.

  20. INTERACCIONES NUTRIMENTALES Y NORMAS DE DIAGNÓSTICO DE NUTRIMENTO COMPUESTO EN NOGAL PECANERO (Carya illinoensis

    Directory of Open Access Journals (Sweden)

    J. L. García-Hernández

    2009-01-01

    Full Text Available El cultivo de nogal pecanero (Carya illinoensis es actualmente uno de los de mayor rentabilidad en el norte de México. En la región conocida como la Comarca Lagunera que comprende parte de los estados de Coahuila y Durango se han reportado diversos desbalances nutrimentales que afectan el rendimiento y productividad de este cultivo. Este estudio fue desarrollado para determinar las normas de diagnóstico de nutrimento compuesto (DNC y para estudiar las interacciones entre nutrimentos de dicho cultivo. A través de la metodología de DNC se determinó el valor mínimo de alto rendimiento de fruto maduro, así como los rangos de macronutrimentos (N, P, K, Ca y Mg óptimos correspondientes en el tejido foliar, los cuales son llamados normas nutrimentales. Estas normas se definieron considerando un valor de rendimiento mínimo de 1.39 t·ha-1 en este cultivo. Los análisis de componentes principales, utilizando los índices de DNC, permitieron identificar las siguientes interacciones: positiva N-R y negativas N-Ca, K-Mg y P-Ca.

  1. Análisis comparativo de compuestos fenólicos totales y actividad antioxidante de cuatro marcas de tisanas de Hibiscus sabdariffa (Malvaceae comercializadas en Costa Rica

    Directory of Open Access Journals (Sweden)

    Melissa Agüero

    2014-01-01

    Full Text Available Las tisanas de rosa de Jamaica (Hibiscus sabdariffa son consumidas en Costa Rica por su conocido efecto cardioprotector asociado a la presencia de compuestos fenólicos, principalmente antocianinas. Este trabajo estableció diferencias en el perfil de compuestos fenólicos y su actividad anti-radical entre diferentes comercializadores de tisanas de Hibiscus sabdariffa en Costa Rica. Se identificaron cualitativamente taninos, flavonoides y antocianinas. Se cuantificó la cantidad total de compuestos fenólicos por el método de Folin-Ciocalteu y se cuantificó la actividad antioxidante con el método de DPPH. Todas las marcas comerciales demostraron presencia de compuestos fenólicos, incluyendo antocianinas; sin embargo, se encontraron diferencias significativas en el contenido de compuestos fenólicos y actividad anti-radical, entre los diferentes productores de tisanas. Por ello, se concluye que en el mercado costarricense, el perfil en compuestos fenólicos de las tisanas en estudio varía de acuerdo con el productor.

  2. 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.

  3. Comportamiento frente al desgaste en materiales compuestos de aluminio reforzados con partículas cerámicas

    Directory of Open Access Journals (Sweden)

    Busquets-Mataix, D.

    2004-04-01

    Full Text Available The present work deals with the wear behaviour on AA6061 based aluminium matrix composites reinforced with different kinds of ceramic particles: TiB2, B4C, Si3N4, Al2O3 y SiC. Composites were obtained by means of a solid-state consolidation method, combining both powder metallurgy processing and hot extrusion. The study carried out was based on a pin-on-ring apparatus under dry sliding conditions (dry friction. Both friction coefficient and wear rate were measured for each composite. Scanning Electron Microscope (SEM was used to analyse wear and the tribolayer formed. Results show that wear rate is lower in composites than in the unreinforced alloy in every case, as expected. Differences among composites are probably related to different particle size rather than nature of reinforcements. On the other hand, friction coefficient do not show a trend on composites, being lower than the base alloy in some cases and higher in others.

    El presente artículo trata sobre las propiedades tribológicas en materiales compuestos de matriz de aleación de aluminio AA6061, reforzados con partículas cerámicas de diferente naturaleza: TiB2, B4C, Si3N4, SiC y Al2O3. Los materiales compuestos fueron obtenidos mediante un procedimiento de consolidación en estado sólido que combina la pulvimetalurgia con un proceso de extrusión en caliente. El estudio tribológico realizado se basó en una metodología de ensayo del tipo pin-on-ring con deslizamiento en seco (sin lubricación. Se analizaron para cada caso el coeficiente de rozamiento y la tasa de desgaste en función de la distancia de deslizamiento. Asimismo, las muestras ensayadas se observaron mediante microscopía electrónica de barrido. Los resultados obtenidos demuestran que las tasas de desgaste de los compuestos son inferiores en todos los casos a los de la matriz sin reforzar. Entre los compuestos, las diferencias encontradas son debidas al tamaño medio de las partículas de refuerzo, obteni

  4. Organophilic pervaporation prospects for the separation/recovery of volatile and semi volatile compounds in liquids streams; Perspectivas de la pervaporacion organofilica para la separacion/recuperacion de compuestos volatiles y semivolatiles en corrientes liquidas

    Energy Technology Data Exchange (ETDEWEB)

    Fuentes de las Intxausti, L.; Bolanos gonzalez, N.; Urkiaga Guinea, A.

    2001-07-01

    This work comprises a review of the current and future prospects for the application of organophilic pervaporation in the environmental field, for polluted water treatment, as well as in the food sector, for aroma recovery and concentration. In addition, it presents the working line of Gaiker in this specific area. (Author) 18 refs.

  5. Procedure Development to Determine Organic Compounds in the PM{sub 1}-2.5 and PM{sub 2}.5-10 Fractions of Atmospheric Aerosols; Desarrollo de la Metodologia para la Determinacion de los Compuestos Organicos en las Fracciones PM{sub 1}-2.5 y PM{sub 2}.5-10 del Aerosol Atmosferico

    Energy Technology Data Exchange (ETDEWEB)

    Pindado, O; Perez, R M

    2011-07-28

    An analytical procedure development to measure organic compounds such as aliphatic hydrocarbons, polycyclic aromatic compounds, n-alcohols and fatty acids in PM{sub 1}-2.5 and PM{sub 2}.5-10 of atmospheric aerosol is accomplished. The development encompasses an optimization of extraction step, derivatization step and chromatographic analysis. The method developed consists in a microwave extraction, followed by a stage of fractionation and analysis by GC/MS. (Author) 20 refs.

  6. Extensions of the techniques for the accelerated unspecific isotopic labelling of organic compounds; Applications nouvelles des techniques accelererees du marquage non specifique de composes organiques; Rasprostranenie metodov uskoreniya mecheniya nespetsifichnymi izotopami organicheskikh slozhnykh soedinenij; Nuevas aplicaciones de las tecnicas de marcacion inespecifica acelerada de compuestos organicos

    Energy Technology Data Exchange (ETDEWEB)

    Ghanem, N A [National Research Centre, El-Dokki, Cairo (Egypt); Westermark, T [Division of Physical Chemistry, Royal Institute of Technology, Stockholm 70 (Sweden)

    1962-03-15

    The paper aims at reviewing new means of obtaining acceleration in the reaction of a radioactive gas with a target material to be labelled and examples of successful cases. The techniques include the use of microwave and radiowave discharges, glow discharges affected through DC or AC sources, and simply ultraviolet radiation. Specific activities of more than 100 mc/g in purified significant quantities of products were obtained. Periods of exposure to discharge were of the order of one minute and decomposition was limited in most cases. Calculations of utilization of the energy absorbed during the labelling process were compared with the energy from ionizing radiation used by Wilzbach and others, and G values for isotope replacement are given. In polystyrene labelling, evidence is found that the mechanisms is governed by an atom-molecule reaction. (author) [French] Les auteurs passent en revue des methodes recentes visant a accelerer la reaction d'un gaz radioactif avec des matieres a marquer; ils citent des cas de reussite. Les techniques etudiees comportent l'emploi de decharges de micro-ondes et d'ondes hertziennes, de decharges luminescentes par des sources de courant continu ou alternatif et de simples rayons ultraviolets. On a obtenu des activites specifiques superieures a 100 mc/g dans des quantites importantes de produits purifies. Les temps d'exposition a la decharge etaient de l'ordre d'une minute; dans la plupart des cas, la decomposition etait limitee. Les auteurs comparent la quantite d'energie absorbee au cours du marquage a celle qui est necessaire lorsqu'on emploie des rayonnements ionisants, comme l'ont fait Wilzbach et autres; ils donnent les valeurs G de remplacement des isotopes. Dans le marquage du polystyrene, il semble bien que le processus soit regi par une reaction atome-molecule. (author) [Spanish] El objeto de la memoria es pasar revista a nuevos metodos para acelerar la reaccion de un gas radiactivo con el material de blanco que se desea marcar, y citar ejemplos en los que este procedimiento se ha empleado con exito. Las diversas tecnicas se basan en el uso de descargas de microondas y de ondas hertzianas, descargas luminiscentes producidas por corriente continua, o alterna, o sencillamente rayos ultravioleta. Se han obtenido cantidades considerables de productos purificados con actividades superiores a 100 mcuries/g. Los tiempos de exposicion a las descargas son del orden de un minuto, y en la mayoria de los casos se observo poca descomposicion. Los autores calcularon el rendimiento energetico alcanzado en estos metodos de marcacion y lo comparan con el correspondiente a las radiaciones ionizantes empleadas por Wilzbach y otros investigadores; tambien dan los valores de G para la sustitucion isotopica. Existen pruebas de que la marcacion del poliestireno se produce en virtud de una reaccion atomo-molecula. (author) [Russian] Tsel'yu nastoyashchego doklada yavlyaetsya rassmotrenie novykh sposobov uskoreniya reaktsii mezhdu radioaktivnym gazom i materialom misheni, podlezhashchim mecheniyu, a takzhe privedenie primerov uspeshnykh sluchaev. Ehti metody vklyuchayut ispol'zovanie razryadov mikrovoln i radiovoln, tleyushchikh razryadov pod vozdejstviem istochnikov postoyannogo ili peremennogo tokov, ili prosto radiatsii ul'trafioletovykh luchej. Byla dostignuta udel'naya aktivnost', dokhodyashchaya do 100 mikrokyuri na gramm, v znachitel'nykh kolichestvakh ochishchennogo produkta. Vremya vozdejstviya razryada bylo poryadka odnoj minuty, i vo mnogikh sluchayakh razlozhenie bylo chrezvychajno ogranichennym. Dayutsya podschety ehffektivnosti ispol'zovaniya ehnergii dlya proizvodstva mecheniya ehtimi metodami po sravneniyu s zatratoj dlya toj zhe tseli ehnergii ioniziruyushchego izlucheniya, ispol'zuemoj Vil'tsbakhom i dr. ; krome togo, ukazyvayutsya znacheniya radiatsionnokhimicheskogo vykhoda G dlya zameny izotopov. Est' ukazaniya na to, chto pri mechenii polistirola mekhanizm opredelyaetsya reaktsiej atom-molekula. (author)

  7. 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

  8. 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...

  9. Fibras vegetales colombianas como refuerzo en compuestos de matriz polimérica

    Directory of Open Access Journals (Sweden)

    José Luis Suárez Castañeda

    2017-01-01

    Full Text Available Contexto: Se realizó una búsqueda local de tejidos de fibras vegetales para determinar la composición de los grupos funcionales y morfología de su superficie antes y después de un tratamiento alcalino con miras a su empleo como refuerzo en compuestos de matriz polimérica. Método: La búsqueda se desarrolló dentro del área metropolitana del Valle de Aburrá, Colombia. Las fibras se trataron por inmersión en NaOH disuelto al 6 % w/v por 48 horas, seguida por una neutralización en ácido acético al 1 % v/v por una hora. Posteriormente fueron secadas a 60 °C por 24 horas. Las técnicas empleadas para los análisis fueron la espectroscopía infrarroja por transformada de Fourier (FTIR y la microscopía electrónica de barrido (SEM. Resultados: Se seleccionaron tejidos de fique, yute, corteza de coco, lino y algodón. Los análisis FTIR muestran una tendencia a la disminución de ácidos grasos, hemicelulosas, ligninas y enlaces β en la superficie de las fibras, mientras que las imágenes SEM demuestran la remoción de impurezas, la exposición de rugosidades y la creación de espacios interfibrales. Conclusiones: El tratamiento alcalino podría favorecer el mecanismo de anclaje del polímero termofijo a la superficie de las fibras y la creación de enlaces entre las moléculas polares de las fibras y el polímero termofijo, disminuyendo el deslizamiento relativo entre matriz y refuerzo durante la aplicación de cargas.

  10. 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...

  11. 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...

  12. 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

  13. 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...

  14. 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

  15. 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.

  16. 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

  17. Estado de la cuestión sobre compuestos de yeso. la importancia actual de los residuos

    OpenAIRE

    San-Antonio González, A; Río Merino, Mercedes Del; Viñas Arrebola, Carmen

    2013-01-01

    El interés de los investigadores por mejorar las propiedades de los materiales tradicionales de construcción ha dado lugar a una gran cantidad de publicaciones durante las últimas décadas. El yeso es un material natural comúnmente utilizado en la construcción de edificios en forma de enlucidos y placas de yeso prefabricadas. En este estudio se estudian las líneas de investigación llevadas a cabo sobre los compuestos que tienen una matriz de yeso, mediante el análisis de los artículos científi...

  18. Procesado, estructura y propiedades de materiales compuestos de matriz termoplástica y nanorefuerzos de carbono

    OpenAIRE

    Ramón Valencia, Bladimir Azdrúbal

    2014-01-01

    208 p. El presente trabajo de tesis doctoral está orientado hacia el conocimiento de la relación existente entre los procesos de conformación, estructura y propiedades mecánicas y térmicas de termoplásticos de alto rendimiento mediante la incorporación de nanorefuerzos de tipos carbonoso. En el primer apartado se realizó un estudio comparativo del efecto de las fibras de carbono cortas (FC) y de las nanofibras de carbono (CNF) en los materiales compuestos de matriz de PEEK con el objeto de...

  19. Revisión - Caracterización de compuestos de caucho con residuos de cuero posindustrial

    OpenAIRE

    Urrego Yepes, William; Cardona Vásquez, Natalia; Velásquez Restrepo, Sandra Milena; Abril Carrascal, Carolina

    2017-01-01

    RESUMEN Comúnmente los residuos industriales son dispuestos en vertederos o destinados para incineración, perdiendo con esto su uso potencial como materias primas en la fabricación de nuevos materiales. Las industrias del caucho y del cuero son consideradas como algunas de las más contaminantes a nivel mundial, sin embargo la industria del caucho ha demostrado su interés en el desarrollo de compuestos que involucren el uso de materiales clasificados como de desecho. Esta revisión abarca de ma...

  20. Materiales compuestos biodegradables con usos agronómicos a partir de raíces tuberosas

    OpenAIRE

    Versino, Florencia

    2017-01-01

    Los materiales poliméricos abarcan un amplio abanico de compuestos tanto naturales (proteínas, almidones, etc.) como sintéticos (polietilenos, poliuretanos, resinas epoxy, etc.) cuya versatilidad y fácil procesamiento los ha vuelto adecuados para un gran número de aplicaciones industriales. A raíz de la creciente necesidad de mitigar las emisiones de gases de efecto invernadero, reducir la acumulación de residuos sólidos y disminuir el consumo de recursos no renovables, el interés en el desar...

  1. Inmunonutrición: una potente herramienta para evaluar situaciones nutricionales y beneficios de nutrientes, compuestos bioactivos y alimentos

    OpenAIRE

    Díaz, L. E.; Gómez Martínez, Sonia; Nova, Esther; Romeo, J.; Marcos, Ascensión

    2012-01-01

    © 2012 Kellogg Company.El texto está disponible para cualquiera que se registre previamente en http://www.katedrakelloggs.com .- 8.Inmunonutrición: una potente herramienta para evaluar situaciones nutricionales y beneficios de nutrientes, compuestos bioactivos y alimentos119-130; 12 páginas,3 figuras, 3 tablas--Manual Práctico de Nutrición y Salud Kellogg’s, obra colectiva de visión multidisciplinar que surge a propuesta del colectivo médico ante la necesidad de recibir formación en materia d...

  2. Una interesante aproximación histórica al estudio del péndulo compuesto

    OpenAIRE

    Camargo, C.; Páez, R.

    2012-01-01

    Este artículo presenta una adaptación de la versión que hace E. Mach de la solución de Huy gens al problema de hallar el período de oscilación de un péndulo compuesto por varias partículas colocadas en linea, un problema de interés histórico y didáctico. Se propone también una solución intuitiva, que surge de consideraciones semejantes, al problema de hallar el periodo de oscilación de un aro.

  3. 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.

  4. Flujo de compuestos organoclorados en las cadenas troficas de la cienaga de Santa Marta

    Directory of Open Access Journals (Sweden)

    Hernado Campos Néstor

    1993-12-01

    Full Text Available Monthly samples of seston and fish species of different throphic levels were done at the Ciénaga Grande de Santa Marta in orderto describe organochlorinated compounds dynamics. The fish used were: atlantic anchoveta, mulletand catfish. The organochlorinated contents were determined by gas-liquid chromatography using n-Hexane and Acetonitrilo as extraction solvents. The results were compared to 14 organochlorinated pure patrons. The following accumulations patterns were found: atlantic nchoveta 2240 times, mullet 2343 times and catfish 21800 times and the magnifying factors among the differents thropic levels: mullet/atlantic anchoveta = 1.47, catfish/atlantic anchoveta = 2.6 and catfish/mullet = 3.3 The transport model of the organochlorinated compounds in the Cienaga Grande de Santa Marta is described bassed in these results.Con el fin de describir la dinámica de los compuestos organoclorados a través de la red trófica de la Ciénaga Grande de Santa Marta, se adelantaron muestreos simultáneos del seston y de peces de diferentes niveles tróficos: bocona (cetengraulis edentulus planctófago; lisa (Mugil incilis detritívoro; el chivo (Ariopsis boniiíei; carnívoro. Se determinaron los contenidos de organoclorados por cromatografía gas-líquido, empleando n-hexano y acetonitrilo como solventes de extracción y se compararon con 14 patrones puros de organoclorados. Los factores de acumulación para la bocona son de 2240 veces, para la lisa 2343 y para el chivo 21800. Los factores de magnificación entre los diferentes niveles tróficos son lisa/bocona = 1.47; chivo/lisa = 3.3; chivo/bocona = 2.6. Se describe el modelo de flujos de los organoclorados en la Ciénaga Grande de Santa Marta con base en estos resultados.

  5. Compuestos fenólicos del olivo (Olea europea

    Directory of Open Access Journals (Sweden)

    Maestro-Durán, R.

    1994-08-01

    Full Text Available Certain plant properties, such as the colour, the nutritional value, the resistance to microorganisms, the pharmacologic effects and the organoleptic character, are due to the phenolic compounds. It is interesting the study of phenolic compounds from olive because they:

    -Inhibit Gram+ microorganisms, such as Lactobacillus, which are involved in the fermentation of the olive fruit. -Inhibit the activity of cellulases and other enzymes. -Contribute to the stability and organoleptic character of virgin olive oil. -Inhibit the effect of microorganisms involved in the anaerobic depuration of vegetation water. Thus, the phenolic compounds are the major bothersome contaminants of these wastewater. -Have pharmacologic properties (to reduce blood pressure levels. -Are natural antioxidants.

    In the present review we describe the composition of the phenolic compounds from the olive fruit (pulp and seed, the olive oil and its by-products (vegetation water and rape and the olive leaves.

    Ciertas propiedades de las plantas, como el color, valor nutricional, autoprotección contra microorganismos, propiedades farmacológicas o caracteres organolépticos, son debidas a los compuestos fenólicos. Su estudio, en el caso del olivo, es de gran interés por diversas razones:

    -Por su carácter antibiótico, los fenoles de la aceituna inhiben los microorganismos Gram+, como Lactobacillus, necesarios para la fermentación de aceitunas de mesa. -Inhiben la acción de las celulasas y otras enzimas. -Son los responsables de la alta estabilidad de los aceites vírgenes de oliva, así como de alguno de sus caracteres organolépticos. -Inhiben la acción de los microorganismos responsables de la depuración anaerobia de los alpechines y son las sustancias contaminantes de estas aguas residuales cuya degradación para eliminar la DQO presenta más dificultades. -Tienen propiedades

  6. Procesado y propiedades de impacto de materiales compuestos laminados de base hierro

    Directory of Open Access Journals (Sweden)

    Carreño, F.

    2001-04-01

    Full Text Available A seven layers steel based laminated composite (four ultra-high carbon steel, UHCS, layers and three mild steel, MS, layers has been processed by rolling bonding and its microstructure and impact properties have been studied. Suitable parameters of temperature and thickness reduction were selected to obtain a finer microstructure relative to the original material components. This finer microstructure induces improved mechanical properties. Charpy impact tests values in both "crack arrester" and "crack divider" orientations improve the values of the UHCS constituent material. Furthermore, the crack arrester orientation value exceed that of the MS material. The delamination, which is controlled by interface bonding, plays a key role deflecting the crack, absorbing energy and imposing the nucleation of new cracks in the next material layer.

    Se ha procesado un material compuesto laminado de base hierro, de 7 capas alternas de dos aceros diferentes (cuatro capas de acero de ultra-alto contenido en carbono, AUAC, y tres de acero suave, AS, mediante unión por laminación y se ha estudiado su microestructura y propiedades de impacto. Se eligieron los parámetros adecuados de temperatura y de reducción de espesor para obtener una microestructura más fina que la de los aceros constituyentes originales, lo que induce una mejora en las propiedades mecánicas. Los valores de energía absorbida en el ensayo Charpy, tanto en la dirección "en paralelo" como "en serie", han mejorado sustancialmente el valor asociado al AU AC monolítico. Además, el valor obtenido en la dirección "en serie" es superior al del AS. Se observa que la delaminación, que depende de la unión de las intercaras, juega un papel importante en la deflexión de las fisuras, absorbiendo energía e imponiendo sucesivas nucleaciones de grietas en las siguientes capas.

  7. 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....

  8. 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...

  9. 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.

  10. 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...

  11. 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.

  12. ESTUDIO DE LA RESISTENCIA MECÁNICA DE MATERIALES COMPUESTOS POLIMÉRICOS REFORZADOS CON FIBRAS DE CARBONO

    Directory of Open Access Journals (Sweden)

    Enrique Rocha-Rangel

    2011-01-01

    Full Text Available Materiales compuestos hechos de una resina epóxica reforzada con diferentes contenidos de fibra de carbono, fueron preparados por dos técnicas de laminación diferentes. Se aplicó 1 Kg/cm2 de presión en los laminados, mientras, que otros laminados se sometieron a un vacío de 1 atm. De los resultados se tiene que las resistencias a la flexión y tensión de los compósitos son mejoradas con el aumento en el contenido de fibra en los mismos. Los compósitos resultantes presentan un mejor comportamiento mecánico bajo esfuerzos de tensión que cuando lo hacen bajo esfuerzos de flexión, debido a que en flexión las fibras se rompen eventualmente, provocando que el material falle a bajos valores de esfuerzo. Cuando los materiales compuestos son sometidos a tensión, las fibras trasmiten los esfuerzos entre ellas y el material falla hasta que se acumula la energía necesaria para romper todas las fibras de una sola vez.

  13. Evaluación de las propiedades de materiales compuestos fabricados a partir de fibras semiquímicas de Leucaena collinsii y polipropileno

    OpenAIRE

    Granda Garcia, Luis Angel

    2016-01-01

    La presente tesis estudia el efecto que produce reforzar una fibra semiquímica de Leucaena collinsii en las propiedades mecánicas, térmicas y de sorción de agua de materiales compuestos de polipropileno. Se obtienen probetas de materiales compuestos con distinto contenido de refuerzo y se estabilizan en una cámara climática durante 48 horas antes de ser ensayadas a tracción, flexión e impacto, y se analiza la morfologia de la fractura mediante SEM. Posteriormente se estudian sus propiedad...

  14. Catalizadores soportados en carbón activado para la oxidación total de Compuestos Orgánicos Volátiles

    OpenAIRE

    Abdelouahab Reddam, Zinab

    2015-01-01

    Los compuestos orgánicos volátiles (COVs) forman un grupo importante de contaminantes atmosféricos. Estos compuestos, precursores de la formación de ozono troposférico, no sólo son perjudiciales para los seres humanos, sino que también pueden alterar la actividad fotosintética de las plantas y contribuyen al calentamiento global del planeta. Por ello, se han desarrollado varias técnicas para su eliminación en corrientes de aire contaminadas, de las cuales la oxidación catalítica ha demostrado...

  15. 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

  16. 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

  17. 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

  18. Technique for the Measurement of Low-Level Radioactivity of Organic Iodine in Large-Volume Urine Samples; Technique de Mesure de la Faible Radioactivite de l'Iode Organique Contenu dans des Echantillons d'Urine de Grand Volume; Metod izmereniya nizkikh aktivnostej organicheskogo joda v krupnykh obraztsakh mochi; Tecnicas de Medicion de Bajas Actividades de Yodo Organico Contenido en Muestras de Orina de Gran Volumen

    Energy Technology Data Exchange (ETDEWEB)

    Nicolesco-Zinca, D.; Matei, I. [Institut d' Endocrinologie de l' Academie Roumaine, Bucarest (Romania)

    1965-10-15

    'une dose radioactive au moins 50 fois plus faible que celle qu'exige la methode classique. On peut ainsi separer la diiodotyrosine et la recuperer dans un echantillon de 40-50 ml d'urine (avec une erreur standard de 0,42% dans un laps de temps de quelques heures) en utilisant une installation a cristal a scintillation de Nal(Tl) creux, que l'on trouve couramment dans les laboratoires de medecine nucleaire. (author) [Spanish] La determinacion de la excrecion renal de yodo en forma de compuestos organicos marcados in vitro plantea dos serios problemas en endocrinologia nuclear: a) su separacion cuantitativa del yoduro tambien presente en la orina, incluso cuando la concentracion de este ultimo es veinte veces mayor; b) la determinacion de su debil actividad enmuetras de orina de gran volumen, y que su concentracion por mililitro de orina representa aproximadamente 10{sup -5} de la radiactividad administrada que, a su vez, debe ser lo mas baja posible. La separacion suele efectuarse por cromatografia sobre papel, para lo cual solo se utilizan pequenas muestras de orina. Esta tecnica es laboriosa y exige mucho tiempo y aparatos para cromatografia. Al proceder a la determinacion de la radiactividad sobre el papel, se encuentra una contaminacion de toda la tira. A pesar de las correcciones aplicadas, se recupera solamente el 89,9% de la radiactividad, y atin menos si se emplea un extracto butanolico. Los autores recurren a una tecnica consistente en hacer pasar un gran volumen de orina por una micro- columna de resina cationica en su forma hidrogenada. Los compuestos organicos del radioyodo quedan retenidos en la resina y se determinan midiendo la radiactividad de la columna con una sonda de centelleo de cristal de Nal hueco. Los autores comprobaron que la recuperacion de la diyodotirosina de la orina es practicamente cuantitativa, siendo el error tipo de 0,42% para diez experimentos. El metodo se ha empleado para determinar la desyodacion de la diyodotirosina en 11 pacientes

  19. 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.

  20. 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.

  1. Desarrollo de técnicas de extracción y análisis de antocianinas y compuestos fenólicos en Jaboticaba (Myrciaria Cauliflora)

    OpenAIRE

    Mera Morillo, Celia

    2015-01-01

    Desarrollo de técnicas de extracción mediante ultrasonidos y mediante fluidos presurizados para así, obtener las condiciones óptimas de extracción de las antocianinas mayoritarias y compuestos fenólicos totales presentes en la jaboticaba

  2. 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

  3. 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...

  4. Biodegradación de compuestos fenólicos del alpechín con Aspergillus terreus

    Directory of Open Access Journals (Sweden)

    García Paeja, María P.

    1992-04-01

    Full Text Available Olive mill wastewater degradation by Aspergillus terreus and under aerobic conditions at 28°C, was measured by the parameter of phenol content. We have explored the effect of different concentrations of olive mill wastewater upon the activity of Aspergillus terreus. Through HPLC, 10 phenol compounds (90% of the total phenolic content of the olive mill wastewater were identified.Se estudia la degradación de alpechines con Aspergillus terreus en condiciones de aerobiosis y temperatura de 28°C, utilizando como parámetro el contenido fenólico. Se analiza el efecto de la concentración de alpechín con Aspergillus terreus utilizando el mismo parámetro. Se han identificado por cromatografía líquida de alta eficacia (CLAE 10 compuestos fenólicos que suponen el 90% del total del alpechín.

  5. DETERMINACIÓN DE ÁCIDOS GRASOS Y COMPUESTOS TRITERPENOIDES DEL CUERPO FRUCTIFERO DE Suillus luteus.

    Directory of Open Access Journals (Sweden)

    Ivonne Nieto

    2009-04-01

    Full Text Available Normal 0 21 false false false MicrosoftInternetExplorer4 /* Style Definitions */ table.MsoNormalTable {mso-style-name:"Tabla normal"; mso-tstyle-rowband-size:0; mso-tstyle-colband-size:0; mso-style-noshow:yes; mso-style-parent:""; mso-padding-alt:0cm 5.4pt 0cm 5.4pt; mso-para-margin:0cm; mso-para-margin-bottom:.0001pt; mso-pagination:widow-orphan; font-size:10.0pt; font-family:"Times New Roman"; mso-ansi-language:#0400; mso-fareast-language:#0400; mso-bidi-language:#0400;} Del cuerpo fructífero de Suillus luteus se extrajeron e identificaron, con base en el análisis de sus espectros de masas,  dieciséis compuestos, los cuales corresponden al ácido palmítico, oléico, linolénico y linoléico, octadecanoato de etilo, ergosta-7,22-dien-3β-ol, ergosta-7-en-3β-ol, estigmasterol, ergosta-3,5,7,9(11,22-pentaeno, ergosta-2,5,7,9(11,14,22-hexaeno, 23-metil-estigmast-3,5,7,22-tetraeno, 23-metil-estigmast-3,5,7,9(11,22-pentaeno, ergosta-4,6,15(16,22-tetraen-3-ona,  ergosta-1,5,7,9(11,22-pentaen-3-ona, ergosta-5,7,9(11,22-tetraen-3β-ol y ergosta-5,6,7-trihidroxi-7,22-dien-3β-ol. Siendo este un hongo tan poco estudiado, todos los compuestos, a excepción de los ácidos grasos, se reportan aquí por primera vez.

  6. EVALUACIÓN HISTOLÓGICA DE BIOCOMPATIBILIDAD Y BIOCONDUCCIÓN DEL COMPUESTO HIDROXIAPATITA - LIGNINA IMPLANTADO EN TIBIA DE CONEJOS

    Directory of Open Access Journals (Sweden)

    Marlene Vargas V

    2009-04-01

    Full Text Available Objetivo. Evaluar histologicamente la biocompatibilidad y propiedad óseoconductora del compuesto de hidroxiapatita - lignina implantado en tibias de conejos. Material y métodos. Se utilizaron 20 conejos de raza nueva Zelanda, en cada uno, la tibia izquierda fue tratada con el compuesto y la tibia derecha no fue tratada y sirvió como control. Con la ayuda de taladro manual y una broca se realizó un defecto óseo de aproximadamente 4 mm de diámetro en la superficie lateral proximal tibial, hasta alcanzar el canal medular. Dos comprimidos del compuesto (400 mg, se utilizaron para rellenar el defecto. El mismo procedimiento quirúrgico se realizó en el grupo control, sin la utilización del compuesto. Las evaluaciones histológicas se realizaron a los 8, 30, 60, 90 y 120 días postcirugía, para lo que fue necesaria la eutanasia de 4 animales por fecha de evaluación. Resultados. En las evaluaciones de 30, 60, 90 y 120 días se observó una formación ósea más acelerada y extensa en el grupo tratado al compararse las lecturas histológicas con el grupo control. Conclusiones. El compuesto hidroxiapatita-lignina permitió el crecimiento de tejido óseo desde los bordes hasta el centro del defecto a un ritmo de crecimiento mayor, con formación de hueso mas organizado que en el grupo control. Además se observó su integración al tejido óseo; lo que sugiere su biocompatibilidad y propiedad óseoconductora, hecho que permite recomendarlo como substituto.

  7. ANÁLISIS DEL PERFIL DE COMPUESTOS VOLÁTILES DEL MANGO (Mangifera indica L. Var. Tommy Atkins TRATADO POR MÉTODOS COMBINADOS

    Directory of Open Access Journals (Sweden)

    Angélica Moreno

    2010-09-01

    Full Text Available Se evaluó el perfil de compuestos volátiles del mango (Mangifera indica L. Var. Tommy Atkins al ser tratado con la combinación de los métodos de deshidratación osmótica con o sin pulso de vacío (DOPV y DO y con secado por aire caliente o con vacío (SAC y VAC. El tiempo utilizado en la cinética del proceso de DO fue de 42 horas y la DOPV de 30 horas; en los procesos de secado, el SAC se realizó durante 24 horas y el VAC requirió 40 horas. En el perfil de compuestos volátiles del mango fresco analizado por cromatografía de gases acoplada a detector de espectrometría de masas (GC-MS se encontraron compuestos tipo mono y sesquiterpénico, además de ácidos y ésteres grasos. El germacreno D (20,49% fue el compuesto terpénico de mayor abundancia encontrado en el análisis realizado. La cantidad de compuestos volátiles en la fruta procesada fue afectada por la aplicación de DOPV y VAC; sin embargo estas pérdidas fueron menores que en las muestras secadas sin pretratamiento osmótico. En el análisis sensorial realizado, las frutas tratadas con DOPV y DO presentaron una menor intensidad calificada en el olor en comparación con la muestra no pretratada.

  8. 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

  9. 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

  10. 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

  11. 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.

  12. 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.

  13. 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.

  14. 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

  15. 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...

  16. 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 ($/£ )....

  17. 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.

  18. 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

  19. 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....

  20. 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...

  1. Soybean lecithin: acetone insoluble residue fractionation and their volatile components

    Directory of Open Access Journals (Sweden)

    Aly, Saadia M.

    2002-09-01

    Full Text Available The acetone insoluble residue was isolated from soybean lecithin. This residue was solvent fractionated resulted in four fractions, namely, acetic acid soluble, acetic acid insoluble, benzene phase and benzene insoluble phase. Concerning phospholipid constitution of these four fractions, it was found that the first fraction contains PC, PE and PI in percentages of 56.0, 21.6 and 19.0 respectively. The 2nd fraction makes 39 % PC and 60 % CER, besides some traces of PE and PI. The benzene phase is mainly all PC with some traces of PE. The last fraction is 80.6 % CER and 20 % PC. The fatty acid composition of these four fractions besides soluble in acetone, crude and degummed soybean oil and total phospholipids was recorded. Generally, it was found that the major saturated and unsaturated fatty acids were palmitic and linoleic. Volatile components of these samples except acetic acid insoluble were reported. Fourty nine compounds were separated. Thirty two components including aliphatic aldehydes, ketones, alcohols, esters and acids were identified. Aldehydes and ketones showed a changed through the seven samples. They increased by degumming.4,5-Dimethylelisoxazole had a strong lecithin like flavour, so it can be used as an indicator for the degumming process.2-Pentylfuran showed a significant decrease by degumming. Other compounds, such as esters and alcohols had no distinguish effect on the volatile products through process.El residuo insoluble en acetona fue aislado de la lecitina de soja. Este residuo fue fraccionado por solventes en cuatro fracciones: soluble en ácido acético, insoluble en ácido acético, fase benceno y fase insoluble en benceno. Concerniente a la constitución de los fosfolípidos de estas cuatro fracciones, se encontró que la primera fracción contiene PC, PE y PI en porcentajes del 56.0, 21.6 y 19.0 respectivamente. La segunda fracción tuvo 39 % PC y 60 % CER, junto a algunas trazas de PE y PI. La fase benceno est

  2. Análisis del perfil de compuestos volátiles del mango (mangifera indica l. var. tommy atkins) tratado por métodos combinados

    OpenAIRE

    Moreno, Angélica; León, David F.; Giraldo, Germán A.; Ríos, Eunice

    2010-01-01

    Se evaluó el perfil de compuestos volátiles del mango (Mangifera indica L. Var. Tommy Atkins) al ser tratado con la combinación de los métodos de deshidratación osmótica con o sin pulso de vacío (DOPV y DO) y con secado por aire caliente o con vacío (SAC y VAC). El tiempo utilizado en la cinética del proceso de DO fue de 42 horas y la DOPV de 30 horas; en los procesos de secado, el SAC se realizó durante 24 horas y el VAC requirió 40 horas. En el perfil de compuestos volátiles del mango fresc...

  3. ANÁLISIS DEL PERFIL DE COMPUESTOS VOLÁTILES DEL MANGO (Mangifera indica L. Var. Tommy Atkins) TRATADO POR MÉTODOS COMBINADOS

    OpenAIRE

    Angélica Moreno; David F. León; Germán A. Giraldo; Eunice Ríos

    2010-01-01

    Se evaluó el perfil de compuestos volátiles del mango (Mangifera indica L. Var. Tommy Atkins) al ser tratado con la combinación de los métodos de deshidratación osmótica con o sin pulso de vacío (DOPV y DO) y con secado por aire caliente o con vacío (SAC y VAC). El tiempo utilizado en la cinética del proceso de DO fue de 42 horas y la DOPV de 30 horas; en los procesos de secado, el SAC se realizó durante 24 horas y el VAC requirió 40 horas. En el perfil de compuestos volátiles del mango fresc...

  4. Identificación de los compuestos volátiles de frutos de papaya sin ovipositar y ovipositados por toxotrypana curvicauda (diptera: tephritidae).

    OpenAIRE

    Ruiz Gómez, Olga Lidia

    2016-01-01

    En los tefrítidos la búsqueda, localización y aceptación del hospedero, depende generalmente de estímulos químicos que pueden ser identificados por las hembras a la distancia. La emisión de compuestos volátiles del fruto, puede cambiar con la oviposición y modificar la atracción de las hembras. En el presente estudio se evaluó la atracción de hembras grávidas de Toxotrypana curvicauda hacia frutos de papaya sin ovipositar y ovipositados y se identificaron los compuestos volátiles de los fruto...

  5. Propiedades electrónicas en compuestos intermetálicos de Ce: del cálculo de bandas a las interacciones de muchos cuerpos

    OpenAIRE

    Vildosola, Verónica L.

    2004-01-01

    En este trabajo se estudian las propiedades electrónicas de compuestos de Cerio que se caracterizan por la presencia de electrones 4ƒ. En una primera parte, se llevan a cabo cálculos de primeros principios mediante el método FP-LAPW para analizar el efecto del entorno químico y cristalino en el grado de localización espacial del estado 4ƒ y su relación con el valor del momento magnético de espín del Cerio en un grupo de compuestos de Cerio. Posteriormente, dentro del mismo marco teórico nos a...

  6. Comparación de la microestructura y propiedades de impacto de dos materiales compuestos laminados de acero de ultraalto contenido de carbono

    Directory of Open Access Journals (Sweden)

    Pozuelo, M.

    2004-04-01

    Full Text Available Two ferrous laminated composites containing six layers have been processed by roll bonding. One of them consists of three layers of an ultrahigh carbon steel (1.3%C UHCS interlayered with other three layers of a microalloyed steel. The other composite consists of three layers of UHCS and three layers of a mild steel. Microstructure, Vickers hardness and impact properties have been studied. The absorbed energy values of the two laminated composites were higher than that of the UHCS.

    Se procesaron mediante laminación en caliente dos materiales compuestos laminados de acero de ultraalto contenido de carbono (AUAC, 1,3%C de seis capas cada uno: El primero está compuesto por tres capas de AUAC alternadas con tres capas de un acero microaleado, y el segundo con tres del mismo AUAC alternadas con tres de un acero suave. Se ha realizado un estudio de sus microestructuras, dureza Vickers y propiedades de impacto. Se han mejorado los valores de energía absorbida de los dos materiales compuestos laminados respecto al del AUAC.

  7. Estudio teórico de moléculas de interés en Astrofísica: compuestos binarios policarbonados

    Science.gov (United States)

    Largo-Cabrerizo, A.

    Se han detectado en el espacio distintos compuestos binarios policarbonados (que se pueden formular como CnX), algunos de ellos con elementos de la primera fila del sistema periódico, pero también existen otros que contienen elementos de la segunda fila, como azufre o silicio. La información experimental sobre estos últimos compuestos es escasa, por lo que los estudios teóricos son especialmente valiosos en este campo. En esta comunicación presentaremos los avances mas recientes que sobre el tema ha realizado nuestro grupo. Incidiremos particularmente en dos aspectos. En primer lugar resumiremos los estudios en los que hemos intentado proporcionar información estructural sobre carburos metálicos formados por sodio, magnesio, aluminio o calcio, que pueda ser de ayuda a la hora de caracterizar estas moléculas en laboratorio como paso previo a su eventual detección en el espacio. Un aspecto importante dentro de este primer apartado es el análisis de las propiedades moleculares en función del tamaño del sistema (cuantificado en el numero de átomos de carbono) con el objeto de intentar sistematizar su estudio. En segundo lugar comentaremos brevemente algunos de los estudios realizados sobre posibles reacciones que pueden ser vías de síntesis de este tipo de compuestos en el medio interestelar.

  8. 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

  9. Determinación de compuestos polares por TLC-FID en aceites refinado y semi-hidrogenado de soja sometidos a calentamiento prolongado

    Directory of Open Access Journals (Sweden)

    Cruzian, J. L.

    1997-06-01

    Full Text Available The thermal degradation of oils and fats leads to the formation of polar compounds, which is the reason why their determination is adopted for the quality control of the oil and fat used in frying. Samples of refined and partially hydrogenated soybean oil were heated for 30 and 60 hours respectively and the polar compounds content were determined using the lUPAC-AOAC official method and TLC-FID. The samples of oil and the fractions separated on the column were applied to the chromarods and developed in petroleum ether: diethyl ether (93:7 v/v. The determination of polar compounds by lUPAC method and by TLC-FID presented similar results (P-value<< 0,001, although when the content was greater than 16% the second method gave higher values. The results showed that the state of degradation of oils and fats as measured for the quantity of polar compounds can be determined alternatively by TLC-FID, presenting a significant reduction in time, hand work and solvent volume.

    La degradación térmica de aceites y grasas lleva a la formación de compuestos polares, motivo por el cual su determinación es usada como control de calidad de aceites y grasas utilizadas en fritura. Muestras de aceite de soja refinado y semi-hidrogenado fueron calentadas durante 30 y 60 horas respectivamente y el contenido de compuestos polares fue determinado utilizando el método oficial lUPAC-AOAC y TLCFID. Las muestras de aceite y las fracciones separadas en la columna fueron aplicadas en los «chromarods» y desarrolladas en éter de petróleo: éter etílico (93:7 v/v. La determinación de compuestos polares por el método lUPAC y por TLC-FID, dieron resultados similares (P-value<< 0,001, aunque los obtenidos por el segundo método fueron superiores, cuando los compuestos polares superan el 16%. Los resultados obtenidos indican que el estado de descomposición de aceites y grasas medido por la cantidad de compuestos polares puede ser determinado alternativamente por

  10. Modelado de Materiales Compuestos por Elementos Finitos usando Restricciones Cinemáticas Finite Element Modeling of Composite Materials using Kinematic Constraints

    Directory of Open Access Journals (Sweden)

    Oscar E. Ruiz

    2009-12-01

    Full Text Available El propósito de este artículo es presentar simulaciones del comportamiento de materiales compuestos basado en restricciones cinemáticas entre las mismas fibras y entre las fibras y la resina circundante. En la revisión de literatura, los autores han encontrado que las restricciones cinemáticas no han sido plenamente explotadas para modelar materiales compuestos, probablemente debido a su alto costo computacional. El propósito de este articulo es exponer la implementación y resultados de tal modelo, usando Análisis por Elementos Finitos de restricciones geométricas prescritas a los nodos de la resina y las fibras. Las descripciones analíticas del comportamiento de materiales compuestos raramente aparecen. Muchas aproximaciones para describir materiales compuestos en capas son basadas en la teoría de funciones C1Z y C0 Z, tal como la Teoría Clásica de Capas (CLT. Estas teorías de funciones contienen significativas simplificaciones del material, especialmente para compuestos tejidos. Una aproximación hibrida para modelar materiales compuestos con Elementos Finitos (FEA fue desarrollada por Sidhu y Averill y adaptada por Li y Sherwood para materiales compuestos tejidos con polipropileno de vidrio.The purpose of this article is to present simulations of the behavior of composite materials based on kinematic restrictions among the fibers themselves and among fibers and the surrounding resine. In the literature review the authors have found that the kinematic restrictions have not been fully exploited for modeling composite materials, probably due to their high computational expense. The purpose of this article is to show the implementation and results of such a model, by using a Finite Element Analysis of geometric restrictions prescribed to the resine and fiber nodes. Closed analytic descriptions on behavior of layered composite materials are very rare. Many approaches to describe layered composite material are based on the theory of

  11. 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...

  12. 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...

  13. 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.

  14. 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.

  15. Propiedades mecánicas de materiales compuestos de matriz de aluminio reforzados con intermetálicos

    Directory of Open Access Journals (Sweden)

    Torres, B.

    2001-04-01

    Full Text Available In this work 2124 aluminium matrix composites reinforced with Ni3Al, NiAl, MoSiO2 and Cr3Si intermetallic powder particles have been investigated. For comparision purposes, unreinforced 2124 and reinforced with SiC have also been studied. In all cases, the same powder metallurgy route was used, i.e. the 2124 alloy was obtained by rapid solidification and the intermetallic particles by self-propagating high-temperature synthesis (SHS. The matrix and the intermetallics were mechanically blended, cold compacted and finally hot extruded. Tensile tests were carried out in T1 and T4 treatments. Results indicate that mechanical properties depend strongly on the tendence to form new phases at the matrixintermetallic interface during procesing and/or futher thermal treatments. The materials which present better properties are those that present less reaction between matrix and intermetallic reinforcement, i.e. MoSiO2 and SiC reinforced composites.

    En este trabajo se estudia el comportamiento mecánico de varios materiales compuestos de matriz de aluminio 2124 reforzados con partículas de los intermetálicos, Ni3Al, NiAl, MoSiO2 y Cr3Si. Los resultados obtenidos se comparan con la aleación 2124 monolítica y con esa misma aleación reforzada con partículas del cerámico SiC. En todos los casos, se sigue la misma ruta de procesado pulvimetalúrgico a partir de polvos rápidamente solidificados, en el caso de la aleación 2124, y de la molienda mecánica de un tocho obtenido por síntesis autopropagada a temperatura elevada (SHS, para el refuerzo intermetálico. Matriz y reforzante se mezclan, mecánicamente, para, a continuación, compactar uniaxialmente en frío, procediéndose, finalmente, a la consolidación por extrusión. Las propiedades mecánicas se estudian mediante ensayos de tracción en estado T1 y T4. Los resultados obtenidos indican que las propiedades mec

  16. 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...

  17. Influencia del envejecimiento higrotérmico en el comportamiento a fractura de compuestos de matriz termoplástica

    Directory of Open Access Journals (Sweden)

    Zenasni, R.

    2004-04-01

    Full Text Available Aging was carried out by introducing the materials into a climatic chamber under appropriate conditions of temperature, humidity and time. The materials are made of two types of weaving (2/2 Twill, 8H Satin glass fibre, and (8H Satin carbon fibre. The matrix was polyetherimide(PEI. In order to characterize the interlaminar fracture a mechanical test was carried out using the mode I Double Cantilever Beam (DCB and mode II End Notched Fixed (ENF tests. The analysis consists of knowing the different failure mechanisms which have generated the hygrothermal aging.

    En este trabajo se realiza un estudio sobre la influencia del envejecimiento higrotérmico en el comportamiento a fractura interlaminar de tres tipos de compuestos, dos de ellos reforzados con tejido de fibra de vidrio(2/2 Twill, y 8H Satin y otro con fibra de carbono (8H Satin . El envejecimiento se realizó manteniendo, durante diferentes periodos de tiempo, probetas en una cámara climática bajo unas determinadas condiciones de temperatura y humedad relativa. La determinación de la tenacidad a fractura interlaminar se realizó utilizando probetas de modos I (DCB y II (ENF. El análisis realizado consistió en poner de manifiesto los diferentes mecanismos de rotura a fractura que se generan tras someter las probetas a la exposición higrotérmica. De los resultados de los ensayos se concluye un diferente comportamiento a fractura según el refuerzo existente y también a igual refuerzo, según la trama del tejido.

  18. 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.

  19. 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

  20. 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...

  1. 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 ...

  2. 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...

  3. 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

  4. 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...

  5. 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.

  6. 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

  7. 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...

  8. Compuestos nitrogenados indicadores de estrés en respuesta a las dosis tóxicas y deficientes de Nitrógeno en frijol ejotero

    Directory of Open Access Journals (Sweden)

    Esteban Sánchez

    2016-01-01

    Full Text Available Introducción: Un amplio rango de estreses ambientales, tales como baja temperatura, sequía, alcalinidad, salinidad, deficiencia y toxicidad de nutrientes son potencialmente dañinos para las plantas. El papel del nitrógeno como nutriente esencial y componente estructural de aminoácidos, proteínas, ácidos nucleicos y otros constituyentes esenciales para el desarrollo ha sido ampliamente documentado en varias especies debido a la importancia en los procesos de crecimiento y producción agrícola. Sin embargo, en la actualidad, existe escasa literatura del efecto de la deficiencia y toxicidad de nitrógeno sobre los compuestos osmoreguladores como indicadores de estrés en plantas. Por lo que el objetivo del presente trabajo fue estudiar los compuestos nitrogenados indicadores de estrés (prolina, glicinabetaina y colina en respuesta a las dosis tóxicas y deficientes de N en frijol ejotero desarrollado en cámara de cultivo bajo condiciones controladas y sistema hidropónico. Método: El nitrógeno fue aplicado a la solución nutritiva en la forma de NH4NO3 y en dosis crecientes: N1 = 1.5 mM, N2 = 3.0 mM, N3 = 6.0 mM, N4 = 12.0 mM, N5 = 18.0 mM y N6 = 24.0 mM de N. Los parámetros analizados fueron la acumulación de biomasa, la concentración de prolina, glicinabetaina y colina en hojas, raíces, semillas y vainas de frijol ejotero cv. Strike. Resultados: La aplicación de dosis deficientes y tóxicas de N afectó la producción de biomasa en frijol, siendo las dosis tóxicas las que afectaron más este parámetro. Por otro lado, resaltar que los osmoreguladores prolina, glicinabetaina y colina solamente se acumularon bajo condiciones de toxicidad de N (N6, sin embargo, en condiciones de estrés provocado por la deficiencia de N (N1 no se produce la acumulación de estos compuestos. Discusión o Conclusión: Los compuestos nitrogenados indicadores de estrés solamente se acumulan bajo condiciones de toxicidad de N (N6, sin embargo en

  9. 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

  10. 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...

  11. 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...

  12. Compuestos bioactivos en harinas integrales y salvados de arroz (Oryza sativa L. Bioactive compounds in rice (Oryza sativa L. | Wholemeals and brans

    Directory of Open Access Journals (Sweden)

    Carlos Aguilar-García

    2017-10-01

    Full Text Available El consumo regular de granos enteros y sus productos puede reducir el riesgo de enfermedades crónicas tales como: las cardiovasculares, diabetes tipo II y algunos tipos de cáncer. El objetivo de este estudio fue evaluar el contenido de compuestos bioactivos en harinas integrales y salvados de arroz (variedades: Cimarrón, FONAIAP 1 y Zeta 15, tales como: fibra dietética total (FDT, determinada por método enzimático-gravimétrico; inhibidores de tripsina (IT, ácido fítico (AF y taninos condensados (TC, cuantificados por colorimetría. Se encontraron diferencias significativas (p < 0,05 para los compuestos bioactivos entre las harinas integrales y los salvados. Los salvados son una fuente rica de FDT, AF y TC. La variedad Cimarrón exhibió el mayor contenido de FDT, en el salvado (40,61 ± 0,10% y en la harina (14,04 ± 0,12%; mientras que la FONAIAP 1 mostró el menor contenido en el salvado (33,67 ± 0,64% y la harina (11,44 ± 0,24%. Los IT en harinas y salvados presentaron un intervalo de 5,70 ± 0,02 a 6,35 ± 0,35 mg/g en todas las variedades, excepto en la harina Zeta 15 (3,72 ± 0,04 mg/g. Las concentraciones de AF y TC en los salvados, presentaron valores significativamente superiores con respecto a las harinas integrales. Los hallazgos demostraron que las harinas integrales y los salvados de arroz analizados en este estudio, pueden suministrar a la dieta importantes compuestos bioactivos (FDT, IT, AF y TC de gran significancia para la salud. Los salvados mostraron ser una fracción del arroz con alta concentración de FDT, AF y TC.

  13. Disminución de las propiedades mecánicas de compuestos de matriz termoplástica tras dilatada permanencia en agua oxigenada

    Directory of Open Access Journals (Sweden)

    Viña, J.

    2001-04-01

    Full Text Available The evolution of the mechanical properties, static and dynamic, of two different composites with thermoplastic matrix and glass-fiber fabric or carbon-fiber fabric as reinforcement after immersing in a hydrogen peroxide solution have been analyzed. The tensile strength suffered a decrease after exposure of the materials in the solution. This decrease was more important in the case of the glass-fiber composite than in carbon-fiber composite. On the other hand, the interlaminar shear strength suffered also an important decrease, but in this case more substantial for the carbon-fiber composite. Finally, the fatigue behavior of the materials have been studied after exposure to the hydrogen peroxide solution. The results correlate with the tensile results.

    Se ha analizado la evolución de las propiedades mecánicas, tanto estáticas como dinámicas, de dos composites de matriz termoplástica reforzados con tejido de fibra de vidrio y fibra de carbono, tras mantener inmersas probetas de ambos materiales en una solución de agua oxigenada, empleada en el método TCF, útil en la fabricación de papel. Se observa, desde el punto de vista de la resistencia a tracción, una pérdida de propiedades mucho mayor en el caso del compuesto con fibra de vidrio que en el de fibra de carbono. En cambio, en las curvas correspondientes a la variación de la resistencia a cortadura interlaminar, se aprecia una pérdida muy importante, pero superior para el compuesto de fibra de carbono. Por último, también se mostrará el comportamiento de ambos compuestos a fatiga tras permanencia en la solución de agua oxigenada. Los resultados obtenidos muestran una gran correlación con los generados a partir de los ensayos de tracción.

  14. Evaluación de dos silanos en compuestos deetilenvinilacetato y harina TelinneMonspessulana//Evaluation of two silanes in ethylenevinylacetate and TelinneMonspessulana flour compounds

    Directory of Open Access Journals (Sweden)

    Oscar Buitrago-Suescun

    2015-09-01

    Full Text Available Se realizó un estudio comparativo del efecto que produce la adición de agentes de acoplamiento tipo silanovinyltrimethoxysilano y 3-aminopropiltrietoxisilano sobre la mezcla de etilenvinilacetato con harina de TelinneMonspessulana. La incorporación de agentes de acoplamiento se hizo de manera directa sobre la mezcla empleando harina sin tratar y mercerizada. También se hicieron ensayos mezclando etilenvinilacetatoy harina injertada previamente con cada uno de los silanos. Los compuestos fueron sometidos a ensayos de tensión con el fin de evaluar los agentes de acoplamiento. Se encontró que la adición delsilano amino durante el mezclado de los compuestos aumentó la resistencia a la tracción, siendo un importante resultado pues estos son materiales livianos aplicables en la industria de construcción y automotriz.Palabras claves: etilenvinilacetato, harina telinnemonspessulana, compuestos de plástico con madera, agente de acoplamiento silano, viniltrimetoxisilano, aminopropiltrietoxisilano._____________________________________________________________________________AbstractA comparative study the effect of the addition of silane coupling agents, vinyltrimethoxysilane and 3-aminopropyltriethoxysilane on ethylenevinylacetate and Telinnemonspessulana flour composites was performed. The silane coupling agents were added in the mixing stage of ethylene vinyl acetate and wood flour (untreated and mercerized. Tests were also made by mixing ethylenevinylacetate with previously grafted wood flour. Flour graft was performed with vinyltrimethoxysilane and 3-aminopropiltrietoxisilano. The compounds were tested for tensile testing to evaluate the coupling agents. It was found that the addition of amino-silane during mixing increased tensile strength, being this an important result since these are lightweight materials that can be used in the construction and automobile industry. Key words: ethylene-vinyl acetate, telinnemonspessulana flour, wood

  15. Ausencia de equivalencia terapéutica de 7 productos genéricos de lincomicina comparados con el compuesto original

    Directory of Open Access Journals (Sweden)

    Omar Vesga

    2004-02-01

    Full Text Available

    La equivalencia farmacéutica (EF como prueba de equivalencia terapéutica (ET para productos genéricos parenterales (PG es un dogma ampliamente difundido y aceptado, pero nunca se ha retado experimentalmente [1]. Comparamos la magnitud de los parámetros farmacodinámicos (PD de los genéricos de lincomicina (LIN con los del compuesto original (CO, mediante determinación de su eficacia bactericida in vitro e in vivo.

     

     

  16. Síntesis de tionitritos : Estudios de las estructuras electrónica y molecular para una familia de compuestos elusivos

    OpenAIRE

    Cánneva, Antonela

    2016-01-01

    Los compuestos del tipo S-nitrosotioles (también conocidos como tionitritos) contienen un grupo nitroso unido a un átomo de azufre, con fórmula general RSNO. Un grupo de S-nitrosotioles de alquilo fue preparado tempranamente en el año 1909 por Tasker y Jones mediante la reacción de alcanotioles (RSH) con cloruro de nitrosilo. A la largo del siglo pasado, se reportó un número menor de estudios relacionados con la síntesis y el estudio de propiedades fisicoquímicas y espectroscópicas de algunos...

  17. Síntesis sustentable de compuestos de interés agroquímico: chalconas, benzodiazepinas, y 1,2,3,4-tetrahidroisoquinoleínas

    OpenAIRE

    Pasquale, Gustavo Antonio

    2014-01-01

    Se aplican los postulados de la Química Verde a la preparación de compuestos orgánicos de interés agroquímico de la familia de Chalconas, Benzodiazepinas, y 1,2,3,4-tetrahidroisoquinoleinas. En particular se prepararon y caracterizaron una serie de catalizadores heterogéneos. Se estudiaron catalizadores de Wells-Dawson, Preyssler y materiales híbridos a base de sílice funcionalizados con 3-aminopropiltrietoxisilano. Se estudió la reutilización de los mismos. Se optimizaron las condiciones de ...

  18. Desarrollo de una metodología para la fabricación de injertos compuestos de polvo de hueso y un biopolímero

    OpenAIRE

    Sandra Quevedo-B.; Fabio A. Rojas-M.; Argemiro Michael Sanabria

    2006-01-01

    El propósito de este trabajo es presentar el desarrollo de una metodología para producir implantes a partir de materiales compuestos a base de una mezcla de polvo de hueso cortical bovino y ABS (poliacrilonitrilo - butadieno - estireno). La morfología del polvo y sus dimensiones, así como el porcentaje del mismo en la mezcla, fueron establecidos como las variables de diseño del estudio realizado en este primer intento para producir objetos a partir de biomateriales híbridos par...

  19. Caracterización de los compuestos aromáticos en embutidos crudos curados y estudio de los factores que afectan a su generación.

    OpenAIRE

    Marco Celdrán, Aurora

    2007-01-01

    RESUMEN Los objetivos de esta tesis consistían en determinar y caracterizar los principales compuestos aromáticos responsables del aroma típico a curado de los embutidos crudos curados; y determinar el efecto del uso de diferentes sales de curado y la aplicación de diferentes procesos de fermentación, en la generación de los mismos. Para determinar el efecto de las sales de curado y del proceso de fermentación en los embutidos, se realizaron dos fabricaciones de embutidos de gran calibre. ...

  20. Estudio químico de los compuestos lipídicos de las hojas, tallos y flores de Vernonanthura patens (Kunth) H. Rob. (Asteraceae)

    OpenAIRE

    Manzano Santana, Patricia; Miranda Martínez, Migdalia; Montes de Oca Porto, Rodney; Orellana León, Tulio; Abreu Payrol, Juan; Peralta García, Esther L

    2013-01-01

    Introducción: Vernonanthura patens (Kunth) H. Rob. es una especie que crece silvestre en el Ecuador, para la cual existen escasos antecedentes de estudios químicos y biológicos, y en ninguno de estos se aborda el estudio de fracciones lipídicas. Objetivos: estudiar las fracciones de compuestos lipídicos presentes en las hojas, tallos y flores de la especie. Métodos: la planta se recolectó en estado adulto, en época de floración, los órganos vegetales fueron secados en estufa por separado, se ...

  1. Eliminación de compuestos orgánicos e inorgánicos mediante procesos híbridos UF-MIEX®

    OpenAIRE

    Alcario Salazar, Jennifer

    2014-01-01

    El agua es fundamental para la vida, tanto humana como animal o vegetal, pero puede llegar a ser perjudicial si no se aplican los controles oportunos que garanticen su inocuidad. Su contaminación puede estar provocada por residuos agrícolas, industriales o domésticos. Así pues, una de las problemáticas del agua es la elevada concentración de compuestos orgánicos e inorgánicos como podrían ser el ácido húmico, los aniones y los cationes. Por este motivo, se debe de ejercer un control estric...

  2. El modelo v.s.p. en lechuga batavia lactuca sativa var. capitata l. y respuesta de dos variedades a las aplicaciones de compuestos orgánicos

    OpenAIRE

    Vélez M., José F.; Garzón, José L.; Bruzón C., Serapio F.

    2010-01-01

    En el Corregimiento Pavitas, municipio de La Cumbre, en la Finca Santafé, a 1.480 msnm en un suelo de la Asociación Pavas (Aeric Tropaquept) se probó el modelo vaso-sustrato-planta (VSP), en la producción de plántulas de lechuga Batavia L. sativa var. capitata y el efecto en la producción de los compuestos orgánicos, cachaza, lombricompuesto, gallinaza y bovinaza, incorporados al suelo. Los 22 tratamientos con cuatro repeticiones, repartidos en dos variedades (Great Lake 118 y Pacific) corres...

  3. Síntesis de compuestos organoselénicos derivados del hidroxitirosol. Determinación de su actividad como antioxidantes

    OpenAIRE

    Gómez Carretero, Antonio

    2012-01-01

    Texto completo descargado desde Teseo 1. Introducción Los polifenoles son una amplia familia de compuestos que se encuentran, entre otros alimentos, en la fruta, la verdura, el vino, el té, el cacao y el aceite de oliva virgen extra y que muestran una marcada actividad antioxidante, que se traduce en una contrastada actividad en la prevención de enfermedades cardiovasculares, cáncer, enfermedades neurodegenerativas, diabetes u osteoporosis . Uno de los polifenoles más efectivos como ...

  4. Comparación de las propiedades de compuestos en base de polipropileno en mezcla con diversos residuos agroindustriales del Ecuador

    OpenAIRE

    Tapia, Clotario; Paredes, Cecilia; Correa, Carlos

    2009-01-01

    El desarrollo de los llamados Wood Plastic Composites (WPC) en los últimos cinco años ha sido vertiginoso, presentando una alternativa eficiente a los tradicionales refuerzos minerales como el CaCO3 en los compuestos en base termoplástica. Al ser Ecuador un país con una economía fuertemente dependiente del desarrollo agrícola, es importante el plantear alternativas para la explotación sustentable de su suelo. En el siguiente trabajo se presenta ensayos realizados a residuos agroindustriales c...

  5. Efecto citotóxico de los compuestos de inclusión de paladio (II con β-ciclodextrina

    Directory of Open Access Journals (Sweden)

    Nancy Jaimes

    2016-12-01

    Full Text Available Introducción. Las tiosemicarbazonas y sus complejos de paladio (II poseen actividad antineoplásica con bajos efectos secundarios, por lo que son consideradas como una nueva alternativa terapéutica, sin embargo existen diferencias en los rangos de la CI50 asociada a la divergencia estructural y solubilidad de los complejos, así como a la sensibilidad de los blancos celulares. La inclusión de fármacos en la β-ciclodextrina con usos terapéuticos ha mejorado su solubilidad y estabilidad, no obstante, su combinación con los complejos de paladio (II y tiosemicarbazonas, aún no ha sido probada. Objetivo. Estudiar el efecto citotóxico de los complejos de paladio en la β-ciclodextrina. Materiales y métodos. La actividad citotóxica de los complejos de paladio con inclusión parcial en la β-ciclodextrina fue evaluada en la línea celular de cáncer de mama (MCF-7, empleando el método de la sulforodamina B. Resultados. Los ligantes (MePhPzTSC y (Ph2PzTSC, sus complejos de paladio (II libres e incluidos en β-ciclodextrina y el cisplatino, mostraron actividad citotóxica sobre la línea celular MCF-7, sin embargo la citotoxicidad fue mayor con la inclusión en la ß-ciclodextrina ([Pd(MePhPzTSC2]•ß-CD y [Pd(Ph2PzTSC2]•ß-CD. A concentraciones de 0,14 y 0,49µM, se obtuvo la CI50 para estos complejos, con dosis hasta 5 veces inferiores cuando se compararon con los resultados de los ligantes libres (1,4 y 2,9µM, con los complejos de paladio (II libres 0,57 y 1,24µM y con el cisplatino (6,87µM. Conclusiones: El uso de la β-ciclodextrina mejoró significativamente la actividad citotóxica de los complejos de paladio (II y tiosemicarbazonas, probablemente asociado al incremento de su solubilidad y biodisponibilidad del compuesto, estrategia que se puede sugerir para el diseño de futuros fármacos antineoplásicos.

  6. Biodegradación de los compuestos fenólicos presentes en el alpechín

    Directory of Open Access Journals (Sweden)

    Maestro Durán, R.

    1991-08-01

    Full Text Available Oil-mill wastewater is the main responsible of the pollution in Andalusian due to high content of organic substances. Its depuration by methanization is difficult because of the antimicrobial activity of phenolic derivatives. These compounds can be drastically reduced by a previous aerobic treatment of the oil mill wastewater with specific microorganisms. After this pretreatment, anaerobic depuration takes place without inhibition, the velocity of the reaction being 5 times higher than before the pretreatment. In this paper a qualitative study of the phenols present in oil-mill wastewater by thin layer chromatography has been done. Beside that, quantitative determination of total phenols, ortoand meta-diphenols as well as Chemical Oxigen Demand (COD before the treatment, after the pretreatment and after biomethanization have been carried out. Finally, leucoanthocyanins that could originate polymerized phenols have not been found.

    Las aguas residuales de la obtención del aceite de oliva o alpechines son responsables de la mayor contaminación medioambiental de Andalucía por su elevada carga de materia orgánica. Su depuración por biometanización es difícil debido a la actividad antimicrobiana de los compuestos fenólicos. Este tipo de sustancias puede eliminarse en gran parte tratando previamente el alpechín por vía aerobia con microorganismos específicos, después de lo cual la depuración anaerobia tiene lugar sin inhibiciones, siendo la constante de velocidad cinco veces superior a la de antes del pretratamiento. En este trabajo se hace un estudio cualitativo de los fenoles por cromatografía en capa fina y cuantitativo de los fenoles totales, orto- y meta-difenoles, así como de la Demanda Química de Oxígeno del alpechín antes del tratamiento, después del pretratamiento y después de la biometanización. Se ha comprobado también la ausencia de leucoantocianinas que pudieran dar origen a fenoles polimerizados.

  7. 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...

  8. 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)

  9. 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.

  10. 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.

  11. 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.

  12. 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)

  13. 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)

  14. 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.

  15. 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)

  16. 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.

  17. 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

  18. 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.

  19. Obtención por vía pulvimetalúrgica de materiales compuestos de matriz de aluminio reforzados con nitruros

    Directory of Open Access Journals (Sweden)

    Fogagnolo, J. B.

    2000-08-01

    Full Text Available The use of aluminium metal matrix composites as structural materials is increasing continuously, mainly in the automotive and aerospace industries. The development of new kind of reinforcements is one of the areas of greater interest in current researches. This work investigates the use of nitrides as reinforcement for composite materials, with Al 6061 matrix, obtained by powder metallurgy and extrusion, presenting their microstructural features and their mechanical characteristics.

    La utilización de los materiales compuestos de matriz de aluminio como materiales estructurales está en continuo crecimiento principalmente en la industria automovilística y aeroespacial. El desarrollo de nuevos tipos de refuerzos es una de las áreas de mayor interés en las más actuales investigaciones. Este trabajo investiga el uso de nitruros como refuerzo en materiales compuestos, de matriz de aleación AA6061, obtenidos vía pulvimetalúrgica y extrusión, presentando los aspectos microestruturales y las características mecánicas.

  20. Comentarios críticos de la Norma UNE 7245 sobre "determinación de los compuestos de azufre contenidos en los áridos"

    Directory of Open Access Journals (Sweden)

    Calleja, José

    1982-06-01

    Full Text Available This paper shows some deficiences of the Spanish Standard Method UNE 7245 and the corresponding deficiences of the Spanish Concrete Code EH-SO adopting it. According to the actual Method, erroneous low values may result in determining sulphides and in general sulphur compounds in cocrete aggregates. Attention is drawn to the convenience of revising the limit of 1.2 per cent for the admissible maximum value of such compounds, particularly if they are exclusively formed by pyrites.

    Se ponen de relieve en este trabajo ciertas definiciones de la Norma UNE 7245 y las correspondientes de la Instrucción EH-80 que la adopta, en cuanto que la citada Norma puede dar valores erróneos por defecto en la determinación de sulfures y, en general, de compuestos de azufre en áridos para hormigón. Se llama la atención sobre la conveniencia de revisar el límite de 1,2 por ciento para el contenido máximo tolerable de dichos compuestos, particularmente si están constituidos en exclusiva por piritas.

  1. ESTUDIO COMPARATIVO DE LOS COMPUESTOS VOLÁTILES DE TRES VARIEDADES DE GUAYABA BLANCA (Psidium guajava L. DURANTE SU MADURACIÓN

    Directory of Open Access Journals (Sweden)

    Johanna Cantillo

    2011-05-01

    Full Text Available Regional Blanca (RB y Ráquira (RQ. Seutilizó el método Headspace-Microextracciónen Fase Sólida (HS-MEFS paracomparar los perfiles olfativos de tres variedadesde guayaba blanca de la regiónde la hoya del río Suárez (Santander, Colombiadurante tres etapas de maduración(verde, pintón y maduro. En las tresvariedades se presentó un comportamientosimilar, los aldehídos C-6 (hexanal,(Z-3-hexenal y (E-2-hexenal responsablesde la nota verde disminuyen durantela maduración, mientras que el contenidode ésteres (acetato de hexilo y acetato de(Z-3-hexenilo aumenta produciéndoselas notas dulce y frutal características dela fruta madura. Los compuestos ácidos,furánicos y alcoholes se observan en bajasproporciones durante las tres etapas.El análisis de los compuestos volátilesmediante HS-MEFS permitió estableceruna relación entre la transformación decompuestos aldehídos C6, responsablesde la nota verde, en ésteres análogos, alos cuales se les atribuye la nota frutalcaracterística durante el proceso demaduración.

  2. IDENTIFICACIÓN DE UNA NUEVA FASE EN LA ESTRUCTURA CRISTALINA DEL COMPUESTO CUATERNARIO Cu2ZnSnSe4 DURANTE LA ETAPA INCORPORACIÓN DEL ZnSe

    Directory of Open Access Journals (Sweden)

    Anderon Dussán Cuenca

    Full Text Available En este trabajo se presenta un estudio de las propiedades estructurales de películas delgadas del compuesto Cu2ZnSnSe4 variando tanto la masa (M X como la temperatura del sustrato al cual fue evaporado (Ts el compuesto binario ZnSe. Todas las muestras fueron depositadas por el método de co-evaporación en tres etapas y manteniendo constante los demás parámetros. A partir de las medidas de difracción de Rayos x fue posible establecer con el incremento de la Ts la presencia de fases binarias asociadas al compuesto cuaternario durante el proceso de crecimiento del material. Se encontró que alrededor del pico principal, 2θ = 27,1°, predominan las fases binarias y la presencia del ZnSe que se forma durante la subsecuente etapa de selenización del material. Una especie de bifurcación en el pico principal (2θ = 27,1° fue observado para la transición entre M ZnSe = 0,153 g a 0,171 g. Medidas de difracción de rayos x fueron realizadas al compuesto binarios puro, observándose una correspondencia con los picos encontrados alrededor del pico principal del compuesto. Un estudio a través de espectroscopia Raman evidenció corrimientos raman asociados a los compuestos binarios observados por XRD. A partir de la ecuación de Scherrer se encontró que los tamaños de los cristalitos variaban entre 80 y 90 nm.

  3. Correlación entre la microestructura y el comportamiento plástico a alta temperatura de compuestos TZP-Ni (40% vol.

    Directory of Open Access Journals (Sweden)

    Morales-Rodríguez, A.

    2005-10-01

    Full Text Available Microstructure and high-temperature mechanical behaviour of TZP-Ni composites with 40 vol.% of nickel above the percolation threshold (placed in 34 vol.% in these wet‑processed ceramic-metal composites has been studied. The microstructure has been characterized using scanning electron microscopy. The composite plasticity has been studied by means of uniaxial compressive creep tests under constant load in argon atmosphere carried out in the temperature range between 900 and 1250 ºC and stresses between 9 and 144 MPa. TZP skeleton has been deformed in similar conditions to study nickel effect in global cermet behavior. The metallic phase has been removed from the cermets using chemical etching with HNO3. The plastic behavior of these materials is controlled by the ceramic matrix. The deformation rates are higher than monolithic TZP ones. This fact has been explained taking into account the metallic phase distribution into the matrix in these composites. Metal percolation provides materials with high ductility allowing the cermets to deform at temperatures as low as 900 ºC.

    Se ha estudiado la microestructura y el comportamiento mecánico a alta temperatura de compuestos de circona tetragonal (3Y-TZP con un 40% en volumen de níquel (referidos en adelante como TZP-Ni. El contenido en níquel está por encima del punto de percolación, que en estos compuestos cerámico-metal procesados en vía húmeda se sitúa en el 34% vol. de contenido metálico. La caracterización microestructural se ha realizado mediante observaciones de microscopía electrónica de barrido. La plasticidad de los compuestos se ha estudiado mediante ensayos de fluencia en compresión uniaxial a carga constante en atmósfera de argón realizados en el rango de temperaturas entre 900 y 1250 ºC y tensiones entre 9 y 144 MPa. Para estudiar el efecto del níquel en el comportamiento del cermet se ensayaron en condiciones similares esqueletos de TZP, obtenidos mediante la

  4. Estimadores compuestos en estadística regional: una aplicación a la estimación de la tasa de variación de la ocupación en la industria

    OpenAIRE

    Costa, Àlex; Satorra, Albert; Ventura, Eva

    2002-01-01

    Este trabajo es parte de un proyecto que estudia la aplicación de estimadores compuestos (combinación de estimadores directos e indirectos) para áreas pequeñas en estadística regional. Comparamos tres estimadores: uno directo basado en datos muestrales de cada Comunidad Autónoma (CA), otro sintético (indirecto) que combina los datos estatales con información específica de las CCAA, y un tercer estimador, el compuesto, basado en un modelo estadístico que se concreta en una combinación lineal d...

  5. Modelos animales y células derivadas para su uso en la determinación de compuestos útiles en el tratamiento de linfomas de células T

    OpenAIRE

    Bustelo, Xosé R.; Ruiz Macías, Sergio; Santos de Dios, Eugenio

    2008-01-01

    Modelos animales y células derivadas para su uso en la determinación de compuestos útiles en el tratamiento de linfomas de células T. La presente invención se encuadra dentro del campo de la biotecnología. Se refiere a un método para evaluar si un compuesto es efectivo en la prevención y/o tratamiento de una enfermedad asociada a linfomas de células T.

  6. Un modelo econométrico de medición de las relaciones de sustitución entre materias primas compradas para la producción de piensos compuestos y su asignación

    OpenAIRE

    Peeters, Ludo; Surry, Yves

    1993-01-01

    El objeto de este artículo es presentar un modelo econométrico para estimar las relaciones de sustitución entre las materias primas compradas para la producción de piensos compuestos y su asignación entre los diferentes tipos de piensos para diferentes tipos de ganado utilizando una función dual de costes. Dicho modelo se aplica a las industrias belga y neerlandesa de piensos compuestos. El modelo empírico utiliza una función de costes Simétrica Generalizada de McFadden de outputs múltiples q...

  7. Biodisponibilidad de diferentes compuestos de hierro añadidos a un néctar de frutas funcional. Interacción con las vitaminas y Fructo-oligosacáridos

    OpenAIRE

    Haro Vicente, Juan Francisco

    2006-01-01

    El enriquecimiento de los alimentos con hierro es considerado una de las estrategias más eficaces en la prevención de la deficiencia en hierro. El éxito del enriquecimiento de los alimentos depende tanto del tipo de alimento como del compuesto de hierro seleccionado. En nuestro estudio se seleccionó un néctar de frutas y varios compuestos de hierro: Pirofosfato férrico micronizado (PFM), Bisglicinato ferroso (BF) y Sulfato ferroso (SF), éste último como referencia, junto con las vitaminas C, ...

  8. Determinación de la capacidad antioxidante y compuestos fenólicos de cereales andinos: quinua (Chenopodium quinoa), kañiwa (Chenopodium pallidicaule) y kiwicha (Amaranthus caudatus)

    OpenAIRE

    Repo de Carrasco, Ritva; Encina Zelada, Christian Rene

    2008-01-01

    Se realizó la extracción de compuestos hidrofílicos y lipofílicos de cereales andinos, siendo el de mayor contenido en ambos casos la muestra de kañiwa (Chenopodium pallidicaule variedad cupi), siguiendo la de quinua (Chenopodium quinoa ecotipo marrón) y finalmente la kiwicha (Amaranthus caudatus ecotipo negra). Se realizó la determinación del contenido de compuestos fenólicos en quince variedades de quinua, siendo la de mayor contenido la variedad PIQ031046 con 139,94 mg ácido gálico/100 g; ...

  9. 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.

  10. 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.

  11. 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

  12. 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.

  13. 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.

  14. Il Punto Organico: una storia italiana

    Directory of Open Access Journals (Sweden)

    Paolo Rossi

    2015-02-01

    The origin of the notion of P.O. is traced back to some statistical studies performed more than a decade ago . Its subsequent application to university recruiting follows from  a sequel of administrative actions taken by the Ministry but it is not based on an explicit (and formally required legal formulation. The recent structural evolution of the università system and some changes in the legislation have further weakened the justification for such a constraint.  An alternative (and legally consistent mechanism for keeping under control the projected expenses  for personnel is proposed.

  15. 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...

  16. 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.

  17. 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.

  18. 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...

  19. 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...

  20. 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...

  1. 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.

  2. 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.

  3. [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.

  4. [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.

  5. 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.

  6. 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.

  7. Materiales compuestos C/SiC para aplicaciones estructurales de alta temperatura. Parte I: estabilidad termodinámica y química

    Directory of Open Access Journals (Sweden)

    Aparicio, M.

    2000-12-01

    Full Text Available The development of aero-engine and aircraft industry is aimed to hypersonic technology, efficiency enhancements and pollutant emission reductions. This objective can only be reached by increasing the operating temperatures, utilising new materials which mechanical properties are retained up to high temperatures. SiC matrix composites reinforced with carbon fibres (C/SiC are good examples with very good bending and thermal shock resistance at temperatures up to 1600ºC as well as low density. However, the fact which currently inhibits the application of these materials is the high oxidation rate of carbon fibres at temperatures above 450ºC. In the first part of the paper, a review of the most important properties and oxidation mechanisms of C and SiC has been carried out. The influence of each material disposition, individually and as composite, has been analysed.

    El desarrollo de la industria aeroespacial se orienta actualmente hacia la tecnología hipersónica, el incremento en el rendimiento de las reacciones de combustión y la reducción de la emisión de contaminantes. Estos objetivos sólo pueden alcanzarse aumentando la temperatura de combustión, para lo cual es necesario desarrollar nuevos materiales que conserven sus propiedades mecánicas hasta temperaturas muy elevadas. Entre ellos se encuentran los materiales compuestos de matriz de SiC reforzada con fibra continua de carbono (C/SiC, cuyas propiedades más importantes son una elevada resistencia a flexión y al choque térmico desde temperatura ambiente hasta 1600ºCy su reducido peso específico. Sin embargo, el principal problema que acompaña a los materiales compuestos C/SiC es la elevada velocidad de oxidación de la fibra de carbono a partir de 450ºC. En la primera parte del trabajo se realiza una revisión de las características más relevantes del carbono y SiC, y de su comportamiento frente a la oxidación, tanto por separado como formando parte de materiales

  8. Comportamiento en fluencia de un material compuesto de matriz metálica Al6061-15 vol % SiCw pulvimetalúrgico

    Directory of Open Access Journals (Sweden)

    González-Doncel, G.

    2005-12-01

    Full Text Available The creep behavior of a powder metallurgy (PM Al6061-15 vol % SiCw metal matrix composite has been studied. This behavior has been compared to that of 6061Al cast alloy and 6061Al PM alloy. The creep response of the PM unreinforced alloy is better than that of the cast 6061Al alloy. Similarly, the behavior of the composite is better than that of the PM unreinforced alloy. Two microstructural factors have been considered the responsible ones of this improvement. The first one is the dispersion of Al2O3 oxide particles of nanometric scale. The second one, is the presence of the SiC whisker reinforcement of micrometric scale. Despite the similar strengthening effect, the intrinsic nature of the reinforcing mechanism is, however, different for each type of particle due to the different microstructural scale.Se ha realizado un estudio de las propiedades en fluencia del material compuesto pulvimetalúrgico Al6061-15 vol % SiCw. Su comportamiento se ha comparado con el de la aleación Al6061 pulvimetalúrgica y la aleación Al6061 de colada. El comportamiento del material pulvimetalúrgico sin reforzar mejora respecto al del material de colada. Al mismo tiempo, el del material compuesto mejora respecto al comportamiento del material pulvimetalúrgico sin reforzar. Se consideran dos factores microestructurales como los principales responsables de la mejora de las propiedades en fluencia de este material compuesto. Por un lado, las partículas de Al2O3 de tamaño nanométrico y, por otro, las partículas de fibra corta cerámicas de SiC de tamaño micrométrico. Aunque ambos tipos de partículas dan lugar a un efecto de refuerzo similar, los mecanismos intrínsecos asociados a la presencia de estas partículas tienen una naturaleza diferente debido a la diferencia en la escala microestructural.

  9. Caracterización microestructural del compuesto intermetálico AI7Cu4Ni

    Directory of Open Access Journals (Sweden)

    Herrera, R.

    2004-04-01

    Full Text Available A study of the microstructural characterization of the intermetallic compound Al7Cu4Ni was carried out. The intermetallic compound was fabricated using the melting and casting process followed by a homogenization treatment at 750 °C for 240 h. The structural evolution during homogenizing was analyzed by X-ray diffraction. The microstructure of intermetallic compound was also characterized by scanning electron and transmission electron microscopies. Additionally, the microhomogeneity of this compound was studied by the Energy Dispersive and Wavelength Dispersive Spectroscopy. The results of this work showed that it was possible to obtain the intermetallic compound with the crystalline structure and at the composition reported in the literature. Besides, this compound showed a good chemical microhomogeneity, which makes it a possible candidate as a material reference for either microanalysis or hardness testing.

    Se llevó a cabo un estudio de caracterización microestmctural del compuesto intermetálico AI7Cu4Ni, que se fabricó por fusión y moldeo y un posterior recocido de homogeneización a 750 °C, durante 480 h. La evolución estructural durante el recocido de homogeneización se siguió por difracción de rayos X. La microestructura se caracterizó por microscopía electrónica de barrido y transmisión. Asimismo, se estudió la microhomogeneidad química del compuesto intermetálico, utilizando las técnicas de microanálisis de dispersión de energía y de longitud de onda de rayos X. Los resultados verificaron que es posible obtener el compuesto intermetálico AI7Cu4Ni con la estructura cristalina y en la composición reflejada en la literatura. Además, su buena microhomegeneidad química sugiere su posible aplicación como un material de referencia para la técnica de microanálisis o el ensayo de dureza.

  10. Síntesis de un compuesto de polimetacrilato de metilo con nanotubos de carbono de pared múltiple a escala de laboratorio

    Directory of Open Access Journals (Sweden)

    Yuly Méndez

    2009-05-01

    Full Text Available El objetivo del presente trabajo es la síntesis y caracterización térmica de un compuesto de polimetacrilato de metilo (PMMA con nanotubos de carbono de pared múltiple (MWNTs a escala de laboratorio. El compuesto de PMMA con MWNTs fue producido por polimerización in-situ en masa, usando como iniciador Peróxido de Benzoilo (BPO. Previamente a la polimerización, se realizó una reacción entre los MWNT y el BPO para propiciar la formación de radicales libres en la superficie de los MWNT. La concentración de MWNTs fue variada para producir muestras con 0%, 0,1% y 0,5% en peso de MWNT. El compuesto obtenido presenta una adecuada dispersión en la matríz polimérica y propiedades térmicas diferentes a la del PMMA blanco, lo que evidencia la transferencia de propiedades por parte de los MWNTs. El método propuesto es sencillo y de bajo costo, y puede ser usado en una gran variedad de aplicaciones industriales./The purpose of the current work was the lab-scale synthesis and thermal characterization of a Poly(methyl methacrylate-Multi-walled Carbon Nanotube (PMMA-MWNTs composite. The PMMA-MWNTs composite was produced by mass in-situ polymerization, using Benzoyl Peroxide (BPO as initiator. As a previous step to the polymerization, a BPO-MWNTs reaction was performed to trigger the formation of free radicals in the surface of the MWNTs. The MWNT concentration in the composite was varied to produce samples of 0%, 0.1% and 0.5% w/w of MWNTs in PMMA. The produced composites show an adequate dispersion and different thermal properties than the PMMA blank, suggesting a property transfer from the nanoparticles. The proposed production method is simple, of relatively low cost and easily applicable in a variety of industrial applications.

  11. Volatile compounds in the perirenal fat from calves finished on semiextensive or intensive systems with special emphasis on terpenoids

    Directory of Open Access Journals (Sweden)

    Soto, S.

    2015-12-01

    Full Text Available Grazing ruminants and their production systems have been associated with lower environmental impact and higher animal welfare, along with distinctive meat quality characteristics when compared to intensively reared animals. Recent studies have been aimed at finding compounds in ruminant meat and fat which could be used as tracers of herbage feeding. This study determined and compared the volatile composition of the perirenal fat from Tudanca-breed calves reared on semi-extensive (SE; n=8 or intensive (I; n=8 systems. The volatile compounds of perirenal fat were analyzed using simultaneous distillation-extraction and gas chromatography coupled with mass spectrometry (GC/MS with the mass spectra detector operating in full scan mode. Terpenes were also determined using solid-phase micro-extraction and GC/MS operating in the selective ion monitoring mode. The SE system resulted in decreased levels of octanal, 2-octenal and 2,4-decadienal, and increased levels of 2,3-octanedione and skatole. The levels of α-pinene, aromadendrene, α-phellandrene, eucalyptol and α-gurjunene were higher for the SE system. Fenchene, eucalyptol and α-gurjunene have not been reported in previous studies on beef volatiles. The study showed the possibility of using several terpenes of perirenal fat as indicators of pasture-feeding in Tudanca calves.La producción de rumiantes en pastoreo puede suponer un menor impacto ambiental y un mayor bienestar animal, y considerarse como una característica de calidad diferenciada de la carne generada, con respecto a los animales producidos de forma intensiva. En estudios recientes se ha investigado sobre la presencia de compuestos en la carne o grasa de rumiantes que puedan ser utilizados como marcadores de alimentación a base de pasto. En el presente estudio se ha determinado y comparado la composición volátil de la grasa perirrenal de terneros de raza Tudanca criados mediante un sistema semi-extensivo (SE; n=8 o intensivo (I

  12. 291. Permeabilidad a medio-largo plazo de los injertos arteriales compuestos en cirugía cardíaca de revascularización miocárdica

    Directory of Open Access Journals (Sweden)

    P. Losada Mora

    2012-04-01

    Conclusiones: Existe una alta permeabilidad a medio-largo plazo de injertos arteriales compuestos. La permeabilidad de los injertos venosos es menor que la de los arteriales, relacionándose ésta con la dislipemia. No se ha encontrado diferencias entre la utilización de AMD o AR y la mayor permeabilidad a medio-largo plazo.

  13. Modelos animales y células derivadas para su uso en la determinación de compuestos útiles en el tratamiento de linfomas de células T

    OpenAIRE

    Bustelo, Xosé R.; Ruiz Macías, Sergio; Santos de Dios, Eugenio

    2008-01-01

    [ES] La presente invención se encuadra dentro del campo de la biotecnología. Se refiere a un método para evaluar si un compuesto es efectivo en la prevención y/o tratamiento de una enfermedad asociada a linfomas de células T.

  14. Comportamiento de aceites poliinsaturados en la preparación de patatas fritas para consumo inmediato: Formación de nuevos compuestos y comparación de métodos analíticos

    Directory of Open Access Journals (Sweden)

    Masson, L.

    1997-10-01

    Full Text Available In this study, different analytical methods, i.e. polar compounds, polar compound distribution, free fatty acids, peroxide value, conjugated dienes and trienes, oxidized fatty acids, viscosity and oxifrit-test, are applied to samples of both initial polyunsaturated oils and their counterparts after being used in the frying of potatoes in fast food shops. Two main objectives were established: the study of formation of new compounds during the frying process and the evaluation of possibilities to substitute complex methodologies for simpler and more rapid techniques. Results indicated that, although new compounds comming from oxidation and polymerization stand out, 20% of the samples contained very high amounts of hydrolytic products i.e. diglycerides and fatty acids, whose formation is difficult to explain. From the analysis of correlation coefficients between analytical methods, the utility of free fatty acids and conjugated dienes (or viscosity to predict the amount of the main groups of new compounds in used polyunsaturated frying oils, was deduced.

    En este estudio se aplican diferentes métodos analíticos -compuestos polares, distribución de compuestos polares, acidez, índice de peróxidos, dienos y trienos conjugados, ácidos oxidados insolubles en éter de petróleo, viscosidad y ensayo oxifrit- a muestras de aceites de soja, girasol y mezclas de soja y colza, obtenidas en establecimientos públicos, antes y después de ser usadas en la fritura de patatas. Los dos objetivos principales fueron: conocer los compuestos formados durante el proceso de fritura de patatas y evaluar la posibilidad de sustitución de determinaciones complejas por métodos analíticos más simples y rápidos. Los resultados indicaron que, aunque los compuestos de polimerización y oxidación son los más representativos entre los nuevos compuestos originados durante el proceso, un 20% de las muestras contenían cantidades anormalmente elevadas de compuestos

  15. Materiales compuestos C/SiC para aplicaciones estructurales de alta temperatura. Parte II: Sistemas de protección contra la oxidación

    Directory of Open Access Journals (Sweden)

    Aparicio, M.

    2001-02-01

    Full Text Available The fact which currently excludes the use of C/SiC composites in high temperature structural applications is the high oxidation rate of carbon fibres at temperatures higher than 450ºC. In this second part of the paper, a review of the different oxidation protection systems, including inhibitors, surface modification of composites, coatings and previous infiltration of the substrates, has been carried out. The addition of inhibitors reduces the oxidation rate, but only up to 850ºC, while the surface modification of composites leads to thin coatings with poor thermal shock resistance. On the other hand, the external layers are the most usual method employed because allows combining different compositions and thicknesses. The multilayer coatings are especially interesting in applications with wide temperature range and thermal shocks requirements. The infiltration of substrate porosity improves slightly the oxidation resistance of C/SiC composites reducing the oxygen accessibility to carbon fibres. However, the infiltration complements very well the oxidation protection performance of a coating system at low temperature, since these normally present open cracks due to mismatch between coating and substrate thermal expansion coefficients.

    La utilización de los materiales compuestos C/SiC en aplicaciones estructurales a alta temperatura está limitada por la elevada velocidad de oxidación de la fibra de carbono a temperaturas superiores de 450ºC. En esta segunda parte del trabajo se realiza una revisión de las posibilidades de protección contra la oxidación de estos materiales, incluyendo inhibidores, modificación superficial del material compuesto, recubrimientos e infiltración previa del sustrato. La eficacia de los inhibidores de la reacción de oxidación esta restringida a temperaturas de hasta 850ºC, mientras que la modificación superficial del material compuesto da lugar a capas delgadas y poco resistentes a los ciclos t

  16. Tabla de frecuencias y espectros de absorción infrarroja de compuestos relacionados con la química del cemento

    Directory of Open Access Journals (Sweden)

    Vázquez-Moreno, T.

    1981-06-01

    Full Text Available Not available

    En los núms. 175, 177 y 179 de esta Revista "Materiales de Construcción" se ha publicado un trabajo con el título "Aplicaciones prácticas de la espectroscopia de absorción infrarroja en el estudio de los crudos, del clinker y del cemento portland anhidro"; en él se decía textualmente que... "se dará, en forma de tablas las frecuencias y asignaciones correspondientes a los espectros IR tanto de los compuestos que se van estudiando como otros muchos que se consideran de interés. Asimismo se incluirán los respectivos espectros IR". A causa de la extensión y de las propias características del anexo, se consideró oportuno el publicarlo separadamente, incluso bajo un título más explicativo.

  17. Materiales compuestos de matriz metálica. II parte. Métodos de procesado y consolidación de MMCs reforzados con partículas

    Directory of Open Access Journals (Sweden)

    Edil da Costa, Cesar

    2000-06-01

    Full Text Available This work is a review of the different forming and consolidation methods for particulate metal matrix composites. In the first part we focus in the forming methods from raw materials while the second is centred in the consolidation from preforms in order to get the final part.

    En este trabajo se ofrece una revisión de los distintos métodos de conformado y consolidación de materiales compuestos de matriz metálica reforzados con partículas. En una primera parte se hace hincapié en los métodos de conformado a partir de las materias primas y en la segunda en métodos de consolidación final a partir de preformas.

  18. Metodologías Sintéticas para la Obtención de Compuestos de Coordinación Metal-Orgánicos

    OpenAIRE

    Bazán Blau, Begoña del Pilar; Barandika Argoitia, Miren Gotzone; Calderón Casado, Ainhoa; Fidalgo Marijuan, Arkaitz; Llano Tomé, Francisco; Urtiaga Greaves, Miren Karmele; Arriortua Marcaida, María Isabel

    2016-01-01

    Comunicación a congreso (póster): Reunión conjunta de la Sociedad Española de Mineralogía y la Sociedad Española de Arcillas (SEM-SEA 2012), Bilbao 27-30 de junio 2012. La síntesis de compuestos híbridos orgánicos-inorgánicos o metal-organic framework (MOF) ha atraído un interés especial durante las últimas dos décadas, debido a la posibilidad de obtener una gran variedad de estructuras de interés para su empleo en aplicaciones relacionadas con los materiales porosos, como las zeolitas o e...

  19. Obtención y caracterización de materiales compuestos W-Cu para contactos eléctricos

    Directory of Open Access Journals (Sweden)

    Krivij, N.

    2003-08-01

    Full Text Available In the Cuban Metallurgical Research Center (CIME, are manufactured by powder metallurgy, shims of adjustment of a W-Cu composite material, that are used in the electrical contacts of the panels of control of the portico derricks that operate in the port of Havana City. The base material used has a composition of 70 % in mass electrolytic copper powder and wolfram powder of (30 % that is obtained by reduction from the oxide from wolfram. The powders are submitted to the stages of mixed, pressed and agglomeration and is obtained a composite material with free particles of W occluded in a counterfoil of Cu matrix, that do not interact and they provide the following properties: high melting temperature, high electro and thermo conductivity and corrosion resistance, high mechanical and electrical strengtheners, decrease weldability and stability during their development. However, when not reacting the volframio particles with the copper, the compound material will begin to fuse to the temperature of the copper, on the other hand and for the same reason the resistance to the corrosion should be similar to that of the pure copper. The shims of adjustment are fixed to the bodies of high purity copper welding with a silver alloy, the one which provides the maximum qualities of the Cu, as elasticity, breaking strength, thermal and electrical conductivities, as well corrosion resistance.

    En el Centro de Investigaciones Metalúrgicas (CIME, cubano, se fabrican por pulvimetalurgia, calzos de material compuesto volframio-cobre, que se utilizan en los contactos eléctricos de los paneles de control de las grúas pórtico que operan en el puerto de Ciudad de La Habana. El material base que se utiliza contiene un 70 % en masa de polvo de cobre electrolítico y polvo de volframio (30 %, que se obtiene por reducción del óxido de volframio. Los polvos se someten a las etapas de mezclado, prensado y sinterización obteniéndose un material compuesto con las

  20. 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.

  1. 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.

  2. 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...

  3. 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.

  4. 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

  5. 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

  6. 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.

  7. 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 ...

  8. 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

  9. 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.

  10. 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;

  11. 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...

  12. 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....

  13. 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

  14. 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

  15. 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.

  16. Influence of storage temperature on quality parameters, phenols and volatile compounds of Croatian virgin olive oils

    Directory of Open Access Journals (Sweden)

    Brkić Bubola, K.

    2014-09-01

    Full Text Available The influence of low storage temperature (+4 °C and -20 °C and conventional storage room temperature on the quality parameters, phenolic contents and volatile profiles of Buža, Črna and Rosinjola monovarietal virgin olive oils after 12 months of storage was investigated in this study. Virgin olive oils stored at low temperatures maintained better quality parameters than oils stored at room temperature. A negligible decrease in the total phenols was detected after 12 months of storage at all investigated temperatures. The total volatile compounds, aldehydes, alcohols and esters in almost all stored samples were unchanged compared to fresh oils. Total ketones increased after storage, although at a lower temperature these changes were less notable. An increase in the oxidation indicators hexanal and hexanal/E-2-hexenal ratio was the lowest in oils stored at +4 °C.Storage at temperatures lower than room temperature could help to prolong the shelf-life of extra virgin olive oil by maintaining high quality parameters and preserving the fresh oil’s volatile profile.Se ha estudiado la influencia, durante 12 meses, de temperaturas bajas (+4 °C y −20 °C y convencional (ambiente, sobre los parámetros de calidad, contenido fenólico y perfil de volátiles de aceites de oliva vírgenes monovarietales Buža, Črna y Rosinjola. Los aceites de oliva vírgenes almacenados a bajas temperaturas mantienen mejores propiedades de calidad que los aceites almacenados a temperatura ambiente. Se encontró una disminución no significativa de los fenoles totales después de 12 meses de almacenamiento a todas las temperaturas estudiadas. Los compuestos volátiles totales, aldehídos, alcoholes y ésteres, en casi todas las muestras almacenadas, se mantuvieron sin cambios en comparación con los aceites frescos. Las cetonas totales incrementaron tras el almacenamiento, aunque a temperaturasmas bajas estos cambios fueron menos notables. El incremento de los

  17. Optimización de las condiciones de extracción de compuestos fenólicos a partir de cáscara de uva variedad quebranta (Ica, Perú) empleando técnicas convencionales y extracción asistida por ultrasonido

    OpenAIRE

    Dueñas Zurita, Julia Alicia

    2017-01-01

    La producción de vino y pisco representa una de las principales actividades agrícolas en todo el mundo, esta producción se acompaña con la generación de grandes cantidades de desechos que son ricos en compuestos bioactivos (especialmente compuestos fenólicos) con capacidad antioxidante. El propósito de este trabajo es seleccionar y optimizar las condiciones de extracción de compuestos fenólicos a partir de cáscara de uva variedad Quebranta provenientes de vinificaciones empleando un método co...

  18. Separación enantiomérica y/o determinación de compuestos de interés medioambiental por metodologías analíticas electroforéticas y cromatográficas innovadoras

    OpenAIRE

    Pérez Fernández, Virginia

    2013-01-01

    García González, María Ángeles, codir. Hoy en día existen un gran número de compuestos orgánicos tanto naturales como sintéticos que se emplean con diversos fines y en cantidades realmente grandes. Este es el caso de los compuestos empleados y generados en la producción y conservación de alimentos, procesos industriales de todo tipo, fármacos de uso humano y veterinario, productos de higiene y cuidado personal, etc. Todos estos compuestos, sin embargo, no son del todo inocuos y además pue...

  19. 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.

  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. 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.

  2. 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

  3. 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.

  4. 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

  5. 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.

  6. 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.

  7. Effect of the partial NaCl substitution by other chloride salts on the volatile profile during the ripening of dry-cured lacón

    Directory of Open Access Journals (Sweden)

    Domínguez, R.

    2016-06-01

    Full Text Available The influence of three salting treatments (treatment II: 50% NaCl-50% KCl; III: 45% NaCl-25% KCl-20% CaCl2-10% MgCl2; IV: 30% NaCl-50% KCl-15% CaCl2-5% MgCl2 on the formation of volatile compounds throughout the process was studied and compared to those of a control “lacón” (treatment I: 100% NaCl. There was an intense formation of volatile compounds throughout the processing, particularly during the dry-ripening stage. The most abundant chemical family in all the formulations, in the final product was hydrocarbons followed by aldehydes. The total volatile compound release was more intense in the control “lacóns” (1164 AU_106·g-1dry matter than in “lacóns” from formulations II, III and IV (817-891 AUx106·g-1dry matter. The “lacóns” from formulation I showed the highest amounts of aldehydes. The “lacóns” from formulations I and II presented the highest amounts of hydrocarbons. The main conclusion is that the replacement of NaCl produces changes in the volatile profile and could be affect the aroma of “lacón”.Se estudió la influencia de tres tratamientos de salado (tratamiento II: 50 % NaCl-50 % KCl; III: 45 % NaCl-25 % KCl-20 % CaCl2-10 % MgCl2; IV: 30 % NaCl-50 % KCl-15 % CaCl2-5 % MgCl2 en la formación de compuestos volátiles durante la elaboración de lacón, en comparación con un control (tratamiento I: 100 % NaCl. Hubo una intensa formación de compuestos volátiles durante el procesado, principalmente durante la fase de secado-maduración. La familia química más abundante en el producto final fueron los hidrocarbonos, seguidos por los aldehídos. La liberación de volátiles fue más intensa en los lacones control (1164 AU_106·g-1 materia seca que en los otros lacones (817-891 AUx106· g-1 materia seca. Los lacones de la formulación I mostraron las mayores cantidades de aldehídos, y los lacones de las formulaciones I y II presentaron los mayores contenidos de hidrocarburos. La principal conclusi

  8. 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.

  9. 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.

  10. 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

  11. 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.

  12. 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.

  13. 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.

  14. 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 ...

  15. 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.

  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. 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.

  18. Cromatografía de gases–espectrometría de masas de compuestos fitobioactivos del aceite esencial de Satureja incana

    Directory of Open Access Journals (Sweden)

    Joseph Ricaldi Sarapura

    2014-12-01

    Full Text Available Objetivos: Analizar la composición de fitobioactivos del aceite esencial de Satureja incana por cromatografía de gases acoplada a espectrometría de masas (GC-MS, por sus siglas en inglés; y determinar rendimiento extractivo y características físico-químicas del aceite esencial de Satureja incana. Métodos: Se colectó ramas tiernas en estado de floración, con cortes de 20-35 cm, ubicación de recolecta a una altitud 2 682 msnm; distrito de Palca, provincia Tarma, región Junín. Extracción: equipo extractor de acero inoxidable, tiempo 1 hora. Caracterización físico-química: Norma Técnica Peruana. Análisis GC-SM: gas helio flujo 20 ml.min-1, inyección de 0,2 μl de aceite esencial, configuración térmica en gradiente. Resultados: El rendimiento de extracción fue 0,49 base seca con densidad relativa 0,9816; índice de refracción 1,4879 e índice de acidez 1,9860; y la composición fitoquímica: predomina concentración sesquiterpenica 66,37 % y monoterpenos 30,07 %; siendo los compuestos mayoritarios: germacreno D 25,91 %, β cariofileno 22,10 %, α-ocimeno 12,62 %, 4(8-p-mentona 6,73 %, humuleno 3,95 %, cariofileno óxido 3,08 %, limoneno 2,44 %; y minoritarios: β-bourbeneno 1,95 %, β-ocimeno 1,78 %, espatulenol 1,66 %, β-linalol 1,64 %, dlisopulegol 1,66 %, α-cubebeno 1,51 %, δ-Cadineno 0,89 %, α-pineno 0,45 %, β-pineno 0,52 %. Conclusiones: La presencia de algunos compuestos químicos respalda su uso etnofitofarmacobotánico. Presenta potencial característica para utilizarlo en formulaciones para plaguicidas debido a la presencia de germacreno D en alta concentración.

  19. Influencia de la composición y las condiciones de procesado en la resistencia a la corrosión de materiales compuestos base aluminio

    Directory of Open Access Journals (Sweden)

    Jiménez-Morales, A.

    2004-04-01

    Full Text Available This work tries to analyze the corrosion behavior of a serie of composite materials, as well as to study the influence of the reinforcement and milling technique on the unreinforced base alloy corrosion resistance. For this purpose composite materials, base 6061 aluminum alloy and reinforced with Si3N4, ZrB2 and AlN (5% wt. have been manufactured, by means of both low and high energy milling techniques for the blending step. The study is mainly focused on the evolution of the corrosion potential versus time, pitting potential as well as the pasive zone of each material by means of continuous current electrochemical techniques. The most significant results reveal the influence of the reinforcement as well as the employment of different blending techniques, both on the corrosion and pitting potential.

    Este trabajo trata de analizar el comportamiento frente a la corrosión de una serie de materiales compuestos, así como de estudiar la influencia del refuerzo y el tipo de molienda con respecto a la aleación base sin reforzar. Para ello, se ha fabricado una serie de materiales compuestos con matriz de aluminio, aleación 6061, reforzados con un 5% en peso de Si3N4, ZrB2 y AlN, empleando como técnicas de mezcla y homogeneización dos tipos de molienda, de baja y alta energía, respectivamente. El trabajo se ha basado principalmente en el estudio de la evolución con el tiempo del potencial de corrosión, del potencial de picadura y de la zona pasiva de cada material por técnicas electroquímicas de corriente continua. Los resultados más significativos revelan la influencia tanto del refuerzo como del empleo de las distintas técnicas de mezcla, tanto en el potencial de corrosión como en el de picadura.

  20. Caracterización parcial del proteoma del trofozoíto de Plasmodium falciparum bajo tratamiento con quinina, mefloquina y el compuesto natural diosgenona

    Directory of Open Access Journals (Sweden)

    César Segura

    2014-06-01

    Full Text Available Introducción. A pesar de los esfuerzos para controlar la malaria, esta sigue siendo un problema de salud pública. Plasmodium falciparum es responsable de la mayoría de los casos graves y de las muertes. Los programas de control de la malaria han sido cuestionados debido al fracaso del tratamiento y a la resistencia del parásito a los antipalúdicos de primera línea, por lo que se requieren nuevas y mejores alternativas. El análisis proteómico permite identificar y determinar los niveles de expresión de las proteínas bajo la presión de los medicamentos, lo que posibilita la identificación de nuevos blancos terapéuticos y mecanismos de acción. Objetivo. Analizar cualitativamente la expresión diferencial de proteínas del citosol del trofozoíto de P. falciparum bajo tratamiento con quinina, mefloquina y el compuesto natural diosgenona mediante una aproximación proteómica. Materiales y métodos. Se trataron trofozoítos sincronizados y cultivados in vitro de P. falciparum (cepa ITG2 con quinina, mefloquina y el compuesto natural diosgenona. Los extractos proteicos se prepararon y analizaron por electroforesis bidimensional. Las proteínas con aparente expresión diferencial se seleccionaron e identificaron mediante espectrometría de masas MALDI-TOF. Resultados. Se encontraron las siguientes proteínas diferencialmente expresadas en el trofozoíto: la enolasa (PF10_0155, la proteína de unión a calcio (PF11_0098, la chaperonina (PFL0740c, la proteína de invasión a la célula del huésped (PF10_0268 y la proteína relacionada con procesos de reducción y oxidación (redox (MAL8P1.17. Estos hallazgos son congruentes con resultados previos de estudios en los que el parásito fue presionado con otros medicamentos antipalúdicos. Conclusión. Los cambios observados en el perfil de proteínas del trofozoíto de P. falciparum tratado con antipalúdicos involucraron preferencialmente proteínas relacionadas con la respuesta al estr

  1. 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...

  2. 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.

  3. 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...

  4. 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...

  5. 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.

  6. 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...

  7. 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

  8. 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....

  9. 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.

  10. 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.

  11. 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.

  12. 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.

  13. 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)

  14. 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

  15. 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.

  16. 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...

  17. Estudio de otros compuestos relacionados con la presencia de olor sexual no atribuible al escatol y a la 5@-Androst-16-en-3-ona en grasa dorsal de cerdo

    OpenAIRE

    Rius Solé, M. Àngels

    2000-01-01

    En el presente trabajo de tesis se evalúa la posible contribución de otros compuestos al desarrollo del olor sexual mediante la aplicación de técnicas de Head Space dinámico y cromatografía de filtración de gel. El estudio se efectuó en canales de cerdos enteros previamente clasificadas con concentraciónes bajas de escatol (

  18. Exposición natural y experimental a compuestos agroindustriales: efectos sobre variables bioquímicas y parámetros dimórficos de relevancia en la reproducción de caiman latirostris.

    OpenAIRE

    Zayas, Marcelo Alejandro

    2014-01-01

    La exposición a contaminantes ambientales conocidos como perturbadores endocrinos (PE) altera el desarrollo y la función del sistema endocrino afectando a especies tan diversas como anfibios, peces, reptiles, roedores y seres humanos. Los compuestos que han sido clasificados como PE abarcan un amplio espectro de aplicaciones, tales como pesticidas, herbicidas, suplementos dietarios, plásticos, medicamentos y productos cosméticos o de cuidado personal. Tal diversidad ha aumentado la exposición...

  19. 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...

  20. Aplicaciones de las técnicas no destructivas Pull-Off y ultrasonidos en el control de calidad del refuerzo con materiales compuestos en estructuras de concreto

    Directory of Open Access Journals (Sweden)

    Victoriano González Fernández

    2018-01-01

    Full Text Available El sistema de refuerzo de estructuras de concreto mediante materiales compuestos se emplea de forma intensiva desde hace 50 años. Sin embargo, aún son numerosas las incógnitas respecto a su comportamiento a largo plazo, por lo cual es fundamental el control de la unión entre el concreto y el refuerzo para asegurar su calidad. Es un sistema de refuerzo que se rea-liza por adhesión, y como consecuencia de la incertidumbre sobre la tensión de adherencia, en la práctica se resuelve con anclajes que encarecen la obra y que resultan inviables en grandes superficies de refuerzo. Una correcta puesta en obra y con garantías del adecuado comportamiento del refuerzo optimiza y valoriza este sistema. La implantación de un plan de control de calidad apropiado garantiza la optimización del refuerzo y permite establecer los criterios de mantenimiento adecuados. En esta investigación se ha desarrollado un plan experimental para el control de calidad de la puesta en obra, basado en el estudio de la unión entre concreto y las bandas de refuerzo, teniendo en cuenta diferentes tipos de concreto y sistemas de preparación superficial. Un plan de control de calidad in situ con ensayos semidestructivos tipo pull-off y no destructivos tipo ultrasonidos permite verificar la efectividad del refuerzo.

  1. CARACTERIZACIÓN DE MATERIALES COMPUESTOS A BASE DE PET RECICLADO REFORZADO CON 5 Y 40% EN PESO DE PARTÍCULAS DE ZINC

    Directory of Open Access Journals (Sweden)

    Jessica J. Osorio

    2012-01-01

    Full Text Available En este estudio se analiza el comportamiento físico y mecánico que presenta un nuevo material compuesto formado por una matriz polimérica de PET reciclado y reforzado con partículas de zinc. Para este análisis se obtiene polvo en dos distintas composiciones de 5 y 40% en peso de partículas metálicas, con el fin de fabricar por tecnología de polvos las muestras necesarias para obtener los resultados que permitan determinar el comportamiento físico y mecánico de estos materiales. En ésta caracterización se ocupan probetas procesadas a una temperatura constante de 256 °C, aplicada isotérmicamente por 10, 15 y 20 minutos. Se realiza un análisis comparativo por microscopia óptica y estereoscópica. Los resultados obtenidos muestran que el material que presenta el mejor comportamiento mecánico y microestructural, es el que fue procesado isotérmicamente por 15 minutos y que presenta el mayor contenido de partículas de zinc.

  2. La brecha digital de género en España y Europa: medición con indicadores compuestos

    Directory of Open Access Journals (Sweden)

    Cecilia Castaño

    2011-01-01

    Full Text Available En esta nota de investigación se presenta un sistema de indicadores compuestos diseñado para describir la brecha digital de género. Esta herramienta, denominada Sistema de Indicadores de Género y TIC (SIGTIC, entendemos que supone un avance en la medición y análisis de la situación diferenciada de mujeres y hombres en la Sociedad de la Información. Su aplicación permite: a hacer comparaciones inter-género, determinadas por el grado de e-igualdad; b realizar análisis intra-género, en función del grado de e-inclusión de cada sexo; y c contextualizar los resultados obtenidos con los correspondientes a 31 países europeos. Además, esa perspectiva analítica transnacional se concreta en unos rankings de países y su clasificación en cinco categorías en función del nivel de uso de TIC, combinado con el grado de igualdad de género existente.

  3. EMISIONES ANTROPOGÉNICAS DE AMONIACO, NITRATOS Y ÓXIDO NITROSO: COMPUESTOS NITROGENADOS QUE AFECTAN EL MEDIO AMBIENTE EN EL SECTOR AGROPECUARIO COLOMBIANO

    Directory of Open Access Journals (Sweden)

    J. E. Garzón

    2013-01-01

    2O, tres compuestos naturales que afectan el medio ambiente. En Colombia, el IDEAM reportó que en 2004 el sector agropecuario nacional produjo 94,91 gigagramos (Gg de N2O, pues los sistemas de producción agrícolas y bovinos utilizan altas cantidades de fertilizantes nitrogenados con bajos índices de asimilación. Por ello adquiere importancia implementar buenas prácticas que midan y mitiguen estas emisiones en campo, buscando mayor eficiencia en la transformación de componentes nitrogenados dentro del sistema. En este artículo se enfatiza un manejo adecuado del suelo y la utilización de inhibidores de nitrificación naturales (presentes en algunas plantas tropicales o químicos, como la nitrapyrina, DCD y NBPT (este último como inhibidor de la monificación, observando su forma de acción y medición, su efecto mitigador y los incrementos productivos. La presente es una revisión bibliográfica que aborda la problemática ambiental de la anadería bovina.

  4. CONTENIDO DE ALGUNOS COMPUESTOS ANTIOXIDANTES EN TRES ESTADOS DE MADUREZ Y DOS LOCALIDADES EN FRUTOS DE MEMBRILLO CIMARRÓN (Malacomeles denticulata

    Directory of Open Access Journals (Sweden)

    María Guadalupe Herrera-Hernández

    2013-01-01

    Full Text Available Este trabajo tuvo como objetivo evaluar los parámetros CIELAB de luminosidad (L*, cromaticidad (C* y el ángulo de saturación del color Hue (H°, así como el contenido de taninos, fenoles totales y antocianinas en el fruto de dos poblaciones silvestres de membrillo cima - rrón en tres estados de madurez. La luminosidad (L* se redujo 51 y 66 % para el fruto colectado en La Valenciana y El Derramadero, respectivamente. La cromaticidad (C* del fruto disminuyó en niveles muy parecidos y los niveles de Hue se incrementaron. Los fenoles solubles totales disminuyeron de entre 763.0 y 834.5 mg·100 g -1 en el estado inmaduro, de entre 497.5 y 538.5 mg·100 g -1 en el estado sobremaduro. Los taninos condensados también se redujeron conforme el fruto maduró. Las antocianinas totales se incrementaron de entre 10.08 y 14.7 mg·100 g -1 en el estado inmaduro, de entre 16.57 y 17.72 mg·100 g -1 en el estado sobremaduro. El contenido de compuestos fenólicos y taninos en el membrillo cimarrón es de 10 a 20 % mayor en comparación con muchos frutos de consumo común. Este fruto puede ser considerado un alimento con propiedades nutracéuticas.

  5. Depósito electroquímico de recubrimientos compuestos de Ni-SiC y evaluación de su comportamiento anticorrosivo

    Directory of Open Access Journals (Sweden)

    Johny Edwar Henao Guzmán

    2009-01-01

    Full Text Available En el presente estudio se reporta la obtención de recubrimientos de Ni puro y compuestos de Ni con partículas nanométricas de SiC. Los recubrimientos fueron depositados sobre sustratos de acero al carbono AISI-SAE 1016 mediante polarización lineal sobre un electrodo de disco rotatorio, variando la velocidad de rotación y el contenido de partículas de SiC en el baño. Los recubrimientos fueron obtenidos a partir de una solución tipo Watts clásica, en la cual se adicionaron nanopartículas de SiC. Las propiedades anticorrosivas de los recubrimientos se estudiaron mediante técnicas electroquímicas y ensayos de corrosión-erosión. La microestructura de los recubrimientos se estudió mediante microscopía óptica. Se encontró que a medida que aumenta la cantidad de partículas en los recubrimientos aumenta la nobleza y la resistencia a la corrosión-erosión de los mismos. De la misma manera las propiedades mecánicas de los recubrimientos mejoran notablemente con el incremento de la cantidad de partícula en el depósito y con el aumento de la velocidad de agitación del baño durante la electrodeposición.

  6. Estrategias Cognoscitivas para la Enseñanza y el Aprendizaje de la Nomenclatura y Formulación de Compuestos Inorgánicos

    Directory of Open Access Journals (Sweden)

    Yovany Galindo

    2016-07-01

    Full Text Available La investigación buscó establecer las estrategias cognoscitivas empleadas por los docentes y estudiantes de Química de Tercer año de Secundaria, durante los procesos de enseñanza y de aprendizaje de la Nomenclatura y Formulación de Compuestos Inorgánicos. Es de tipo descriptiva, con un diseño de campo, transeccional contemporáneo y univariable. Sustentada en las estrategias cognoscitivas propuestas por Poggioli (2005, en la Teoría de Vigotsky (1979 y en la Teoría Cognoscitiva de Ausubel (1983. La muestra estuvo conformada por 3 docentes y 120 estudiantes, a los cuales se les aplicó una ficha de Observación de clase y cuestionario respectivamente. Se concluye que los docentes emplean estrategias cognoscitivas como repetir, practicar y enumerar, y no utilizan el resumen. En cuanto a los estudiantes se constató que no poseen un uso adecuado de las estrategias cognoscitivas, como es el caso de las estrategias de estudio y ayudas anexas, y las estrategias de organización.

  7. Evaluación de la remoción de nutrientes y compuestos organoclorados y sus rutas de bioacumulación con la planta flotante Eichhornia crassipes expuesta a efluentes de pulpa de celulosa

    Directory of Open Access Journals (Sweden)

    Diana Margarita Míguez Caramés

    2014-12-01

    Full Text Available El presente trabajo piloto tuvo como objetivo estudiar el proceso de bioacumulación de nutrientes y compuestos organoclorados en Eichhornia crassipes expuesta a efluentes de una fábrica de celulosa que vierte en aguas del Río Uruguay, cerca de la ciudad de Fray Bentos, Río Negro, Uruguay. Se caracterizaron los principales atributos del efluente, antes y después del cultivo con Eichhornia, así como también se estudiaron las concentraciones de los halógenos orgánicos en plantas control y en plantas sometidas al efluente. Se observaron cambios macroscópicos en la planta, los compuestos organoclorados se bioacumularon principalmente en las hojas, registrándose valores de 9,4 µg/g frente a 2,1 µg/g observados en la biomasa control. La remoción de nutrientes fue del orden del 90%. Los resultados obtenidos sugieren que la fitorremediación con plantas flotables es un método potencialmente ventajoso para ser utilizado como tratamiento terciario en países tropicales y subtropicales para disminuir la concentración de compuestos orgánicos clorados recalcitrantes y como método de remoción de nitratos y fosfatos de efluentes de plantas de celulosa.

  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. 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

  10. 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 ...

  11. 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

  12. 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)

  13. 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.

  14. 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)

  15. 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.

  16. 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.

  17. Analysis of the Volatile Constituents of Irradiated Apple Juice; Analyse des Constituants Volatils des Jus de Pommes Irradies; Mezhdunarodnyj proekt po oblucheniyu fruktov i fruktovykh sokov; Analisis de los Componentes Volatiles de los Zumos de Manzana Irradiados

    Energy Technology Data Exchange (ETDEWEB)

    Dubois, P.; Zenz, H.; Stehlik, G.; Kaindl, K. [Agence Europeenne pour l' Energie Nucleaire, Seibersdorf (Austria)

    1966-11-15

    contenian ya sustancias volatiles antes de la irradiacion. En los zumos de manzana, la irradiacion hace aparecer cinco aldehidos: acetico, isobutirico, butirico, isovalerico y capronico; en los zumos concentrados solo se han observado tres: acetico, isobutirico e isovalerico. En estos zumos concentrados aparece, ademas, 2-butanona p'ero en los no concentrados el maximo que le corresponde en los cromatogramas queda enteramente cubierto por el del etanol. Se ha comprobado la formacion de.furano y de dos compuestos que solo aparecen como vestigios y que no han podido ser aun identificados. Se han obtenido resultados analogos mediante pasterizacion realizada por embotellamiento en caliente. (author) [Russian] V ramkah Mezhdunarodnogo issledovatel'skogo proekta po konservirovaniju fruktov i fruktovyh sokov metodom obluchenija (Zajbersdorf) organolepticheskie issledovanija, a takzhe ispytanija na bezvrednost' delajut neobhodimym .provedenie analiza aromaticheskih veshhestv, obluchennyh i neobluchennyh sokov. Analizirovalis' letuchie veshhestva obluchennyh jablochnyh sokov metodom hromatografii v gazovoj faze putem neposredstvennogo vvedenija parov', ispuskaemyh sokami, libo pri rabochej temperature libo pri 60 Degree-Sign - 100 Degree-Sign (Head Space Techniguede Weurman). Identifikacija proizvodilas' putem sravnenija ob{sup e}mov uderzhanija s ob{sup e}mami chistyh veshhestv i pri pomoshhi himicheskih reaktivov, kotorye pozvoljali ustranjat' nekotorye komponenty para. Dlja uproshhenija analizov pervye issledovanija provodilis' s koncentratami jablochnyh sokov, ne soderzhavshih pered oblucheniem letuchih veshhestv. Pri obluchenii v jablochnom soke pojavljajutsja pjat' al'degidov: acetal'degid, izomaslja- nyj al'degid, masljanyj al'degid, izovaler'janovyj al'degid i kapronal'degid. V koncentrirovannyh sokah pojavljajutsja tol'ko tri al'degida: acetal'degid, izomasljanyj al'degid i izovaler'janovyj al'degid. Krome togo, v koncentrirovannyh sokah pojavljaetsja 2-butanon, no

  18. 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.

  19. 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

  20. 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.

  1. 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

  2. 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.

  3. 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....

  4. 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...

  5. 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.

  6. 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.

  7. 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.

  8. 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

  9. 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...

  10. 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...

  11. 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....

  12. 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

  13. 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

  14. Mecanismos de desgaste en materiales compuestos de matriz acero rápido fabricados por técnicas pulvimetalúrgicas

    Directory of Open Access Journals (Sweden)

    Gordo, E.

    2001-04-01

    Full Text Available The development of metal matrix composites has a major interest for automotive and cutting tools industries since they possess better mechanical properties and wear resistance than corresponding base materials. One of the manufacturing methods for these materials includes processing by powder metallurgy techniques. In this case, blending of both, base material and reinforcement powders constitute the most important process in order to achieve a homogeneous distribution of second phase particles. In the present work, composite materials of M3/2 tool steel reinforced with 2.5, 5, and 8 vol% of niobium carbide have been prepared. In order to ensure a homogeneous mix, powders of both materials were mixed by dry high-energy mechanical milling at 200 r.p.m. for 40 h.. After a recovering annealing, two routes for consolidate were followed: (1 die pressing and vacuum sintering, and (2 hot isostatic pressing (HIP. "Pin-on-disc" tests were carried out to evaluate wear behaviour in all the materials. Results show that ceramic particles additions improve wear resistance of base material.

    El desarrollo de materiales compuestos de matriz metálica con refuerzo de partículas cerámicas presenta gran interés para la industria automovilística y de herramientas de corte ya que poseen mejores propiedades mecánicas y de desgaste que los correspondientes materiales base. Uno de los métodos de fabricación de estos materiales incluye su procesado mediante técnicas pulvimetalúrgicas, en las cuales la etapa de mezcla de los polvos del material base con los del material de refuerzo constituye el proceso fundamental para obtener una distribución homogénea de las partículas de refuerzo. En este trabajo, se han preparado materiales compuestos basados en el acero para herramientas M3/2, el cual se reforzó con 2,5, 5 y 7,5%, en volumen, de carburos de Nb. Para conseguir una mezcla homogénea de las partículas de refuerzo, la etapa de mezcla se realizó en

  15. Odontoma compuesto como causa de retención dentaria: Presentación de un caso Compound odontoma as a cause of dental retention: A case presentation

    Directory of Open Access Journals (Sweden)

    Juan Carlos Quintana Díaz

    2006-08-01

    Full Text Available Se presenta el caso de un paciente masculino de 10 años de edad con presencia de retención dentaria del incisivo central superior derecho causado por la presencia de un odontoma compuesto, cuyo diagnóstico se corrobora clínica e histológicamente. El defecto óseo residual a la enucleación de dicho tumor fue rellenado con hidroxiapatita porosa del tipo HAP- 200 y el diente fue llevado a su posición en la arcada dentaria con la ayuda de aparatología ortodóncica. Con este tipo de tratamiento quirúrgico-ortodóncico se logró en el paciente un resultado estético y funcional muy bueno. Se corrobora que este tipo de lesión es una de las causas locales de retención dentaria.The case of a male patient aged 10-years with dental retention of right superior central incisor caused by a compound odontoma was presented in this paper. The diagnosis of this odontoma was confirmed clinically and histologically. The residual osseous defect after enucleation of such tumor was filled with HAP-200 type porous hydroxiapatite and the tooth was taken back to its position in dental archade with orthodontic implements. Thanks to this kind of surgical/orthodontic treatment, it was possible to reach a very good functional aesthetic result in this patient. It was confirmed that this type of lesion is one of the local causes of dental retention.

  16. DETERMINACIÓN DE COMPUESTOS CIANOGÉNICOS AMIGDALINA Y PRUNASINA EN SEMILLAS DE ALMENDRAS (PRUNUS DULCIS L UTILIZANDO CROMATOGRAFÍA LIQUIDA DE ALTA RESOLUCIÓN

    Directory of Open Access Journals (Sweden)

    Guillermo Arrázola

    2013-11-01

    Full Text Available El objetivo del presente trabajo fue aplicar un técnica para determinar y cuantificar por separado los compuestos cianogénicos que pueden estar presentes en la semilla de almendra madura (Prunus dulcis. Entre los métodos encontrados, se seleccionó la cromatografía de líquidos de alta resolución (HPLC, que permite la cuantificación de los glucósidos cianogénicos amigdalina y prunasina por separado, adecuando diferentes procedimientos de extracción como el tamaño de partículas que influye en el proceso de liofilización, donde a menor superficie mayor área de contacto para la sublimación. Se ensayaron  muestras sin grasa y con grasa, utilizando los resultados con muestras con grasa, dados los resultados obtenidos. Se utilizó metanol 100% como extractante de los glucósidos cianogénicos, resultando una concentración de amigdalina máxima a partir un tiempo de extracción de 12 h y como fase móvil acetonitrilo/agua (20:80, se obtiene amigdalina, con una concentración de 9,8 mg/100g de muestra seca. Los cromatogramas obtenidos presentan tiempos de retención (Tr, Amigdalina: 3,4 min y Prunasina, 5,7 min, dos picos con excelente resolución, por lo tanto las condiciones anteriores se pueden utilizar para la identificación y  cuantificación de amigdalina y prunasina.

  17. Estudio de las propiedades mecánicas en materiales compuestos de matriz aluminio pulvimetalúrgicos conformados mediante forja o extrusión

    Directory of Open Access Journals (Sweden)

    Busquets, D.

    2005-10-01

    Full Text Available We have developed composite materials from AA6061 aluminium alloy powders used as matrix and ceramics powders of boron carbide, silicon carbide and boron nitride, used as reinforcements in 2.5, 5.0, 1.5 and 10 % vol. by mechanical mixing and milling in planetary mill at 360 rpm vial velocity for 4 h followed of hot stamping and extrusion process on green compacts. Mechanical properties obtained from tensile tests are influenced by the heat treatment, reinforcement fractions and nature. Moreover, these mechanical characteristics are dependent from the processing route. Optical and Scanning Electron Microscopy analysis revealed the microstructure of materials and let describe the tripartite relation; structure-processing-properties, of the developed materials.

    Partiendo de polvos de aleación de aluminio AA6061 empleada como matriz y de polvos cerámicos de carburo de boro, carburo de silicio y nitruro de boro, utilizados como refuerzo en fracciones volumétricas de 2,5, 5,0, 7,5 y 10 %, se ban desarrollado materiales compuestos, mediante la mezcla y molienda mecánica de estos polvos, en molino planetario a 360 rpm durante 4 h y posterior estampación y extrusión en caliente de compactos en verde. Las propiedades mecánicas se determinaron mediante ensayos de tracción, observándose gran influencia del tratamiento térmico, contenido y naturaleza del refuerzo, sobre estas propiedades. Por otro lado, se encontró que estas características son igualmente dependientes de la ruta de producción de estos materiales. Los análisis llevados a cabo mediante microscopía óptica y microscopía electrónica de barrido, permitieron describir la relación tripartita, estructura-procesamiento-propiedades, de los materiales aquí desarrollados.

  18. Compuestos fenólicos de la fracción metanólica de Bidens pilosa, sobre la neoplasia gástrica, inducida en ratas

    Directory of Open Access Journals (Sweden)

    Jorge Arroyo

    2007-06-01

    Full Text Available Objetivo: Determinar la influencia del extracto etanólico y la fracción metanólica conteniendo compuestos fenólicos y flavonoides de la planta entera de Bidens pilosa L sobre la neoplasia gástrica inducida en ratas con N-nitroso-N-metilurea (NMU. Diseño: Experimental. Lugar: Instituto de Investigaciones Clínicas-Bioterio Facultad de Medicina UNMSM. Material biológico: Ratas albinas cepa Holtzmann machos. Intervenciones: Según Ferraz de Souza y col., 2002, se dispuso de un grupo control normal, un grupo con NMU y grupos de NMU más tratamientos de extracto etanólico y fracción metanólica, a dosis de 300 mg/kg. Para la significancia estadística se consideró la p<0,05. Principales medidas de resultados: Progresión de la neoplasia gástrica inducida en ratas. Resultados: Indican displasia y estadios iniciales de carcinoma en los estómagos de las ratas, lo que fue menos evidente en los animales con tratamiento, siendo mejor el grupo que recibió fracción metanólica. El marcador de estrés oxidativo disminuyó en los grupos que recibieron tratamiento con la planta, resultando mejor la fracción metabólica. Se observó menor cantidad de micronúcleos (genotoxicidad en los animales que recibieron tratamiento. Conclusiones: El extracto etanólico y la fracción metanólica de Bidens pilosa L en las condiciones experimentales han detenido la progresión de la neoplasia gástrica inducida en ratas.

  19. 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

  20. 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.

  1. 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).

  2. 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,

  3. 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.

  4. 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.

  5. 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

  6. 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: ...

  7. 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

  8. 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.

  9. 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

  10. 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.

  11. 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.

  12. 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 ...

  13. 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…

  14. 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

  15. 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

  16. 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 ...

  17. 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...

  18. 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

  19. 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.

  20. 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.

  1. 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....

  2. 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.

  3. 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. ...

  4. 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...

  5. 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...

  6. 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...

  7. 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....

  8. 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...

  9. 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.

  10. 21 CFR 573.914 - Salts of volatile fatty acids.

    Science.gov (United States)

    2010-04-01

    ... 21 Food and Drugs 6 2010-04-01 2010-04-01 false Salts of volatile fatty acids. 573.914 Section 573... Food Additive Listing § 573.914 Salts of volatile fatty acids. (a) Identity. The food additive is a... contains ammonium or calcium salts of volatile fatty acids and shall conform to the following...

  11. Volatility in GARCH Models of Business Tendency Index

    Science.gov (United States)

    Wahyuni, Dwi A. S.; Wage, Sutarman; Hartono, Ateng

    2018-01-01

    This paper aims to obtain a model of business tendency index by considering volatility factor. Volatility factor detected by ARCH (Autoregressive Conditional Heteroscedasticity). The ARCH checking was performed using the Lagrange multiplier test. The modeling is Generalized Autoregressive Conditional Heteroscedasticity (GARCH) are able to overcome volatility problems by incorporating past residual elements and residual variants.

  12. Sedation with volatile anesthetics in cardiothoracic intensive care unit patients

    OpenAIRE

    Hellström, Jan

    2014-01-01

    Volatile anaesthetics have been reported to provide protection against myocardial ischemia and reperfusion injury. This effect has been demonstrated in experimental studies when the volatile anaesthetics were provided either before (preconditioning) or after the ischemic period (postconditioning). Clinical trials of volatile anaesthetics versus intravenous anaesthesia for coronary artery bypass grafting (CABG) have reported reduced postoperative release of troponin, a biomarker...

  13. System of extraction of volatiles from soil using microwave processes

    Science.gov (United States)

    Ethridge, Edwin C. (Inventor); Kaukler, William F. (Inventor)

    2013-01-01

    A device for the extraction and collection of volatiles from soil or planetary regolith. The device utilizes core drilled holes to gain access to underlying volatiles below the surface. Microwave energy beamed into the holes penetrates through the soil or regolith to heat it, and thereby produces vapor by sublimation. The device confines and transports volatiles to a cold trap for collection.

  14. The Forecast Performance of Competing Implied Volatility Measures

    DEFF Research Database (Denmark)

    Tsiaras, Leonidas

    This study examines the information content of alternative implied volatility measures for the 30 components of the Dow Jones Industrial Average Index from 1996 until 2007. Along with the popular Black-Scholes and "model-free" implied volatility expectations, the recently proposed corridor implie......, volatility definitions, loss functions and forecast evaluation settings....

  15. Does Interest rate Exposure explain the Low-Volatility Anomaly?

    NARCIS (Netherlands)

    Driessen, Joost; Kuiper, Ivo; Beilo, R.

    We show that part of the outperformance of low-volatility stocks can be explained by a premium for interest rate exposure. Low-volatility stock portfolios have negative exposure to interest rates, whereas the more volatile stocks have positive exposure. Incorporating an interest rate premium

  16. The Volatility Effect: Lower Risk without Lower Return

    NARCIS (Netherlands)

    D.C. Blitz (David); P. van Vliet (Pim)

    2007-01-01

    textabstractWe present empirical evidence that stocks with low volatility earn high risk-adjusted returns. The annual alpha spread of global low versus high volatility decile portfolios amounts to 12% over the 1986-2006 period. We also observe this volatility effect within the US, European and

  17. 40 CFR 53.66 - Test procedure: Volatility test.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 5 2010-07-01 2010-07-01 false Test procedure: Volatility test. 53.66... Characteristics of Class II Equivalent Methods for PM2.5 § 53.66 Test procedure: Volatility test. (a) Overview. This test is designed to ensure that the candidate method's losses due to volatility when sampling semi...

  18. Bias-reduced estimation of long memory stochastic volatility

    DEFF Research Database (Denmark)

    Frederiksen, Per; Nielsen, Morten Ørregaard

    We propose to use a variant of the local polynomial Whittle estimator to estimate the memory parameter in volatility for long memory stochastic volatility models with potential nonstation- arity in the volatility process. We show that the estimator is asymptotically normal and capable of obtaining...

  19. Comportamiento mecánico y estudio in situ de la evolución del daño en el grafito y en un compuesto C/C a 77 y a 300 K

    Directory of Open Access Journals (Sweden)

    Salazar, A.

    2002-04-01

    Full Text Available The mechanical properties at 77 K and at 300 K were determined in two polycristalline graphites with different microstructures and in a C/C composite. The flexure strength and the fracture toughness were evaluated and the micromechanic failure was studied in situ with a long distance microscope. The results obtained showed that the mechanical properties of these carbon materials are not affected by the cryogenic temperatures. The porosity is the main responsible of the mechanical failure in the graphites while in the composite, the matrix/yarn interface deflect the crack nucleated in the mattrix, presenting the best mechanical behavior.

    En este trabajo se han evaluado las propiedades mecánicas a 77 y a 300 K de dos grafitos policristalinos con microestructuras muy diferentes y de un compuesto C/C. Se realizaron ensayos de flexión en tres puntos y de tenacidad, y en éstos últimos se midió in situ la iniciación y la evolución del daño en el fondo de la entalla con un microscopio de larga distancia focal. Los resultados obtenidos muestran que las temperaturas criogénicas no afectan el comportamiento mecánico de los compuestos de carbono estudiados. Además, la porosidad presente en los grafitos es el mecanismo de rotura dominante mientras que en el material compuesto, la intercara débil entre matriz y haz de fibras detiene y desvía las grietas nucleadas en la matriz, presentando el mejor comportamiento mecánico.

  20. Estudio magnético de compuestos de nanopartículas de [gamma]-ferrita dispersas en sílice mediante el efecto faraday y su aplicación a sensores de campo magnético

    OpenAIRE

    Rosa Palacios, Gregorio

    2004-01-01

    Se ha realizado un estudio de compuestos de g-Fe2O3/SiO2 a partir de desarrollos teóricos, simulaciones computacionales y pruebas experimentales. Estos experimentos se han basado en el efecto Faraday para determinar diferentes propiedades magnéticas del conjunto de nanopartículas. En este trabajo se describen los montajes experimentales desarrollados y los resultados obtenidos, así como su adecuación tanto a la teoría como a las simulaciones computacionales. Se ha conseguido determinar tamaño...

  1. Efectos de los nutrientes y compuestos bioactivos de los alimentos en tejidos y células de cáncer humano: aproximación nutrigenómica

    OpenAIRE

    Jhonny E Vargas-Hernández; María P Camacho-Gómez; Doris Ramírez de Peña

    2013-01-01

    El cáncer es una condición de programación genética anormal en la cual cambios en la secuencia genómica alteran la estructura, función y expresión de proteínas que controlan procesos celulares esenciales como el crecimiento, la proliferación, la diferenciación y la apoptosis. Investigaciones en nutrición y cáncer han analizado los efectos de determinados nutrientes y compuestos bioactivos de los alimentos en el desarrollo y evolución de diversos tipos de cáncer. ...

  2. Reacciones de adición a 1,1-BIS (Difenilfosfino) eteno activada por coordinación en compuestos ciclometalados de Pd(II) : complejos de metales de transición con disfosfinas funcionalizadas

    OpenAIRE

    Mosteiro Taboada, Roberto

    2016-01-01

    [Resumen] El trabajo consta de dos partes. La primera estudia la reactividad del doble enlace vinílico de la difosfina 1,1 bis (difenilfosfino)eteno (vdpp) frente a diferentes nucleófilos cuando ésta se encuentra coordinada actuando como ligando bidentado quelato en compuestos ciclometalados. Si bien el doble enlace del grupo vinílico de las fosfina libre presenta una reactividad muy limitada, la coordinación al metal produce su activación permitiendo llevar a cabo reaccion...

  3. Compuestos orgánicos volátiles (COVs) en la industria de pinturas y sus disolventes en Perú – análisis de caso y estrategias de gestión ambiental y salud ocupacional

    OpenAIRE

    Riveros Alcedo, Renato Gonzalo

    2017-01-01

    Los compuestos orgánicos volátiles (COVs) son sustancias suficientemente volátiles para existir en forma de vapores en la atmósfera en condiciones normales de temperatura y presión. Sustancias con estas características son utilizadas como insumos en industrias manufactureras y, en particular, para la fabricación de diversos tipos de pinturas, barnices y disolventes industriales. Está demostrado que estas sustancias causan smog fotoquímico, al ser precursores del ozono troposfér...

  4. Caracterización y fotoestabilidad de compuestos fluorescentes y pardos generados en reacciones enzimáticas y no enzimáticas. Implicancias en la conservación de materiales orgánicos

    OpenAIRE

    Matiacevich, Silvia Beatriz

    2008-01-01

    Las reacciones de pardeamiento no enzimático (reacción de Maillard) y enzimático (polimerización de polifenoles oxidados) generan productos fluorescentes y pigmentos pardos que contribuyen a las características físico-químicas de materiales orgánicos (biomoléculas, alimentos, fármacos). El objetivo de esta tesis fue analizar las características cromáticas y de fluorescencia y la fotoestabilidad de los compuestos generados por la reacción de Maillard y de pigmentos polifenólicos, para dilucida...

  5. Eliminación de compuestos farmacéuticos y de cuidado personal (CFCPs) en efluentes anaerobios empleando sistemas biológicos de filtración/adsorción

    OpenAIRE

    Paredes Barro, Lidia

    2013-01-01

    Traballo Fín de Máster en Enxeñaría de Procesos Químicos e Ambientais. Curso 2012-2013 El objetivo principal de este Trabajo Fin de Máster es evaluar la eliminación de compuestos farmacéuticos y de cuidado personal (CFCPs) durante el tratamiento de efluentes anaerobios empleando sistemas biológicos de filtración/adsorción. Para la consecución de este objetivo global se han propuesto los siguientes objetivos específicos: 1-Estudiar cómo afecta el tipo de soporte empleado en el lecho (...

  6. Dynamic Estimation of Volatility Risk Premia and Investor Risk Aversion from Option-Implied and Realized Volatilities

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Gibson, Michael; Zhou, Hao

    experiment confirms that the procedure works well in practice. Implementing the procedure with actual S&P500 option-implied volatilities and high-frequency five-minute-based realized volatilities indicates significant temporal dependencies in the estimated stochastic volatility risk premium, which we in turn...

  7. Long Memory in Stock Market Volatility and the Volatility-in-Mean Effect: The FIEGARCH-M Model

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Nielsen, Morten Ørregaard; Zhu, Jie

    We extend the fractionally integrated exponential GARCH (FIEGARCH) model for daily stock return data with long memory in return volatility of Bollerslev and Mikkelsen (1996) by introducing a possible volatility-in-mean effect. To avoid that the long memory property of volatility carries over to r...

  8. Comportamiento a desgaste de recubrimientos de material compuesto de matriz de aluminio fabricados por proyección térmica

    Directory of Open Access Journals (Sweden)

    Campo, M.

    2007-10-01

    Full Text Available In this work, the wear behaviour of coatings made of aluminium matrix composites reinforced with 20% of SiC particles and manufactured by thermal spray method with oxyacetylene flame has been investigated. The wear behaviour between coatings with uncoated particles and sol-gel silica coated ones heat treated at 500 °C and 725 °C have been compared. The sprayed coatings with silica coated particles are more homogenous and less porous due to increase of wettability by molten aluminium that takes place on coated particles. The microstructure of the sprayed coatings, the wear surfaces and the wear debris have been anlysed using optical microscopy, scanning electron microscopy and microanalysis techniques (EDX. The results show a smaller wear rate, a lower friction coefficient and more reduced loss of mass for the coatings sprayed with particles with sol-gel silica coatings than those made with uncoated particles.

    En este trabajo se ha evaluado el comportamiento a desgaste de recubrimientos de material compuesto reforzado con un 20 % de partículas de SiC fabricados por proyección térmica con llama oxiacetilénica. Se ha comparado el desgaste de los recubrimientos proyectados con partículas sin recubrir y recubiertas con la sílice sol-gel tratada térmicamente a 500 °C y 725 °C. Los recubrimientos proyectados con partículas recubiertas de sílice son más homogéneos y menos porosos debido fundamentalmente al aumento de su mojabilidad por aluminio fundido. La microestructura de los recubrimientos proyectados, de las superficies desgastadas y del material eliminado en los ensayos pin-on-disc se ha analizado por técnicas de microscopía óptica y electrónica de barrido junto a microanálisis EDX. Los resultados obtenidos muestran una menor tasa de desgaste, menor coeficiente de rozamiento y menor pérdida de masa para los recubrimientos proyectados con las partículas con el recubrimiento de sílice sol-gel que para los de las

  9. Exchange Rate Volatility and Investment: A Panel Data Cointegration Approach

    Directory of Open Access Journals (Sweden)

    Ibrahima Amadou DIALLO

    2015-05-01

    Full Text Available This paper examines the link between real exchange rate volatility and domestic investment by using panel data cointegration techniques. We study the empirical connection between real effective exchange rate volatility and investment for 51 developing countries (23 low-income and 28 middle-income countries. The theoretical relationship between investment and real exchange rate volatility predicts that the effects of exchange rate uncertainty on profits are ambiguous. The empirical results illustrate that real effective exchange rate volatility has a strong negative impact on investment. This outcome is robust in low income and middle income countries, and by using an alternative measurement of exchange rate volatility.

  10. Endogenous Lunar Volatiles: Insights into the Abundances of Volatiles in the Moon from Lunar Apatite

    Science.gov (United States)

    McCubbin, Francis

    2016-01-01

    At the time of publication of New Views of the Moon, it was thought that the Moon was bone dry with less than about 1 ppb H2O. However in 2007, initial reports at the 38th Lunar and Planetary Science Conference speculated that H-species were present in both apatites and pyroclastic volcanic lunar glasses. These early reports were later confirmed through peer-review, which motivated many subsequent studies on magmatic volatiles in and on the Moon within the last decade. Some of these studies have cast into question the post-Apollo view of lunar formation, the distribution and sources of volatiles in the Earth-Moon system, and the thermal and magmatic evolution of the Moon. The mineral apatite has been one of the pillars of this new field of study, and it will be the primary focus of this abstract. Although apatite has been used both to understand the abundances of volatiles in lunar systems as well as the isotopic compositions of those volatiles, the focus here will be on the abundances of F, Cl, and H2O. This work demonstrates the utility of apatite in advancing our understanding of lunar volatiles, hence apatite should be among the topics covered in the endogenous lunar volatile chapter in NVM II. Truncated ternary plot of apatite X-site occupancy (mol%) from highlands apatite and mare basalt apatite plotted on the relative volatile abundance diagram from. The solid black lines delineate fields of relative abundances of F, Cl, and H2O (on a weight basis) in the melt from which the apatite crystallized. The diagram was constructed using available apatite/melt partitioning data for fluorine, chlorine, and hydroxyl.

  11. Technetium compounds; Compuestos de tecnecio

    Energy Technology Data Exchange (ETDEWEB)

    Murphy, C.A. de [Instituto Nacional de Ciencias Medicas y Nutricion Salvador Zubiran, Vasco de Quiroga 15, 14000 Tlalpan D.F. (Mexico); Ferro F, G. [ININ, 52045 Ocoyoacac, Estado de Mexico (Mexico)

    2003-07-01

    The first radiopharmaceuticals of {sup 99m} Tc, also call of 'first generation' as colloids, aggregates and simple complexes were developed with relative easiness without it was necessary a wide understanding of its chemical structure. In the radiopharmaceuticals of 'second generation' were included those derived of the HIDA for hepatobiliary images, MAG3 and EC for images of tubular renal de purification, HMPAO and ECD for images of cerebral perfusion and MIBI and tetrofosmin for images of heart perfusion, that which implies a bigger demand in terms of the chemical knowledge. At the moment, we can affirm that the future of the radiopharmaceuticals of {sup 99m} Tc is based on the use of small and relevant biomolecules with high biological activity that allow the visualization in vivo of specific receiving sites and/or its expression in diverse pathologies. It is for it that with the 'third generation' is necessary a wide one knowledge of the chemistry of the technetium that allows the design and characterization of highly specific bio complexes. In this book, although focused mainly to the chemistry of the Tc, a brief revision is also presented on the main biologically active molecules that, coordinated the {sup 99m} Tc, present a high recognition In vivo for specific receivers. (Author)

  12. Carbon nanomaterials for non-volatile memories

    Science.gov (United States)

    Ahn, Ethan C.; Wong, H.-S. Philip; Pop, Eric

    2018-03-01

    Carbon can create various low-dimensional nanostructures with remarkable electronic, optical, mechanical and thermal properties. These features make carbon nanomaterials especially interesting for next-generation memory and storage devices, such as resistive random access memory, phase-change memory, spin-transfer-torque magnetic random access memory and ferroelectric random access memory. Non-volatile memories greatly benefit from the use of carbon nanomaterials in terms of bit density and energy efficiency. In this Review, we discuss sp2-hybridized carbon-based low-dimensional nanostructures, such as fullerene, carbon nanotubes and graphene, in the context of non-volatile memory devices and architectures. Applications of carbon nanomaterials as memory electrodes, interfacial engineering layers, resistive-switching media, and scalable, high-performance memory selectors are investigated. Finally, we compare the different memory technologies in terms of writing energy and time, and highlight major challenges in the manufacturing, integration and understanding of the physical mechanisms and material properties.

  13. Recent developments in volatility modeling and applications

    Directory of Open Access Journals (Sweden)

    A. Thavaneswaran

    2006-01-01

    Full Text Available In financial modeling, it has been constantly pointed out that volatility clustering and conditional nonnormality induced leptokurtosis observed in high frequency data. Financial time series data are not adequately modeled by normal distribution, and empirical evidence on the non-normality assumption is well documented in the financial literature (details are illustrated by Engle (1982 and Bollerslev (1986. An ARMA representation has been used by Thavaneswaran et al., in 2005, to derive the kurtosis of the various class of GARCH models such as power GARCH, non-Gaussian GARCH, nonstationary and random coefficient GARCH. Several empirical studies have shown that mixture distributions are more likely to capture heteroskedasticity observed in high frequency data than normal distribution. In this paper, some results on moment properties are generalized to stationary ARMA process with GARCH errors. Application to volatility forecasts and option pricing are also discussed in some detail.

  14. Option volatility and the acceleration Lagrangian

    Science.gov (United States)

    Baaquie, Belal E.; Cao, Yang

    2014-01-01

    This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.

  15. Volatile sulfur compounds in tropical fruits

    Directory of Open Access Journals (Sweden)

    Robert J. Cannon

    2018-04-01

    Full Text Available Global production and demand for tropical fruits continues to grow each year as consumers are enticed by the exotic flavors and potential health benefits that these fruits possess. Volatile sulfur compounds (VSCs are often responsible for the juicy, fresh aroma of tropical fruits. This poses a challenge for analytical chemists to identify these compounds as most often VSCs are found at low concentrations in most tropical fruits. The aim of this review is to discuss the extraction methods, enrichment techniques, and instrumentation utilized to identify and quantify VSCs in natural products. This will be followed by a discussion of the VSCs reported in tropical and subtropical fruits, with particular attention to the odor and taste attributes of each compound. Finally, the biogenesis and enzymatic formation of specific VSCs in tropical fruits will be highlighted along with the contribution each possesses to the aroma of their respective fruit. Keywords: Tropical fruits, Volatile sulfur compounds, Extraction methods

  16. 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.

  17. 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

  18. Aspects of volatility targeting for South African equity investors

    Directory of Open Access Journals (Sweden)

    Bhekinkosi Khuzwayo

    2014-11-01

    Full Text Available We consider so-called volatility targeting strategies in the South African equity market. These strategies are aimed at keeping the volatility of a portfolio consisting of a risky asset, typically an equity index, and cash fixed. This is done by changing the allocation of the assets based on an indicator of the future volatility of the risky asset. We use the three month rolling implied volatility as an indicator of future volatility to influence our asset allocation. We compare investments based on different volatility targets to the performance of bonds, equities, property as well as the Absolute Return peer mean. We examine risk and return characteristics of the volatility targeting strategy as compared to different asset classes.

  19. VOLATILE LEAF OIL CONSTITUENTS OF OCIMUM AMERICANUM ...

    African Journals Online (AJOL)

    Steam distilled volatile oils from the leaves of Ocimum americanum L. growing in Western Kenya were analysed by GC and GC-MS. A total of 36 compounds, representing a total of 88.51% of the total oil, were identified. The oil was classified as terpinen-4-ol-type according to the terpinen-4-ol content (43.21%). To the best ...

  20. Volatile and Isotopic Imprints of Ancient Mars

    Science.gov (United States)

    Mahaffy, Paul R.; Conrad, Pamela G.

    2015-01-01

    The science investigations enabled by Curiosity rover's instruments focus on identifying and exploring the habitability of the Martian environment. Measurements of noble gases, organic and inorganic compounds, and the isotopes of light elements permit the study of the physical and chemical processes that have transformed Mars throughout its history. Samples of the atmosphere, volatiles released from soils, and rocks from the floor of Gale Crater have provided a wealth of new data and a window into conditions on ancient Mars.

  1. Asymmetric volatility connectedness on the forex market

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Kočenda, Evžen; Vácha, Lukáš

    2017-01-01

    Roč. 77, č. 1 (2017), s. 39-56 ISSN 0261-5606 R&D Projects: GA ČR(CZ) GA16-14179S Institutional support: RVO:67985556 Keywords : volatility * connectedness * asymmetric effects Subject RIV: AH - Economics OBOR OECD: Finance Impact factor: 1.853, year: 2016 http://library.utia.cas.cz/separaty/2017/E/barunik-0478477.pdf

  2. Networks of volatility spillovers among stock markets

    Czech Academy of Sciences Publication Activity Database

    Baumöhl, E.; Kočenda, Evžen; Lyócsa, S.; Výrost, T.

    2018-01-01

    Roč. 490, č. 1 (2018), s. 1555-1574 ISSN 0378-4371 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : Volatility spillovers * Shock transmission * Stock markets * Granger causality network * Financial crisis * Spatial regression Subject RIV: AH - Economic s OBOR OECD: Applied Economic s, Econometrics Impact factor: 2.243, year: 2016 http://library.utia.cas.cz/separaty/2018/E/kocenda-0487923.pdf

  3. Selenium Uptake and Volatilization by Marine Algae

    Science.gov (United States)

    Luxem, Katja E.; Vriens, Bas; Wagner, Bettina; Behra, Renata; Winkel, Lenny H. E.

    2015-04-01

    Selenium (Se) is an essential trace nutrient for humans. An estimated one half to one billion people worldwide suffer from Se deficiency, which is due to low concentrations and bioavailability of Se in soils where crops are grown. It has been hypothesized that more than half of the atmospheric Se deposition to soils is derived from the marine system, where microorganisms methylate and volatilize Se. Based on model results from the late 1980s, the atmospheric flux of these biogenic volatile Se compounds is around 9 Gt/year, with two thirds coming from the marine biosphere. Algae, fungi, and bacteria are known to methylate Se. Although algal Se uptake, metabolism, and methylation influence the speciation and bioavailability of Se in the oceans, these processes have not been quantified under environmentally relevant conditions and are likely to differ among organisms. Therefore, we are investigating the uptake and methylation of the two main inorganic Se species (selenate and selenite) by three globally relevant microalgae: Phaeocystis globosa, the coccolithophorid Emiliania huxleyi, and the diatom Thalassiosira oceanica. Selenium uptake and methylation were quantified in a batch experiment, where parallel gas-tight microcosms in a climate chamber were coupled to a gas-trapping system. For E. huxleyi, selenite uptake was strongly dependent on aqueous phosphate concentrations, which agrees with prior evidence that selenite uptake by phosphate transporters is a significant Se source for marine algae. Selenate uptake was much lower than selenite uptake. The most important volatile Se compounds produced were dimethyl selenide, dimethyl diselenide, and dimethyl selenyl sulfide. Production rates of volatile Se species were larger with increasing intracellular Se concentration and in the decline phase of the alga. Similar experiments are being carried out with P. globosa and T. oceanica. Our results indicate that marine algae are important for the global cycling of Se

  4. Measuring the costs of exchange rate volatility

    OpenAIRE

    Paul R. Bergin

    2004-01-01

    Many countries go to great lengths to manage their exchange rates. Probably the most prominent recent example is the European Monetary Union, where all the members abandoned their national currencies and adopted the euro. A number of developing countries maintain other kinds of regimes of managed exchange rates, even though they face potent market pressures to let their exchange rates float. One of the main motives for these arrangements stems from the extreme volatility of exchange rates. Th...

  5. Business Cycle Volatility and Globalization: A Survey

    OpenAIRE

    Claudia M. Buch

    2002-01-01

    The globalization of capital and product markets has many implications for economic welfare. Countries can specialize in the production of goods for which they have comparative advantages, and capital is allocated more efficiently. However, one potentially adverse effect of globalization is the possibility that business cycle volatility might increase. Rapid and badly co-ordinated capital account liberalization has been blamed for enhancing the vulnerability of emerging markets to unstable in...

  6. Stock Market Volatility around National Elections

    OpenAIRE

    Bialkowski, Jedrzej; Gottschalk, Katrin; Wisniewski, Tomasz Piotr

    2006-01-01

    This paper investigates a sample of 27 OECD countries to test whether national elections induce higher stock market volatility. It is found that the countryspecific component of index return variance can easily double during the week around an Election Day, which shows that investors are surprised by the election outcome. Several factors, such as a narrow margin of victory, lack of compulsory voting laws, change in the political orientation of the government, or the failure to form a coalitio...

  7. 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.

  8. Efficient Frontier - Comparing Different Volatility Estimators

    OpenAIRE

    Tea Poklepović; Zdravka Aljinović; Mario Matković

    2015-01-01

    Modern Portfolio Theory (MPT) according to Markowitz states that investors form mean-variance efficient portfolios which maximizes their utility. Markowitz proposed the standard deviation as a simple measure for portfolio risk and the lower semi-variance as the only risk measure of interest to rational investors. This paper uses a third volatility estimator based on intraday data and compares three efficient frontiers on the Croatian Stock Market. The results show that ra...

  9. Volatile chemical interaction between undamaged plants

    OpenAIRE

    Glinwood, Robert

    2010-01-01

    This chapter discusses whether plant chemical communication is a mechanism by which plant genetic diversity can affect the natural enemies of herbivores. Plant genetic diversity influences natural enemies, and these insects use volatile chemical cues to locate suitable habitats. However, the importance of chemical communication for these interactions has not been considered. In this chapter, the latest research on chemical communication between undamaged plants is reviewed. ...

  10. Unexpected uncertainty, volatility and decision-making

    Directory of Open Access Journals (Sweden)

    Amy Rachel Bland

    2012-06-01

    Full Text Available The study of uncertainty in decision making is receiving greater attention in the fields of cognitive and computational neuroscience. Several lines of evidence are beginning to elucidate different variants of uncertainty. Particularly, risk, ambiguity and expected and unexpected forms of uncertainty are well articulated in the literature. In this article we review both empirical and theoretical evidence arguing for the potential distinction between three forms of uncertainty; expected uncertainty, unexpected uncertainty and volatility. Particular attention will be devoted to exploring the distinction between unexpected uncertainty and volatility which has been less appreciated in the literature. This includes evidence from computational modelling, neuromodulation, neuroimaging and electrophysiological studies. We further address the possible differentiation of cognitive control mechanisms used to deal with these forms of uncertainty. Particularly we explore a role for conflict monitoring and the temporal integration of information into working memory. Finally, we explore whether the Dual Modes of Control theory provides a theoretical framework for understanding the distinction between unexpected uncertainty and volatility.

  11. Volatilization: a soil degassing coefficient for iodine

    International Nuclear Information System (INIS)

    Sheppard, M.I.; Thibault, D.H.; Smith, P.A.; Hawkins, J.L.

    1994-01-01

    Iodine, an element essential to some animals, is ubiquitous in the biosphere. Unlike other metallic elements, molecular I is volatile, and other inorganic species present in aerated soils, such as I - and IO 3 - , may also volatilize as hydrides, hydrogen iodide (HI), or hydrogen iodates (HIO 3 , HIO 4 ). Methyl iodide has been measured in soils, and it is likely evolved from soils and plants. The long-lived radioisotope 129 I is abundant in nuclear wastes, and its high solubility in groundwater makes it an important element in the performance assessment of underground disposal facilities. Overestimates of soil I residence half-times by traditional foodchain models may be due to underestimation of volatilization. Field and lysimeter experiments over a 3-year period, and direct trapping experiments in the laboratory are reported. The results, combined with values from the literature, indicate the soil I degassing coefficient for a wide range of soil types, vegetated and bare, wet and dry, is lognormally distributed with a geometric mean of 2.1 x 10 -2 year -1 , a range of 1.8 x 10 -4 to 3.1 year -1 and a geometric standard deviation of 3.0. The results of a biosphere model simulation including degassing reduces soil I concentrations fivefold and increases air concentrations 25-fold at steady state, compared to simulations without degassing. (author)

  12. 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

  13. Reliability optimization in compound electric power systems with the aid of evolutionary algorithms; Optimizacion de la confiabilidad en sistemas electricos de potencia compuestos utilizando algoritmos evolucionarios

    Energy Technology Data Exchange (ETDEWEB)

    Gomez Hernandez, Jose Alberto

    2001-11-15

    and branches, that contributes the most to the voltage collapse or singular point. The obtained results show the feasibility of the proposed algorithm for optimization of reliability considering conditions of security. The tested systems used are: Reliability test system of 24 nodes of the IEEE, Roy Billinton test system of 6 nodes and eastern area equivalent of the Mexican grid of 31 nodes of the Comision Federal de Electricidad. [Spanish] El proposito de evaluar la confiabilidad de Sistemas Electricos de Potencia (SEP) es para estimar la habilidad del sistema para desempenar su funcion de llevar la energia de las estaciones generadoras a los puntos de carga. Esto involucra la confiabilidad de fuentes de generacion y medios de transmision que afecta en la transferencia de potencia a traves del sistema de transmision que conlleva a perdida de carga y caidas de voltaje entre la generacion y los centros de consumo. En esta tesis se desarrolla una metodologia hibrida que optimiza la confiabilidad en sistemas compuestos (generacion-transmision) utilizando algoritmos evolucionarios. Esta tecnica de optimizacion determina el numero optimo de componentes (redundancia paralela en lineas de transmision) y asignacion de compensacion en derivacion en nodos de carga de la red necesarios para maximizar la confiabilidad sujeta a restricciones de costo, considerando condiciones de seguridad en estado estacionario usando la tecnica del minimo valor singular (MVS) como indicador a la inestabilidad de voltaje. La funcion objetivo se define como una funcion estocastica, donde la medida de interes es el MVS de la matriz Jacobiana de flujos de potencia del evento mas severo de acuerdo a la evaluacion de confiabilidad del sistema compuesto, esta formulacion es una combinacion de programacion no lineal entera y continua, donde los algoritmos convencionales de programacion matematica presentan dificultades en robustez y en la busqueda del optimo global. Los eventos de falla de las unidades

  14. PERUBAHAN KOMPONEN VOLATIL SELAMA FERMENTASI KECAP [Change Volatile Components During Soy Sauce Fermentation

    Directory of Open Access Journals (Sweden)

    Anton Apriyantono1

    2004-08-01

    Full Text Available A study has been conducted to investigate changes of volatile components during soy sauce fermentation. During the fermentation, many volatile components produced may contribute to soy sauce flavor. THe volatile identified by GC-MS werw classified into hydrocarbon (15, alcohol (15, aldehyde (14, ester (14, ketone (9, benzene derivative (11, fatty acid (9, furan (5, terpenoid (18, pyrazine (3, thiazole (1, pyridine (1 and sulfur containing compound (2.Concentration of compounds found in almost all fermentation steps, such as hexanal and benzaldehyde did. These compounds may be derived from raw soybean, since they were all present in raw soybean and their concentration did not change during fermentation. Concentration of palmitic acid and benzeneacetaldehyde, in general, increased during all fermentation steps. They are probably derived from lipid degradation or microorganism activities. Concentrations of some fatty acids, esters and hydrocarbons, such as linoleic acid, methyl palmitate and heptadecane increased during salt fermentation only. Concentration of some other compounds, such as 2,4 decadienal decreased or undetected during fermentation.The absence of some volatile compounds, e.g. (E-nerolidol and (E,E-famesol in boiled soybean which were previously present in raw soybean may be due to evaporation of these compounds during boiling. Some volatile compounds such as, methyl heptadecanoate and few aromatic alcohols are likely derived from Aspergillus sojae, since these compounds were identified only in 0 day koji

  15. 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.

  16. Financial market volatility and contagion effect: A copula-multifractal volatility approach

    Science.gov (United States)

    Chen, Wang; Wei, Yu; Lang, Qiaoqi; Lin, Yu; Liu, Maojuan

    2014-03-01

    In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets, according to the econophysics literature we could draw conclusions as follows: Firstly, we estimate volatility using the multifractal volatility method, and find out that the MFV method performs best among other volatility models, such as GARCH-type and realized volatility models. Secondly, we analyze the tail dependence structure between the U.S. and Chinese stock market. The estimated static copula results for the entire period show that the SJC copula performs best, indicating asymmetric characteristics of the tail dependence structure. The estimated dynamic copula results show that the time-varying t copula achieves the best performance, which means the symmetry dynamic t copula is also a good choice, for it is easy to estimate and is able to depict both the upper and lower tail dependence structure. Finally, with the results of the previous two steps, we analyze the contagion effect between the U.S. and Chinese stock markets during the subprime mortgage crisis. The empirical results show that the subprime mortgage crisis started in the U.S. and that its stock market has had an obvious contagion effect on the Chinese stock market. Our empirical results should/might be useful for investors allocating their portfolios.

  17. Detecting Volatiles Deep in the Lunar Regolith

    Science.gov (United States)

    Crotts, A.; Heggy, E.; Ciarletti, V.; Colaprete, A.; Moghaddam, M.; Siegler, M. A.

    2015-12-01

    There is increasing theoretical and empirical evidence, from the Apollo era and after, of volatiles deep in the lunar interior, in the crust and deeper, both hydrogen-rich and otherwise. This comes in the form of fire fountain samples from Apollo 15 and Apollo 17, of hydrated minerals excavated by impacts which reach the base of the lunar crust e.g., crater Bullialdus, of hydration of apatite and other minerals, as well as predictions of a water-concentrated layer along with the KREEP material at the base of the lunar crust. We discuss how the presence of these volatiles might be directly explored. In particular water vapor molecules percolating to the surface through lunar regolith might be expected to stick and freeze into the regolith, at depths of several meters depending on the regolith temperature profile, porosity and particle size distribution, quantities that are not well known beyond two meters depth. To explore these depths in the regolith we use and propose several modes of penetrating radar. We will present results using the SELENE/Kaguya's Lunar Sounding RADAR (LSR) to probe the bulk volatile dielectric and loss structure properties of the regolith in various locations, both within permanently shadowed regions (PSRs) and without, and within neutron suppression regions (NSRs) as traced by epithermal neutrons and without. We also propose installation of ground penetrating RADAR (GPR) on a roving lunar platform that should be able to probe between 0.2 and 1.6 GHz, which will provide a probe of the entire depth of the lunar regolith as well as a high-resolution (about 4 cm FWHM) probe of the upper meter or two of the lunar soil, where other probes of volatiles such as epithermal neutron absorption or drilling might be employed. We discuss predictions for what kinds of volatile density profiles might be distinguished in this way, and whether these will be detected from orbit as NSRs, whether these must be restricted to PSRs, and how these might appear in

  18. ESTUDIO DEL EFECTO DE LA ISOTERMA EN EL PROCESO DE SÍNTESIS DEL COMPUESTO DE ESTRONCIO Sr4Al6O12SO4 POR REACCIÓN EN ESTADO SÓLIDO

    Directory of Open Access Journals (Sweden)

    José Rodríguez-García

    2012-01-01

    Full Text Available Se estudió el efecto de la isoterma en la síntesis del compuesto de estroncio Sr 4 Al 6 O 12 SO 4 por reacción en estado sólido. Se conformaron (100MPa gránulos a partir de la mezcla 3:3:1 molar de SrCO 3 , Al 2 O 3 y SrSO 4 , respectivamente. Las muestras fueron tratadas térmicamente a temperaturas de 800, 900, 1000, 1100 y 1200°C por periodos de 4, 6, 8 y 10 horas. Las muestras, en presentación de polvo y pastilla, fueron analizadas por ATG, ATD, DRX y MEB, desde temperatura ambiente ha sta los 1200°C. Los resultad os de análisis térmico señalan que el rango de formación del compuesto de estroncio Sr 4 Al 6 O 12 SO 4 es entre los 800 y 1200°C. Por otro lado, de acuerdo a los patrones de difr acción de rayos X, la formación del mismo se favorece al incrementarse la isoterma del tratamiento térmico. Existen dos fases meta-estables presentes durante el proceso antes mencionado, las mismas que son observadas en el MEB.

  19. Efectos de los nutrientes y compuestos biactivos de los alimentos en tejidos y células de cáncer humano: aproximación nutrigenómica

    Directory of Open Access Journals (Sweden)

    Jhonny E. Vargas Hernández

    2013-07-01

    El objetivo de esta investigación fue revisar, en la información científica reciente, los efectos o interacciones de los nutrientes y compuestos bioactivos de los alimentos en tejidos y/o células de cáncer humano bajo una aproximación nutrigenómica. Se realizó una búsqueda de los artículos, publicados entre enero de 2011 y octubre de 2012, en la base de datos Pubmed, utilizando términos MeSH y “Text Word” relevantes para el objetivo de investigación. De esta búsqueda se obtuvo un total de 250 publicaciones de los cuales se seleccionaron 33. En general, los efectos e interacciones de los nutrientes y compuestos bioactivos selectivamente inducen la muerte e inhiben el crecimiento y proliferación de las células cancerígenas; sin embargo, bajo ciertas condiciones, dichos efectos e interacciones pueden promover la carcinogénesis

  20. Estudio de la protección del refuerzo de partículas de SiC mediante barreras activas por sol-gel en materiales compuestos de matriz de aluminio

    Directory of Open Access Journals (Sweden)

    Ureña, A.

    2004-04-01

    Full Text Available A microcrystalline, homogeneous and transparent sol – gel silica coating has been developed to avoid the degradation and improve the wettability of aluminium matrix composites reinforced with SiC particles. Composite aluminium matrix samples have been made by cold powder compaction, and the coating efficiency has been checked by melting the samples several temperature and times. The coating reduces the appearance of Al4C3, showing that the degradation resistance of the new material is much higher than that of the uncovered SiC particles composite one.

    Con objeto de prevenir la degradación y mejorar la mojabilidad de los materiales compuestos de matriz de aluminio reforzados con partículas de SiC se ha desarrollado un recubrimiento microcristalino, homogéneo y transparente de SiO2 obtenido por el método sol-gel. La eficacia del recubrimiento como barrera se ha comprobado realizando ensayos de fusión a diferentes tiempos y temperaturas sobre pastillas de material compuesto de matriz de aluminio obtenidas por compactación en frío de polvos. El recubrimiento limita la formación de Al4C3, lo que indica que la resistencia a la degradación del nuevo material es muy superior a la del fabricado con partículas de SiC sin recubrir.

  1. Control de calidad de las grasas de fritura. Validez de los métodos de ensayos rápidos en sustitución de la determinación de compuestos polares

    Directory of Open Access Journals (Sweden)

    Dobarganes, M. C.

    1995-06-01

    Full Text Available In this paper, substitution of polar compound quantitation by quick tests for discarding used frying fats according to official regulation, is evaluated.
    Two commercialized tests (VERI-FRY and OXIFRIT as well as two laboratory tests (PEREVALOV and Solubility in acetone:methanol 90:10 have been applied. Comparison of the results with those obtained for polar compounds indicated that OXIFRIT was the best quick tests as it gave the minimum percentage of enors. Given the present situation, the application of any of the two commercialized tests would contribute to improve frying fat quality.

    Se estudia la validez de métodos de ensayo rápido para sustituir la determinación de compuestos polares establecida en la Norma de Calidad de aceites y grasas calentados.
    Dos pruebas comercializadas (VERI-FRY y OXIFRIT y dos pruebas rápidas de laboratorio (PEREVALOV y Solubilidad en Acetona-Metanol 90:10 fueron aplicadas a un elevado número de muestras. Comparando los resultados obtenidos, con el contenido en compuestos polares, el ensayo denominado OXIFRIT dio el menor número de errores aunque la aplicación de cualquiera de las dos pruebas comercializadas contribuiría a mejorar la calidad de las grasas de fritura.

  2. Study of a hybrid solar-electric oven to the curing composite materials used in aeronautics; Estudio de un horno hibrido solar-electrico para el curado de materiales compuestos utilizados en aeronautica

    Energy Technology Data Exchange (ETDEWEB)

    Hernandez Roman, M. A.; Pineda Pinon, J.; Sanchez Sanchez, A. [CICATA - Unidad Queretaro, Santiago de Queretaro, Queretaro (Mexico)]. E-mail: mhernandezr0900@ipn.mx

    2010-11-15

    The study covers the curing of advanced composites in a hybrid solar electric oven. The furnace uses electricity from the grid power and solar energy provided by the heliostat concentrator system. The materials used in the experiments will be composite materials such as prepreg. The prepreg are fiberglass and carbon fiber. The resin used in the pre-impregnate will be epoxy resin. The work temperatures inside the furnace will be maximum 300 degrees Celsius. The obtained results will be useful to characterize the use of the solar energy and the characterize of the curing chamber. [Spanish] Se presenta el alcance para el estudio, el cual abarca el curado de materiales compuestos avanzados dentro de un horno hibrido solar electrico. El horno utilizara energia electrica suministrada por la red y energia solar suministrada por el sistema heliostato concentrador. Los materiales utilizados en los experimentos seran materiales compuestos tipo prepreg. Los prepreg seran de fibra de vidrio y de fibra de carbono. La resina utilizada en el preimpregando sera resina epoxica. Las temperaturas de trabajo dentro del horno seran como maximo de 300 grados centigrados. Los resultados obtenidos serviran para caracterizar el uso y aprovechamiento de la energia solar y la caracterizacion de la camara de curado.

  3. Degradación de los módulos elásticos transversal y de cortadura en materiales compuestos con refuerzo de fibra continua de carbono sometidos a fatiga

    Directory of Open Access Journals (Sweden)

    Revuelta, D.

    2004-04-01

    Full Text Available Fatigue failure in continuous fiber composite materials is caused in first place by matrix cracks that propagate along the fiber direction. It is expected that the defined crack orientation produced an anisotropic degradation of the laminate elastic properties. This work characterizes the degradation suffered by the transverse elastic modulus of a graphite-epoxy laminate subjected to fatigue loads, concluding that the elastic modulus changes drastically from a determined damage threshold, decaying according to a quadratic law.

    La rotura a fatiga en materiales compuestos con refuerzo de fibra continua es debida en primera instancia a la aparición de grietas en la matriz que se propagan en la dirección paralela a la fibra. Es de esperar que la orientación definida de estas grietas produzca una degradación anisótropa de las propiedades elásticas de la lámina. Este trabajo caracteriza la degradación que experimenta el módulo elástico en la dirección perpendicular a la fibra de un material compuesto grafito-epoxi sometido a cargas de fatiga, hallándose que el módulo elástico sufre cambios drásticos a partir de un determinado umbral de daño, y decayendo a partir de ese punto según una ley cuadrática.

  4. Investigate Volatility Jumps in Chinese Stock Index Future and Spot Markets Based on Realized Volatility

    Institute of Scientific and Technical Information of China (English)

    Zhang qiang

    2014-01-01

    This paper aims to investigate Chinese stock index future and spot market's volatility jumps characteristics by using recentlydeveloped jumpstest(Barndorff-Nielsenand Shephard,2004).Thedataisoneyearhigh frequencydatafromthe period19/04/2012 to 19/04/2013. The empirical results show two important points. Firstly, the logarithm of adjusted realized volatility shows a high degree of autocorrelation and folows a normal distribution nearly perfect. These characteristics show a potential high forecast ability. Secondly,thedailyrealizedvolatilityjumpsshowalowdegreeofautocorrealtionbutwithsignificantvolatilityclusters.Ingeneral,thejumps component has a low percentage in realized volatility estimation for both future and spot market. On average, there is one significant jumpswithinevery ten continue trading days.Spotmarkets showshigherdegree of jumps,anda rapidly jumpscharacterises.It implies that jumps may transmission from spot to future market, and spot market dominate future market at some degree.

  5. Volatility forecasting for low-volatility portfolio selection in the US and the Korean equity markets

    Science.gov (United States)

    Kim, Saejoon

    2018-01-01

    We consider the problem of low-volatility portfolio selection which has been the subject of extensive research in the field of portfolio selection. To improve the currently existing techniques that rely purely on past information to select low-volatility portfolios, this paper investigates the use of time series regression techniques that make forecasts of future volatility to select the portfolios. In particular, for the first time, the utility of support vector regression and its enhancements as portfolio selection techniques is provided. It is shown that our regression-based portfolio selection provides attractive outperformances compared to the benchmark index and the portfolio defined by a well-known strategy on the data-sets of the S&P 500 and the KOSPI 200.

  6. The Short-Time Behaviour of VIX Implied Volatilities in a Multifactor Stochastic Volatility Framework

    DEFF Research Database (Denmark)

    Barletta, Andrea; Nicolato, Elisa; Pagliarani, Stefano

    error bounds for VIX futures, options and implied volatilities. In particular, we derive exact asymptotic results for VIX implied volatilities, and their sensitivities, in the joint limit of short time-to-maturity and small log-moneyness. The obtained expansions are explicit, based on elementary...... approximations of equity (SPX) options. However, the generalizations needed to cover the case of VIX options are by no means straightforward as the dynamics of the underlying VIX futures are not explicitly known. To illustrate the accuracy of our technique, we provide numerical implementations for a selection...... functions and they neatly uncover how the VIX skew depends on the specific choice of the volatility and the vol-of-vol processes. Our results are based on perturbation techniques applied to the infinitesimal generator of the underlying process. This methodology has been previously adopted to derive...

  7. A dynamic two-dimensional system for measuring volatile organic compound volatilization and movement in soils.

    Science.gov (United States)

    Allaire, S E; Yates, S R; Ernst, F F; Gan, J

    2002-01-01

    There is an important need to develop instrumentation that allows better understanding of atmospheric emission of toxic volatile compounds associated with soil management. For this purpose, chemical movement and distribution in the soil profile should be simultaneously monitored with its volatilization. A two-dimensional rectangular soil column was constructed and a dynamic sequential volatilization flux chamber was attached to the top of the column. The flux chamber was connected through a manifold valve to a gas chromatograph (GC) for real-time concentration measurement. Gas distribution in the soil profile was sampled with gas-tight syringes at selected times and analyzed with a GC. A pressure transducer was connected to a scanivalve to automatically measure the pressure distribution in the gas phase of the soil profile. The system application was demonstrated by packing the column with a sandy loam in a symmetrical bed-furrow system. A 5-h furrow irrigation was started 24 h after the injection of a soil fumigant, propargyl bromide (3-bromo-1-propyne; 3BP). The experience showed the importance of measuring lateral volatilization variability, pressure distribution in the gas phase, chemical distribution between the different phases (liquid, gas, and sorbed), and the effect of irrigation on the volatilization. Gas movement, volatilization, water infiltration, and distribution of degradation product (Br-) were symmetric around the bed within 10%. The system saves labor cost and time. This versatile system can be modified and used to compare management practices, estimate concentration-time indexes for pest control, study chemical movement, degradation, and emissions, and test mathematical models.

  8. Herbivore-induced blueberry volatiles and intra-plant signaling.

    Science.gov (United States)

    Rodriguez-Saona, Cesar R

    2011-12-18

    Herbivore-induced plant volatiles (HIPVs) are commonly emitted from plants after herbivore attack. These HIPVs are mainly regulated by the defensive plant hormone jasmonic acid (JA) and its volatile derivative methyl jasmonate (MeJA). Over the past 3 decades researchers have documented that HIPVs can repel or attract herbivores, attract the natural enemies of herbivores, and in some cases they can induce or prime plant defenses prior to herbivore attack. In a recent paper, I reported that feeding by gypsy moth caterpillars, exogenous MeJA application, and mechanical damage induce the emissions of volatiles from blueberry plants, albeit differently. In addition, blueberry branches respond to HIPVs emitted from neighboring branches of the same plant by increasing the levels of JA and resistance to herbivores (i.e., direct plant defenses), and by priming volatile emissions (i.e., indirect plant defenses). Similar findings have been reported recently for sagebrush, poplar, and lima beans. Here, I describe a push-pull method for collecting blueberry volatiles induced by herbivore (gypsy moth) feeding, exogenous MeJA application, and mechanical damage. The volatile collection unit consists of a 4 L volatile collection chamber, a 2-piece guillotine, an air delivery system that purifies incoming air, and a vacuum system connected to a trap filled with Super-Q adsorbent to collect volatiles. Volatiles collected in Super-Q traps are eluted with dichloromethane and then separated and quantified using Gas Chromatography (GC). This volatile collection method was used in my study to investigate the volatile response of undamaged branches to exposure to volatiles from herbivore-damaged branches within blueberry plants. These methods are described here. Briefly, undamaged blueberry branches are exposed to HIPVs from neighboring branches within the same plant. Using the same techniques described above, volatiles emitted from branches after exposure to HIPVs are collected and

  9. Informe del proyecto "Efecto de compuestos fenólicos de la dieta sobre los parámetros productivos, reproductivos y de calidad de la canal y de la carne en la especie ovina" (RTA2012-00080-00-00)

    OpenAIRE

    Joy Torrens, Margalida; Centro de Investigación y Tecnología Agroalimentaria de Aragón - CITA

    2016-01-01

    Este proyecto engloba un conjunto de trabajos dirigidos a avanzar en el conocimiento del efecto de algunos compuestos secundarios de las plantas (carotenoides, vitaminas, taninos condensados, polifenoles) sobre los parámetros productivos, reproductivos y la calidad del producto final (carne y leche) de ovino. Además se pretende valorar el contenido en estos compuestos secundarios y la producción de metano in vitro de varias plantas forrajeras utilizadas en áreas con clima mediterráneo (Valle ...

  10. Impacto de las condiciones de beneficio sobre los compuestos precursores de aroma en granos de cacao (Theobroma cacao L del clon CCN-51.

    Directory of Open Access Journals (Sweden)

    Andrea Pallares Pallares

    2016-01-01

    Full Text Available Abstract The influence of the days of fermentation and drying in the aroma compounds (volatile fraction of cocoa beans CCN-51 was evaluated. The method used was Gas ChromatographyMass Spectrometry, coupled to Head Space Solid Phase Micro Extraction (HS-SPMEGC-GS. A multifactorial experimental design was created, containing 15 experiments per repetition. The fermentation technique was microfermentation in boxes, while drying was achieved by exposing the samples to the sun. A Principal Component Analysis (PCA allowed to explain 68% of the total variability associated with aroma characteristics (volatile compounds. Both, desirable and undesirable compounds were identified throughout the processes of fermentation and drying. The benefit process (fermentation and drying was divided in stages depending on the degree of fermentation. The desirable compounds identified were: 3-methy-1-butanol, 2-phenyl-ethanol, benzaldehyde, phenyl acetaldehyde, ethylhexanoate, ethyl benzoate, ethylphenyl acetate and 2-phenyl ethyl acetate, which are associated with odoriferous notes very nice (chocolate, candy, sweet, nutty, honey, fruity, floral. Finally, a pre-treatment of cocoa beans CCN-51 prior to fermentation was proposed to be incorporated during the benefit of the beans as it seems to enhance the formation of desirable aroma compounds.

  11. Sensory analysis and volatile compounds of olive oil (cv. Cobrançosa from different irrigation regimes

    Directory of Open Access Journals (Sweden)

    Fernandes-Silva, A. A.

    2013-03-01

    Full Text Available The aim of this study was to assess the effect of different irrigation strategies on the sensory quality of virgin olive oil (VOO from the cv. “cobrançosa” integrated into a protected denomination of origin of “Azeite de Trás-os-Montes” in the Northeast of Portugal. Three irrigation treatments were applied: (T2-full irrigation, which received a seasonal water equivalent of 100% of the estimated crop evapotranspiration (ETc, (T1-continuous deficit irrigation (30% ETc and (T0- rainfed treatment. Data were collected from two consecutive crop years (2005-2006. Olive oil samples were analyzed for volatiles by GC-MS and the results compared with sensory evaluation data. Total volatile compounds tended to decrease with the amount of water applied. The characteristics pungent and bitter were more pronounced in olive oils from T0 and T1, which had higher polyphenolic concentrations, with a strong positive relationship with this variable and the bitter attribute. The Principal Components Analysis clearly separates the three olive oils from 2005, the driest year, and aggregates into a single group the three samples from 2006, suggesting no effect of irrigation on volatile compounds in years with a rainy spring and a marked effect in years with severe drought, suggesting that the effect of the trees’ water status on these variables occurs throughout the crop season and not just during the oil accumulation phase. In general, olive oil from the cv. Cobrançosa is more bitter than pungent and has a typical nutty sensory attribute shown by a strong positive relationship between benzaldehyde and the sensory notes of almonds and nuts.

    Este estudio tiene como objetivo evaluar el efecto de distintas estrategias de riego en la composición relativa de los compuestos volátiles y en la calidad sensorial. El experimento se realizó en el Noreste de Portugal, dentro de la denominación de origen protegida “Azeites de Tr

  12. Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models

    OpenAIRE

    Antoine Jacquier; Martin Keller-Ressel; Aleksandar Mijatovic

    2011-01-01

    Let $\\sigma_t(x)$ denote the implied volatility at maturity $t$ for a strike $K=S_0 e^{xt}$, where $x\\in\\bbR$ and $S_0$ is the current value of the underlying. We show that $\\sigma_t(x)$ has a uniform (in $x$) limit as maturity $t$ tends to infinity, given by the formula $\\sigma_\\infty(x)=\\sqrt{2}(h^*(x)^{1/2}+(h^*(x)-x)^{1/2})$, for $x$ in some compact neighbourhood of zero in the class of affine stochastic volatility models. The function $h^*$ is the convex dual of the limiting cumulant gen...

  13. Obtención de concentrados de ácidos grasos poliinsaturados por el método de los compuestos de inclusión de urea

    Directory of Open Access Journals (Sweden)

    Robles Medina, A.

    1995-06-01

    Full Text Available A concentration process for polyunsaturated fatty acids (PUFAs n-3 stearidonic (18:4 n-3, eicosapentaenoic (20:5 n-3 and docosahexaenoic (22:6 n-3 from cod liver oil using urea method has been thoroughly studied. The influence of urea/fatty acid ratio and crystallization temperature have been studied on both fatty acids recovery yield and fatty acid concentration. Methanol and ethanol have been used as urea solvent. The use of methanol and an urea/fatty acid ratio of 4:1, and 4°C were found to be the best conditions for SA (concentration 8,5%, yield 71,6 and DHA (59,8% and 100%, respectively. However, 28ºC was found to be the best temperature for EPA (28,7% and 75,6%, respectively. At temperatures below -12ºC, PUFAs also developed adducts compounds, mainly adducts derived from EPA. A variance analysis showed the urea/fatty acid ratio as the main factor affecting fatty acid concentration. At the same time, high urea/fatty acid ratios resulted in increased influence of the solvent used, being more favorable for methanol.

    En este trabajo se estudia la influencia de la relación urea/ácidos grasos y de la temperatura de cristalización (con metanol y etanol como disolventes de la urea sobre las concentraciones y rendimientos en los ácidos grasos estearidónico (SA, 18:4n-3, eicosapentaenoico (EPA, 20:5n-3 y docosahexaenoico (DHA, 22:6n-3, utilizando ácidos grasos de aceite de hígado de bacalao. Las máximas concentraciones y rendimientos en SA (8,5% y 71,6%, respectivamente y en DHA (59,8% y 100% se han obtenido con metanol, una relación urea/ácidos grasos 4:1 p/p y 4°C; sin embargo, si se desean obtener altas concentraciones y rendimientos en EPA es preferible cristalizar a 28ºC (rendimiento 76%, concentración 29%. A temperaturas por debajo de -12°C también los PUFAs forman compuestos de inclusión en un porcentaje elevado, sobre todo el EPA. Mediante un análisis de la varianza se ha puesto de manifiesto que la variable con

  14. Efecto del porcentaje de refuerzo frente al desgaste en compuestos de matriz metálica sinterizados con descarga luminiscente anormal

    Directory of Open Access Journals (Sweden)

    Pérez-Velásquez, Sandra

    2016-03-01

    Full Text Available In this study an analysis of the behavior of dry wear coefficient of a Metal Matrix Composite (MMC in 316 stainless steel reinforced with particles of titanium carbide (TiC according to ASTM G 99 standards, in a pin-on-disk test. In this research it is tested the effect of the percentage of reinforcement in the MMC manufactured with 3, 6 y 9% (vol. of TiC, in samples compacted at 800 MPa, generating different values of grain size, hardness and density, they are sintered with abnormal glow discharge, at a temperature of 1200 °C ±5 °C, with a protection atmosphere H2 – N2 and a permanence time of 30 minutes. According to the results obtained it is concluded that the best condition for the MMC manufacturing, in relation to the reinforcement percentage, is the one obtained when the mixture contains 6% of TiC compacted at 800 MPa. In these conditions, it was obtained: achieving smaller grain size, the greater hardness and the lowest coefficient of friction. In this respect, it was observed that the incorporation of the ceramic particles (TiC in a matrix of austenitic steel (316 shows significant improvements in the resistance to the wear.En este estudio se muestra un análisis del comportamiento del coeficiente de desgaste en seco de compuestos de matriz metálica (MMC, base acero inoxidable 316 reforzado con partículas de carburo de titanio (TiC de acuerdo con la norma ASTM G 99–05 en un tribómetro para la realización de ensayos de desgaste mediante el contacto y rozamiento de dos materiales entre sí, uno en forma de disco y otro en forma de varilla o bola (pin-on-disk. En el estudio se evalúa el efecto que tiene el porcentaje de refuerzo en los MMC fabricados con 3, 6 y 9% (vol. de TiC, en muestras compactadas a 800 MPa, dando lugar a diferentes valores de tamaño de grano, dureza y densidad, los cuales son sinterizados por medio de descarga luminiscente anormal, a una temperatura de 1200 °C ±5 °C, con atmósfera de protección de H2

  15. El modelo V.S.P. en lechuga Batavia Lactuca sativa var. Capitata L. y respuesta de dos variedades a las aplicaciones de compuestos orgánicos

    Directory of Open Access Journals (Sweden)

    Bruzón C. Serapio F.

    1996-12-01

    Full Text Available

    An investigation was realized in the region of Pavitas, municipality of La Cumbre, Santa Fe farm, 1480 meters above sea level in a soil of Pavas Association (Aeric Tropaquept to prove the plastic cup-sustrate-plant model in the production of Batavia lecttuce Lactuca sativa var. capitata, and the effects of the organic matter filter cake press, cattle manure, poultry manure and earthworm soil, incorporated in the soil. Twenty two (22 treatments and fours repetitions were applied with each of the two varieties (Great lakes 118 and Pacific, the treatments corresponded to 5, 10, 15 t/ha of the organic matter which were applied to the soil fifteen days before transplantations occured. The results showed an excellent plant vigour and quality after the transplantation. It was also observed a good plant poblation and uniformity. The sustrate filter cake press mixed with botton fly ash presented better results in the field than the other treatments, having the highest crop yield and the best quality. The Great Lakes 118 with this treatment doubled the production of the treatment with soil. With the organic sustrates, the poultry manure 5 t/ha projected better results. The work showed the good behavior of the varity Great Lakes 118 compared to the Pacific. This treatments also improved the chemical caracteristics of the soil, especially increased the organic matter, potassium, phosporus, manganesum and zinc.

    En el Corregimiento Pavitas, municipio de La Cumbre, en la Finca Santafé, a 1.480 msnm en un suelo de la Asociación Pavas (Aeric Tropaquept se probó el modelo vaso-sustrato-planta (VSP, en la producción de plántulas de lechuga Batavia L. sativa var. capitata y el efecto en la producción de los compuestos orgánicos, cachaza, lombricompuesto, gallinaza y bovinaza, incorporados al suelo. Los 22 tratamientos con cuatro repeticiones, repartidos en dos variedades (Great Lake 118 y Pacific correspondieron a dosis (5, 10, 15 t/ha de las

  16. Interacciones nutrimentales y normas de la técnica de nutrimento compuesto en nopal (Opuntia ficus-indica L. Miller

    Directory of Open Access Journals (Sweden)

    F. Blanco-Macías

    2006-01-01

    Full Text Available Hacen falta conocimientos básicos sobre la nutrición del nopal, esto para hacerlo más productivo. En ese contexto, se utilizó la técnica de Diagnóstico de Nutrimento Compuesto (DNC para definir normas preliminares de nutrición en nopal (Opuntia ficus-indica L. Miller, sustentada en la relación cúbica entre los rendimientos y las funciones de proporción de varianza acumulada, así como en la función de distribución χ2 de los índices de nutrición global. Se consideró una base de datos con 180 observaciones de rendimiento (expresado en peso fresco de cladodio por planta y las concentraciones (% de N, P, K, Ca y Mg en cladodios de un año de edad. El rendimiento de biomasa de nopal depende significativamente de las concentraciones de N (P≤0.01, K (P≤0.05 y Mg (P≤0.05. Se apreciaron los siguientes sinergismos significativos: P-K (P≤0.05, K-Mg (P≤0.01 y Mg-Ca (P≤0.01; y los antagonismos: N-Ca (P≤0.01 y N-Mg (P≤0.05. Las normas preliminares de DNC propuestas y expresadas como logaritmos de las proporciones centradas (media ± desviación estándar para d = 5 nutrientes, con base en una subpoblación (n = 57 de alto rendimiento (más de 46.7 kg·planta-1 de cladodios de nopal cultivado en un suelo calcáreo son: *N V = -0.98 ± 0.35, * P V = -2.23 ± 0.21, * K V = 0.25 ± 0.19, * Ca V = 0.37 ± 0.35, * Mg V = -0.71 ± 0.17, y * Rd V = 3.29 ± 0.09. Esas normas corresponden a los siguientes rangos de concentraciones óptimas (medias ± desviación estándar en los cladodios: 1.29 ± 0.47 de N (%, 0.36 ± 0.08 de P (%, 4.24 ± 0.88 de K (%, 4.96 ± 1.73 de Ca (% y 1.61 ± 0.27 de Mg (%. El nopal concentra más de cuatro veces K y Ca que N, demostrando que es una planta calcitrófica. Algo similar ocurre entre Mg y P, pues el primero se concentra cuatro veces más que el segundo

  17. 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 ...

  18. Detecting instability in the volatility of carbon prices

    Energy Technology Data Exchange (ETDEWEB)

    Chevallier, Julien [Univ. Paris Dauphine (France)

    2011-01-15

    This article investigates the presence of outliers in the volatility of carbon prices. We compute three different measures of volatility for European Union Allowances, based on daily data (EGARCH model), option prices (implied volatility), and intraday data (realized volatility). Based on the methodology developed by Zeileis et al. (2003) and Zeileis (2006), we detect instability in the volatility of carbon prices based on two kinds of tests: retrospective tests (OLS-/Recursive-based CUSUM processes, F-statistics, and residual sum of squares), and forward-looking tests (by monitoring structural changes recursively or with moving estimates). We show evidence of strong shifts mainly for the EGARCH and IV models during the time period. Overall, we suggest that yearly compliance events, and growing uncertainties in post-Kyoto international agreements, may explain the instability in the volatility of carbon prices. (author)

  19. Elemental volatility of HT-9 fusion reactor alloy

    International Nuclear Information System (INIS)

    Henslee, S.P.; Neilson, R.M. Jr.

    1985-01-01

    The volatility of elemental constituents from HT-9, a ferritic steel, proposed for fusion reactor structures, was investigated. Tests were conducted in flowing air at temperatures from 800 to 1200 0 C for durations of 1 to 20 h. Elemental volatility was calculated in terms of the weight fraction of the element volatilized from the initial alloy; molybdenum, manganese, and nickel were the primary constituents volatilized. Comparisons with elemental volatilities observed for another candidate fusion reactor materials. Primary Candidate Alloy (PCA), an austenitic stainless steel, indicate significant differences between the volatilities of these steels that may impact fusion reactor safety analysis and alloy selection. Scanning electron microscopy and energy dispersive spectrometry were used to investigate the oxide layers formed on HT-9 and to measure elemental contents within these layers

  20. 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

  1. Thermochromatography study of volatile polonium species in various gas atmospheres

    CERN Document Server

    Maugeri, Emilio Andrea; Eichler, Robert; Piguet,David; Mendonça, Tania Melo; Stora, Thierry; Schumann, Dorothea

    2014-01-01

    Phenomena related to the volatilization of polonium and its compounds are critical issues for the safety assessment of the innovative lead–bismuth cooled type of nuclear reactor or accelerator driven systems. The formation and volatilization of different species of polonium and their interaction with fused silica was studied by thermochromatography using carrier gases with varied redox potential. The obtained results show that under inert and reducing conditions in the absence of moisture, elemental polonium is formed. Polonium compounds more volatile than elemental polonium can be formed if traces of moisture are present in both inert and reducing carrier gas. The use of dried oxygen as carrier gas leads to the formation of polonium oxides, which are less volatile than elemental polonium. It was also found that the volatility of polonium oxides increases with increasing oxidation state. In the presence of moisture in an oxidizing carrier gas, species are formed that are more volatile than the oxides and le...

  2. Global issues in volatile substance misuse.

    Science.gov (United States)

    Dell, Colleen Anne; Gust, Steven W; MacLean, Sarah

    2011-01-01

    This special issue of Substance Use & Misuse addresses the public health issue of volatile substance misuse (VSM), the inhalation of gases or vapors for psychoactive effects, assessing the similarities and differences in the products misused, patterns, prevalence, etiologies, and impacts of VSM by examining it through sociocultural epidemiology, neuroscience, and interventions research. The Canadian, US, and Australian guest editors contend that, when compared with other drugs used at a similar prevalence, VSM has attracted relatively little research effort. The authors and editors call for further research to develop evidence-based policies and comprehensive interventions that respect culture and context-specific knowledge.

  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. Stability and `volatility ` of element 104 oxychloride

    Energy Technology Data Exchange (ETDEWEB)

    Eichler, B.; Gaeggeler, H.W. [Paul Scherrer Inst. (PSI), Villigen (Switzerland)

    1997-09-01

    The formation enthalpies {Delta}H{sup *} of solid and gaseous oxychlorides of element 104 from free atoms were estimated by extrapolation. Stability and volatility of these compounds are compared to those of the homologous and neighbouring elements in the periodic system. It can be supposed that in a gas adsorption chromatographic process with oxygen containing chlorinating carrier gas the transport with the carrier gas flow occurs in the chemical state 104Cl{sub 4}. Only in the absorbed state the compound 104OCl{sub 2} is formed. (author) 1 fig., 3 refs.

  5. On the Economic Evaluation of Volatility Forecasts

    DEFF Research Database (Denmark)

    Voev, Valeri

    We analyze the applicability of economic criteria for volatility forecast evaluation based on unconditional measures of portfolio performance. The main theoretical finding is that such unconditional measures generally fail to rank conditional forecasts correctly due to the presence of a bias term...... driven by the variability of the conditional mean and portfolio weights. Simulations and a small empirical study suggest that the bias can be empirically substantial and lead to distortions in forecast evaluation. An important implication is that forecasting superiority of models using high frequency...

  6. Housing market volatility in the OECD area

    DEFF Research Database (Denmark)

    Engsted, Tom; Pedersen, Thomas Quistgaard

    2014-01-01

    Vector-autoregressive models are used to decompose housing returns in 18 OECD countries into cash flow (rent) news and discount rate (return) news over the period 1970-2011. For the jajority of countries news about future returns is the main driver, and both real interest rates and risk-premia play...... an important role in accounting for housing market volatility. Bivariate cross-country correlations and principal components analyses indicate that part of the return movements have a common factor among the majority of countries. We explain the results in terms of global changes in credit constraints...

  7. 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....

  8. Hematological Parameters in the Volatile Substance Sniffers

    OpenAIRE

    Dündaröz, Ruşen; Ceylan, Süleyman; Denli, Metin; Açıkel, Cengizhan; Balım, Elvan; Özışık, Tahir

    2009-01-01

    SüleymanDemirel Üniversitesi TIP FAKÜLTESİ DERGİSİ: 1999 Eylül; 6(3) Hematological Parameters in the Volatile Substance Sniffers Ruşen Dündaröz, Süleyman Ceylan, Metin Denli, Cengiz Han Açıkel, Elvan Balım, Tahir Özışık Abstract Glue sniffing is a frequent problem among teenagers. Various chemical substances, especially toluene and benzene, contained in the glues kave been reported to be hematotoxic. The hematological parameters of 44 healthy teenagers ~...

  9. Exponential Smoothing, Long Memory and Volatility Prediction

    DEFF Research Database (Denmark)

    Proietti, Tommaso

    three models that are natural extensions of ES: the fractionally integrated first order moving average (FIMA) model, a new integrated moving average model formulated in terms of the fractional lag operator (FLagIMA), and a fractional equal root integrated moving average (FerIMA) model, proposed...... originally by Hosking. We investigate the properties of the volatility components and the forecasts arising from these specification, which depend uniquely on the memory and the moving average parameters. For statistical inference we show that, under mild regularity conditions, the Whittle pseudo...

  10. Volatility Analysis of Bitcoin Price Time Series

    Directory of Open Access Journals (Sweden)

    Lukáš Pichl

    2017-12-01

    Full Text Available Bitcoin has the largest share in the total capitalization of cryptocurrency markets currently reaching above 70 billion USD. In this work we focus on the price of Bitcoin in terms of standard currencies and their volatility over the last five years. The average day-to-day return throughout this period is 0.328%, amounting in exponential growth from 6 USD to over 4,000 USD per 1 BTC at present. Multi-scale analysis is performed from the level of the tick data, through the 5 min, 1 hour and 1 day scales. Distribution of trading volumes (1 sec, 1 min, 1 hour and 1 day aggregated from the Kraken BTCEUR tick data is provided that shows the artifacts of algorithmic trading (selling transactions with volume peaks distributed at integer multiples of BTC unit. Arbitrage opportunities are studied using the EUR, USD and CNY currencies. Whereas the arbitrage spread for EUR-USD currency pair is found narrow at the order of a percent, at the 1 hour sampling period the arbitrage spread for USD-CNY (and similarly EUR-CNY is found to be more substantial, reaching as high as above 5 percent on rare occasions. The volatility of BTC exchange rates is modeled using the day-to-day distribution of logarithmic return, and the Realized Volatility, sum of the squared logarithmic returns on 5-minute basis. In this work we demonstrate that the Heterogeneous Autoregressive model for Realized Volatility Andersen et al. (2007 applies reasonably well to the BTCUSD dataset. Finally, a feed-forward neural network with 2 hidden layers using 10-day moving window sampling daily return predictors is applied to estimate the next-day logarithmic return. The results show that such an artificial neural network prediction is capable of approximate capture of the actual log return distribution; more sophisticated methods, such as recurrent neural networks and LSTM (Long Short Term Memory techniques from deep learning may be necessary for higher prediction accuracy.

  11. The fight against Volatile Organic Compounds (VOC)

    International Nuclear Information System (INIS)

    Anon.

    1993-01-01

    This paper strikes the balance of the fight against organic volatile compounds emissions in France and in Europe. The first part describes the influence of VOC on production of Ozone in troposphere and gives numerical data on permissive emission values in atmosphere. The second part describes french and european policy and regulations. The third part gives the principle methods and devices for COV measurement in the atmosphere. In the last part, effluents treatment is given: thermal incineration, catalytic incineration, adsorption on active carbon, biologic purification, condensation and separative processes on membrane

  12. Intense pyrification of volatile inorganic halides

    International Nuclear Information System (INIS)

    Nesel'son, L.A.; Tret'yakov, K.V.; Cherenkov, A.V.; Solov'ev, V.F.

    1992-01-01

    It is found that the studies systems form the fusibility curves of eutectic type with the limited regions of separation in the middle part of composition. The liquid-vapour equilibrium of the WF 6 -Nb(Ta)F 5 systems is characterized by strong positive deviation from the ideal case but without formation of azeotropes. The values of coefficients for relative volatility of the dilute solutions of niobium and tantalum pentafluorides in tungsten hexafluoride are found. The values of these coefficients are sufficiently large to provide the efficient purification from niobium and tantalum by the method of fractional distillation

  13. Method by chromatography of gases for the determination of made up of alcoholic fermentation in pineapple fruits (Ananas comosus [L.] Merr); Metodo por cromatografia de gases para la determinacion de compuestos de fermentacion alcoholica en frutos de pina (Ananas comosus [L.] Merr)

    Energy Technology Data Exchange (ETDEWEB)

    Murillo Williams, A

    2001-07-01

    fisiologicos o patologicos. Las condiciones fisiologicas se refieren a los procesos de degradacion de los tejidos luego de la cosecha, mientras que las patologicas involucran el ataque de hongos y bacterias. En el caso de la pina, existe un problema fisiologico llamado corazon negro, pardeamiento interno (internal browing, IB), mancha cafe endogena (MCE) o chilling injury (CI) que puede ocurrir en cualquier parte del mundo donde se cultiva. Este problema se ha asociado a la exposicion de la pina a bajas temperaturas, asi que es un reto manejar una fruta como la pina que no puede tolerar bajas temperaturas sin problemas. En estudios hechos sobre los cambios fisiologicos que ocurren durante el almacenamiento en atmosferas controladas en frutas, se ha observado que el etanol y el acetaldehido son compuestos volatiles asociados con cambios metabolicos poscosecha y que tienen implicacion en la calidad del producto. (author)

  14. 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...

  15. Do Time-Varying Covariances, Volatility Comovement and Spillover Matter?

    OpenAIRE

    Lakshmi Balasubramanyan

    2005-01-01

    Financial markets and their respective assets are so intertwined; analyzing any single market in isolation ignores important information. We investigate whether time varying volatility comovement and spillover impact the true variance-covariance matrix under a time-varying correlation set up. Statistically significant volatility spillover and comovement between US, UK and Japan is found. To demonstrate the importance of modelling volatility comovement and spillover, we look at a simple portfo...

  16. Capital mobility and macroeconomic volatility: evidence from Greece

    OpenAIRE

    Anastasios, Pappas

    2010-01-01

    This paper focuses on the impact of full capital account liberalization on macroeconomic volatility in Greece. According to the standard neoclassical model, such liberalization is to be desired because, among other advantages, it may reduce macroeconomic volatility. The link between macroeconomic volatility and capital account openness in the Greek economy is investigated by applying a simple three-month rolling standard deviation of real GDP growth and real final (total) consumption growth c...

  17. A Range-Based Multivariate Model for Exchange Rate Volatility

    OpenAIRE

    Tims, Ben; Mahieu, Ronald

    2003-01-01

    textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are interpreted as the underlying currency specific components. Due to the normality of logarithmic volatilities the model can be estimated conveniently with standard Kalman filter techniques. Our resu...

  18. Asymmetry Effects of shocks in Chinese Stock Markets Volatility

    DEFF Research Database (Denmark)

    Hou, Ai Jun

    2013-01-01

    The unique characteristics of the Chinese stock markets make it difficult to assume a particular distribution for innovations in returns and the specification form of the volatility process when modelling return volatility with the parametric GARCH family models. This paper therefore applies...... a generalized additive nonparametric smoothing technique to examine the volatility of the Chinese stock markets. The empirical results indicate that an asymmetric effect of negative news exists in the Chinese stock markets. Furthermore, compared with other parametric models, the generalized additive...

  19. Long memory and the relation between implied and realized volatility

    OpenAIRE

    Federico Bandi; Benoit Perron

    2003-01-01

    We argue that the conventional predictive regression between implied volatility (regressor) and realized volatility over the remaining life of the option (regressand) is likely to be a fractional cointegrating relation. Since cointegration is associated with long-run comovements, this finding modifies the usual interpretation of such regression as a study towards assessing option market efficiency (given a certain option pricing model) and/or short-term unbiasedness of implied volatility as a...

  20. Control of volatile organic compounds from air emissions by anaerobic bioscrubber: process performance and process simulation

    OpenAIRE

    Bravo Martínez, Daniel

    2017-01-01

    La contaminación atmosférica es un problema para la salud humana y para el medio ambiente. Dentro de los posibles contaminantes atmosféricos, los compuestos orgánicos volátiles son una de las causas asociadas al empeoramiento de la calidad ambiental. Una gran parte de estos compuestos son emitidos a la atmosfera por industrias que utilizan disolventes en su proceso productivo, estando reguladas estas emisiones industriales por la Directiva Europea de Emisiones Industriales (2010/75/EU). La in...

  1. Chemical generation of volatile species of copper – Optimization, efficiency and investigation of volatile species nature

    Czech Academy of Sciences Publication Activity Database

    Šoukal, Jakub; Benada, Oldřich; Matoušek, Tomáš; Dědina, Jiří; Musil, Stanislav

    2017-01-01

    Roč. 977, JUL (2017), s. 10-19 ISSN 0003-2670 Institutional support: RVO:68081715 ; RVO:61388971 Keywords : generation of volatile species * copper * analytical atomic spectrometry Subject RIV: CB - Analytical Chemistry, Separation; EE - Microbiology, Virology (MBU-M) OBOR OECD: Analytical chemistry; Microbiology (MBU-M) Impact factor: 4.950, year: 2016

  2. Option Valuation with Observable Volatility and Jump Dynamics

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

    Under very general conditions, the total quadratic variation of a jump-diffusion process can be decomposed into diffusive volatility and squared jump variation. We use this result to develop a new option valuation model in which the underlying asset price exhibits volatility and jump intensity...... dynamics. The volatility and jump intensity dynamics in the model are directly driven by model-free empirical measures of diffusive volatility and jump variation. Because the empirical measures are observed in discrete intervals, our option valuation model is cast in discrete time, allowing...

  3. Option Valuation with Observable Volatility and Jump Dynamics

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

    2015-01-01

    Under very general conditions, the total quadratic variation of a jump-diffusion process can be decomposed into diffusive volatility and squared jump variation. We use this result to develop a new option valuation model in which the underlying asset price exhibits volatility and jump intensity...... dynamics. The volatility and jump intensity dynamics in the model are directly driven by model-free empirical measures of diffusive volatility and jump variation. Because the empirical measures are observed in discrete intervals, our option valuation model is cast in discrete time, allowing...

  4. Estimation of volatility of selected oil production projects

    International Nuclear Information System (INIS)

    Costa Lima, Gabriel A.; Suslick, Saul B.

    2006-01-01

    In oil project valuation and investment decision-making, volatility is a key parameter, but it is difficult to estimate. From a traditional investment viewpoint, volatility reduces project value because it increases its discount rate via a higher risk premium. Contrarily, according to the real-option pricing theory, volatility may aggregate value to the project, since the downside potential is limited whereas the upside is theoretically unbounded. However, the estimation of project volatility is very complicated since there is not a historical series of project values. In such cases, many analysts assume that oil price volatility is equal to that of project. In order to overcome such problems, in this paper an alternative numerical method based on present value of future cash flows and Monte Carlo simulation is proposed to estimate the volatility of projects. This method is applied to estimate the volatility of 12 deep-water offshore oil projects considering that oil price will evolve according to one of two stochastic processes: Geometric Brownian Motion and Mean-Reverting Motion. Results indicate that the volatility of commodity usually undervalue that of project. For the set of offshore projects analyzed in this paper, project volatility is at least 79% higher than that of oil prices and increases dramatically in those cases of high capital expenditures and low price. (author)

  5. Volatility of an Indian stock market: A random matrix approach

    International Nuclear Information System (INIS)

    Kulkarni, V.; Deo, N.

    2006-07-01

    We examine volatility of an Indian stock market in terms of aspects like participation, synchronization of stocks and quantification of volatility using the random matrix approach. Volatility pattern of the market is found using the BSE index for the three-year period 2000- 2002. Random matrix analysis is carried out using daily returns of 70 stocks for several time windows of 85 days in 2001 to (i) do a brief comparative analysis with statistics of eigenvalues and eigenvectors of the matrix C of correlations between price fluctuations, in time regimes of different volatilities. While a bulk of eigenvalues falls within RMT bounds in all the time periods, we see that the largest (deviating) eigenvalue correlates well with the volatility of the index, the corresponding eigenvector clearly shows a shift in the distribution of its components from volatile to less volatile periods and verifies the qualitative association between participation and volatility (ii) observe that the Inverse participation ratio for the last eigenvector is sensitive to market fluctuations (the two quantities are observed to anti correlate significantly) (iii) set up a variability index, V whose temporal evolution is found to be significantly correlated with the volatility of the overall market index. MIRAMAR (author)

  6. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

    /estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

  7. A Consistent Pricing Model for Index Options and Volatility Derivatives

    DEFF Research Database (Denmark)

    Kokholm, Thomas

    to be priced consistently, while allowing for jumps in volatility and returns. An affine specification using Lévy processes as building blocks leads to analytically tractable pricing formulas for volatility derivatives, such as VIX options, as well as efficient numerical methods for pricing of European options...... on the underlying asset. The model has the convenient feature of decoupling the vanilla skews from spot/volatility correlations and allowing for different conditional correlations in large and small spot/volatility moves. We show that our model can simultaneously fit prices of European options on S&P 500 across...

  8. A Consistent Pricing Model for Index Options and Volatility Derivatives

    DEFF Research Database (Denmark)

    Cont, Rama; Kokholm, Thomas

    2013-01-01

    to be priced consistently, while allowing for jumps in volatility and returns. An affine specification using Lévy processes as building blocks leads to analytically tractable pricing formulas for volatility derivatives, such as VIX options, as well as efficient numerical methods for pricing of European options...... on the underlying asset. The model has the convenient feature of decoupling the vanilla skews from spot/volatility correlations and allowing for different conditional correlations in large and small spot/volatility moves. We show that our model can simultaneously fit prices of European options on S&P 500 across...

  9. Estimation and prediction under local volatility jump-diffusion model

    Science.gov (United States)

    Kim, Namhyoung; Lee, Younhee

    2018-02-01

    Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.

  10. Does Exchange Rate Volatility Affect Korea's Seaborne Import Volume?

    Directory of Open Access Journals (Sweden)

    Chang Beom Kim

    2017-03-01

    Full Text Available This study used monthly data from 2000 to 2015 to analyze the effects of USD/KRW exchange rate volatility on seaborne import volume in Korea. The results of an autoregressive distributed lag (ARDL analysis indicate that USD/KRW exchange rate volatility has a statistically significant negative influence on Korea's seaborne import volume. Moreover, the results of a vector error correction model (VECM analysis found that the USD/KRW exchange rate volatility exhibited short-term unidirectional causality on import volume and real income, and confirmed bidirectional causality between the real effective exchange rate and exchange rate volatility.

  11. Maximum likelihood approach for several stochastic volatility models

    International Nuclear Information System (INIS)

    Camprodon, Jordi; Perelló, Josep

    2012-01-01

    Volatility measures the amplitude of price fluctuations. Despite it being one of the most important quantities in finance, volatility is not directly observable. Here we apply a maximum likelihood method which assumes that price and volatility follow a two-dimensional diffusion process where volatility is the stochastic diffusion coefficient of the log-price dynamics. We apply this method to the simplest versions of the expOU, the OU and the Heston stochastic volatility models and we study their performance in terms of the log-price probability, the volatility probability, and its Mean First-Passage Time. The approach has some predictive power on the future returns amplitude by only knowing the current volatility. The assumed models do not consider long-range volatility autocorrelation and the asymmetric return-volatility cross-correlation but the method still yields very naturally these two important stylized facts. We apply the method to different market indices and with a good performance in all cases. (paper)

  12. 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.

  13. TMVOC, simulator for multiple volatile organic chemicals

    International Nuclear Information System (INIS)

    Pruess, Karsten; Battistelli, Alfredo

    2003-01-01

    TMVOC is a numerical simulator for three-phase non-isothermal flow of water, soil gas, and a multicomponent mixture of volatile organic chemicals (VOCs) in multidimensional heterogeneous porous media. It is an extension of the TOUGH2 general-purpose simulation program developed at the Lawrence Berkeley National Laboratory. TMVOC is designed for applications to contamination problems that involve hydrocarbon fuel or organic solvent spills in saturated and unsaturated zones. It can model contaminant behavior under ''natural'' environmental conditions, as well as for engineered systems, such as soil vapor extraction, groundwater pumping, or steam-assisted source remediation. TMVOC is upwards compatible with T2VOC (Falta et al., 1995) and can be initialized from T2VOC-style initial conditions. The main enhancements in TMVOC relative to T2VOC are as follows: a multicomponent mixture of volatile organic chemicals can be modeled; any and all combinations of the three phases water-oil-gas are treated; several non-condensible gases may be present; diffusion is treated in all phases in a manner that is fully coupled with phase partitioning. This paper gives a brief summary of the methodology used in TMVOC as well as highlighting some implementation issues. Simulation of a NAPL spill and subsequent remediation is discussed for a 2-D vertical section of a saturated-unsaturated flow problem

  14. 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.

  15. Asymmetric conditional volatility in international stock markets

    Science.gov (United States)

    Ferreira, Nuno B.; Menezes, Rui; Mendes, Diana A.

    2007-08-01

    Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the SP 500, FTSE 100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of changes in macroeconomic variables, we find no significant evidence of asymmetric behaviour of the stock market returns. There are some signs that the Portuguese Stock Market tends to show somewhat less market efficiency than other markets since the effect of the shocks appear to take a longer time to dissipate.

  16. Arsenic biotransformation and volatilization in transgenic rice

    Science.gov (United States)

    Meng, Xiang-Yan; Qin, Jie; Wang, Li-Hong; Duan, Gui-Lan; Sun, Guo-Xin; Wu, Hui-Lan; Chu, Cheng-Cai; Ling, Hong-Qing; Rosen, Barry P.; Zhu, Yong-Guan

    2011-01-01

    Summary Biotransformation of arsenic includes oxidation, reduction, methylation and conversion to more complex organic arsenicals. Members of the class of arsenite [As(III)] S-adenosylmethyltransferase enzymes catalyze As(III) methylation to a variety of mono-, di- and trimethylated species, some of which are less toxic than As(III) itself. However, no methyltransferase gene has been identified in plants. Here, an arsM gene from the soil bacterium Rhodopseudomonas palustris was expressed in Japonica rice (Oryza sativa L.) cultivar Nipponbare, and the transgenic rice produced methylated arsenic species, which were measured by inductively coupled plasma mass spectrometry (ICP-MS) and high performance liquid chromatography-inductively coupled plasma-mass spectrometry (HPLC-ICP-MS). Both monomethylarsenate [MAs(V)] and dimethylarsenate [DMAs(V)] were detected in the root and shoot of transgenic rice. After 12-d exposure to As(III), the transgenic rice gave off 10-fold more volatile arsenicals. The present study demonstrates that expression of an arsM gene in rice induces arsenic methylation and volatilization, providing a potential stratagem for phytoremediation theoretically. PMID:21517874

  17. Rapid analytical extraction of volatile fermentation products

    Energy Technology Data Exchange (ETDEWEB)

    Jansen, N B; Flickinger, M C; Tsao, G T

    1979-10-01

    With renewed interest in production of liquid fuels and chemical feedstocks from carbohydrates, numerous authors have utilized gas-liquid chromatography (GC) for quantification of volatile products. Poor separation and short column life will result if residual sugars present in the medium are not separated from the volatile compounds before injection. In our current investigation of 2,3-butanediol production from xylose, we have developed a rapid GC assay for 2,3-butanediol, acetyl methyl carbinol (acetoin), 2,3-butanedione (diacetyl), and ethanol. This method extracts the fermentation products at high pH from residual xylose before injection into the GC. This routine is a modification of the method of Kolfenbach et al. and is more rapid than the method of separation of diacetyl and acetoin from carbohydrates by distillation reported by Gupta et al. Their erroneous reports of yields of 640 mg diacetyl + acetoin/g sugar are 30% higher than the theoretical maximum for Enterobacter cloacae (ATCC 27613) and points out the need for a reliable, accurate assay for these products.

  18. Stock return, seasonality and asymmetric conditional volatility in steel & iron subsector

    Directory of Open Access Journals (Sweden)

    V. Chirila

    2015-01-01

    Full Text Available This paper presents the results obtained following the testing of five hypotheses regarding conditional return and volatility of the most listed European stocks in the steel & iron subsector. The following elements of the stocks are analysed: time variation of volatility, seasonality of return and volatility, relationship between return and volatility and volatility asymmetry. The results obtained confirm for all the analyzed stocks the existence of volatility variation in time, the lack of correlation between return and volatility, the existence of asymmetry phenomenon of volatility and the presence in some stocks of the seasonality effect both for return and volatility.

  19. Gasoline taxes and revenue volatility: An application to California

    International Nuclear Information System (INIS)

    Madowitz, M.; Novan, K.

    2013-01-01

    This paper examines how applying different combinations of excise and sales taxes on motor fuels impact the volatility of retail fuel prices and tax revenues. Two features of gasoline and diesel markets make the choice of tax mechanism a unique problem. First, prices are very volatile. Second, demand for motor fuels is extremely inelastic. As a result, fuel expenditures vary substantially over time. Tying state revenues to these expenditures, as is the case with a sales tax, results in a volatile stream of revenue which imposes real costs on agents in an economy. On July 1, 2010, California enacted Assembly Bill x8-6, the “Gas Tax Swap”, increasing the excise tax and decreasing the sales tax on gasoline purchases. While the initial motivation behind the revenue neutral swap was to provide the state with greater flexibility within its budget, we highlight that this change has two potentially overlooked benefits; it reduces retail fuel price volatility and tax revenue volatility. Simulating the monthly fuel prices and tax revenues under alternative tax policies, we quantify the potential reductions in revenue volatility. The results reveal that greater benefits can be achieved by going beyond the tax swap and eliminating the gasoline sales tax entirely. - Highlights: • We examine how gasoline taxes affect government revenue volatility. • We simulate the impact of California's Gasoline Tax Swap policy. • Sales taxes are shown to magnify price volatility and government revenue volatility. • A pure excise tax policy results in less volatile fuel prices and state revenues. • We argue that reductions in both forms of volatility are welfare enhancing

  20. Determinación del contenido de compuestos de cromo en el cemento portland por espectrofotometría de absorción atómica. Segunda parte

    Directory of Open Access Journals (Sweden)

    Gaspar-Tebar, Demetrio

    1976-12-01

    Full Text Available Not availableEn un trabajo anterior (1 se ha puesto de manifiesto la importancia que tiene conocer el contenido de compuestos de cromo (III y de cromo (VI en el cemento portland, habiendo determinado dicho contenido en diversas 'muestras de distintos cementos, fabricados por la industria española, por espectrofotocolorimetría del complejo coloreado formado en la reacción que tiene lugar entre el cromo (VI y la s-difenilcarbacida, de tal modo que se puedan utilizar como patrones para estudiar y poner a punto un procedimiento rápido y preciso que utiliza la espectrofotometría de absorción atómica, objeto del presente artículo.