Efecto de diferentes métodos de extracción sobre el perfil de ácidos grasos en el aceite de aguacate (Persea americana Mill. var. Hass

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José Alberto Ariza Ortega

2011-12-01

Full Text Available El objetivo de este estudio fue evaluar la posible formación de ácidos grasos trans (AGT en el aceite de aguacate, extraído con disolvente (hexano, con y sin calor, y por centrifugación. Para analizar el aceite se emplearon índices químicos, y para la identificación y cuantificación de los ácidos grasos se utilizó Espectroscopía de Infrarrojo con Transformada de Fourier (EITF, en la región media de 400 a 4000 cm-1 y cromatografía de gases. En los resultados del análisis por EITF se demostró que los tres aceites presentaron un pico definido en la región de 968 cm-1 que corresponde a los dobles enlaces trans. Los AGT se cuantificaron < 0,5 g/100 g de aceite, valores menores que el propuesto por The Danish Veterinary and Food Administration para considerar un aceite libre de AGT. De acuerdo con los índices químicos, el método que causó la mínima modificación en la calidad del aceite fue el de extracción por centrifugación.

Efecto de diferentes métodos de extracción sobre el perfil de ácidos grasos en el aceite de aguacate (Persea americana Mill. var. Hass

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Arturo Martínez Zavala

2011-01-01

Full Text Available El objetivo de este estudio fue evaluar la posible formación de ácidos grasos trans (AGT en el aceite de aguacate, extraído con disolvente (hexano, con y sin calor, y por centrifugación. Para analizar el aceite se emplearon índices químicos, y para la identificación y cuantificación de los ácidos grasos se utilizó Espectroscopía de Infrarrojo con Transformada de Fourier (EITF, en la región media de 400 a 4000 cm E-1 y cromatografía de gases. En los resultados del análisis por EITF se demostró que los tres aceites presentaron un pico definido en la región de 968 cm E-1 que corresponde a los dobles enlaces trans. Los AGT se cuantificaron < 0,5 g/100 g de aceite, valores menores que el propuesto por The Danish Veterinary and Food Administration para considerar un aceite libre de AGT. De acuerdo con los índices químicos, el método que causó la mínima modificación en la calidad del aceite fue el de extracción por centrifugación.

Efectos y controversias de los ácidos grasos omega-3: effects and controversies Omega-3 fatty acids

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Fernando Manzur

Full Text Available Gracias al descubrimieno del mecanismo de acción de los ácidos grasos omega-3 para disminuir las arritmias ventriculares, éstos han vuelto a cobrar importancia por su efecto cardio-protector. La ingestión de ácidos grasos omega-3 disminuye el riesgo de trombosis y accidentes cerebro-vasculares al disminuir los lípidos sanguíneos, mejorando en esta forma la función endotelial. Sin embargo, algunos estudios epidemiológicos no han encontrado una relación directa a este respecto y además hay controversia respecto a las dosis necesarias para lograr este efecto cardio-protector. Hay estudios que reportan que el contenido de metil-mercurio en peces afecta la disposición de los ácidos grasos omega-3. En el Caribe colombiano se ha encontrado contaminación de peces con metil-mercurio.Thanks to the discovery of omega-3 fatty acids’ mechanism of action, these have regained importance due to its cardio-protective effect. The ingestion of omega-3 fatty acids diminishes the risk of thrombosis and cerebro-vascular accidents by lowering serum lipids and improving endothelial function. Nevertheless, some epidemiological studies have not found a direct relationship with them and there is controversy with regard to the doses needed in order to achieve this cardio-protective effect. There are studies reporting that the methyl-mercury content in fish affects omega-3 fatty acids’ disposal. In the Colombian Caribbean region, fish contamination with methyl-mercury has been found.

Hígado graso no alcohólico: bioquímica clínica y farmacología

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José Illnait-Ferrer

2011-01-01

El hígado graso como entidad clínica ha concitado un notable interés toda vez que ha pasado a ser de un hallazgo ultrasonográfico de poca trascendencia a un importante problema de salud por su frecuencia, pronóstico e insuficiencia de los tratamientos farmacológicos propuestos. La obesidad, la resistencia a la insulina y la dislipoproteinemia son los factores de riesgo más importantes, aunque en ocasiones resulta difícil identificar otros posibles factores de riesgo. Se distinguen dos etapas:...

ENRIQUECIMIENTO DE HUEVOS CON ÁCIDOS GRASOS OMEGA-3 MEDIANTE LA SUPLEMENTACIÓN CON SEMILLA DE LINO (Linum usitatissimum EN LA DIETA

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Gonzalo Díaz

2009-04-01

Full Text Available Objetivo. Enriquecer los huevos de gallina con ácidos grasos omega-3 (n-3 mediante la inclusión de semillas de lino en la dieta. Materiales y métodos. La dieta de las aves fue formulada con niveles de 0 (L0, 10 (L10, 15 (L15 y 20% (L20 de linaza. Se determinó la composición de ácidos grasos por cromatografía de gases y se evaluó la producción y calidad del huevo. Resultados. El porcentaje de producción de huevo fue superior en los grupos L0 y L15 (p<0.05 con 93,0 y 91,5% de producción comparada con 86,0 % en los grupos L10 y L20. La mejor conversión de alimento se presentó también en los grupos L0 y L15. Con la inclusión de semilla de lino, se incrementó el contenido de ácidos grasos n-3 desde 3,0 % en el grupo L0 hasta 12,6 % en el grupo L20, siendo los ácidos grasos n-3 á-linolénico (C18:3, n-3 y docosahexahenóico (DHA, C22:6, n-3 los hallados en mayor concentración. Con la inclusión de linaza en la dieta de las gallinas ponedoras se redujo el contenido de acido linoleico (C18:2n-6, lo cual resultó en una disminución en la relación n-6: n-3. Conclusiones. Con base en la evaluación económica se concluye que es posible enriquecer la yema de huevo de gallina hasta con un 10,1 % de ácidos grasos n-3 mediante la inclusión de un 15 % de linaza en la dieta de las gallinas, sin embargo, esto representó un sobrecosto de producción del 12%.

HÿGADO GRASO NO ALCOHÿLICO

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LORENA CASTRO S., DRA.

2015-09-01

Full Text Available La esteatosis hepática no alcohólica es la acumulación excesiva de grasa en el hígado, en ausencia de causas secundarias y constituye la etiología frecuente de enfermedad hepática crónica sin terapia efectiva demostrada. La enfermedad incluye esteatosis, inflamación, fibrosis/cirrosis y hepatocarcinoma. El fenómeno inicial ocurre en la grasa corporal, con hipertrofia adipocitaria, liberación de adipoquinas y citoquinas pro-inflamatorias, que inducirán resistencia a la insulina. Este fenómeno provocará liberación de ácidos grasos a la circulación, captados por hepatocitos. En su evaluación clínica existen diferentes algoritmos con múltiples variables, limitando la biopsia hepática solo a casos excepcionales. Es esencial modificar el estilo de vida y bajar de peso. En diabéticos, metformina y pioglitazona son de primera elección. Los bloqueadores de la angiotensina son útiles en hipertensos con EHNA. Para prevenir la progresión de la enfermedad y en pacientes no diabéticos, asociar vitamina E. Las estatinas pueden utilizarse dada la asociación con patología cardiovascular.

ANTIOXIDANTES: MICRONUTRIENTES EN LUCHA POR LA SALUD

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Zamora S, Juan Diego

2007-01-01

Los antioxidantes son sustancias químicas que se caracterizan por impedir o retrasar la oxidación de diversas sustancias principalmente de los ácidos grasos cuyas reacciones se producen tanto en los alimentos como en el organismo humano, en el cual puede provocar alteraciones fisiológicas importantes desencadenantes de diversas enfermedades. Otra de las funciones de los antioxidantes es facilitar el uso fisiológico del oxígeno por parte de las mitocondrias celulares, ayudando a reducir los ef...

El ácido estearidónico: un ácido graso omega-3 de origen vegetal con gran potencialidad en salud y nutrición

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Rincón, Miguel Ángel; Valenzuela, Rodrigo; Valenzuela, Alfonso

2015-01-01

Los beneficios para la salud de los ácidos grasos poliinsaturados omega-3 eicosapentaenoico (20:5,EPA) y docosahexaenoico (22:6, DHA) son ampliamente conocidos y están disponibles principalmente en alimentos de origen marino como el pescado. Sin embargo, en función de las recomendaciones internacionales acerca del consumo de pescado, éste es muy reducido en muchos países, incluido Chile. Por ello, la industria de alimentos está mostrando un interés creciente por el ácido estearidónico (18:4, ...

Composición del contenido de ácidos grasos en tres poblaciones mexicanas de Artemia franciscana de aguas epicontinentales

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Aída Malpica Sánchez

2004-03-01

Full Text Available En este trabajo se presenta la composición y el porcentaje de ácidos grasos de tres poblaciones mexicanas de Artemia franciscana de aguas epicontinentales; dos provienen de lugares silvestres (Coahuila y San Luis Potosí y una (Texcoco de un cultivo alimentado con Spirulina. Para la determinación de los ácidos grasos de cada población se extrajeron los lípidos totales por el método soxhlet y se esterificaron los ácidos grasos; posteriormente, mediante cromatografía de gases se determinó la composición y el porcentaje de los mismos. Los resultados muestran que la población de Texcoco contiene los seis ácidos grasos relevantes para peces y crustáceos en la acuicultura (16:0; 16:1; 18:1; 18:2w6; 18:3w3 y 20:5w3; mientras que la Artemia de San Luis Potosí resultó ser la más pobre en estos ácidos y la población de Coahuila, aunque mostró un perfil amplio, carece del ácido linolénico, ácido esencial y precursor de otros. Al comparar estos resultados, con datos ecológicos de estas tres poblaciones publicados previamente, se puede señalar que el ambiente es determinante para este crustáceo ya que Artemia de Texcoco provenía de un cultivo alimentado con Spirulina y fue la población que mostró mayor variedad de ácidos grasos. Las otras dos poblaciones son silvestres, con hábitats diferentes, la Artemia de Coahuila vive en aguas ricas en sulfatos y la de San Luis Potosí habita en vasos evaporadores de sal construidos con piedra de cantera y por lo tanto con escaso crecimiento de fitoplancton, ambas poblaciones mostraron deficiencias de ácidos grasos esenciales, sobre todo ésta últimaIn this paper is presented the percentage of fatty acids composition of three Artemia franciscana Mexican populations of epicontinentals waters; two are from natural environments (Coahuila and San Luis Potosí and one (Texcoco is a culture fed with Spirulina. Determination of fatty acids composition in each population, was performed by

Composición de ácidos grasos de los caracoles marinos Phyllonotus pomum y Chicoreus brevifrons (Gastropoda: Muricidae

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Haydelba D’Armas

2010-06-01

Full Text Available Se comparó el contenido de ácidos grasos en los lípidos totales de los caracoles Phyllonotus pomum y Chicoreus brevifrons, recolectados en tres diferentes épocas del año en Punta Arena, estado Sucre, Venezuela. Las concentraciones lipídicas oscilaron entre 0.87 y 1.85%, correspondiendo el valor mínimo y el máximo a C. brevifrons colectado en lluvia y sequía, respectivamente. La esterificación de los ácidos grasos presentes en estos lípidos seguida de la cromatografía de gases permitió la caracterización y cuantificación de los ácidos grasos. En los lípidos totales de las dos especies, en todas las épocas, se observaron elevadas concentraciones de ácidos grasos insaturados (57.21-70.05% seguido de los saturados (20.33-31.94%. Entre los ácidos grasos insaturados, predominaron los de tipo poliinsaturados, exceptuándose el extracto lipídico de P. pomum en época de transición donde las grasas monoinsaturadas fueron las mayoritarias (38.95%. Los ácidos grasos que prevalecieron fueron: C14:0, C16:0, C18:0, C20:1, C22:1 ω- 11, C22:1 ω-9, C18:3 ω-3, C20:5 ω-3 y el C22:6 ω-3, siendo este ϊltimo el predominante entre los αcidos grasos poliinsaturados, presentando porcentajes de distribuciσn comprendidos entre 4.62 y 33.11%. Debido a las altas concentraciones de ácidos grasos poliinsaturados encontradas en ambos caracoles, se recomienda su consumo para la alimentación de los seres humanos.

ÁCIDOS GRASOS, ÉSTERES Y ESTEROLES DEL CUERPO FRUCTÍFERO DEL HONGO Laccaria laccata

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Ivonne J. Nieto

2008-04-01

Full Text Available Del extracto en acetato de etilo del hongo comestible Laccaria laccata, se aislaron 3 ácidos grasos,  6 esteres etílicos, 5 esteroles y un triterpeno ergostánico. Los compuestos se identificaron por E.M. como ácido palmítico, ácido linoléico y ácido oléico, Hexadecanoato de etilo, 8-octadecenoato de etilo, 9-octadecenoato de etilo, 9,12-octadecadienoato de etilo, estearato de etilo,  eicosanoato de etilo, ergosta-2,5,7,9(11,22-pentaeno, ergosta-5,7,22-trien-3b-ol (ergosterol, ergosta-7,22-dien-3b-ol, ergosta-7-en-3b-ol, ergosta-5,7,9(11,22-tetraen-3b-ol y  estigmast-5-en-3b-ol. Tanto los ésteres como los dos últimos compuestos se reportan por primera vez en la especie laccata.

Soybean lecithin: acetone insoluble residue fractionation and their volatile components

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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

Cambios de las propiedades físico-químicas y perfil de ácidos grasos en cacao de Chuao, durante el beneficio

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Lares Amaiz, Mary; Pérez Sira, Elevina; Álvarez Fernández, Clímaco; Perozo González, José; El Khori, Sandra

2013-01-01

El beneficio del cacao Theobroma cacao, en Venezuela, cambia de una región a otra y está influenciado por las condiciones ambientales de la región, lo cual trae consigo variaciones en la calidad de los productos finales y poco se ha reportado en relación a esto. Es por ello, que el objetivo del presente trabajo fue caracterizar las propiedades fisicoquímicas y el perfil de ácidos grasos de los granos de cacao de la cosecha denominada “San Juanera” en la región de Chuao y en diferentes etapas ...

Consumo de ácidos grasos trans y riesgo cardiovascular Consumption of trans fatty acids and cardiovascular risk

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Fernando Manzur J

2009-06-01

Full Text Available Los ácidos grasos con configuración trans poco se encuentran en los alimentos de manera natural, sino que se incorporan a éstos como consecuencia de modificaciones principalmente debidas a los procesos industriales de hidrogenación a que se someten los aceites para convertirlos en grasas sólidas. Aún cuando su estructura incluye dobles enlaces, el tipo de configuración permite un comportamiento biológico similar al de los ácidos grasos saturados, con efectos negativos sobre múltiples funciones celulares. La evidencia demuestra que son perjudiciales para la salud, en especial a lo que se refiere a riesgo de enfermedad cardiovascular, razón por la cual es importante disminuir su consumo. Teniendo en consideración la evidencia obtenida de investigaciones sobre las alteraciones del metabolismo producidas por los ácidos grasos trans, es posible plantear una precaución lógica hacia el consumo de dietas ricas en dichos ácidos. Sus efectos deletéreos serían incluso peores en aquellas poblaciones que consumen bajas cantidades de ácidos grasos esenciales. De ahí surge la importancia de iniciar con prontitud políticas sanitarias orientadas a controlar la aterosclerosis en nuestro país. Las mismas deben estar necesariamente sustentadas sobre un conocimiento profundo de las características o condiciones particulares a las que nuestra población se encuentra sometida. Sólo así podrá darse inicio a una intervención efectiva sobre nuestros cuestionados hábitos alimentarios.Trans fatty acids are scarcely found naturally in food; they are incorporated to it as a result of modifications mainly due to hydrogenation industrial processes to which oils are submitted in order to obtain solid fats. Even when its structure includes double bonds, the type of configuration allows a biological behavior similar to that of saturated fatty acids, with negative effects on multiple cellular functions. The evidence shows that they are harmful to health

Papel protector de la dieta Mediterránea sobre el Índice de Hígado Graso. Estudio PREDIMED-Málaga

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Cueto Galán, Raquel

2016-01-01

ANTECEDENTES La dieta Mediterránea está asociada con una disminución en la prevalencia del síndrome metabólico donde el hígado graso es el componente hepático. No obstante, los efectos de esta dieta sobre las enzimas hepáticas y el hígado graso apenas están explorados, es más, los mecanismos subyacentes en relación con el hígado graso y una dieta Mediterránea enriquecida con aceite de oliva o frutos secos no han sido aún estudiados. El Índice de Hígado Graso (FLI, Fatty Liver Index), ha si...

Estudio de la transformación del Aceite de Soya usado en ésteres etílicos de ácidos grasos

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Sarracent-López, Anabel; Gandón-Hernández, José

2016-01-01

La reutilización de los aceites vegetales en la elaboración de alimentos trae efectos nocivos para la salud y por otro lado se necesita de un complejo tratamiento para poder descartarlos sin que afecten al medio ambiente. Transformarlo en ésteres metílicos o etílicos de ácidos graso y glicerina, mediante la transesterificación con el alcohol correspondiente, puede constituir un procedimiento adecuado para su tratamiento. Se investigó con aceite de soya residual, proveniente de una empresa pro...

Suplementación enteral con ácidos grasos esenciales en recién nacidos pretérmino

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Virginia Díaz-Argüelles Ramírez-Corría

2001-03-01

Full Text Available La tasa de crecimiento de recién nacidos (RN de muy bajo peso al nacer es muy elevada, sobre todo hasta que alcanzan el término y la ingesta balanceada de ácidos grasos esenciales es necesaria para un desarrollo adecuado de las membranas celulares fundamentalmente de cerebro y retina. Los tejidos de animales alargan y desaturan ácidos grasos progenitores, y esta conversión a ácidos grasos poliinsaturados de cadena larga se encuentra bajo regulación activa. En el RN pretérmino estos mecanismos son inmaduros y por tanto el ácido araquidónico y el docosahexaenoico se consideran esenciales, si se tiene en cuenta que el cerebro utiliza éstos como único perfil de ácidos grasos poliinsaturados de cadena larga. La fluidez de las membranas celulares dependerá del tipo de fosfolípido de las membranas y sobre todo de la longitud y saturación de la cadena acílica. La síntesis de prostaglandinas y tromboxanos en el RN pretérmino puede variar de acuerdo con la ingesta de ácido araquidónico. A pesar de que las necesidades de ácidos grasos esenciales están estimadas en unos pocos miligramos relacionados con la ingesta energética total, es preciso que exista una proporción adecuada entre el aporte de las 2 familias de ácidos grasos. La FAO/OMS y la ESPGAN han hecho recomendaciones para el aporte de ácido linoleico y a-linolénico en fórmulas infantiles para RN pretérmino, y mantienen una relación 5/15. En estos casos es necesaria también la suplementación con antioxidantes, para prevenir la peroxidación lipídica a la que están expuestos neonatos en oxígeno y con ventilación mecánica.The growth rate of very low birth weight newborn infants is considerably high, mainly until they reach the term, and a balanced intake of essential fatty acids is necessary for an adequate development of the cellular membranes fundamentally from the brain and retina. The tissues from animals lengthen and desaturate progenitor fatty acids and this

Efecto de los aceites y semillas en dietas para rumiantes sobre el perfil de ácidos grasos de la leche. Revisión

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Andrés L. Martínez Marín; Manuel Pérez Hernández; Luis M. Pérez Alba; Domingo Carrión Pardo; Gustavo Gómez Castro; Ana I. Garzón Sígler

2013-01-01

Este trabajo presenta una revisión del efecto de la adición de aceites y semillas ricos en ácidos grasos insaturados, a la dieta de las hembras rumiantes, sobre el contenido de ácidos grasos de la grasa láctea. Cuando se incluyen aceites y semillas en la dieta, los cambios del perfil de ácidos grasos de la leche ocurren en el mismo sentido en vacas, ovejas y cabras. Algunos de los efectos observados son comunes a todos los aceites y semillas con independencia del ácido graso mayoritario que a...

Embolismo graso en un niño con distrofia muscular de duchenne y fractura bilateral de fémur. una rara asociación.

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Vergara Amador, Enrique; Galván Villamarín, Fernando; Piña Quintero, Marcela

2011-01-01

Las fracturas de fémur en pacientes que sufren de distrofiamuscular de Duchenne (DMD) son frecuentes, con unaincidencia entre 15-44 por ciento. El embolismo grasose presenta en fracturas de huesos largos generalmenteasociado a trauma de alta energía o a lesiones extensasde tejidos blandos. El diagnóstico de embolismo grasono es tan frecuente en niños posiblemente porque cursacon presentaciones subclínicas. No existen reportesde embolismo graso asociado a distrofia muscular deDuchenne. Informa...

Asociación entre el porcentaje graso y las capacidades físicas básicas de niños de 7 a 11 años en etapa escolar de una institución educativa de Bogotá, D.C.

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Mary Luz Ocampo-Plazas

2016-09-01

Full Text Available Introducción. La obesidad es una enfermedad de evolución rápida y constante que genera costos en salud por enfermedades consecuentes, las cuales aparecen en edades cada vez más tempranas. La disminución del rendimiento físico ocasionado por la obesidad se ha descrito en varios estudios, principalmente, asociado a la alteración de capacidad aeróbica como agente causal, pero también a la disminución de la afectación de otras capacidades físicas. Objetivo. Determinar el grado de asociación entre porcentaje graso y capacidades físicas (fuerza, flexibilidad y resistencia en escolares. Materiales y métodos. Se evaluaron las capacidades físicas de escolares de segundo a quinto grado, entre 7 a 11 años, utilizando FITNESSGRAM®. También se correlacionaron las variables de porcentaje graso y capacidades físicas básicas para determinar la fuerza de asociación entre estas. Resultados. Existe asociación significativa entre porcentaje graso y nivel PACER (p=0.0001, push up (p<0.0001, resistencia abdominal (p=0.0148 y flexibilidad de hombro izquierdo (p=0.03186. Sin embargo, no hubo asociación con la fuerza potencia. Conclusión. El porcentaje graso tiene alta influencia sobre las capacidades físicas en general. Se necesita desarrollar estrategias desde temprana edad para contrarrestar el sobrepeso y la obesidad, así como fomentar la actividad física para minimizar los efectos deletéreos sobre la salud.

PROCESO ENZIMATICO PARA LA PRODUCCION DE METIL ESTERES DE ACIDOS GRASOS UTILIZANDO ACEITES RESIDUALES DE FRITURA EN MEZCLA CON ACEITE DE RAPS COMO MATERIA PRIMA

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AZOCAR ULLOA; LAURA HAYDEE; AZOCAR ULLOA; LAURA HAYDEE

2010-01-01

Los procesos catalizados por lipasas han sido ampliamente investigados como alternativa para la producción de metil ésteres de ácidos grasos (fatty acid methyl ester, FAME) o biodiesel. El interés en este proceso radica en que a diferencia de los procesos convencionales catalizados con sales alcalinas, los procesos catalizados con lipasas permiten el uso de materias primas alternativas y de menor costo, tales como el aceite residual de fritura (waste frying oil, WFO). Pese a los l...

Fritura de filetes de sardinas congeladas en aceite de oliva. Influencia de diferentes métodos de descongelación sobre el contenido graso y la composición en ácidos grasos

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Álvsarez-Pontes, M. E.

1994-06-01

diferente, según se efectuase en frigorífico o con microondas. En el primer caso, se favoreció la absorción de ácido oleico, llegando el contenido en AGM hasta un 61,8%; en la descongelación con microondas el contenido en AGM fue sólo del 47%. Los porcentajes de ácidos grasos saturados y poliinsaturados disminuyeron en los filetes fritos frente a sus básales crudos como consecuencia del aumento de AGM. El cociente C22:6/C16:0 descendió por efecto de la fritura en los filetes de sardina congelada y descongelada en frigorífico ambiente, pero no en los descongelados en microondas.

ANÁLISIS EXPLORATORIO DE LOS ÁCIDOS GRASOS DEL ISAÑO (Tropaeolum tuberosum

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Rodrigo Ramallo Zamora

2005-01-01

Full Text Available Los tubérculos transformados en harina a partir de seis variedades domésticas de isaño (Tropaeolum tuberosum fueron analizados con el fin de explorar el perfil de ácidos grasos de sus lípidos y así conocer mejor sus cualidades nutricionales. Los resultados mostraron que las harinas de isaño contienen un balance muy interesante de ácidos grasos. Los perfiles fueron muy similares entre todas las variedades analizadas. Se observó un alto contenido de ácidos grasos poliinsaturados (70,8%, con una relación promedio insaturados/saturados de 3,0. La relación promedia linoleico/-linolénico fue de 2,2. Este valor se sitúa dentro del margen recomendado para una dieta saludable (<5. Sin embargo, cabe mencionar que el contenido de grasa de los tubérculos de isaño es bajo (<1% de la materia seca. Se debe analizar el contenido de grasa de las semillas del isaño, que podrían tener una concentración más importante de grasas. De todas maneras, los resultados son alentadores para la utilización de la planta de isaño como una fuente alimenticia.

Cambios en los ácidos grasos de membrana de Microbacterium esteraromatlcum GNP-5 con diferentes temperaturas y osmolaridades

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Graciela Natalia Pucci

2006-07-01

Full Text Available Microbacterium esteraromaticum es un microorganismo que se aísla con frecuencia de Jandfarming o procesos de biorremediación de hidrocarburos en la meseta de la Patagonia central (Argentina y se halla sometido a variaciones de temperatura y a cambios de salinidad que se producen naturalmente. Su adaptabilidad a esos cambios climáticos indujo al estudio de las modificaciones que se producen en su membrana celular para resistirlos. En este trabajo se estudió el efecto conjunto de la temperatura y la concentración de cloruro de sodio sobre la composición de los ácidos grasos de membrana en la cepa de Microbacterium esteraromaticum GNP-5b. M. esteraromaticum utiliza, frente al incremento de la temperatura, la estrategia es aumentar la longitud de sus ácidos grasos de cadenas ramificada impar (17 átomos de carbono con disminución de 15:0 anteiso, así como el porcentaje de ácidos grasos 15:0 iso (de mayor punto de fusión a partir del respectivo anteiso. El aumento de la salinidad modifica la composición de ácidos grasos siguiendo patrones diferentes según sea la temperatura de incubación. A 14 Y28 oc incrementa los 15:0 iso y 17:0 iso en detrimento de sus homólogos anteiso. A 37 "C este grupo de ácidos grasos no sigue los mismos patrones anteriores. La longitud de cadena, expresada como el índice C15jC17, es errática con el aumento de la salinidad.

La efectividad de los ácidos grasos hiperoxigenados en el cuidado de la piel perilesional, la prevención de las úlceras por presión, vasculares y de pie diabético The effectiveness of hyperoxygenated fatty acids in the care of skin perilesional, the prevention of the pressure ulcers, vascular ulcers and diabetic foot

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F. Martínez Cuervo

2009-03-01

Full Text Available En la última década han aparecido en el mercado los ácidos grasos hiperoxigenados como una herramienta a tener en cuenta en la prevención de las úlceras por presión. Sin embargo, disponemos de pocos estudios que avalen su uso, especialmente en estos últimos años. Realizamos un estudio de revisión bibliográfica de los artículos publicados de ácidos grasos hiperoxigenados con el objetivo de conocer su uso y efectividad. Se constata que los ácidos grasos hiperoxigenados son muy importantes en el mantenimiento de la integridad de la piel evitando la formación de úlceras por presión o retrasando su instauración. Aún no disponiendo de ensayos clínicos que evidencien su uso en otras patologías pero, durante los últimos años, se han venido utilizando con resultados satisfactorios en el cuidado de la piel de personas con alteraciones vasculares de miembros inferiores, en el pie diabético y en el cuidado de la piel perilesional. Los ácidos grasos hiperoxigenados son una opción terapéutica óptima que debería formar parte de los protocolos clínicos de actuación de enfermería en la prevención de las úlceras crónicas y en el cuidado de la piel perilesional.Hyperoxigenated fatty acids (HOFA have appeared in the market in the last decade to provide a tool in the prevention of pressure ulcers. However, there are few studies demonstrating their usefulness, especially in last few years. A study of bibliographical revision of articles dealing about hyperoxigenated fatty acids was performed with the aim of knowing their usefulness and effectiveness. It is stated that the hyperoxygenated fatty acids are very important in the maintenance of the integrity of the skin to avoid the formation of pressure ulcers or delaying their restoration. Not yet having clinical trials demonstrating their use in other pathologies, recently, HOFA have been used with satisfactory results in the skin care of people with vascular alterations of inferior

La importancia de los ácidos grasos en la leche materna y en las fórmulas lácteas

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Vega, S.

2012-06-01

Full Text Available The best choice for feeding the newborn child is breast milk, and when it is not possible to breastfeed a baby, the breast milk is replaced by lacteal formula, which is why numerous studies focus their attention on the analysis of the diverse components of baby formula as well as functions in the breastfed baby. Fatty acids are components of great nutritional importance in the fetus and in the newborn child. Nowadays it is estimated that the fetus, during the last trimester of the gestational period and the newborn child, during the first six months of life, need a great contribution of araquidonic and docosahexaenoic acids, due to the fact that the speed of transformation of the predecessors to the hepatic level are not sufficient to cover the metabolic requirements of these fatty acids and it is the mother who contributes them through placental transport during gestation and her milk during lactation. The Organization of Food and Agriculture (FAO, the World Health Organization (WHO, the European Society of Gastroenterology, Hepatology and Pediatric Nutrition (ESPGHAN and the American Academy of Pediatrics recommend that lacteal formula imitate the composition of the breast milk, especially in the fatty polyunsaturated acids (PUFA.

El alimento natural por excelencia para el recién nacido es la leche materna, cuando no es posible darla se sustituye por fórmulas lácteas, por lo que numerosos estudios enfocan su interés en el análisis de los diversos componentes de éstas, y sus funciones en el lactante. Los ácidos grasos son componentes de gran importancia nutricional tanto en el feto como en el recién nacido. Actualmente se estima que el feto, durante el último tercio del periodo gestacional y el recién nacido, durante los primeros seis meses de vida, requieren un gran aporte de ácidos araquidónico y docosahexaenoico, debido a que la velocidad de transformación de los precursores a nivel hepático no son suficientes para

Determinación de aislados nativos de pseudomonas desulfurizadoras mediante el estudio del perfil de ácidos grasos

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Edilberto Silva Gómez

2010-09-01

Full Text Available Utilizando CGAR se determinó el contenido de ácidos grasos celulares de doce aislados colombianos, Pseudomonas aeruginosa 17, 18, 19, 20, 21, 22 y 103, Pseudomonas sp 23, 24, 25, 26 y 27 con capacidad desulfurizadora, Pseudomonas aeruginosa ATCC 9027 y 10145, Pseudomonas sp ATCC 39327 y Pseudomonas flúores cens. Se encontraron 53 ácidos grasos diferentes, entre saturados e insaturados de cadena lineal, y principalmente hidroxiácidos y ramificados.

COMPARACIÓN DEL CONTENIDO DE ÁCIDOS GRASOS EN QUESO ARTESANAL TEPEQUE PRODUCIDO EN UN SISTEMA SILVOPASTORIL Y UN SISTEMA TRADICIONAL DE MICHOACÁN, MÉXICO

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Praga Ayala, Ana Rosa

2015-01-01

El contenido de ácidos grasos en la leche y sus derivados ha sido ampliamente investigado para obtener una mayor comprensión de sus efectos sobre la salud humana. De acuerdo con diversos autores como Bauman et al., (2001), Loor et al., (2005), Stanton et al., (2003), los niveles más altos de ácido linoleico conjugado (CLA, por sus siglas en inglés) en la grasa de la leche de vaca se han observado cuando las vacas son alimentadas con pastos frescos, dietas orgánicas y dietas suplementadas con ...

Papel de los ácidos grasos omega-3 en la prevención de enfermedades cardiovasculares

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Guadalupe Piñeiro-Corrales; N. Lago Rivero; Jesús M. Culebras-Fernández

2013-01-01

Los ácidos grasos, además de su conocido valor energético y su función estructural, presentan otro tipo de propiedades beneficiosas. En concreto, los ácidos grasos poliinsaturados omega-3 actúan sobre el aparato cardiovascular a través de multitud de vías ejerciendo un efecto protector frente al riesgo cardiovascular. Los beneficios asociados a la reducción de la mortalidad cardiaca y en concreto la muerte súbita, están relacionados con la incorporación de EPA y DHA en los fosfolípidos de la ...

Complejos de Albúmina con Ácidos Grasos CIS-monoinsaturados Omega-9 para el tratamiento del Dolor Neuropático asociado a la Lesión Medular

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Ávila Martín, Gerardo

2016-01-01

Tesis Doctoral leída en la Universidad Rey Juan Carlos de Madrid en 2016. Director de la Tesis: Julian Taylor La disfunción sensitivomotora tras una lesión medular (LM) a menudo se caracteriza por síntomas discapacitantes tales como el dolor neuropático y la parálisis motora, que demandan el desarrollo de tratamientos novedosos. Recientemente, se ha demostrado el papel de los ácidos grasos y sus derivados como moléculas neuromoduladoras de la nocicepción y la actividad motora ...

Efectos del consumo de ácidos grasos omega-3 sobre la salud cardiovascular, cerebral y diversas enfermedades del sistema nervioso central

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Elba Cubero Castillo

2016-10-01

Full Text Available Se realizó una revisión de los trabajos publicados sobre los efectos del consumo de ácidos grasos omega-3, (ácido alfa-linolénico (AAL, ácido docosahexaenoico (ADH y ácido eicosapentaenoico (AEP sobre la salud de las personas en diferentes periodos de la vida. Se discuten los beneficios obtenidos en el ámbito de la salud sobre los sistemas circulatorio y nervioso. Se mencionan diferentes fuentes alimenticias de origen animal y vegetal en las que se encuentran disponibles los ácidos grasos omega-3, especialmente ADH y AEP. Se encontró que muchos de los tratamientos actuales de trastornos del sistema nervioso y de problemas cognitivos involucran el consumo de ácidos grasos omega-3, dando resultados positivos en diversos cuadros clínicos.

Evolución del contenido de ácidos grasos de aceite de aguacate durante la maduración

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Martín Nieto, L.

1995-04-01

Full Text Available The minimum fat richness of avocados necessary for marketing of the fruit is 8%, although after vegetative maturation values of about 20% or more are reached, the values depending on the variety. In the period between harvesting, when commercial maturity is reached, and full maturation, not only is the fat content increased but changes also occur in the fat composition, the unsaturated fatty acids increasing while the amount of saturated fatty acids decreases.

La riqueza grasa mínima exigida al aguacate para su salida al mercado es del 8%, aunque en la maduración vegetativa se alcanzan valores de alrededor del 20% o más según variedades. En el período que transcurre desde el corte del fruto, de acuerdo con la madurez comercial, hasta la completa madurez del mismo no sólo aumenta la riqueza grasa, sino que se ha observado una evolución del contenido graso, de forma que hay un aumento de los ácidos grasos Insaturados en detrimento del contenido en ácidos grasos saturados.

Efectividad de los ácidos grasos hiperoxigenados en la prevención de las úlceras vasculares: Una revisión sistemática

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Eva Vives Sánchez

Full Text Available Objetivos: conocer la eficacia de los ácidos grasos hiperoxigenados (AGHO en la prevención de las úlceras vasculares. Determinar el nivel de evidencia existente sobre el uso de ácidos grasos hiperoxigenados en la prevención de las úlceras vasculares. Material y método: se realizó una búsqueda bibliográfica en la The Cochrane Library, The Joanna Briggs Institute, PubMed-Medline y CUIDEN. Para su evaluación se han seguido las recomendaciones del sistema GRADE para la valoraciún de la evidencia y la fuerza de las recomendaciones. Resultados: en The Cochrane Library y en The Joanna Briggs Institute no aparece ningún documento que haga referencia a los AGHO. En el resto de bases de datos encontramos estudios observacionales que hacen referencia a las úlceras vasculares y AGHO. Conclusiones: aun no disponiendo de ensayos clínicos que evidencien su uso, se han venido utilizando durante los últimos años, con resultados satisfactorios, en el cuidado de la piel de las personas con alteraciones vasculares en los miembros inferiores. De acuerdo con la clasificación GRADE, todos los estudios arrojan una calidad de evidencia baja, por lo cual estimamos necesario la puesta en marcha de investigaciones que aporten mayor evidencia científica.

Composición de Ácidos Grasos (MUFA y CLA) en Tejido Muscular de Bovino Relacionado con la Presencia del Polimorfismo g.878TC en el Gen SCD

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Inostroza, K; Larama, G; Sepúlveda, N

2012-01-01

El tejido muscular de muchos animales domésticos es fuente de proteínas, grasa y minerales para los seres humanos y está compuesto por una serie de estructuras que le otorgan propiedades nutricionales y bioquímicas. En los ultimos años se ha identificado un polimorfismo de único nucleótido (SNP) en el gen SCD (g.878TC), que influye sobre la composición de ácidos grasos en los bovinos. El objetivo de este estudio fue determinar la presencia del SNP g.878TC en músculo Longissimus dorsi de bovin...

Dietary fatty acids and lipoproteins on progression of age-related macular degeneration; Efecto de los ácidos grasos y lipoproteínas de la dieta sobre la progresión de la degeneración macular relacionada con la edad

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Montserrat-de la Paz, S.; Naranjo, M.C.; Bermúdez, B.; López, S.; Abia, R.; Muriana, F.J.G.

2017-07-01

Age-related macular degeneration (AMD) is a medical condition of central loss vision and blindness. Numerous studies have revealed that changes on certain dietary fatty acids (FAs) could have useful for AMD management. This review summarizes the effects of dietary omega-3 long-chain PUFAs, MUFAs, and SFAs, and lipoproteins on AMD. Findings are consistent with the beneficial role of dietary omega-3 long-chain PUFAs, while the effects of dietary MUFAs and SFAs appeared to be ambiguous with respect to the possible protection from MUFAs and to the possible adverse impact from SFAs on AMD. Some of the pathological mechanisms associated with lipoproteins on AMD share those observed previously in cardiovascular diseases. It was also noticed that the effects of FAs in the diet and lipoprotein on AMD could be modulated by genetic variants. From a population health perspective, the findings of this review are in favour of omega-3 long-chain FAs recommendations in a preventive and therapeutic regimen to attain lower AMD occurrence and progression rates. Additional long-term and short-term nutrigenomic studies are required to clearly establish the role and the relevance of interaction of dietary FAs, lipoproteins, and genes in the genesis and progression of AMD. [Spanish] La degeneración macular asociada a la edad (DMAE) es una condición patológica caracterizada por pérdida de visión central y ceguera. Numerosos estudios han revelado que ciertos cambios en los ácidos grasos de la dieta podrían tener efectos beneficiosos en el manejo de la DMAE. En esta revisión se recogen los efectos de los ácidos grasos de la dieta poliinsaturados omega-3, monoinsaturados y saturados, y de las lipoproteínas en la DMAE. La literatura es consistente en el papel beneficioso de los ácidos grasos polinsaturados omega-3 de cadena larga, mientras que se muestra ambigua con los efectos de los ácidos grasos monoinsaturados y saturados de la dieta, respecto al posible papel protector de los

Deficiencia de ácidos grasos esenciales en el feto y en el recién nacido pretérmino

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Virginia Díaz-Argüelles Ramírez-Corría

2001-03-01

Full Text Available Se informa que los ácidos grasos poliinsaturados de cadena larga son esenciales en la nutrición del feto y el recién nacido (RN. Tanto la familia omega 3(omega-3 como la omega 6(omega-6, tienen 2 actividades biológicas importantes que son la integridad de las membranas celulares y la formación de prostaglandinas y tromboxanos. El cerebro fetal se desarrolla precozmente y el 60 % de su material estructural son los lípidos, por lo tanto existe una relación entre el estado nutricional de la madre y la acreción de nutrientes durante el embarazo. El 70 % del número total de neuronas se divide antes del nacimiento a término y los ácidos grasos esenciales desempeñan un papel determinante. La placenta tiene un transporte preferencial a finales del tercer trimestre, de ácido araquidónico (AA y docosahexaenoico (DHA, pues los mecanismos de desaturación y elongación son inmaduros en el RN a término. La deficiencia de ácidos grasos poliinsaturados de cadena larga en el RN pretérmino afecta fundamentalmente el desarrollo cerebral y de la retina a largo plazo y se manifiesta con trastornos hematológicos, dermatitis, hipotonía, entre otros, de forma precoz. Se exponen las recomendaciones de la FAO/OMS y de la ESPGAN en relación con el aporte dietético de ácidos grasos esenciales en las formulaciones de leches artificiales y las ventajas de la leche materna biológica para los RN de este grupo de peso.It is reported that the long chain polyunsaturated fatty acids are essential in the nutrition of the fetus and of the newborn infant. Both, the omega 3 family 3(W-3 and the omega 3(W-6 have 2 important biological activities, which are the integrity of the cellular membranes and the formation of prostaglandins and thromboxanes. The fetal brain develops early and 60 % of its structrural material are lipids, therefore, there is a relationship between the nutritional status of the mother and the decreasing of nutrients during pregnancy. 70 % of

Effect of micella interesterification on fatty acids composition and volatile components of soybean and rapeseed oils

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Afifi, Sherine M.

2000-10-01

Full Text Available Micella interesterification of soybean and rapeseed oils was carried out using 0.2, 0.4 and 0.6 percentages of nickel catalyst, each at different temperatures of 60, 90 and 120ºC for 2, 4, and 6 hours. The proposed interesterification reaction conditions to obtain an oil with low linoleic acid level were 0.2 % nickel catalyst at 120ºC for 4 hours, 0.4% nickel catalyst at 90ºC for 4 hours and 0.6% at 60ºC for 4 hours. Fatty acid composition and chemical analysis of the interesterified and non-esterified oils were estimated. Selected samples undergo heating at 180ºC for 4 hours determining the volatile components. The appearance of some components supported the interesterification process for modification of fatty acid constituents of the oils.Se ha llevado a cabo la interesterificación en fase miscelar de aceites de soja y de colza usando un 0.2%, 0.4% y 0.6% de níquel como catalizador, a diferentes temperaturas (60, 90 y 120ºC durante 2, 4 y 6 horas. Las condiciones de reacción de interesterificación propuestas para obtener un aceite con niveles de ácidos linolénicos bajos fueron 0.2 % de níquel a 120ºC durante 4 horas, 0.4 % de níquel a 90ºC durante 4 horas y 0.6 % a 60ºC durante 4 horas. Se han estimado la composición en ácidos grasos y el análisis químico de los aceites interesterificados y no-esterificados. Las muestras seleccionadas se sometieron a calentamiento a 180ºC durante 4 horas determinando los componentes volátiles. La aparición de algunos componentes apoyó el proceso de interesterificación por modificación de los ácidos grasos constituyentes de los aceites.

Perfil de lípidos y ácidos grasos de Perna viridis, mejillón verde (Mollusca: Bivalvia en el oriente venezolano y la costa oeste de Trinidad

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Tamar Koftayan

2011-03-01

Full Text Available Los lípidos totales fueron extraídos, identificados y cuantificados por gravimetría, mediante TLC/FID (sistema Iatroscan. Los ácidos grasos de los lípidos totales, fosfolípidos y triacilgliceroles fueron identificados y cuantificados por cromatografía de gases. Las mayores concentraciones de lípidos totales se presentaron en las muestras de Los Cedros, La Brea y Chaguaramas con valores de 7.92, 7.74 y 7.53%; respectivamente y los valores mínimos en las de La Restinga (6.08%. En la composición lípidica, las muestras de Chacopata presentaron la menor concentración de fosfolípidos (48.86% y los máximos valores de colesterol (38.87% y triacilgliceroles (12.26%, y las muestras de La Esmeralda y Río Caribe exhibieron concentraciones máximas de fosfolípidos (88.71-84.93%, respectivamente y mínimas de colesterol (6.50-4.42%. En los lípidos totales, los ácidos grasos saturados se encontraron entre 15.04 y 65.55%, con máximos en muestras de La Esmeralda y mínimos en Chacopata y los poliinsaturados estuvieron entre 7.80 y 37.18%, con máximos valores en la Brea y mínimos en la Esmeralda. En los fosfolípidos, la concentración de ácidos grasos saturados estuvo entre 38.81 y 48.68% para las muestras de Chaguaramas y Chacopata, respectivamente; los ácidos grasos poliinsaturados se encontraron entre no detectado y 34.51%, con altas concentraciones en muestras de Los Cedros (27.97% y Chaguaramas (34.51%. En los triacilgliceroles, la composición de ácidos grasos saturados variaron entre 14.27 y 53.80%, con baja concentración en Chacopata y alta concentración en La Restinga; los ácidos grasos poliinsaturados estuvieron entre 4.66 y 35.55%, con valores menores en las muestras de Chacopata (4.66% y mayores en Chaguaramas. El consumo frecuente de Perna viridis es recomendable, debido a su alto contenido de fosfolípidos y ácidos grasos insaturados.Lipid and fatty acid profile of Perna viridis, Green Mussel (Mollusca: Bivalvia in

Microencapsulación de sustancias oleosas mediante secado por aspersión Microencapsulation of oily substances by aspersion drying

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Orestes Darío López Hernández

2010-09-01

Full Text Available Para administrar por vía oral compuestos oleosos como los extractos lipídicos de origen natural, los aceites esenciales volátiles y las vitaminas liposolubles, se hace necesario presentarlos en forma de cápsulas blandas. Una alternativa a esta forma de presentación es la microencapsulación, que ofrece una solución para modificar el estado físico y presentarlos en una forma sólida para su administración por vía oral. Esta alternativa permite enmascarar el olor y sabor desagradable de productos que van a ser administrados por vía oral, además de proteger de la oxidación a los ácidos grasos presentes. El secado por aspersión es uno de los métodos más utilizados a escala industrial para la obtención de microcápsulas. Debido a su creciente uso en la industria farmacéutica, en el presente trabajo se recopila el estado del arte en el uso de esta tecnología para la microencapsulación de sustancias oleosas.To administer oral oily compounds such as lipid extracts of natural origin, volatile essential oils and liposoluble vitamins, it is necessary that presentation be in soft capsulae. An alternative to this form of presentation is the microencapsulation being a solution to modify the physical state and to achieve a solid form for its oral administration. This alternative allows masking the smell and the unpleasant flavor of oral products ant also to protect the oxidation of fatty acids present. The aspersion dry is one of the more used methods at industrial scale to microcapsulae achievement. Because of its increasing use in pharmaceutical industry in present paper is gathered the art of state in the use of this technology for oily substances microencapsulation.

Eficacia de los ácidos grasos hiperoxigenados en la prevención de las úlceras por presión Hyperoxygenated fatty acid effectiveness in the prevention of the pressure ulcers

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Alonso López Escribano

2007-12-01

Full Text Available Objetivos: Conocer la eficacia de los ácidos grasos hiperoxigenados en la prevención de las úlceras por presión. Determinar el nivel de evidencia del uso de los ácidos grasos hiperoxigenados en la prevención de las úlceras por presión. Material y método: Se realizó una búsqueda bibliográfica en Cochrane library, The Joanna Briggs Institute, Pubmedmedline y Cuiden, siendo solamente seleccionados ensayos clínicos. Para su evaluación se han seguido las recomendaciones del Critical Appraisal Skills Programme (CASPe junto al sistema GRADE para la valoración de la calidad de la evidencia y la fuerza de las recomendaciones. Resultados: En the Cochrane Library no aparece ningún documento, mientras que en The Joanna Briggs Institute aparece un bestpractice donde no se hace ninguna referencia a los AGHO. En el resto de bases encontramos 2 ensayos clínicos aleatorizados, que cumplían los criterios CASPe. En el estudio de Gallart, et al. sobre una muestra de 192 pacientes se observó una incidencia de UPP del 19% en el grupo intervención frente al 35% del grupo placebo (p Objectives: To know the scientific evidence about hyperoxygenated fatty acid effectiveness in the prevention of the pressure ulcers and to evaluate, through the bibliography consulted, their clinical effectiveness. Material and method: There was made a compilation of information in the Cochrane library, The Joanna Briggs Institute, Pubmed-medline and Cuiden. There were only selected clinical trials, for which evaluation it has been followed the recommendations of Critical Apraisal Skill Program together with GRADE system in order to value the quality of the evidence and the strength of the recommendation. Results: No documents have been found in the Cochrane library, whereas in The Joanna Briggs Institute has been found a bestpractice where there is no reference to the hyperoxygenated fatty acid. In the rest of the databases just two randomised clinical trials that

Liposucción en Cirugía Reparadora (desengrasamiento de colgajos cutáneos y miocutáneos, exéresis de acúmulos grasos y autotransplante de grasa

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J.Mª Serra Renom

2013-12-01

Full Text Available La liposucción es una técnica quirúrgica de gran utilidad para la remodelación de acúmulos grasos y para el desgrasamiento de los colgajos cutáneos, miocutáneos o musculares. Para el desgrasamiento de los colgajos la realizamos después del año de efectuado el colgajo. También la empleamos en acúmulos grasos, en la reconstrucción mamaria postmastectomía, y acúmulos grasos periféricos en la reducción mamaria. Igualmente en el tratamiento de cicatrices deprimidas con prominencia de tejidos vecinos. En zonas deprimidas la realización del autotransplante de grasa nos ha dado buenos resultados.

Factores de riesgo para sindrome metabólico en pacientes con higado graso.

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Uzcátegui, Lilia; Ángel, José Gregorio; Martínez, Dasyl; Gómez Pérez, Roald; Arata de Bellabarba, Gabriela

2008-01-01

Editorial. Periodismo, mal periodismo, mal de Chagas y ciencias de la salud. Editorial. Journalism, poor journalim, Chagas disease and health sciences. Salinas, Pedro José Cistoadenoma seroso de ovario y embarazo. Reporte de caso. Ovarian serous cystoadenoma and pregnancy. Case report Terán, Penélope; Uribarri, Carolina; Castillo, Sonia y Salinas, Roberto. Factores de riesgo para sindrome metabólico en pacientes con higado graso. Risk factors of the metabolic syndrome i...

Revisión de los niveles de acidos grasos trans encontrados en distintos tipos de alimentos

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Vicario, I. M.

2007-03-01

Full Text Available In this paper a comprehensive review of trans-fatty acid levels reported in different types of food products is offered. The lowest levels are found in some types of bread (0,1% while the highest levels (up to 40% are found in fried potatoes. Some foods like shortenings, cakes and pastries may have up to 30% of these fatty acids. In milk and dairy products the reported levels are between 1.50% and 5.20%, in meat and derived products between 0.20% and 21,30%; in chocolates from 0% to 15, 70%. The greatest variability is found in margarines, where a variety has been reported from “trans-free products” to products containing up to 34. 30%. In relation to the trans-fatty acid profile, 18:1t is the most abundant fatty acid found in the majority of foods, followed by C18:2t, C18:3t, C18:1t y C14:1t. Due to the negative health effects of these fatty acids, there is a trend to reduce their levels in food products and to include them in the nutritional label of food packaging.En este trabajo se realiza una exhaustiva revisión bibliográfica de los contenidos en grasos trans en alimentos de distinto origen. Los niveles más bajos se encuentran en algunos tipos de pan (0,10%, y los más elevados (hasta 40%, en algunas muestras de patatas fritas. Alimentos tales como shortenings, algunos tipos de galletas y bollería contienen hasta el 30% de dichos ácidos grasos. En las leches y derivados se encuentran cantidades entre 1,50% y 5,20%; en carnes y derivados entre 0,20% y 21,30%; en chocolates desde cantidades nulas hasta 15,70%. La mayor variabilidad se registra en margarinas, entre las que se encuentran desde las “libres de trans”, hasta algunas con 34,30% de estos ácidos grasos. En cuanto a los distintos isómeros, el mayoritario es el C18:1t seguido del C18:2t, C18:3t, C18:1t y C14:1t. Debido a los efectos desfavorables que presentan sobre la salud se observa en los últimos años una tendencia a reducir este tipo de ácidos grasos en algunos

Citoprotección y reparación mediadas por encefalinas en el ejercicio físico

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Jairo Martínez Rozo; Soraya Husain Talero

2014-01-01

antecedentes. Los efectos deletéreos de suprimir la oxigenación de los tejidos se pueden eliminar con protección celular, utilizando alimentos como el pescado, que contiene litio, ácidos grasos, omega 3, frutas y verduras para aportar antioxidantes. La regeneración celular y tisular se puede mediar por encefalinas. Su acción puede asociarse al ejercicio físico intenso y el trabajo excéntrico encargados de retirar los tejidos lesionados. objetivo. Conocer algunas exp...

Síntesis de alcoholes grasos insaturados a partir de metilésteres grasos usando catalizadores a base de rutenio y estaño soportados sobre alúmina

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David Alexander Echeverri

2011-01-01

Full Text Available Los sistemas más promisorios para la síntesis de alcoholes grasos mediante hidrogenación catalítica son los basados en metales del grupo VIII con un promotor como el estaño, debido a que permiten realizar el proceso bajo condiciones moderadas, además que son menos tóxicos que los basados en cromo. A la fecha no se han realizado estudios de estos catalizadores con materias primas como mezclas de metil-ésteres o evaluaciones de la reutilización de ellos. En este artículo se estudia la hidrogenación de metilésteres derivados del aceite de palma y de metiloleato comercial con catalizadores de Ru-Sn/Al2O3 preparados por impregnación, a presión y temperatura moderadas (5 Mpa y 270 °C. Se encuentra que para una relación óptima Sn/Ru = 2 se obtiene mayor selectividad hacia el alcohol insaturado y menos hacia metilestearato.  La hidrogenación de metilésteres del aceite de palma con este catalizador da lugar a una mezcla de alcoholes insaturados y de saturados de 16 y 18 carbonos, además de ésteres pesados. El tipo de materia prima no tiene un efecto muy significativo sobre la actividad del catalizador; sin embargo, éste presenta desactivación a lo largo de varios ensayos debido a la pérdida de área catalítica.

Aceite de girasol, semillas y plantas con distribución modificada de ácidos grasos en la molécula de triacil-glicerol

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Garcés Mancheño, Rafael; Martínez-Force, Enrique

2003-01-01

El objeto de la presente invención es un aceite de girasol que se obtiene directamente de la semilla de girasol con de 12-40,8% de ácido esteárico calculado en relación al contenido total de ácidos grasos y con una distribución de ácidos grasos modificada entre las posiciones sn-1 y sn-3 de la molécula de triacilglicerol (TAG) comparado con el aceite obtenido del tipo silvestre de semillas de girasol. La invención también se refiere a una planta de girasol y a semillas que contien...

Insulinorresistencia e hígado graso no alcohólico, ¿existe relación causa-efecto entre ambas condiciones? Insulin-resistance and non-alcoholic fatty liver, is there a cause-effect relationship between both conditions?

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Raúl Orlando Calderín Bouza

2009-04-01

Full Text Available La insulinorresistencia y el síndrome de insulinorresistencia constituyen la causa primaria más importante dentro de la etiopatogenia del hígado graso no alcohólico, conjuntamente con la obesidad y la diabetes mellitus tipo 2. La insulinorresistencia puede ser causa y a la vez consecuencia de la enfermedad hepática. La prevalencia del hígado graso no alcohólico documentada en trabajos realizados en países desarrollados es la siguiente: el hígado graso no alcohólico simple tiene una prevalencia de un 20 a 23 %, aumentando en los pacientes con hipertransaminasemia persitente, en los que se puede observar una prevalencia entre 21 y 63 %, y la prevalencia de esteatohepatitis oscila entre un 2 y un 3 % de la población. Es bueno señalar que esta prevalencia va en aumento conjuntamente con el aumento de la prevalencia del síndrome de insulinorresistencia, la obesidad y la diabetes mellitus tipo 2. El hígado graso no alcohólico constituye la causa más frecuente de hipertransaminasemia persistente, de hepatopatía crónica y de cirrosis hepática idiopática. La edad igual o superior a 40 años, la presencia de insulinorresistencia, de síndrome de insulinorresistencia, de obesidad y de diabetes mellitus tipo 2, ensombrecen el pronóstico de los pacientes con hígado graso no alcohólico, por lo que la presencia de estos factores antes mencionados son considerados factores de mal pronóstico en el paciente con hígado graso no alcohólicoInsulin resistance and the insulin resistance syndrome are the more significant main cause in pathogeny of non-alcoholic fatty liver, together with obesity and type 2 diabetes mellitus. Insulin resistance may be the cause and the consequence of hepatic disease. Prevalence of non-alcoholic fatty liver documented in papers performed in developing countries is at follow: from a 20 % to 23 %, increase in patients presenting with persistent high level of transaminase, in which it is possible to observe a

Production of structured lipid with a low omega-6/omega-3 fatty acids ratio by enzymatic interesterification; Producción de lípidos estructurados con una baja relación de ácidos grasos omega-6/omega-3 mediante interesterificación enzimática.

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Ilyasoglu, H.

2017-07-01

A structured lipid (SL) constituting omega fatty acids was synthesized by using linseed and grape seed oils as substrates via a lipase-catalyzed reaction. Lipozyme® TL IM was used as a biocatalyst. Good quadratic models predicting the incorporation of omega fatty acids were achieved via the Response surface methodology (RSM). The optimal conditions for targeted omega-6/omega-3 fatty acid ratio (2:1) were obtained at a substrate molar ratio 1.4, time 8.4 h, and enzyme amount 6.4%. The SL contained linoleic acid (43 g 100g-1), which was mainly located in the sn-2 position (40 g 100g-1). α-Linoleic acid, and α-linolenic acid at the sn-2 position were 22 g 100g-1, and 11 g 100g-1, respectively. The oxidative stability of the SL, and SL with antioxidants was also investigated. The produced SL may be proposed as a source of a balanced intake of omega fatty acids and an ingredient in functional food formulations. [Spanish] Se sintetizaron lípidos estructurados (SL), formados por ácidos grasos omega, utilizando aceites de linaza y semillas de uva como sustratos a través de una reacción catalizada por lipasa. Se utilizó Lipozyme® TL IM como biocatalizador. Los buenos modelos cuadráticos que predecían la incorporación de los ácidos grasos omega se lograron a través de la metodología de superficie de respuesta (RSM). Se obtuvieron las condiciones óptimas para una proporción de ácidos grasos omega-6/omega-3 (2:1) con una relación molar de sustrato 1:4, tiempo de 8,4 h, y cantidad de enzima 6,4%. El SL contenía ácido linoleico (43 g·100 g-1), que se localizaba principalmente en la posición sn-2 (40 g·100 g-1). El ácido α-linoleico y el ácido α-linolénico en la posición sn-2 fueron de 22 g·100 g-1y 11 g·100 g-1, respectivamente. También se investigó la estabilidad oxidativa del SL y SL con antioxidantes. El SL producido puede ser propuesto como una fuente para una ingesta equilibrada de ácidos grasos omega y un ingrediente en las formulaciones

SÍNDROME DE HÍGADO GRASO EN UN CABALLO CRIOLLO COLOMBIANO

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J. M. Cruz

2013-01-01

Full Text Available El objetivo de este trabajo fue discutir sobre los hallazgos clínicos, los exámenes de patología clínica realizados y su utilidad como indicadores de pronóstico en un pacien - te equino hembra con hígado graso. Se describe el caso de una yegua de raza criollo colombiano que ingresó al servicio de consulta externa del Hospital Veterinario Diego Villegas Toro de la Universidad de Caldas con signos de tránsito intestinal lento y cólico. Previamente, el veterinario remitente inició un tratamiento con fluidos y aceite cristal oral sin resultados satisfactorios. Se realizó un examen físico completo y pruebas paraclínicas (creatinina, BUN, albúmina, fibrinógeno, fosfatasa alcalina [FA], gamma glutamiltransferasa [GGT], alanina aminotransferasa [ALT], aspartato aminotransferasa [AST] y análisis de orina que sugirieron disfunción hepática y compactación del colon mayor. Se instauró un tratamiento dirigido a favorecer el peristaltismo y la eliminación fecal y se dispensó soporte para coadyuvar a la función hepática. Durante la hospita - lización se observaron signos clínicos compatibles con falla hepática, encefalopatía e compactación grave; finalmente, el equino murió. Durante la necropsia se confirmó compactación del colon mayor a nivel de la flexura esternal y peritonitis. El diagnóstico histopatológico fue hígado graso y peritonitis. Se concluye que la falla hepática puede asociarse con compactación del colon.

Ácidos grasos, actividad antioxidante y antibacterial en extractos de verdolaga. (Portulaca Oleracea)

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Moncayo Espín, Cristian Roberto

2015-01-01

Desde tiempos prehistóricos las plantas medicinales han sido utilizadas para el tratamiento de diversas afecciones. Estas plantas han sido objeto de un sin número de investigaciones con el fin de encontrar propiedades antioxidantes, antimicrobianas y antimutagénicas. Portulaca oleracea o verdolaga, es una hierba nativa, rica en ácidos grasos omega3 y vitaminas, que ha sido usada con fines medicinales. En el Ecuador, un país rico en biodiversidad, se han encontrado dos especies endémicas perte...

Ácidos grasos, vitamina e y rotulado nutricional de margarinas y esparcibles comercializados en Bogotá, Colombia Fatty acids, vitamin E and nutritional labeling of margarines and spreads commercialized in Bogota, Colombia

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Lorena A Bolívar C

2010-06-01

Full Text Available INTRODUCCIÓN: en Colombia es escasa la información sobre el contenido de ácidos grasos y vitaminas en margarinas y esparcibles comercializados en el ámbito local. OBJETIVO: analizar el perfil de ácidos grasos y de vitamina E de las margarinas y esparcibles más comercializados en Bogotá, Colombia, y su situación actual de rotulado nutricional según la Resolución 0288 de 2008. MATERIALES Y MÉTODOS: en 2008 se realizó un conteo de caras de las margarinas y esparcibles más comercializados en supermercados de cadena de cinco localidades de Bogotá que incluyeron diferentes estratos socioeconómicos, y se escogieron las primeras diecisiete marcas comerciales y tres marcas propias para el estudio. De cada producto se tomaron y analizaron cinco repeticiones, una por localidad, entre agosto y noviembre de 2008. RESULTADOS: los ácidos grasos mayoritarios son palmítico, oleico y linoleico, y cuatro productos son fuente de ácidos grasos trans (4,4 g y 6,9 g/100 g. El contenido de vitamina E varía de 2,3 mg a 39,9 mg/100 g de producto. De 74,3% a 96,2% de los nutrientes de declaración obligatoria son efectivamente declarados en la etiqueta de los productos analizados. RESULTADOS: 91% de las margarinas y esparcibles más comercializados en cinco localidades de Bogotá en agosto de 2008 es libre de ácidos grasos trans (INTRODUCTION: information on the content of fatty acids and vitamins in margarines and spreads locally commercialized in Colombia is scarse. OBJECTIVE: analyze the fatty acids and vitamin E profile in margarines and spreads most commercialized in Bogotá, Colombia and its current nutritional labeling under Resolution 0288 of 2008. MATERIALS AND METHODS: a counting of labels of margarines and spreads most commercialized in chain supermarkets of five localities in Bogotá that included different socio-economical strata, was made. The first seventeen trademarks and three study brand marks were chosen for the study. Five samples

Evaluación de un Extensor Graso sobre las Propiedades de Calidad del Chorizo Tipo Antioqueño Evaluation of a Fat Extender on the Quality Properties of Chorizo Antioqueño Type

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Waldir Augusto Pacheco Pérez

2011-12-01

Full Text Available Se estudió el efecto de un extensor de grasa elaborado con tocino dorsal de cerdo y una mezcla de alginato de sodio y carbonato de calcio, sobre las propiedades de calidad de un chorizo tipo Antioqueño, con el fin de desarrollar un producto reducido en grasa. Los chorizos elaborados con el extensor graso fueron comparados contra un chorizo formulado con tocino de cerdo. La composición proximal, contenido de colesterol, perfil de ácidos grasos, valor energético, pérdidas por cocción, pérdidas por purga, textura, color y atributos sensoriales fueron analizados en los productos obtenidos. Los datos reportados en cada una de las mediciones fueron analizados a través de análisis de varianza de una vía. Diferencias significativas (PThe effect of a fat extender elaborated with pork backfat and a mixture of sodium alginate and calcium carbonate on the quality properties of a chorizo Antioqueño type was studied, with the purpose of developing a product reduced in fat. The chorizos elaborated with the fat extender was compared against a chorizo elaborated with pork backfat. The proximal composition, content of cholesterol, profile of fatty acids, energy value, cooking loss, purge losses, texture, color and sensorial attributes were analyzed in the obtained products. The data reported in each of the measurements were analyzed by one way analysis of variance. Significant differences (P<0,05 were found in the content of fat and in the profile of fatty acids, in the texture properties, so much at instrumental level as sensory. Also in the sensory attributes such as appearance, odour, taste and fatty sensation, as well as a reduction in the energy value, while an increase in the cooking loss was observed.

Identificación de ácidos grasos contenidos en los aceites extraídos a partir de semillas de tres diferentes especies de frutas Identification of fatty acids contained in the oils extracted from seeds of three different species of fruit

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Andrés Felipe Cerón

2012-04-01

Full Text Available En este estudio se midió el rendimiento de aceite y la composición de ácidos grasos presentes en semillas de las frutas andinas tropicales: lulo de la variedad castilla (Solanum quitoense, mora de la variedad castilla (Rubus glaucus y maracuyá (Passiflora edulis. La extracción se hizo con solventes en un extractor Soxhlet utilizando éter etílico al 99.8% de pureza y punto de ebullición 40 - 60 °C. Para identificar los ácidos grasos se empleó cromatografía de gases con detector FID (GC-FID. Los rendimientos en aceite fueron de 8.5% para lulo, 12.2% para mora y 21.2% para maracuyá. Los ácidos grasos encontrados en semillas de lulo fueron palmítico (15.6% y linoléico (58.1%; en semillas de mora linoléico (50.1% y linolénico (25.1% y en las de maracuyá palmítico (15.44%, oleico (15.47% y linoléico (63.1%. El contenido graso de las semillas evaluadas evidenció su potencial como materia prima oleaginosa y por sus contenidos de ácidos grasos se pueden considerar una fuente importante de componentes para las industrias alimentaria, farmacéutica y cosmética.The objective of the study was to determine yield in oil and composition in the fatty acids present in three different seeds from Andean fruits: Lulo castilla variety (Solanum quitoense; blackberry castilla variety (Rubus glaucus, and the passion fruit or maracuya (Passiflora edulis. The extraction was carried out by solvent extraction method with a Soxhlet extractor using ethyl ether as solvent at 99.8% to purity and boiling point of 40 - 60 ° C. To identify the fatty acids gas chromatography with FID detector (GC-FID was used. Oil yields were obtained from 8.5% for lulo, 12.2% for blackberry and 21.2% for maracuya. The fatty acids found were the follow: In seeds of lulo were found palmitic acid 15.6% and linoleic acid 58.1%; in seeds of blackberry 50.1% of linoleic acid and linolenic acid 25.1%; in seeds of maracuya, palmitic acid 15.44%, oleic acid 15.47% and linoleic 63

Características clínicas, bioquímicas y epidemiológicas de un grupo de pacientes con diagnóstico imaginológico de hígado graso

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Juan Carlos Restrepo

2001-04-01

Full Text Available En nuestro medio, la esteatosis o infiltración hepática grasa se
convierte casi siempre en un hallazgo imaginológico incidental, al cual
se la da muy poca importancia desde el punto de vista clínico, y por
ende no se realizan estudios posteriores para determinar su causa, las condiciones asociadas que lo expliquen (1, y mucho menos se realiza biopsia hepática para determinar, cuáles de estos pacientes tienen esteatohepatitis, algún grado de fibrosis o incluso cirrosis. Este trabajo tuvo como objetivo describir las características epidemiológicas, clínicas y bioquímicas de un grupo de pacientes con diagnóstico imaginológico de hígado graso.

Efecto del riego y la poda en el contenido de componentes menores y ácidos grasos del aceite de oliva virgen varietal Farga

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Monteleone, J. I.

2013-09-01

componentes vinculados a la estabilidad oxidativa de los aceites de oliva vírgenes (polifenoles, clorofilas y carotenoides, variedad Farga. Se aplicaron cuatro tratamientos: T100%SP (riego equivalente al 100% de la demanda evapotranspiratoria (Etc del cultivo durante todo el ciclo y sin poda invernal; T50%SP (riego que equivalente al 50% de la Etc desde endurecimiento de carozo hasta cosecha y sin poda; T100%CP (riego 100% y con poda; T50%CP (riego deficitario y con poda. Se monitoreó el estado hídrico de las plantas a través del potencial hídrico del tallo a mediodía (PHT, el contenido de humedad del suelo y la radiación fotosintéticamente activa incidente en el interior de la copa de los olivos. El muestreo de aceitunas se extendió desde pre-envero hasta maduración completa. El aceite se extrajo en laboratorio por molienda de las aceitunas con molino de tornillo, termo-amasado, separación de fases sólida y líquida con una prensa manual y decantación para separar el aceite. Sobre el aceite extraído por métodos mecánicos se determinó: perfil de ácidos grasos, clorofilas y carotenoides (espectrofotometría a 670 nm y 472 nm, polifenoles totales (absorbancia a 725 nm y ácidos grasos por cromatografía gaseosa capilar (CGC. Los datos de rendimiento graso (lipogénesis expuestos muestran que no hay diferencias estadísticas entre un riego deficitario que cubre 50% de la Etc y el tratamiento control, tanto en plantas con poda o sin ella. El contenido de polifenoles, clorofilas y carotenoides en los aceites desciende a medida que avanza el estado de madurez de los frutos, independientemente del contenido inicial y el tratamiento. Los tratamientos con riego deficitario (T50% presentan contenidos más elevados de polifenoles (excepto para el muestreo de pre-envero, clorofilas y de carotenoides. No se observan diferencias estadísticamente significativas entre los tratamientos con y sin poda.

Monocapas de ácidos grasos. I. Ácido esteárico sobre disoluciones acuosas de etanol

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Rodríguez Patino, J. M.

1991-04-01

Full Text Available The structure and stability of fatty acid monolayers spread on aqueous solutions with ethanol has been studied. The experiments were carried out isothermically using a commercial Langmuir balance (Lauda. Monolayers exhibit solid or condensed liquid structure depending of the ethanol concentration in the subphase. Temperature has not a significant influence on the monolayer. Structure there is a loss of stearic acid film through solution into the adjacent subphase. This loss is increased with the temperature and ethanol concentration in the subphase.

Monocapas de ácidos grasos. I. Acido esteárico sobre disoluciones acuosas de etanol. Se ha estudiado la estructura y estabilidad de monocapas de ácido esteárico esparcidas sobre disoluciones acuosas que contienen etanol. Las experiencias se han realizado en una balanza de superficie comercial tipo Langmuir y se ha operado en condiciones isotérmicas. Las monocapas presentan estructuras de tipo sólida o de líquido condensado en función de la concentración de etanol en la subfase. La estructura que adopta la monocapa es prácticamente independiente de la temperatura. La pérdida de moléculas de ácido esteárico de la monocapa por disolución en la subfase se incrementa a los valores más elevados de temperatura y de concentración de etanol.

Diseño y fabricación de embutidos escaldados sustituyendo grasa porcina por aceite de soya

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Vargas Vallejos, Calixto Evaristo

2017-01-01

Incorpora aceite de soya en sustitución de la grasa porcina en la formulación de dos tipos de embutidos: jamonada y hot dog. La metodología de la elaboración, proceso tecnológico y evaluación comprendió: el desarrollo de formulaciones estándares convencionales aceptadas por el IFT (Instituto de Tecnólogos de Alimentos) evaluaciones físicoquímicas mediante la caracterización química, incluyendo perfil de ácidos grasos (usando métodos oficiales de la AOAC), pruebas de aceptabilidad empleando pr...

Effect of refrigeration time on the lipid oxidation and fatty acid profiles of catfish (Arius maculatus) commercialized in Cameroon; Efecto del tiempo de refrigeración en la oxidación de lípidos y perfil de ácidos grasos del pez gato (Arius maculatus) comercializado en el Camerún

Energy Technology Data Exchange (ETDEWEB)

Tenyang, N.; Womeni, H.M.; Tiencheu, B.; Villeneuve, P.; Linder, M.

2017-07-01

The effects of refrigeration at 4 °C during 9 days on the quality and stability of catfish oil were evaluated using a change in fatty acid composition by gas chromatography (GC), commonly used analytical indexes (acid and peroxide values), and analysis by Fourier transform infrared (FTIR) spectroscopy. The results revealed that lipid deterioration, hydrolysis and oxidation occurred throughout the cold storage (4 °C). Refrigeration induced the lipolysis of triglycerides by lipases and phospholipases. It also affected the fatty acids composition of the catfish. The progressive loss of unsaturation was monitored by the decrease in the absorbance band at 3012 cm−1on FTIR spectra and the lowest value was observed in the catfish muscle at 9 days of refrigeration. Eicosapentaenoic C20:5ω3 (EPA) and docosahexaenoic C22:6ω3 (DHA) acids were the polyunsaturated fatty acids most affected during refrigeration. Refrigeration for less than 5 days was found to be the best conditions for the preservation of the catfish. [Spanish] El efecto de la refrigeración a 4 °C durante 9 días sobre la calidad y estabilidad del aceite de pez gato se evaluó mediante el cambio en la composición de ácidos grasos por cromatografía de gases (CG), los índices analíticos comúnmente utilizados (acidez y peróxidos) así como mediante análisis por espectroscopia de infrarrojo por transformada de Fourier (FTIR). Los resultados mostraron que el deterioro de los lípidos, la hidrólisis y la oxidación ocurrieron durante el almacenamiento en frío (4 °C). La refrigeración indujo a lipolisis de triglicéridos por lipasas y fosfolipasas. También se vio afectada la composición de ácidos grasos, la pérdida progresiva de insaturación se controló mediante la disminución de la banda de absorbancia a 301cm−1 en los espectros FTIR y el valor más bajo se observó en el músculo a los 9 días de refrigeración. Los ácidos eicosapentaenoico C20:5ω3 (EPA) y docosahexaenoico C22:6ω3 (DHA

ANÁLISIS PROXIMAL, PERFIL DE ÁCIDOS GRASOS DE LAS VÍSCERAS DEL CUY (Cavia porcellus Y SU USO POTENCIAL EN ALIMENTACIÓN ANIMAL

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A. S. Parra

2016-01-01

Full Text Available Con el fin de evaluar el valor nutritivo de materias primas no convencionales en la elaboración de concentrado animal, de bajo coste y que no compitan con la alimentación del hombre, en la presente investigación se analizó el contenido nutricional de las vísceras abdominales de cuy (Cavia porcellus y de su harina, usando análisis proximal y perfil de ácidos grasos mediante cromatografía de gases. Se compararon estos resultados con materias primas convencionales como la harina de pescado y con vísceras de diversos animales. Los resultados obtenidos indican que la harina de vísceras de cuy puede competir con harinas de diversas procedencias dadas sus cualidades nutricionales (58% proteína, 28% grasa, 4% cenizas; además, el alto contenido de grasa en las vísceras frescas (55% base seca está constituido principalmente ácidos grasos poliinsaturados tipo omega 3, 6 y 9, siendo relevante el contenido de ácido linolénico, ácidos grasos que en la dieta de los animales son escasos y de alto costo. Es posible concluir que los componentes nutricionales de las vísceras de cuy la convierten en una materia prima promisoria en alimentación animal, estimulando así el aprovechamiento de estos residuos.

Ácidos grasos, vitamina E y rotulado nutricional de margarinas y esparcibles comercializados en Bogotá, Colombia

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Lorena A. Bolívar C.

2010-05-01

Conclusiones: 91% de las margarinas y esparcibles más comercializados en cinco localidades de Bogotá en agosto de 2008 es libre de ácidos grasos trans (< 0,5 g/porción y en promedio aportan 13% de la RDA de vitamina E/porción. Sólo 40% de los productos analizados declara todos los nutrientes de carácter obligatorio según la Resolución 0288 de 2008.

EVALUACIÓN DE LA CONCENTRACIÓN DE LOS ÁCIDOS ACÉTICO, BUTÍRICO Y PROPIÓNICO EN EL CO-CULTIVO: ASPERGILLUS ORYZAE-BUTYRIVIBRIO FIBRISOLVENS. EVALUATION OF THE CONCENTRATION OF THE ACETIC, BUTYRIC AND PROPIONIC ACIDS IN THE CO-CULTURE: ASPERGILLUS ORYZAE-BUTYRIVIBRIO FIBRISOLVENS

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C. LARA MANTILLA

2008-12-01

Full Text Available Se realizó un estudio en co-cultivo entre el hongo Aspergillus oryzae y la bacteria ruminal celulolítica Butyrivibrio fibrisolvens, cuyo objetivo fue determinar "in vitro" el efecto del hongo sobre la producción de los ácidos acético, propiónico y butírico por parte de la bacteria. El medio de cultivo se preparó utilizando líquido ruminal filtrado, centrifugado, autoclavado y diluído al 40% con agua, y 0,05 p/v de pastos Angleton (Dichamthium aristatum (Córdoba, Colombia. Las condiciones de cultivo fueron en anaerobiosis, y el tiempo de incubación de 24 horas. A partir del sobrenadante fueron determinadas las concentraciones de los ácidos grasos volátiles por cromatografía de gases. Se estudiaron dos relaciones bacteria-hongo: 1:1 y 1:3. Como resultado se observó un efecto negativo de Aspergillus oryzae sobre Butyrivibrio fibrisolvens, que se reflejó en la disminución en la producción de ácidos grasos volátiles.A study in co-culture between Aspergillus oryzae with the cellulolytic ruminal bacteria Butyrivibrio fibrisolvens was carried out aiming the "in vitro" determination of the effect of the fungi on the production of acetic, propionic and butyric acids by the bacteria. The culture medium was prepared using filtered, centrifuged, autoclaved and ruminal liquid diluted to 40% with water, and 0,05 % p/v of Angleton grass [;Dichamthium aristatum]; [;Córdoba, Colombia];. Culture was performed in anaerobic conditions for 24 hours. The concentrations of volatile fatty acids in the supernatant were determined by gas chromatography. Two bacteria-fungi relations were studied: 1:1 and 1:3. The results showed a negative effect of Aspergillus oryzae on Butyrivibrio fibrisolvens which was reflected in a decrease in the production of volatile fatty acids.

Eficacia en la prevención de úlceras por presión del aceite de oliva virgen extra frente a los ácidos grasos hiperoxigenados: resultados intermedios de un estudio de no inferioridad

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Antonio Díaz-Valenzuela

2014-06-01

Full Text Available Objetivos: a Evaluar la eficacia de la aplicación tópica de aceite de oliva virgen extra en la prevención de úlceras por presión (UPP en pacientes ancianos, en comparación con los ácidos grasos hiperoxigenados (AGHO, medida por la incidencia de UPP. b Determinar la seguridad terapéutica (efectos adversos de la aplicación tópica de aceite de oliva virgen extra. La hipótesis por contrastar es que la incidencia de UPP en el grupo tratado con el preparado de aceite de oliva no es superior a la incidencia de UPP en el grupo tratado con AGHO, estableciendo un margen de no inferioridad del 7%. Métodos: ensayo clínico de no inferioridad, multicéntrico, aleatorizado y controlado, con doble enmascaramiento. Se ha incluido a residentes de residencias de mayores en la provincia de Córdoba (España con riesgo moderado o alto de UPP entre enero de 2011 y abril de 2013. Se excluyeron residentes que ya tenían alguna UPP al inicio, con enfermedad vascular o en situación de gravedad extrema. El tamaño de muestra estimado es de 560 personas, con un muestreo sistemático consecutivo en cada una de las residencias. La intervención testada fue la aplicación cada 12 horas, en zonas de riesgo, de un preparado de aceite oliva virgen extra (Oleicopiel (grupo experimental frente a la aplicación de AGHO (Mepentol (grupo control. Variable principal: incidencia de UPP en cada grupo. Análisis de la diferencia de incidencias entre los dos grupos y tiempo hasta la aparición (análisis de supervivencia. Resultados: datos intermedios sobre una muestra de 247 residentes de 12 residencias. Ambos grupos son equivalentes al inicio. La incidencia de UPP en el grupo del aceite de oliva fue del 7,1% (8 de 112 residentes y del 6,8% (8 de 117 residentes en el grupo de AGHO, con una diferencia de incidencias del 0,31% (intervalo de confianza [IC] al 90% = -6,19% a +5,47% que está dentro del margen de no inferioridad establecido de ±7% y apoya la hipótesis inicial

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

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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.

Obtención y criopreservación de células madre del tejido graso mediante liposucción Collecting and criopreservation of stem cells obtained by liposuction from fat tissue

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J. Planas Ribo

2011-12-01

Full Text Available Existen diferentes técnicas para la obtención directa de células madre embrionarias a través de embriones criopreservados en nitrógeno líquido (-196 ºC, blastómeros individuales, activación de ovocitos por transferencia nuclear y células madre del líquido amniótico. También es posible obtener células madre adultas hematopoyéticas y de la médula ósea, más conocidas y empleadas en la clínica desde hace tiempo, así como también de la sangre del cordón umbilical en recién nacidos y de la grasa corporal en adultos. La grasa autóloga corporal extraída mediante liposucción se reutiliza en ocasiones para injertar o infiltrar otras zonas corporales y faciales como material de relleno, pero en la mayoría de los casos es desechada. Por lo general, para obtener un resultado satisfactorio en el trasplante de grasa autóloga, son necesarios varios tiempos quirúrgicos por lo que sería muy útil contar con un banco de tejido adiposo personalizado. Existen diferentes estudios que demuestran que el tejido adiposo aspirado por liposucción convencional puede preservarse y almacenarse con éxito a baja temperatura (-85 ºC en banco de tejido para futuras aplicaciones. Las células madre mesenquimales (MSCs poseen gran capacidad de proliferación y diferenciación con un alto valor terapéutico. El tejido graso es un reservorio importante de MSCs capaces de diferenciarse en tejido óseo, cartilaginoso, muscular, etc. Si reservamos una pequeña cantidad del tejido graso lipoaspirado, podemos obtener una cantidad suficiente de MSCs y conservarlas mediante un método óptimo de criopreservación. En 2007 realizamos un estudio de la grasa lipoaspirada en 36 pacientes para demostrar y validar el método de obtención de tejido graso con su posterior traslado, manipulación y criopreservación en banco de células madre. Los resultados fueron satisfactorios y en junio del 2010 se validó el método de recogida, procesamiento y almacenamiento

Identificación de ácidos grasos y compuestos fenólicos de los aceites extraídos a partir de semillas de Ulex europaeus

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José Camilo Torres Romero

2017-09-01

Full Text Available Ulex europaeus es una planta de origen mediterráneo, introducida en Colombia como cerca viva que ha adquirido gran importancia debido a su carácter invasor principalmente en las zonas de alta montaña. El conocimiento de su biología es una herramienta fundamental para la implementación de medidas de manejo que permitan su control y minimicen su impacto sobre los ecosistemas. El estudio de las moléculas y principios activos podría generar información valiosa a este respecto. La investigación reporta algunos ácidos grasos y compuestos fenólicos conseguidos de la extracción oleosa de las semillas e identificados por cromatografía de gases acoplada a espectrometría de masas. Dentro de los resultados destaca la presencia de ácido linoleico y también la presencia de tocoferoles que podrían ser útiles para aplicaciones alimentarias e industriales. Se concluye que la especie podría ser utilizada con fines industriales.

Fatty acids profile and nutritional composition of two tropical diatoms from the Costa Rican Pacific Coast; Perfil de ácidos grasos y composición nutricional de diatomeas tropicales aisladas de la costa del Pacífico de Costa Rica.

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Rodríguez-Núñez, K.; Toledo-Aguero, P.

2017-07-01

Microalgae represent an important nutritional source for diverse organisms, therefore, their nutritional value, and more specifically, total lipid and fatty acid contents, must be considered. This study evaluated the nutritional contents and potential growth under controlled conditions of Nitzschia sp. and Chaetoceros sp. Tropical microalgae, isolated from the Gulf of Nicoya, Costa Rica. In both strains, the nutritional composition and the fatty acid profile were evaluated in exponential and stationary phases. With regards to fatty acids, Nitzschia sp. had more Eicosapentaenoic Acid (EPA) in both the exponential (32.80%) and stationary (27.20%) phases. The results in growth rate, production and biochemical composition indicated two tropical microalgae strains suitable for cultivation under controlled conditions. The studies of the phytoplankton in this geographical area is highly relevant because of its importance in the primary production of nutrients and the importance of finding sources of fatty acids such as the EPA. [Spanish] Las microalgas representan una fuente alimenticia importante para diversos organismos, por lo que su valor nutricional debe ser considerado, especialmente su contenido de lípidos totales y el perfil de ácidos grasos. Este estudio tuvo como objetivo evaluar el crecimiento y determinar la composición bioquímica de dos cepas de microalgas tropicales aisladas de la costa del Pacífico Central de Costa Rica, Nitzschia sp. y Chaetoceros sp. En ambas se evaluó la composición nutricional y perfil de ácidos grasos en fase exponencial y estacionaria. Nitzschia sp. tuvo mayor cantidad de ácido eicosapentanoico (EPA) en ambas fases (32.80% y 27.20%, respectivamente). Los resultados en tasa de crecimiento, producción y composición bioquímica, presentan dos cepas de microalgas tropicales aptas para su cultivo en condiciones controladas. Estudiar el fitoplancton de esta zona es muy relevante debido a su importancia en la producción primaria

Chemical Changes Induced by Irradiation in Meats and Meat Components; Transformations Chimiques Provoquees par les Rayonnements dans les Viandes et Leurs Constituants; Khimicheskie prevrashcheniya v myasnykh produktakh i ikh sostavnykh chastyakh pod vozdejstviem oblucheniya; Alteraciones Quimicas Producidas por Irradiacion de las Carnes y de sus Componentes

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Merritt, C. Jr. [Pioneering Research Division, United States Army Natick Laboratories, Natick, MA (United States)

1966-11-15

veau; il a egalement analyse les produits volatils de la degradation, par les rayonnements de plusieurs acides amines et proteines, de graisses animales, d'esters methyliques d'acide gras et de triglycerides. L'auteur compare les resultats de l'analyse des substances constitutives de la viande soumises a l'irradiation avec ceux obtenus par l'irradiation de la viande elle-meme et de fractions distinctes de viande, ce qui permet de determiner l'apport de chaque fraction a l'ensemble. Il postule des mecanismes expliquant la formation des elements volatils dans chacune de ces fractions ainsi que les interactions entre les sub- stances, intermediaires des differentes fractions. (author) [Spanish] El mal sabor y el mal olor originados por la irradiacion de la carne conservada son un obstaculo para su aceptacion. Se cree que este sabor y este olor desagradables se deben a.los compuestos quimicos volatiles producidos por las radiaciones en las moleculas de proteinas y lipidos. Se han analizado los compuestos volatiles por cromatografia en fase gaseosa a temperaturas sumamente bajas y con arreglo a un programa, para determinar las mezclas complejas obtenidas, y por espectrometria de masas con exploracion rapida, para identificar los componentes separados. Se han efectuado analisis minuciosos de las sustancias volatiles formadas por irradiacion en carne picada de vaca, cerdo, carnero, cordero y ternera, asi como de los productos volatiles de degradacion originados por las radiaciones en varios aminoacidos y proteinas, grasas animales, esteres metilicos de acidos grasos y trigliceridos. Los resultados del analisis de los componentes de la carne irradiados se comparan con los obtenidos irradiando la carne misma y distintas fracciones de ella. Se postulan los mecanismos de formacion de los componentes volatiles de cada fraccion y los de las interacciones de las fases intermedias correspondientes a distintas fracciones. (author) [Russian] Obluchenie razlichnyh sortov mjasa s cel

Ácidos grasos, fermentación ruminal y producción de metano, de forrajes de silvopasturas intensivas con Leucaena.

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Esperanza Prieto-Manrique

2016-06-01

Full Text Available El objetivo del presente trabajo fue determinar el efecto de los forrajes sobre los ácidos grasos de cadena larga, fermentación ruminal y producción de metano de un sistema silvopastoril intensivo de Leucaena leucocephala. La investigación se desarrolló en el laboratorio NUTRILAB–GRICA, perteneciente a la Facultad de Ciencias Agrarias, de la Universidad de Antioquia, Medellín–Colombia, en julio del 2013. Se utilizó la técnica de producción de gas in vitro, utilizando como sustrato de fermentación las gramíneas (C. plectostachyus y/o M. maximus cv. Tanzania y leucaena (L. leucocephala, solas o en sus combinaciones, con una relación forraje:concentrado 70:30 y gramínea: leucaena 56:14, para un total de siete tratamientos. No se encontró efecto de los forrajes (p>0,05, sobre el contenido de ácido linoleico conjugado (ALC, C18:2 c9t11 o ruménico en la digesta. La inclusión de 14% de leucaena aumentó el contenido de ácido linoleico (C18:2 c9, 12 y linolénico (C18:3 c9, 12, 15 en el alimento y de transvaccénico (ATV, C18:1 t11, esteárico (C18:0, linoleico y linolénico en la digesta (p<0,05, y no afectó la cinética de fermentación, digestibilidad de la materia seca (MS, pH, total y proporción de ácidos grasos volátiles, ni redujo la producción de metano. Las gramíneas, C. plectostachyus y M. maximus, se comportaron similar en las variables evaluadas (p>0,05. Los sistemas silvopastoriles pueden ser una opción para aumentar los ácidos grasos benéficos en la leche.

Composición de ácidos grasos y peroxidación lipídica de mitocondrias y microsomas aislados de hígado, corazón y cerebro de aves de diferentes especies: relación con el tamaño corporal

OpenAIRE

Gutiérrez, Ana María

2015-01-01

Las aves pueden vivir dos veces más tiempo y poseen tasas metabólicas específicas 2.3 veces mayores que las de los mamíferos de similar tamaño corporal. La temperatura del cuerpo está 3ºC por encima de la que presentan los mamíferos y los niveles de glucosa en sangre son 2 a 4 veces más altos. Los ácidos grasos poliinsaturados de cadena larga como el ácido araquidónico (C20:4n6) y el ácido docosahexenoico (C22:6n3) juegan un papel importante en una variedad de funciones biológicas. Los ácidos...

Aceites vegetales sobre ácidos grasos y producción de metano in vitro en vacas lecheras.

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Esperanza Prieto-Manrique

2016-12-01

Full Text Available El objetivo de este trabajo fue evaluar el efecto de la adición de aceites vegetales en dietas representativas de vacas lecheras bajo pastoreo, sobre los ácidos grasos, fermentación ruminal y producción de metano in vitro. La investigación se desarrolló en el laboratorio NUTRILAB–GRICA, perteneciente a la Facultad de Ciencias Agrarias, Universidad de Antioquia, Medellín, Colombia, en agosto del 2013. Se utilizó la técnica de producción de gas in vitro. En cuatro dietas (dos de monocultivo en Cynodon plectostachyus y dos de sistema silvopastoril intensivo con Leucaena leucocephala, se evaluó la adición de tres aceites vegetales (girasol, lino y palma a nivel del 2 y 4% de la MS, en un diseño completamente al azar con arreglo factorial de 4x3x2. En todas las dietas, la suplementación con aceite de girasol aumentó el contenido de ácido linoleico (C18:2 c9,12, ácido linoleico conjugado (ALC-c9t11 y ácido transvaccénico (ATV, C18:1 t11 después de la fermentación (p0,05. Ningún aceite afectó la cinética de fermentación, pH, total de ácidos grasos volátiles (AGV, proporción de AGV, ni la producción de metano.

Composición de ácidos grasos en ovas de trucha arco iris (Oncorhynchus mykiss, Walbaum, 1792

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Rafael Rosado Puccini

2012-06-01

Full Text Available En este artículo se analizan con parámetros de composición 58 puestas de trucha arcoiris obtenidas, manejadas y monitoreadas individualmente en desempeño desde la fertilización hasta finalizar la etapa de reabsorción de vesícula. Además de los valores reproductivos, el contenido de ácidos grasos en las ovas se determinó en fresco, mediante cromatografía de gases. En el perfil medio se destacan los ácidos palmítico (C16, oleico (C18:1n-9 y docosahexaenoico (C22:6n-3 como los más representativos, con casi el 60% del total y, en general, en concentraciones estables entre las hembras. Tanto para cada ácido determinado como para el conjunto de contenidos integrados de las series n-3 y n-6, y los colectivos de saturados (SAF, monoinsaturados (MUFA y poliinsaturados (PUFA, se define un patrón de composición similar al reportado para la especie en otros esquemas de manejo y bajo regímenes nutricionales variables. Se analizó la condición conservativa en la incorporación de ácidos grasos al huevo, y se discutió su utilidad como posibles definitorios de calidad, teniendo como referente la alta variabilidad registrada en la supervivencia al final del proceso de incubación.

Factores analíticos, antropométricos y dietéticos asociados al desarrollo de fibrosis en pacientes con enfermedad por hígado graso no alcohólico

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Sara Gómez-de-la-Cuesta

Full Text Available RESUMEN Antecedentes: la esteatohepatitis no alcohólica (EHNA mantenida en el tiempo puede conducir a estadios avanzados de enfermedad hepática y al desarrollo de hepatocarcinoma. Objetivos: evaluar los factores analíticos, antropométricos y dietéticos asociados a la presencia de fibrosis hepática, evento que más influye en supervivencia y evolución. Métodos: fueron estudiados setenta y seis pacientes diagnosticados de enfermedad por hígado graso no alcohólica mediante biopsia. Las biopsias fueron clasificadas según el NAS-score (Kleiner. Se obtuvieron parámetros analíticos, antropométricos y dietéticos y se calculó el índice no invasivo NAFLD Fibrosis Score (NFLD-FS. Se determinaron los niveles séricos de leptina, adiponectina, resistina y TNF-alfa. Resultados: cincuenta y seis pacientes eran hombres (73,7%, con una edad media de 44,5 ± 11,3 años (19-68. Pacientes con fibrosis en biopsia: 39 (51,3% (F1-F2: 84,6%; F3-4: 15,4%. Univariante: 17 mujeres (85% presentaban fibrosis, frente a 22 hombres (39% (p = 0,000. Los pacientes con fibrosis avanzada tenían mayor edad, menor recuento de plaquetas, menor albúmina sérica, mayor resistencia a la insulina (homeostatic model assessment insulin resistance, HOMA-IR, menor ingesta de lípidos, mayor nivel de leptina sérica y valores más altos de NAFLD-FS. Este índice presenta para detectar fibrosis avanzada un valor predictivo negativo del 98% y un valor predictivo positivo del 60%. Variables asociadas de forma independiente a la presencia de fibrosis (regresión logística: sexo masculino (factor protector (0,09, IC 95%, 0,01-0,7; p < 0,05 y HOMA-IR (1,7, IC 95% 1,03-2,79; p < 0,05. Conclusiones: el sexo y el HOMA-IR son los únicos factores independientes que se asociaron a la presencia de fibrosis hepática en biopsia. El NAFLD-FS es un buen marcador no invasivo para descartar la presencia de fibrosis avanzada.

Removing volatile fatty acids during the anaerobic treatment of pig sewage; Remocion de acidos grasos volatiles durante el tratamiento anaerobio de aguas residuales porcicolas

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Vazquez Borges, E.; Mendez Novelo, R.; Magana Pietra, A.; Partinez Pereda, P.; Fernandez Villagomez, G. [Facultad de Ingenieria, Universidad Atuonoma de Yucatan. Mexico (Mexico)

1997-06-01

This study examined the behaviour of a hybrid anaerobic digester in treating pig farm sewage. The experimental model consisted of a 208-litre UASB reactor at the bottom and a 195-litre high-rate sedimentator at the top. The digester was installed on a pig farm and its efficiency in removing volatile (acetic and propionic) fatty acids (VFA) was determined with hydraulic retention time (HTR) as the critical parameter for evaluating the anaerobic system`s performance. The results obtained with the five different HRTs used during the experiment are reported. The highest removal rates were obtained with an HRT of 2.8 days: 98% in the UASB, 28% in the sedimentator and 98% in the digester as a whole. An HRT of 1 day gave VFA removal rates of 40%, 12% and 50% in the UASB reactor sedimentator and digest respectively. (Author) 16 refs.

EXTRACCIÓN DEL ACEITE DE LA SEMILLA DE PATILLA (Citrullus vulgaris POR LIXIVIACIÓN

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Peggy Londoño

2014-01-01

Full Text Available L a extracción del aceite de la semilla de patilla c onsistió inicialmente en un estudio fisicoquímico de la semilla , con la finalidad de conocer su contenido nutricional mediante la realización de diferentes análisis como humedad, cenizas, grasas, fósforo, proteínas y carbohidratos . Posteriormente se procedió con la extracción del aceite utilizando el equipo de extracci ón sólido - líquido S oxhlet, empleando hexano como solvente mediante el diseño factorial del t ipo 2 3 . Luego de esto se realizó la caracterización del aceite crudo y ref inado siguiendo la metodologí a descrita por las normas COVENI N , donde el aceite presentó propiedades que le confieren gran potencial en la industria cosmética en la elaboración de ja bones. Por último se hizo un perfil lipídico por medio de una cromatografía de gases , arrojando un alto contenido de ácidos grasos insaturados (linoléico y oleíco que le dan la potencialidad de ser aplicado como un aceite apto para consumo humano de excelentes propiedades y calidad.

Desarrollo de alimentos tipo snack de bajo contenido graso a partir de discos de manzana verde

OpenAIRE

Tavera Quiroz, María José

2015-01-01

Esta investigación se basó en el desarrollo de productos tipo snack bajos en grasa a partir de manzana verde Granny Smith (Malus domestica). Se desarrollaron snacks a partir de manzanas verdes estudiando diferentes alternativas de cocción (fritado, horneado o su combinación) con el objetivo de obtener productos con menor contenido graso que los tradicionales pero con las propiedades que los consumidores valoran en los mismos, como el color y la textura crocante. Para ello se analizó...

RELACIÓN ENTRE EL CONSUMO DE ÁCIDOS GRASOS TRANS CONTENIDOS EN LA MARGARINA VEGETAL Y LOS NIVELES DE LÍPIDOS SANGUÍNEOS EN ESTUDIANTES Y EMPLEADOS DE LA FACULTAD DE CIENCIAS DE LA PONTIFICIA UNIVERSIDAD ..JAVERIANA

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Martha Díaz Perilla

2002-12-01

Full Text Available El propósito de esta investigación fue determinar el efecto del consumo de ácidos grasos trans contenidos en la margarina vegetal, sobre los niveles de lípidos en sangre de consumidores habituales de este producto. Treinta y siete individuos entre 20 y 50 años y un peso adecuado para la estatura, conformaron la muestra; 18 consumidores habituales de margarina, grupo estudio, y 19 no consumidores, grupo control. Se llevó a cabo la valoración nutricional por antropometría, el análisis de los hábitos alimentarios y el perfillipídico. El consumo promedio de energía y nutrientes, así como los niveles de colesterol total y LDL en sangre fueron significativamente mayores (p<0.05 en el grupo estudio; las concentraciones sanguíneas de HDL fueron menores (4mg/dl y las de triglicéridos mayores (40 mg/dl en el grupo estudio, aunque-no se consideraron estadísticamente significativas. El61% de los individuos del grupo estudio y el 26% del grupo control presentaron hipercolesterolemia y el 50% del grupo estudio y el21% del grupo control presentaron hipertrigliceridemia. Se concluyó que en este grupo de individuos, el consumo de ácidos grasos trans contenidos en la margarina vegetal puede ser un factor que contribuye a elevar los niveles de lípidos sanguíneos, que es un factor de riesgo de enfermedad coronaria.

Importancia de los ácidos grasos poliinsaturados de cadena larga en la alimentación del lactante: cuantificación de éstos en algunas fórmulas lácteas para bebés de 0 a 6 meses, comercializadas en la ciudad de Medellín, 2012

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Diana L. Cárdenas S.

2014-09-01

Full Text Available Resumen Objetivo: comparar el contenido de ácidos grasos poliinsaturados (lcpufa reportados en las etiquetas nutricionales de las fórmulas lácteas infantiles, comercializadas en supermercados de la ciudad de Medellín frente a la cantidad determinada experimentalmente. Metodología: se estudiaron trece fórmulas infantiles de iniciación, recolectadas del stand donde se encontraban exhibidas. El procedimiento para la extracción, cuantificación y análisis de los ácidos grasos de las muestras se realizaron según métodos desarrollados por el laboratorio. Resultados: al comparar el contenido de los lcpufa de la etiqueta de cada fórmula láctea con los datos obtenidos experimentalmente, se encontró que los productos contenían menos del 30% de lo reportado, aspecto que no fue atribuible a la fecha de vencimiento pero sí posiblemente a la temperatura de almacenamiento. Discusión: los hallazgos del estudio son preocupantes, porque los profesionales de la salud, recomiendan dichos productos, por su similitud en la composición nutricional con la leche materna esperando que su contenido en lcpufa sea como mínimo, igual o equivalente al de ésta, proporcionando al bebé su adecuado desarrollo. Por lo anterior, es necesario que los expertos en alimentación infantil reglamenten de manera estricta la adición de estos ácidos grasos en alimentos para lactantes. Abstract Objective: to compare the content of polyunsaturated fatty acids (pufas appearing in the nutrition facts labels of infant milk formulas sold in supermarkets of Medellin city against an experimentally determined quantity. Methodology: the researchers studied a total of 13 infant initiation formulas collected from the stands where they were displayed at the supermarkets. The procedure for extracting and quantifying the fatty acids in the samples was performed in compliance with the methods developed in the laboratory. Results: upon comparing the content of the pufas displayed in

Ácidos grasos y parámetros de calidad del aceite de semilla de uva silvestre (Vitis spp.

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O. Franco-Mora

2015-01-01

Full Text Available México es centro de origen de varias especies de Vitis. La gran mayoría de ellas no son empleadas en la agricultura e industrias derivadas. Como parte de la exploración de su potencial agroindustrial se identificó y cuantificó a los ácidos grasos del aceite de semilla de vid silvestre (Vitis spp. de frutos de Temascaltepec, México y de la accesión E-201, cultivada en Zumpahuacán, México. El contenido promedio de aceite en la semilla fue de 16,7%, encontrando ácido linoleico (71,5%, oleico (17,2%, palmítico (6,6% y esteárico (4,3%. En el aceite obtenido en vides de Temascaltepec se determinó índice de yodo (57,9 g/100 g, índice de saponificación (170,7 mg/g e índice de peroxidos (30 mEq/kg, valores relacionados posiblemente al contenido de ácidos grasos insaturados. Sin embargo, ese mismo grado de insaturación no concordó con el punto de humeo observado (211 °C, lo cual posiblemente está relacionado con el contenido de ácidos palmítico y esteárico. El aceite de semilla de vid silvestre cumple parcialmente con los estándares establecidos para el aceite de semilla de V. vinifera, lo cual implica su potencial culinario, agroindustrial y cosmetológico.

Factores que influyen en el contenido de escualeno, fitoesteroles totales y esterificados en el subproducto ácidos grasos destilados de soya para su potencial aprovechamiento

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José Rodríguez Rodríguez

2015-01-01

Full Text Available Una necesidad actual de la industria de extracción y refinación de aceite vegetal es la reducción y/o explotación de sus subproductos. Uno de estos, conocido como Ácidos Grasos Destilados de Aceite de Soya (AGDAS, resulta potencialmente valioso para las industrias alimentaria, farmacéutica y cosmética por la presencia de compuestos con actividad biológica favorable, como los fitoesteroles y el escualeno, los primeros como agentes hipocolesterolemiantes y el escualeno como emoliente y humectante. En este trabajo, mediante cromatografía de gases se determinó el contenido de escualeno y fitoesteroles libres y esterificados para evaluar la viabilidad de aprovechamiento de AGDAS como fuente de dichos compuestos y establecer si la procedencia del grano de soya (americano o nacional, la condición de cultivo (Sequía o Normal, años 2011 y 2012 respectivamente y el grado de calidad del aceite (Genérico o Premium son factores determinantes en el contenido de dichos compuestos en el subproducto. En conclusión AGDAS representa una fuente viable de fitoesteroles totales con 14.92% p/p, no así de escualeno con 1.75% p/p. La concentración de escualeno está influenciada por la procedencia del grano y la condición de cultivo, mientras que la de fitoesteroles esterificados por el grado de calidad y condición de cultivo. Ninguno de los factores influyó en el contenido de fitoesteroles totales. Esto permite establecer que la composición del subproducto AGDAS no es constante y se justifican protocolos como el de este estudio para su caracterización con fines de aprovechamiento.

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...

Trans fatty acid intake among the population of the city of São Paulo, Brazil Consumo de ácidos grasos trans en la población de la ciudad de Sao Paulo, Sureste de Brasil Consumo de ácidos graxos trans na população da cidade de São Paulo, Brasil

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Michelle Alessandra de Castro

2009-12-01

Full Text Available OBJECTIVE: To analyze the monounsaturated and polyunsaturated trans fatty acid intake among the general population. METHODS: A cross-sectional study was conducted in São Paulo, Southeastern Brazil, in 2003, on a representative sample of 2,298 male and female subjects, including 803 adolescents (12 to 19 years, 713 adults (20 to 59 years and 782 elderly people (60 years or over. Food intake was measured using 24-hour recall. Mean trans fatty acid intake was described according to gender and age group. RESULTS: The mean trans fatty acid intake was 5.0 g/day (SE = 0.1, accounting for 2.4% (SE = 0.1 of total energy and 6.8% (SE = 0.1 of total lipids. The adolescents had the highest mean intake levels (7.4 g/day; 2.9% of energy while the adults and the elderly had similar intake (2.2% of energy for both; 6.4% of lipids and 6.5% of lipids, respectively. The mean trans fatty acid intake among adult and elderly women (approximately 2.5% of energy and 7.0% of lipids was higher than among men in the same age group. The food item with the highest contribution towards trans fatty acids was margarine, accounting for more than 30% of total intake, followed by filled cookies among adolescents and meat among adults and the elderly. CONCLUSIONS: The trans fatty acid intake is above the level recommended by the World Health Organization. Replacement of the trans fatty acids in manufactured food items may be an effective measure for reducing trans fatty acid intake in Brazil.OBJETIVO: Analizar el consumo de ácidos grasos moninsaturados y polinsaturados de configuración trans en la población general. MÉTODOS: Estudio transversal realizado en Sao Paulo, Sureste de Brasil, 2003, con muestra representativa de 2.298 individuos, siendo 803 adolescentes (12 a 19 años, 713 adultos (20 a 59 años y 782 ancianos (60 años o más, de ambos sexos. El consumo alimentario fue medido por medio del recordatorio alimentario de 24 horas. Los valores promedios de ingestión de

Composición proximal, ácidos grasos y características fisicoquímicas de aceite de harina artesanal de caribe (Serrasalmus rhombeus Pisces: Characidae proveniente de Caicara del Orinoco-Venezuela

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Granados, Ángel

2006-12-01

así como el perfil de ácidos grasos. Se seleccionaron aleatoriamente tres muestras de harina de caribe en locales comerciales ubicados en Caicara del Orinoco, estado Bolívar-Venezuela y se les determinó los contenidos de: humedad (6,00 ± 0,45 %, proteína cruda (N x 6,25: 52,78 ± 2,36 %, grasa cruda (22,47 ± 1,08 % y ceniza total (24,58 ± 3,12 %. El contenido de materia grasa fue extraído con n-hexano y se le determinó: Acidez libre (5,66 ± 0,15 % p/p como ácido oleico, índice de peróxidos (23,50 ± 1,02 meq O2/kg, índice de yodo (152,2 ± 0,5 cg I2/g, índice de saponificación (186,5 ± 0,3 mg KOH/g y materia insaponificable (2,3 ± 0,4 g/kg. El perfil de ácidos grasos, obtenido por cromatografía de gas, mostró una relación de ácidos grasos insaturados / ácidos grasos saturados de 5,62, donde el 59,9 % de los ácidos fueron de monoinsaturados y el 25,0 % poliinsaturados. La harina de caribe evaluada es una importante fuente de nutrientes de potencial utilidad como materia prima en alimentación animal.

Serum insulin, glucose and non esterified fatty acids after administration of follicle-stimulating and luteinizing hormones in bitches Modificaciones de la glucemia, insulina y ácidos grasos no esterificados durante la sobrecarga de glucosa o insulina en perras tratadas con hormona folículo-estimulante y luteinizante

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A. Renauld

2003-01-01

Full Text Available This paper reports the effect of the simultaneous administration of follicle-stimulating (FSH and luteinizing hormones (LH on serum glucose, insulin and nonesterified fatty acid responses after glucose or insulin challenge. The animals were originally at anestrous. FSH (dose 2.5 U/kg body wt. and LH (0.27 U/kg body wt. were sc injected on days 1, 4, 8 and 11. Vaginal smears were obtained daily. Six untreated controls at anestrous and six treated bitches reaching proestrous were used. Glucose tolerance tests were done with a dose of 1 g of glucose per kg of body weight. Bovine insulin was administered at the dose of 0.25 U/kg body wt. During these tests, neither serum glucose and nonesterified fatty acids nor glucose distribution space and glucose clearance were affected by the treatment. The serum insulin response to hyperglycemia was greatly increased. The distribution space and clearance rate of this hormone were not affected by FSH + LH treatment. We conclude that, in the bitch, FSH + LH treatment, at doses that trigger «sex seasons», increases the serum insulin response to glucose load and produces a moderate resistance to the hypoglycemic, lipogenic and antilipolytic insulin actions. These phenomena are evident during hyperglycemia.Este trabajo describe el efecto de la administración simultánea de FSH y LH sobre los niveles de glucemia e insulina y ácidos grasos no esterificados séricos luego de una sobrecarga de glucosa o insulina. Los animales se encontraban originalmente en anestro, controlado por extendidos vaginales diarios. FSH (2.5 U/kg peso corp./día y LH (0.27 U/kg peso corp./día se inyectaron por vía subcutánea en los días 1, 4, 8 y 11 del tratamiento. Cada grupo experimental estaba formado por seis perros en anestro y seis en proestro. Las sobrecargas de glucosa (1g/kg peso corp. fueron administradas por vía endovenosa rápida. Las concentraciones de glucosa en sangre o ácidos grasos no esterificados séricos durante

Recuperación de ácidos grasos volátiles por electrodiálisis de un licor de fermentación anaerobia de desechos orgánicos simulado

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Aymer Maturana

2004-01-01

Full Text Available Se diseñó, construyó y operó una unidad de electrodiálisis para estudiar experimentalmente la recuperación como ácido acético del acetato producido durante la digestión anaerobia de desechos orgánicos, usando soluciones acuosas de acetato de sodio a diferentes concentraciones (5 g/l, 15 g/l y 30 g/l para simular el licor de fermentación anaerobia. La electrodiálisis se llevó a cabo aplicando 8 diferentes voltajes a la unidad y monitoreando periódicamente el comportamiento de las variables principales del proceso. La tasa máxima de producción de ácido acético lograda fue de 1674 mg/l y se encontró que esta fue proporcional al voltaje aplicado, caudal de licor de fermentación alimentado a la unidad y a la densidad de corriente utilizada. El ácido acético se recuperó en agua destilada y adicionalmente en una solución acuosa de etanol. La electrodiálisis resultó ser una alternativa técnicamente viable en principio, para la producción de ácidos grasos volátiles, pues los resultados obtenidos demuestran que es posible hacerlo con relativa facilidad.

Fatty acid composition of the pollen lipids of Cycas revoluta Thunb; Composición en ácidos grasos de los lípidos del polen de palmeras Cycas revoluta

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Sidorov, R.A.; Kuznetsova, E.I.; Pchelkin, V.P.; Zhukov, A.V.; Gorshkova, E.N.; Tsydendambaev, V.D.

2016-07-01

The fatty acid (FA) composition of total extractable and non extractable with chloroform lipids of C. revoluta pollen was determined. Among other minor FAs, unusual Δ5 polymethylene-interrupted FA, Δ5, 11-octadecadienoic acid was found. This FA was found in the seed lipids of C. revoluta earlier, but it was discovered for the first time in pollen lipids. [Spanish] Se determinó la composición en ácidos grasos (AG) de los lípidos totales extraíbles y no extraíbles con cloroformo del polen de la palmera C. revoluta. Entre otros ácidos grasos menores se encontró un AG Δ5 inusual, el ácido octadecadienoico, Δ5,11-polimetilen-interrumpido. Este AG ya fue descrito en los lípidos de semillas de C. revoluta, pero en los lípidos del polen es la primera vez que se describen.

Mecanismos que analizan a nivel hepático el destino de los ácidos grasos del plasma y su relación con la resistencia insulínica en dislipemia experimental. Estrategias de prevención y/o mejoramiento por dietas

OpenAIRE

Hein, Gustavo Juan

2011-01-01

Los resultados alcanzados demuestran que la administración crónica de una dieta rica en sacarosa (DRS) indujo en hígado: incremento en la masa proteica del receptor nuclear LXR alfa y disminución en la masa del receptor PPAR alfa. Esto se relacionó con la activación de las enzimas lipogénicas y menor actividad de las enzimas de la oxidación de ácidos grasos, indicando un destino preferencial de éstos hacia la vía de reesterificación y síntesis de triglicéridos hepáticos. Los animales dislipid...

Perfil de ácidos grasos de diversas especies de pescados consumidos en México

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María Isabel Castro González

2013-12-01

Full Text Available Los factores bióticos y abióticos determinan la composición de ácidos grasos AG en los peces, información relevante por la asociación existente entre su consumo y los beneficios para la salud humana. El objetivo de esta investigación fue identificar la variación en la concentración de AG, según diferentes factores, en diez especies marinas de pescado comestible en México: Euthynnus alletteratus, Sciaenops ocellatus, Bairdiella chrysoura, Sphyraena guachancho, Symphurus elongatus, Istiophorus platypterus, Ophichthus rex, Eugerres plumieri, Eucinostomus entomelas y Oreochromis mossambicus. La determinación de AG se llevó a cabo mediante cromatografía de gases. El contenido de lípidos totales varió entre 0.93 y 1.95g/100g en E. entomelas y O. mossambicus, respectivamente. E. alletteratus, B. chrysoura, S elongatus, I. platypterus, O. rex y E. plumieri presentaron el siguiente orden en la concentración de AG: AG poliinsaturados AGPAG saturados AGSAG monoinsaturados AGM. S. ocellatus, S. guachancho y E. entomelas: AGSAGPAGM; mientras que tan solo O. mossambicus presentó AGSAGMAGP. Este tuvo la mayor concentración de AGS 559.40mg/100g y AGM 422.60mg/100g, mientras que B. chrysoura presentó el mayor contenido mg/100g de AGP 663.03, AGn-3 514.03, EPA+DHA 506.10 y AGn-6 145.80. Factores bióticos y abióticos influyeron significativamente en la concentración de AG. Las especies subtropicales presentaron una concentración 42.1 mayor de EPA+DHA que las tropicales. Los valores presentados pueden cambiar según modificaciones en el ecosistema y en las características de cada especie, sin embargo, el conocimiento aquí generado es útil para mejorar las recomendaciones sobre el consumo de pescado.

Aprovechamiento de residuos pesqueros para la obtención de ácidos grasos (omega 3) en el procesamiento de productos alimenticios

OpenAIRE

Robalino Jaime, Johanna Jessenia

2008-01-01

Ecuador cuenta con una significativa riqueza pesquera que comprende gran variedad de especies de alto valor comercial que permite importantes niveles de procesamiento y exportación de productos pesqueros entre los que se pueden citar la harina y el aceite de pescado. El aceite de pescado es la principal fuente de ácidos grasos omega 3, ácido eicosapentaenoico (EPA) y ácido docosahexaenoico (DHA) siendo las especies piscícolas ecuatorianas muy ricas en estos componentes. El objetivo principal ...

Total and free fatty acids content during the ripening of artisan and industrially manufactured “Chorizo de cebolla”

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Franco, Inmaculada

2002-12-01

Full Text Available "Chorizo de cebolla" is a traditional sausage made in the north west of Spain. In four batches manufactured by artisanal methods and 4 manufactured by industrial ones the contents of total and free fatty acids were assessed throughout ripening, taking from every batch samples of the mass before stuffing (0 days and of the sausage after 2, 7, 14, 21, 28 and 42 days of ripening. The profile of total fatty acids of the two types of sausage basically coincide with that found by other authors in pork fat. However, both types of sausage (artisanal and industrial differ significantly (pEl chorizo de cebolla es un embutido tradicional elaborado en el noroeste de España. En cuatro partidas fabricadas por procedimientos artesanales y 4 elaboradas industrialmente se determinó a lo largo de la maduración los contenidos en ácidos grasos totales y libres, tomando en cada partida muestras de masa antes de embutir (0 días y de chorizo a los 2, 7, 14, 21, 28 y 42 días de maduración. El perfil de ácidos grasos totales de los dos tipos de embutidos coincide básicamente con el encontrado por otros autores en grasa de cerdo. Sin embargo, ambos tipos de chorizo (artesanal e industrial difirieron significativamente (p< 0.05 en el porcentaje de ácidos grasos totales saturados e insaturados. Los chorizos elaborados artesanalmente presentaron porcentajes de ácidos grasos saturados significativamente superiores a los encontrados en los chorizos industriales. El contenido en ácidos grasos libres totales experimentó a lo largo de la maduración un incremento significativo (p< 0.05 desde valores medios de 459 ± 243 mg/100 g de grasa en la masa hasta 3687 ± 1670 mg/100 g de grasa en chorizo de 42 días, en los chorizos artesanales, y desde 560 ± 317 mg/100 g de grasa hasta 5157 ± 3673 mg/100 g en los industriales. Debido a la gran variabilidad entre las diferentes partidas, no se encontraron diferencias estadísticamente significativas en los

Caracterización geográfica de los aceites de oliva vírgenes de la denominación de origen protegida ’Les Garrigues’ por su perfil de ácidos grasos

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Romero, María Paz

2001-02-01

Full Text Available Main fatty acid composition from Les Garrigues (Lleida. Spain virgin olive oils were evaluated in three consecutive harvests (1995/96 to 1997/98. Results show that the variability is due to climate events and geographical area of production. Principal Components Analysis was applied to fatty acid composition of olive oil classified in two agroclimate geographical zones. The two first principal components accounting for 80 percent of the variance. A stepwise selection algorithm in discriminant analysis was used to obtain one discriminating function amongst the two zones. Above 83 % for the 188 observations used to fit the model were correctly classified. To verify the model, 20 additional oil samples from 1998/99 harvest were added to the data set and 84,6 % were correctly classified.Se ha analizado el perfil de ácidos grasos en 190 muestras de aceite de oliva virgen de la DOP Les Garrigues (Lleida de tres campañas consecutivas (1995/96, 1996/97 y 1997/98. Se ha encontrado que la mayor variabilidad entre los ácidos grasos es debida a aspectos relacionados con la climatología de la campaña oleícola y con la procedencia de los aceites. El análisis de componentes principales ha permitido obtener dos componentes principales que explican más del 80 % de la variabilidad observada. La representación de los aceites según sus componentes principales, permite separar aceites procedentes de dos subzonas con diferencias agroclimáticas. Se ha aplicado un análisis discriminante paso a paso y se ha obtenido una función que ha permitido clasificar correctamente en la subzona de procedencia más del 83 % de los 188 aceites. El modelo ha sido validado con 20 muestras de aceites procedentes de la campaña 1998/99, habiéndose clasificado correctamente el 84,6 % de las muestras.

Grasa y ácidos grasos en leche de vacas pastoreando, en cuatro sistemas de producción.

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Esperanza Prieto-Manrique

2016-12-01

Full Text Available El objetivo de este trabajo fue evaluar el efecto de la dieta, número de partos y tercio de lactancia sobre el porcentaje de grasa, la concentración de ácido linoleico conjugado (ALC-c9t11, transvaccénico (ATV-C18:1t11 y otros ácidos grasos (AG insaturados en la leche de vacas pastoreando en cuatro sistemas de producción. El trabajo se realizó de mayo a diciembre del 2012 en diez ganaderías colombianas, representativas de los sistemas de producción lechería tropical (LT y doble propósito (DP con/sin sistema silvopastoril intensivo de leucaena (SSPi. En cada ganadería se tomaron tres muestras individuales de leche, de cinco vacas (día 62 ± 22, día 147 ± 22 y día 227 ± 22 de lactancia, conjuntamente se estimó el consumo de suplemento y de forraje, y se determinaron AG en estos. Cada sistema de producción se analizó independientemente. El contenido de grasa en leche fue afectado por el tercio de lactancia (p<0,05 en LTSSPi y DPSSPi, presentando el primer tercio el menor valor. ALC-c9t11 en la leche varió entre 1,02 a 2,22%, ATV entre 4,40 a 6,50% y el índice de aterogenicidad entre 1,69 a 2,89. La alta participación de la grasa de los suplementos (51 a 84% en el total de grasa consumida y su composición, llevó a variaciones en el per l de AG de la leche en los sistemas LT, LTSSPi y DP. El número de parto y el tercio de lactancia presentaron menor efecto que la dieta.

Effect of n-3 polyunsaturated fatty acids on the lipidic profile of healthy Mexican volunteers Efecto de los ácidos grasos polinsaturados n-3 en el perfil lipídico de mexicanos voluntarios

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OCTAVIO CARVAJAL

1997-05-01

Full Text Available Objective. The effect of n-3 polyunsaturated fatty acids on the serum lipid profile in a Mexican population was evaluated. Material and methods. Three g of salmon oil was the daily intake during four weeks. Total cholesterol, triglycerides, low density lipoproteins, high density lipoproteins and erythrocyte fatty acid composition were analyzed. Results. The hypertriglyceridemic group showed a statistically significant (pObjetivo. Estudiar el efecto de los ácidos grasos polinsaturados n-3 en el perfil lipídico sérico de una población mexicana. Material y métodos. La ingesta diaria del suplemento de aceite de salmón fue de 3 gramos durante cuatro semanas. Se evaluaron los niveles de colesterol total, triglicéridos, lipoproteínas de baja densidad, lipoproteínas de alta densidad y la composición en ácidos grasos de los eritrocitos. Resultados. Muestran una reducción significativa (p< 0.05 en los niveles de triglicéridos y un aumento significativo (p< 0.01 en los niveles de lipoproteínas de alta densidad en los sujetos con hipertrigliceridemia. El grupo con hipercolesterolemia presentó reducción en los niveles de colesterol total y triglicéridos y aumento significativo en los niveles de lipoproteínas de alta densidad (p< 0.01. Conclusiones. El efecto hipolipidemiante de los ácidos grasos polinsaturados n-3 se puso de manifiesto en voluntarios mexicanos bajo las condiciones aquí evaluadas.

Assessment of the fatty acid patterns in vegetable oils, fats and fat-rich foods commonly consumed in Egypt

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Cantellops, Dennis

2001-08-01

Full Text Available Forty-one individual food samples were analyzed for their fatty acid contents by gas-liquid chromatography using capillary tubes. The samples belonged to 5 different food groups and included vegetable oils, butter & ghee, animal fats, dairy products, fishes, chicken & meats and other popular dishes. The results show that maize oil was lowest in its total saturated fatty acid content (11% and richest in linolenic acid. On the other hand, total saturated fatty acids made up 42-62 % of the total fatty acid patterns of the lamb and camel fat tallow, respectively. Long chain polyunsaturated fatty acids (C20-C22 with two to six double bonds were present only in fishes. Estimate of fat intake amounted to 36 grams per subject per day and the % contribution of the analyzed fats was presented. The ratio of polyunsaturated to saturated fatty acids amounted to 0.96; which falls within the optimum dietary goals.Cuarenta y una muestras de alimentos individuales fueron analizadas por su contenido en ácidos grasos mediante cromatografía gas-líquido usando columnas capilares. Las muestras pertenecieron a 5 grupos diferentes, incluyendo aceites vegetales, mantequilla y «ghee», grasas animales, productos lácteos, pescados, pollo y carnes, y otros platos populares. Los resultados mostraron que el aceite de maíz fue el que tuvo el más bajo contenido en ácidos grasos saturados totales (11% y el más rico en ácido linolénico. Por otro lado, los ácidos grasos saturados totales alcanzaron el 42-62% de los ácidos grasos totales del sebo de cordero y camello respectivamente. Los ácidos grasos poliinsaturados de cadena larga (C20-C22 con dos a seis dobles enlaces estuvieron presentes solo en pescados. La estimación de la ingesta ascendió a 36 g por sujeto y día, y se presenta el porcentaje de contribución de las grasas analizadas. La relación de ácidos grasos poliinsaturados a saturados ascendió a 0.96; estando dentro del óptimo alimenticio.

Instituto de productos lácteos y derivados grasos del P.J.C. Arganda – España

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Ruiz Duerto, A.

1973-09-01

Full Text Available This article describes. a The CLUB-DINING-ROOM, made up of: premises for different uses, kitchen, air conditioning installation, semi-basement, stores, covered porch and covered tennis court, which can be reached from outside. Metal structure, ceramic forging and enclosures of silicocalcareous brick. b The LABORATORY BUILDING for the Institute of Dairy Products and By-Products comprises: semibasements, for plant, workshop, changing rooms, stores and other services; first floor: for direction, management, hali, board room, library and laboratory; two floors of laboratories. The structure is metal in girders and pillars, forming a three-dimensional main network —vertically and horizontally— allowing thé passage of any duct. The upright projections which undergo solar action are protected by vertical and horizontal sunbreakers which give the building a most unusual appearance.Se describen en este artículo: a El CLUB-COMEDOR, compuesto de: local para distintos usos, cocina, instalación de acondicionami¿nto de aire, semisótano, almacén, porche cubierto y campo de tenis en la cubierta, con acceso exterior. Estructura metálica, forjados cerámicos y cerramientos de ladrillo silicocalcáreo. b El EDIFICIO DE LABORATORIOS para el Instituto de Productos Lácteos y Derivados Grasos, consta de semisótano: para instalaciones, taller, vestuarios, almacén y otros servicios; planta primera: de dirección, administración, aula, juntas, biblioteca y laboratorio; dos plantas de laboratorios. La estructura es metálica en vigas y pilares, constituyendo una red principal tridimensional —en vei-tical y en horizontal— que permite el paso de cualquier conducto. Los alzados que sufren la acción solar están protegidos por córtaseles verticales y horizontales que prestan una fisonomía singular al edificio.

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

Caracterización espectroscópica del D-003 obtenido de la cera de caña de azúcar (Saccharum officinarum L.

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David Marrero Delange

Full Text Available Introducción: el D-003 es un ingrediente farmacéutico activo purificado a partir de la cera de caña de azúcar (Saccharum officinarum L. con efectos como reductor del colesterol y antioxidante, el cual está compuesto por una mezcla de ácidos grasos libres saturados de elevado peso molecular, cada uno dentro de un intervalo de concentración específica determinada por cromatografía de gases (CG. La caracterización espectroscópica del D-003, sin embargo, no ha sido previamente informada. Objetivo: caracterizar el ingrediente farmacéutico activo nombrado D-003 de acuerdo con sus espectros ultravioleta (UV, infrarrojo (FTIR, resonancia magnética nuclear (RMN y de masas (EM. Métodos: se evaluaron muestras de seis lotes de D-003 (CNIC, Cuba mediante las técnicas de UV, FTIR, RMN-¹H, RMN-13C y CG-EM. Para obtener los espectros de masas de los ácidos del D-003, estos se derivaron como ésteres metílicos y trimetilsilil. La cuantificación de los ácidos grasos libres saturados de elevado peso molecular, analizados como ésteres metílicos, se llevó a cabo por CG con detector de ionización por llama (DILL. Resultados: los espectros UV, IR, RMN-¹H y RMN-13C mostraron que el ingrediente farmacéutico activo D00-3 está constituido por una mezcla de ácidos grasos libres saturados de elevado peso molecular, mientras las técnicas de CG-EM y CG-DILL permitieron asegurar la presencia de 13 ácidos grasos libres saturados de elevado peso molecular en proporciones definidas: C24:0 (0,2-0,6 %, C25:0 (0,4-0,9 %, C26:0 (2,0-3,1 %, C27:0 (2,1-2,7 %, C28:0 (30,0-37,5 %, C29:0 (1,5-1,7 %, C30:0 (17,0-18,6 %, C31:0 (0,9-1,2 %, C32:0 (6,9-8,9 %, C33:0 (0,9-1,3 %, C34:0 (7,2-11,1 %, C35:0 (0,3-0,6 % y C36:0 (2,2-3,8 %. Conclusiones: a partir de las técnicas espectroscópicas de UV, FTIR, RMN, y CG-EM se demuestra que el D00-3 está compuesto por 13 ácidos grasos saturados de elevado peso molecular, entre los cuales el ácido octacosanoico es el

El aceite de aguacate y sus propiedades nutricionales

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R. Pérez Rosales

2005-01-01

Full Text Available El aceite de aguacate, por su composición de ácidos grasos, cumple con las recomendaciones nutricionales que se enfocan a reducir la cantidad de grasa saturada en la dieta. Se caracteriza por contener una baja proporción de ácidos grasos saturados (entre un 10 y 19 por ciento, depende de la variedad y el estado de madurez, una elevada cantidad de ácido oleico (puede llegar hasta un 80 por ciento, un nivel aceptable de ácidos grasos poliinsaturados (11-15 por ciento y nada de colesterol. Se ha demostrado que las dietas enriquecidas con aceite de aguacate son tan efectivas como aquellas que contienen aceite de maíz, aceite de soya o de girasol, para reducir colesterol total, colesterol LDL (lipoproteína de baja densidad y triglicéridos del plasma, tanto en individuos hipercolesterolémicos como con diabetes mellitus tipo 2, lo cual se refleja en una disminución de los riesgos cardiovasculares. El consumo de aceite de aguacate también eleva el porcentaje de colesterol HDL (lipoproteína de alta densidad del plasma, en modelos animales. Además, el aceite de aguacate posee un grado de aterogenicidad comparable al aceite de maíz o de oliva. La efectividad del aceite de aguacate en reducir colesterol total y colesterol LDL del plasma y su bajo nivel de aterogenicidad, indican que éste puede tener un papel benéfico dentro de una dieta nutritiva

Perfil de ácidos grasos libres y características sensoriales de quesos reggianito elaborados con diferentes fermentos

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Zalazar, C. A.

2008-06-01

Full Text Available Reggianito is the most important variety among the Argentinean hard cheeses. During its ripening period several biochemical reactions of proteins and fat are responsible for its final sensory characteristics. The fat transformations, in a first step, produce free fatty acids (FFA. In the present work, the FFA profile from C6:0 to C18:2 during ripening was evaluated. Reggianito cheeses were produced with a “wild” whey starter and with selected strains of Lactobacillus helveticus isolated from natural whey. Information from FFA profiles was processed by Principal Component Analysis (PCA and Discriminant Analysis (DA. Despite the fact that FFA levels grew continuously during ripening, no differences were found among cheeses produced with different starters. Sensory analyses did not show differences among the different cheeses produced. All cheeses were of satisfactory sensory quality. Results from this study are important for an increased knowledge of the ripening process of Reggianito cheese, considering the scarce information currently existing on this subject. At the same time, the substitution of a natural whey starter for a selected strain starter appears to be a possible advantage in order to improve and to standardize the quality of the cheese.El queso Reggianito es la variedad más importante dentro de los quesos duros fabricados en Argentina. Durante la maduración se producen innumerables reacciones bioquímicas sobre sus constituyentes, que conducen a definir las características sensoriales típicas de esta variedad de queso. Una de estas transformaciones involucra a la materia grasa originándose en una primera etapa ácidos grasos libres (AGL. En el presente trabajo se evaluó el perfil de AGL desde C6:0 hasta C18:2 a diferentes tiempos de maduración, en quesos Reggianito elaborados con suero fermento natural y con cepas seleccionadas de Lactobacillus helveticus. La información obtenida de los perfiles cromatográficos fue

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...

Innovaciones para la elaboración de productos lácteos azucarados saludables tipo dulce de leche

OpenAIRE

Ranalli, Natalia

2015-01-01

La presente Tesis está enfocada en contribuir al desarrollo de alimentos procesados sanos y nutritivos mediante la modificación y mejora de formulaciones y procesos involucrados en la elaboración de productos lácteos azucarados tipo dulce de leche reemplazando totalmente la fase lipídica de origen bovino por aceite vegetal rico en ácidos grasos insaturados. Se buscó que dicho reemplazo mejore el perfil de ácidos grasos del producto, disminuyendo los saturados provenientes de la lech...

Alternativas biotecnológicas para la producción de ácidos grasos

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Masson, L.

2006-09-01

Full Text Available Fish oils are the main sources of omega-3 (ω3 polyunsaturated acids (PUFA such as eicosapentaenoic (C20:5ω3 and docosahexaenoic (C22:6ω3 acids. World demand for ω3 PUFA shows an increasing trend mainly due to the growth of the aquaculture industry and also due to the increasing demand for specific PUFA used as food supplements. Bacteria, fungi, microalgae and thraustochytrids are biotechnological PUFA alternatives to fish oils. These sources are characterized by specific PUFA profiles whose productivity depends on strain and growth conditions. PUFA content in bacteria is low; microalgae synthesize mixtures of PUFA; fungi system productivity is low due to long  fermentation times. In heterotrofic cultures of thraustochytrids high concentrations of PUFA can be obtained. Moreover, many strains are able to synthesize a single ω3 PUFA. The optimization of fermentation systems and the development of technology capable of large-scale production are needed in order to make these alternatives feasible.Actualmente, los aceites de pescado son la principal fuente de ácidos grasos poliinsaturados (AGPI del tipo omega-3 (ω3 como el ácido eicosapentaenoico (C20:5ω3 y el ácido docosahexaenoico (C22:6ω3. Se estima que en los próximos años la demanda por AGPI ω3 aumentará debido al crecimiento de la industria acuícola y al incremento en la demanda de AGPI específicos para la elaboración de suplementos alimenticios para humanos y animales. Fuentes alternativas para la producción de AGPI ω3 son bacterias, hongos, microalgas y thraustochytridos. La productividad de estos sistemas depende de las cepas y condiciones de fermentación. En general, las bacterias presentan bajas concentraciones de AGPI; las microalgas producen mezclas de AGPI; la productividad de los cultivos de hongos es baja debido a los largos tiempos de fermentación. A diferencia de éstos, los cultivos heterotróficos de thraustochytridos presentan altas concentraciones de AGPI

Estudio del efecto de los ácidos grasos poliinsaturados, polifenoles e iminociclitoles sobre marcadores relacionados con el síndrome metabólico

OpenAIRE

Molinar Toribio, Eunice María

2015-01-01

La prevalencia del denominado Síndrome Metabólico (SM) está aumentando rápidamente en todo el mundo a tal punto que se está convirtiendo en un problema de salud global. Se conoce como SM a un conjunto de factores de riesgo para la salud, que incluyen la obesidad (obesidad central), resistencia a la insulina (RI), dislipidemia, hígado graso no alcohólico y la hipertensión. Estas alteraciones se han relacionado con un alto riesgo de desarrollar diabetes tipo 2 (DM2) y enfermedades cardiovascula...

Estudio del efecto de los ácidos grasos poliinsaturados, polifenoles e iminociclitoles sobre marcadores relacionados con el síndrome metabólico

OpenAIRE

Molinar Toribio, Eunice María

2015-01-01

[spa] La prevalencia del denominado Síndrome Metabólico (SM) está aumentando rápidamente en todo el mundo a tal punto que se está convirtiendo en un problema de salud global. Se conoce como SM a un conjunto de factores de riesgo para la salud, que incluyen la obesidad (obesidad central), resistencia a la insulina (RI), dislipidemia, hígado graso no alcohólico y la hipertensión. Estas alteraciones se han relacionado con un alto riesgo de desarrollar diabetes tipo 2 (DM2) y enfermedades cardiov...

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...

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.;

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.

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...

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

Efecto del tiempo de maduración sobre la calidad organoléptica de la carne de vacuno

OpenAIRE

Oliván, Mamen; Sierra, Verónica; García, Pepa

2013-01-01

La carne de vacuno es un alimento fundamental en la dieta humana, por ser fuente rica en proteínas, ácidos grasos esenciales, vitaminas y minerales. Además, presenta unas características sensoriales excepcionales que la convierten en uno de los alimentos de origen animal mejor valorado por el consumidor.

Estudio del contenido en ácidos grasos de aceites monovarietales elaborados a partir de aceitunas producidas en la región extremeña

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Martínez Cano, Manuel

2003-12-01

Full Text Available Fatty acid composition of 483 samples of virgin olive oils from olives of the Extremadura varieties: Carrasqueña, Cacereña, Cornezuelo, Corniche, Morisca, Picual and Verdial de Badajoz, were analysed. After the quantitative analysis of main fatty acids, the variability according to the variety and state of ripening was studied. The discriminant analysis, taking the variety like grouping variable, explains more than 79,7 % of the variance with the two first functions and the model allows correctly classified 87,7 % of the 399 observations. The method, validated with the rest of analysed samples, improves the classification up to 89,3 %.Se ha analizado el contenido de ácidos grasos en 483 muestras de aceite de oliva virgen procedente de aceitunas de las variedades Extremeñas: Carrasqueña, Cacereña, Cornezuelo, Corniche, Morisca, Picual y Verdial de Badajoz. Cuantificados los ácidos grasos mayoritarios, se ha estudiado la variabilidad en el contenido de éstos y sus índices, atendiendo a la variedad y estado de maduración. El análisis discriminante, realizado tomando como variable de agrupación la variedad, ha permitido explicar más del 79,7 % de la varianza con las dos primeras funciones y el modelo permite clasificar correctamente el 87,5 % de las 399 muestras utilizadas. El método validado con el resto de muestras analizadas, mejora la clasificación hasta el 89,3 %.

Esteres metílicos de ácidos grasos como carburantes. Implicaciones económicas, ecológicas y energéticas

Directory of Open Access Journals (Sweden)

Gómez Herrera, Carlos

1995-04-01

Full Text Available Changes in the "Common Agricultural Policy" of the European Union have increased the rapeseed crops on "set-aside" lands remarkably. Rapeseed oils are transesterified with methanol to obtain fatty acid methyl esters. Blends of these esters with diesel oil are sold in petrol stations in different european countries like any other fuel.
This informative article starts by reviewing basic characteristics of diesel fuel, and continues with an analysis of physical properties, chemical composition and present specifications for the rapeseed methyl esters. Subsequently several implications derived from the industrial development of this biofuel are discussed. These implications are economic (production, consumption, prices, subventions, tax exemptions, ecological (nearly zero emissions for whole cycle of carbon dioxide, other exhaust emissions from combustion, ecobalances, and energetic (complete evaluation of energy expenditure for production, energetic ratios.

Los cambios en la "Common Agricultural Policy" de la Unión Europea han incrementado notablemente los cultivos de colza en los terrenos "setaside". El aceite de colza se transesterifica con metanol para obtener esteres metílicos de ácidos grasos del aceite de sus semillas. Mezclas de estos metilésteres con gasóleo se venden en gasolineras de diferentes países europeos como cualquier otro carburante.
Este artículo de información comienza por una revisión de características básicas del gasóleo, seguida por un análisis de las propiedades físicas, la composición química y las especificaciones actuales de los metilésteres de colza. A continuación se discuten diversas implicaciones derivadas del desarrollo industrial de este biocombustible. Las mismas son económicas (producción, consumo, precios, subvenciones, exención de Impuestos, ecológicas (emisiones casi nulas para el ciclo completo del dióxido de carbono, otras emisiones procedentes de la combusti

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....

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....

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

Suplementação de ácidos graxos ômega 3 em atletas de competição: impacto nos mediadores bioquímicos relacionados com o metabolismo lipídico Adición de ácidos grasos omega 3 en atletas de competición: impacto en los mediadores bioquímicos relacionados con el metabolismo lipídico Omega 3 fatty acids-supplementation to competition athletes: impact on the biochemical indicators related to the lipid metabolism

Directory of Open Access Journals (Sweden)

Priscila de Mattos Machado Andrade

2006-12-01

Full Text Available OBJETIVO: Avaliar o efeito da suplementação dos ácidos graxos ômega 3 em atletas de natação sobre indicadores bioquímicos. MÉTODOS: Nadadores de elite (n = 14 do sexo masculino foram avaliados em estudo randomizado, controlado por placebo pelo período de seis semanas (45 dias. O grupo placebo (GP recebeu óleo mineral (n = 6 e o grupo suplementado (n = 8, óleo de peixe (GOP contendo, no total, 950mg de ácido eicosapentaenóico e 500mg de ácido docosapentaenóico. Amostras de sangue foram coletadas imediatamente antes (T0, aos 15 (T15, aos 30 (T30 e aos 45 (T45 dias de suplementação para análise da composição dos ácidos graxos por cromatografia gasosa e para quantificação das lipoproteínas plasmáticas através de kits comerciais específicos. RESULTADOS: Os resultados revelaram um desajuste na dieta dos atletas considerando a ingestão g/kg de massa corporal dos macronutrientes. A análise do questionário de freqüência de consumo mostrou que os atletas não ingeriram regularmente fontes alimentares de ômega 3 e que o consumo de peixes, em 85% da amostra, era inferior ou igual a uma vez na semana. O perfil de ácidos graxos plasmáticos evidenciou aumento dos ácidos graxos poliinsaturados ômega 3 (P 0,05. CONCLUSÃO: A suplementação de ácidos graxos N-3 em atletas nadadores altera os indicadores bioquímicos do metabolismo lipídico, influenciando na redução das lipoproteínas plasmáticas, ricas em colesterol e na prevenção de doenças cardiovasculares.OBJETIVO: Evaluar el efecto suplementar de los ácidos grasos omega 3 en atletas de natación sobre indicadores bioquímicos. MÉTODOS: Nadadores de elite (n = 14 del sexo masculino fueron evaluados en estudio aleatorio, controlado por placebo por un período de 6 semanas (45 días. El grupo placebo (GP recibió aceite mineral (n = 6 y el grupo suplementado (n = 8 recibió aceite de pescado (GOP conteniendo en total 950 mg de ácido eicosapentaenóico y 500 mg de

Evaluation of noni (Morinda citrifolia volatile profile by dynamic headspace and gas chromatography-mass spectrometry Avaliação do perfil de voláteis em noni (Morinda citrifolia por headspace dinâmico e cromatografia gasosa-espectrometria de massas

Directory of Open Access Journals (Sweden)

Adriana Sousa

2010-09-01

Full Text Available Noni is a fruit that has interested the scientific community due to its medicinal and functional activities. Different products that contain noni are already in the market, but their consumption could be impaired by their distinctive unpleasant aroma and flavor. The aim of this work was to evaluate the noni pulp volatile profile by dynamic headspace and gas chromatography-mass spectrometry. Thirty seven volatile compounds were detected, mainly alcohols (63.3%, esters (26.9%, cetones (7.4%, and acids (1.2%.O noni é um fruto que tem interessado à comunidade científica por sua atividade funcional e medicinal. Já se encontram no mercado diferentes produtos que contêm noni em sua composição, mas seu consumo tem sido prejudicado por seu aroma e sabor desagradáveis. O objetivo deste trabalho foi o de avaliar o perfil de voláteis da polpa de noni pela técnica de headspace dinâmico e cromatografia gasosa-espectrometria de massas. Foram detectados 37 compostos voláteis, sendo os principais: alcoóis (63,3%, ésteres (26,9%, cetonas (7,4% e ácidos (1,2%.

Identificación de ácidos grasos contenidos en los aceites extraídos a partir de semillas de tres diferentes especies de frutas

OpenAIRE

Cerón Andres Felipe; Osorio M Oswaldo; Hurtado B Andrés

2012-01-01

En este estudio se midió el rendimiento de aceite y la composición de ácidos grasos presentes en se- millas de las frutas andinas tropicales: lulo de la variedad castilla (Solanum quitoense), mora de la variedad castilla (Rubus glaucus) y maracuyá (Passiflora edulis). La extracción se hizo con solventes en un extractor Soxhlet utilizando éter etílico al 99.8% de pureza y punto de ebullición 40 - 60 ºC. Para identificar los ãcidos ...

Comportamiento productivo y niveles de ácidos grasos en la canal de corderos suplementados con Saccharomyces cerevisiae / Animal performance and fatty acids levels in lambs carcass suplemented with Saccharomyces cerevisiae

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Adrian Gloria Trujillo

2014-04-01

Full Text Available Los ácidos grasos (AG saturados depositados en la canal de rumiantes representan un punto crítico en la alimentación humana por su relación con enfermedades cardiovasculares. Ante esto, Saccharomyces cerevisiae (Sc representa una alternativa para modificar el perfil de AG en la carne debido a sus elevados niveles de AG insaturados. Con este antecedente, se realizó un experimento utilizando 30 corderos comerciales en crecimiento (20 ± 0.9 kg PV, distribuidos en tres grupos de 10 animales cada uno, y cada grupo fue asignado a uno de tres tratamientos evaluados: 0, 3 y 5g de Sc animal-1 d-1, respectivamente, con el objetivo de determinar el comportamiento productivo del animal, niveles plasmáticos de colesterol y AG depositados en la canal. Se utilizó un diseño completamente al azar, los datos se analizaron usando PROC GLM, considerando diez repeticiones por tratamiento, y las medias de tratamientos se compararon con la prueba de Tukey. La adición de 3g animal-1 d-1 de Sc disminuyó (p 0.05 la ganancia diaria de peso. Tampoco afectó (p > 0.05 el área del músculo Longissimus dorsi, espesor de grasa dorsal y colesterol total en sangre. Al incrementar la dosis de Sc, disminuyó (p < 0.05 el nivel de ácido mirístico, palmítico, oleico y linoleico. Se no afecta el comportamiento productivo del animal, tampoco mejora el perfil de AG insaturados en la canal; sin embargo, disminuye las concentraciones de AG saturados.

Analysis of volatile compounds from Iberian hams: a review

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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.

Volatilidad de precios internacionales recibidos por los productores de kiwis y manzanas frescas chilenas Volatility of international prices received by chilean fresh kiwi and apple farmers

Directory of Open Access Journals (Sweden)

Germán Lobos Andrade

2008-03-01

Full Text Available El objetivo de este trabajo fue analizar el comportamiento de los precios medios FOB y el de los precios medios recibidos por los productores de kiwis y manzanas frescas chilenas, usando datos mensuales del periodo enero 1998 a diciembre 2005. Los valores fueron expresados en moneda de diciembre de 2005 usando como deflactor el WPI de EE.UU. Las series de precios medios recibidos por los productores se estimaron indirectamente restando a los precios medios FOB las comisiones y tarifas de exportación. Como medida de volatilidad se usó la desviación estándar de los retornos (variación de precios continuos de cada serie. Se utilizó el método del promedio geométrico móvil para estimar patrones de estacionalidad ajustada de los precios recibidos por los productores de kiwis y manzanas frescas chilenas. Se observó una mayor volatilidad de los retornos en kiwis (47,5% que en manzanas (17,3%. Los resultados mostraron: a una menor estacionalidad de precios para kiwis que manzanas; b una estabilidad de precios en marzo y desde julio a noviembre para kiwis, y desde febrero a junio y desde agosto a diciembre para manzanas; c un valor máximo en diciembre y más bajo en junio para kiwis, un valor máximo en julio y más bajo en enero para manzanas.The purpose of this study is to analyze the behavior of FOB average prices and the average prices received by fresh kiwi and apple producers, using monthly figures for the period spanning from January 1998 to December 2005. The values were expressed in December 2005 currency rates using the U.S.A. WPI (Wholesale Price Index as a deflator. The series of average prices received by the producers were estimated indirectly by subtracting the commissions and export tariffs from the FOB average prices. As a measure of volatility, the standard deviation of the continuous returns (prices variation of each series was used. The patterns of seasonally adjusted price fluctuations, received by Chilean fresh kiwi and

Fatty acid profile and cholesterol and retinol contents in different locations of Celta pig breed

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Domínguez, R.

2014-09-01

Full Text Available The fatty acid profile (total, neutral and polar lipids and cholesterol and retinol contents of the intramuscular -Longissimus dorsi (LD and Psoas major (PM-, adipose -rump, covering Biceps femoris muscle, ventral and dorsal-, perirenal and hepatic fat of the Celta pig breed (Galicia, northwest Spain were evaluated. Oleic acid was the most abundant fatty acid, except in the polar lipids of the intramuscular fat, where the most abundant fatty acid was linoleic acid. The fatty acid composition of total and neutral lipids was influenced more by the location than the fatty acids of polar lipids. There were some differences only in minor fatty acids of intramuscular and subcutaneous fat between castrated females and castrated males. The fatty acids of neutral lipids were also more influenced by sex than the fatty acids of polar lipids. The cholesterol and retinol contents showed no significant differences by sex. The LD muscle showed a higher content of intramuscular fat than the PM muscle. The greatest cholesterol values were described in the liver. Subcutaneous locations showed higher cholesterol levels than muscles.Se estudió el perfil de los ácidos grasos y los contenidos en colesterol y retinol en la grasa intramuscular - Longissimus dorsi (LD y Psoas mayor (PM -, subcutánea -grupa, ventral, dorsal y la grasa que rodea al músculo Bíceps femoris -, perirrenal y hepática de cerdos de raza Celta (Galicia, noroeste de España. El ácido oleico fue el ácido graso más importante, excepto en los lípidos polares de la grasa intramuscular, donde el ácido graso más abundante fue el ácido linoleico. La composición de ácidos grasos de los lípidos totales y neutros estuvo más influenciada por la localización grasa que los ácidos grasos de los lípidos polares. Se encontraron ligeras diferencias entre hembras y machos castrados en algunos ácidos grasos minoritarios en la grasa intramuscular y subcutánea. Los ácidos grasos de los l

Efectividad de los ácidos grasos hiperoxigenados en la prevención de las úlceras vasculares: Una revisión sistemática Hyperoxygenated fatty acid effectiveness in the prevention of the vascular ulcers

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Eva Vives Sánchez

2011-09-01

Full Text Available Objetivos: conocer la eficacia de los ácidos grasos hiperoxigenados (AGHO en la prevención de las úlceras vasculares. Determinar el nivel de evidencia existente sobre el uso de ácidos grasos hiperoxigenados en la prevención de las úlceras vasculares. Material y método: se realizó una búsqueda bibliográfica en la The Cochrane Library, The Joanna Briggs Institute, PubMed-Medline y CUIDEN. Para su evaluación se han seguido las recomendaciones del sistema GRADE para la valoraciún de la evidencia y la fuerza de las recomendaciones. Resultados: en The Cochrane Library y en The Joanna Briggs Institute no aparece ningún documento que haga referencia a los AGHO. En el resto de bases de datos encontramos estudios observacionales que hacen referencia a las úlceras vasculares y AGHO. Conclusiones: aun no disponiendo de ensayos clínicos que evidencien su uso, se han venido utilizando durante los últimos años, con resultados satisfactorios, en el cuidado de la piel de las personas con alteraciones vasculares en los miembros inferiores. De acuerdo con la clasificación GRADE, todos los estudios arrojan una calidad de evidencia baja, por lo cual estimamos necesario la puesta en marcha de investigaciones que aporten mayor evidencia científica.Objectives: to determine the effectiveness of hyper-oxygenated fatty acids in the prevention of vascular ulcers. Determine the level of existing evidence the use of hyper-oxygenated fatty acids in the prevention of vascular ulcers. Material and Method: we performed a literature search of Cochrane Library, The Joanna Briggs Institute, PubMed, Medline and CUIDEN. For the evaluation, have followed the recommendations of the GRADE system for assessing evidence and strength of recommendations. Results: The Cochrane Library and The Joanna Briggs Institute does not see any document referring to AGHO. In all other databases are observational studies that relate to vascular ulcers and AGHO. Conclusions: although

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

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.

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.

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.

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.

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

PRODUCTION OF VOLATILE FATTY ACIDS EVALUATED BY SEMIAUTOMATIC TECHNIQUE IN VITRO IN THE RUMINANT FEEDS WITH DIFFERENT CARBOHYDRATE SOURCES IN THE ROUGHAGES RATE Producción de Ácidos Grasos Volátiles Evaluados por la Técnica Semiautomática in vitro en Los Alimentos para Rumiantes en Adicción de Fuentes de Carboidratos em la porcion volumosa PRODUÇÃO DE ÁCIDOS GRAXOS VOLÁTEIS, AVALIADA PELA TÉCNICA SEMIAUTOMÁTICA IN VITRO, NA DIETA DE RUMINANTES COM DIFERENTES FONTES DE CARBOIDRATOS NA FRAÇÃO VOLUMOSA

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Roberto de Camargo Wascheck

2009-07-01

Full Text Available The effect of carbohydrates sources (dent corn or flint corn or citrus pulp addition to forages (corn silage, sorghum silage + silage of corn residue, elephant grass, sugarcane, silage of corn residue was measured, through volatile fatty acids (VFA’s production at the time of incubation of 2, 6, 12 e 24 hours. A completely randomized design in split plot with the time factor in the subplots Was used. The averages gas productions were treated by the France parameters. The acetate was VFA of larger production. It observed high and positive correlation between all of VFA’s of the present study.

KEY WORDS: Acetate, by-product, citrus pulp.
A efectúan de fuentes del carbohidratos (maíz de la mella o maíz del pedernal o pulpa del cítrico la suma a los forrajes (el forraje conservado en silo de maíz, forraje conservado en silo del sorgo + el forraje conservado en silo de residuo de maíz, césped del elefante, el cana-de-azúcar, el forraje conservado en silo de residuo de maíz era moderado, a través de los ácidos grasos volátiles la producción. Los promedios gasean que las producciones fueron tratadas por los parámetros de Francia. El acetato era VFA de producción más grande. Observó la correlación alta y positiva entre todos de VFA del estudio presente. Avaliou-se o efeito da adição ou não de fontes de carboidratos (milho dentado ou milho duro ou polpa de citros a forragens (silagem de milho, silagem de sorgo + silagem de resíduo de milho, capim-elefante, cana-de-açúcar, silagem de resíduo de milho sem adição das fontes de carboidratos, pela técnica in vitro semiautomática de produção de gases em função da produção de ácidos graxos voláteis (AGVs nos tempos de incubação de 2, 6, 12 e 24 horas. Utilizou-se o delineamento inteiramente casualizado em parcelas subdivididas com o fator tempo nas subparcelas. As médias da produção de gases foram tratadas pelos parâmetros de France. O acetato foi

Asymmetric Realized Volatility Risk

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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.

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...

DESARROLLO Y OPTIMIZACION TECNOLOGICA DE ACEITES MARINOS PARA INCREMENTAR EL.e-CONTENIDO DE ACIDOS GRASOS OMEGA 3 DE CADENA LARGA EN CARNES DE A VES Y CERDOS

OpenAIRE

Bórquez Lagos, Fernando

2013-01-01

• Origen (problema que resuelve u oportunidad que aprovecha)Investigaciones desarrolladas en los últimos años han permitido conocer la función y efecto que tienen los ácidos grasos poli-insaturados de cadena larga (AGPICL) omega 3, particularmente el Ácido Eicosapentaenoico (EPA) y el Ácido Docohexaenoico (DHA), en la prevención de enfemedades cardiovasculares, en el desarrollo del tejido nervioso, del órgano de la visión, de mecanismos que mejoran la inmunidad, etc. Su consumo esta aso...

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 ($/£ )....

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

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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.

Wheat germ oil extracted by supercritical carbon dioxide with ethanol: Fatty acid composition; Aceite de germen de trigo obtenido mediante extracción con dióxido de carbono supercrítico con etanol: Composición en ácidos grasos

Energy Technology Data Exchange (ETDEWEB)

Parczewska-Plesnar, B.; Brzozowski, R.; Gwardiak, H.; Białecka-Florjańczyk, E.; Bujnowski, Z.

2016-07-01

In this work, supercritical fluid extraction (SFE) using CO2 with ethanol as entrainer was performed at a temperature of 40 o C under a pressure of 21 MPa. For comparison, a similar extraction without the entrainer was carried out. The extraction yield of wheat germ using supercritical CO2 with ethanol was slightly higher (10.7 wt%) than that of extraction without the entrainer (9.9 wt%). Fractions of SFE extracts were collected separately during the experiments and the composition of fatty acids in each fraction was analyzed. The SFE extracted oils were rich (63.4-71.3%) in the most valuable polyunsaturated fatty acids (PUFA) and their content in all collected fractions was approximately constant. Similar PUFA contents were found in the reference samples of oils extracted by n-hexane (66.2-67.0%), while the commercial cold-pressed oil contained significantly less PUFA (60.2%). These results show a higher nutritional value of the oil obtained by extraction with supercritical CO2 than cold pressed oil which is generally considered to be very valuable. [Spanish] En este trabajo, la extracción con fluidos supercríticos (SFE) usando CO2 con etanol como agente de arrastre se realizó a 40 °C bajo una presión de 21 MPa. Se ha llevado a cabo la comparación con una extracción similar sin agente de arrastre. El rendimiento de la extracción de germen de trigo usando CO2 supercrítico con etanol fue ligeramente mayor (10,7% en peso) que la de extracción sin agente de arrastre (9,9% en peso). Se recogieron por separado fracciones de extractos SFE durante los experimentos y se analizó la composición de ácidos grasos en cada fracció . Los aceites extraídos mediante SFE eran ricos en los ácidos grasos poliinsaturados más valiosos (63,4-71,3%), (PUFA) y su contenido en todas las fracciones recogidas fue aproximadamente constante. Un contenido similar de PUFA fueron encontrados en muestras de referencia de los aceites extraídos con n-hexano (66,2-67,0%), mientras

Estudio teórico de la reactividad de las conformaciones y configuraciones de los ácidos grasos omega-3 a través de descriptores moleculares de reactividad utilizando la Teoría del Funcional de la Densidad (DFT

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Jhon Zapata.

2009-04-01

Full Text Available La reactividad y estabilidad estructural de los ácidos omega-3, alfa-linolénico (ALA, estearidónico (SDA, eicosapentaenoico (EPA y docosahexaenoico (DHA, fue estudiada desde el punto de vista teórico haciendo uso de una serie de cálculos mecánico-cuánticos tipo DFT, usando la funcional B3LYP junto con la base de cálculo 6-31G. A través de descriptores de la reactividad química tales como, el potencial electrostático molecular (MEP, la función de Fukui, la dureza global, la suavidad global y local, energía de los orbitales HOMO-LUMO, se estudiaron algunas propiedades moleculares de los ácidos grasos omega-3, que permitió obtener información molecular valiosa acerca de los sitios reactivos y de la estabilidad estructural de este tipo de ácidos grasos.

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.

Optimization of methanol crystallization for highly efficient separation of palmitic acid from palm fatty acid mixture using response surface methodology; Optimización de la cristalización con metanol para una separación altamente eficiente del ácido palmítico en mezclas de ácidos grasos de palma usando metodología de superficie de respuesta

Energy Technology Data Exchange (ETDEWEB)

Japir, A.A.W.; Salimon, J.; Derawi, D.; Yahaya, B.H.; Jamil, M.S.M.; Yusop, M.R.

2017-07-01

The objective of the current study was to develop parameters for the separation of palmitic acid (PA) from a crude palm oil saturated fatty acid (SFAs) mixture by using the methanol crystallization method. The conditions of methanol crystallization were optimized by the response surface methodology (RSM) with the D-optimal design. The procedure of developing the solvent crystallization method was based on various different parameters. The fatty acid composition was carried out using a gas chromatography flame ionization detector (GC-FID) as fatty acid methyl esters. The highest percentage of SFAs was more than 96% with the percentage yield of 87.5% under the optimal conditions of fatty acids-to-methanol ratio of 1: 20 (w/v), the crystallization temperature of -15 °C, and the crystallization time of 24 hours, respectively. The composition of separated SFAs in the solid fraction contains 96.7% of palmitic acid (C16:0) as a dominant component and 3.3% of stearic acid (C18:0). The results showed that utilizing methanol as a crystallization solvent is recommended because of its high efficiency, low cost, stability, availability, comparative ease of recovery and its ability to form needle-like crystals which have good filtering and washing characteristics. [Spanish] El objetivo del presente estudio fue desarrollar parámetros para la separación de ácido palmítico (PA) en mezclas de ácidos grasos saturados (SFAs) de aceites de palma crudo mediante el método de cristalización con metanol. Las condiciones de cristalización con metanol se optimizaron utilizando la metodología de superficie de respuesta (RSM) con el diseño D-Optimal. El procedimiento de desarrollo del método de cristalización con disolvente se basó en diversos parámetros diferentes. La composición de ácidos grasos se llevó a cabo por cromatografía de gases (GC-FID) como ésteres metílicos de ácidos grasos usando un detector de ionización de llama. El porcentaje más alto de SFAs fue mayor

epoxidación de ésteres grasos

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LUIS RIOS

2006-01-01

Full Text Available Centros discretos de TiIV dispersos en una matriz de SiO2 actúan como fuertes aceptores de electrones por lo cual son útiles para la activación de moléculas o funciones químicas densas en electrones. La cantidad de estos centros, su dispersión, accesibilidad y coordinación, determinan su eficiencia química; para determinar estas propiedades, varios materiales Ti-MCM-41 se caracterizaron mediante DRX, FTIR, UV-Vis e isotermas de adsorción de N2; también se determinaron la cristalinidad, porosidad y superficie específica de la matriz SiO2 permitiendo correlacionar el ambiente fisicoquímico del titanio y las propiedades texturales del catalizador, con su efectividad en la activación de enlaces O-O presentes en moléculas tipo peróxidos, usados en la epoxidación de aceites vegetales. Los resultados sugieren que la presencia de poros cristalinos, en la epoxidación del metiléster del ácido oleico con TBHP y catalizada con Ti-MCM-41, no es necesaria, puesto que la reacción ocurre principalmente en el área externa a los poros. Lo realmente importante es tener centros de Ti finamente dispersos sobre una área superficial alta y accesible. Por otro lado, la temperatura de reacción deber estar por debajo de 70°C para minimizar la formación de subproductos (cetona.

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.

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.

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.

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...

A reexamination of the relationship between volatility, liquidity and trading activity

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Khine Kyaw

2013-03-01

Full Text Available Este trabajo investiga si la relación entre actividad negociadora en el mercado de acciones, la liquidez del mercado y la volatilidad a nivel de cartera, es similar a dicha relación a nivel deacciones individuales. Para las carteras de empresas de mayor tamaño, la mayor actividad negociadora está relacionada con mayor liquidez y más volatilidad. Sin embargo, a pesar de quela relación volatilidad-liquidez es la misma para las carteras de acciones pequeñas, encontramos que la mayor actividad negociadora está negativamente asociada con la liquidez para estaagrupación. Este contraste en las relaciones está causado por las interrelaciones dinámicas entre las tres variables y una vez que se controla por esas interrelaciones, dicho contraste en losresultados desparece. Estos hallazgos contribuyen al debate sobre el comportamiento del mercado, que ha adquirido un renovado interés en los últimos años.We investigate whether the relationship between equity trading activity, market liquidity and return volatility at the portfolio level is similar to the relationship at the individual security level. For the very largest firm-size portfolio, higher trading activity is positively associated with greater liquidity and more volatile returns. However, despite the volatility-liquidity relationship being the same for smaller equity portfolios, we find that higher trading activity is negatively associated with liquidity for this grouping. These contrasting relationships are shown to be caused by the interdynamics between all three variables and once we control for these interrelationships, the contrasting results disappear. The findings contribute to the debate on market behaviour that has taken on renewed vigour in recent years.

Lípidos estructurados obtenidos por interesterificación de las mezclas binarias y ternarias de las grasas de palma, semilla de palma y triglicéridos de cadena media

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Sotero Solis, Víctor Erasmo

2001-08-01

Full Text Available Structured lipids are modified triacylglycerols to alter the fatty acid composition and/or their distribution into the glycerol molecules, by using enzymatic or chemical methods. Some of them can be classified as functional foods or nutraceuticals because they are directly associated to the prevention and treatment of many diseases. The objectives of this paper were to obtain and to characterize structured lipids by chemical interesterification of binary and ternary mixtures of vegetable fats (palm and palm kernel and medium chain triacylglycerols (Trigliceril CM. Ten samples consisting of three individual samples, three binary mixtures, and four ternary mixtures were studied. The fatty acid composition, solid fat content and consistency at the temperatures from 10ºC to 35ºC were analysed. A mathematical model of multiple regression of the special cubic type was applied, and from the significant coefficients triangular diagrams were confectioned, which indicate curves of levels. The results showed that the interactions between the three components were not significant. The solid fat content depended on the palm and palm kernel fats, and on the binary interactions between them. The negative coefficients for the interactions showed an antagonic effect, which is characteristic of eutectic interactions between fats.Los lípidos estructurados son triglicéridos modificados por la alteración de su composición en cuanto a los ácidos grasos y/o su distribución en las moléculas de glicerol, por métodos químicos o enzimáticos. Son obtenidos por interesterificación química o enzimática. Algunos de estos lípidos pueden ser clasificados como alimentos funcionales o nutracéuticos, por estar directamente asociados a la prevención o tratamiento de diversas enfermedades. Los objetivos de este trabajo fueron el de obtener y caracterizar los lípidos estructurados por medio de la interesterificación química de las mezclas binarias y ternarias

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.

Efecto del aceite esencial de orégano sobre el desempeño productivo de ponedoras y la estabilidad oxidativa de huevos enriquecidos con ácidos grasos poliinsaturados

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R. E. Ortiz

2017-01-01

Full Text Available Este estudio evaluó la inclusión de aceite esencial de orégano (AEO, Lippia origanoides Kunth en dietas enriquecidas con ácidos grasos poliinsaturados (AGPI sobre el desempeño productivo de ponedoras, el perfil lipídico y la estabilidad oxidativa de huevos en almacenamiento. Se distribuyeron 144 ponedoras en uno de cuatro tratamientos con seis replicas, con el objetivo de de evaluar el efecto del tipo de aceite usado en la dieta (palma o pescado y la inclusión de AEO sobre las variables de producción, junto con el extracto etéreo, perfil de lípidos y concentración de malonaldehído (MDA, usando un diseño completamente al azar con arreglo factorial y medidas repetidas en el tiempo por los días de almacenamiento (0, 30 y 60 días a 4°C. Los resultados mostraron que el tipo de aceite y el AEO no afectaron el desempeño productivo de las ponedoras (P > 0,05. La concentración de AGPI se incrementó en 16,8% en dietas con aceite de pescado en las que el DHA (ácido docosahexaenoico también aumentó en un 1,4% (P < 0,05, incrementando la concentración de MDA (malonaldehído en el huevo (41,6 ng MDA/g d yema, mientras que la suplementación de AEO con 100 g/ton mejoró la estabilidad oxidativa durante el almacenamiento (31.1 ng MDA/g de yema. Durante el almacenamiento la concentración de MDA en la yema incremento con el tiempo alcanzando los 38 ng MDA/g de yema a los 60 días. El AEO mostró potencial como antioxidante natural en la dieta de las ponedoras mejorando la estabilidad oxidativa de los huevos almacenados a 4°C hasta por 60 días.

Contenido de ácido linoleico conjugado (CLA en leche de ganado lechero Holstein estabulado en el noroeste de México

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Alfonso Martínez-Borraz

2010-01-01

Full Text Available Estudios en animales experimentales señalan que el ácido linoleico conjugado (CLA por sus siglas en inglés, posee propiedades benéficas para la salud. Los productos derivados de rumiantes como carne y leche son la mayor fuente natural de CLA, y su contenido en leche puede ser influenciado por varios factores como la alimentación y el sistema de producción. Este trabajo evalúo el contenido de CLA en leche de vacas Holstein estabuladas en el municipio de Hermosillo, Sonora durante el verano, donde se registran temperaturas superiores a los 40 °C. Se obtuvieron muestras de leche de 120 vacas. El perfil de ácidos grasos y CLA en leche fueron determinados por cromatografía de gases. La producción promedio de leche fue 15.8 ± 0.5 kg/día, con 1.91 ± 0.06 % de grasa, 4.30 ± 0.2 % de lactosa, 3.34 ± 0.03 % de proteína, y de 10.4 ± 0.09 % de sólidos totales. El contenido de ácidos grasos insaturados fue mayor (P<0.05 en agosto, respecto a los meses de junio y julio. La concentración promedio del isómero cis- 9, trans-11 CLA encontrada fue de 9.36 mg/g de grasa (junio 10.78 ± 0.41, julio 8.50 ± 0.37 y agosto 10.16 ± 0.39, considerada alta y equiparable a lo reportado en otros países con clima templado. La cantidad de CLA en leche puede ser atribuida a la dieta por la presencia del 58.8 % de alfalfa, rica en ácidos grasos precursores del CLA (linoleico y linolénico durante el verano.

Supervivencia a largo plazo de los injertos grasos Long-term survival with fat grafting

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J. Planas

2006-03-01

Full Text Available Presentamos varios casos de pérdida de volumen de diferentes etiologías y en distintas regiones corporales y faciales tratadas mediante injertos de tejido graso autólogo según la técnica de lipoestructura. En ningún caso se realizó sobrecorrección del defecto en ningún caso. La evolución con un seguimiento máximo de 7 años y mínimo de 1 año no mostró disminución del volumen obtenido en el acto quirúrgico en la gran mayoría de los casos. Debido a los resultados obtenidos creemos que el injerto de grasa autólogo es el método de elección para restaurar volúmenes con fines estéticos o reconstructivos.Volume loss in several facial and body areas was treated by means of autologous fatty tissue grafts with lipostructure technique. There were no cases of overcorrection. The patients’ course, with a maximum follow-up of 7 years and a minimum of 1 year did not evidence any loss of the surgically restored tissue volume in the majority of cases. The above results suggest that autologous fat grafts are the method of choice to restore volume for both cosmetic and reconstructive purposes.

Propiedades de los aceites vegetales modificados por hidrogenacion, interesterificación y fraccionamiento

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Grompone, M. A.

1992-12-01

Full Text Available The advent of techniques of chemical processing (hydrogenation and interesterification and physical processing (fractionation provides the manufacturer the capacity of modifying one or many physicochemical properties of an oil or fat. In the present paper the influence of the chemical interesterification and thermal fractionation without solvent on the physical properties (melting point, solid fat index of the products obtained by partial hydrogenation of soybean oil is studied. Properties of mixtures of partially hydrogenated soybean oil and totally hydrogenated coconut oil are also determined. The examples studied show that knowing the changes produced by current modification methods is useful to design fatty products for specific purposes.

El advenimiento de técnicas de procesamiento químico (hidrogenación e interesterificación y físico (fraccionamiento proveen al industrial de la capacidad de modificar una o varias de las propiedades fisicoquímicas de una grasa o aceite. En este trabajo se estudia de un modo sistemático la influencia de la interesterificación química y del fraccionamiento térmico sin solventes sobre las propiedades físicas (punto de fusión, índice de grasa sólida de los productos obtenidos por hidrogenación parcial de aceite de soya. También se determinan las propiedades de mezclas de aceite de soya parcialmente hidrogenado con aceite de coco totalmente hidrogenado. Los ejemplos estudiados muestran que el conocimiento de los cambios ocasionados por los procesos de modificación corrientes son útiles para diseñar productos grasos para fines específicos.

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.

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...

Stearic acid: a possible substitute for trans fatty acids from industrial origin

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Tavella, Marcelo

2011-06-01

Full Text Available Trans isomers, contained in partially hydrogenated oils, which are used in the food industry, have been questioned and nowadays trends are heading towards reducing their consumption. The food industry is facing a dilemma, since in order to remove trans fatty acids, hydrogenated fats should be eliminated and replaced by fats rich in saturated fatty acids. Scientific research has shown that saturated fatty acids have negative effects on the lipid profile and its consumption is associated with a higher cardiovascular risk. Therefore it is recommended to avoid their consumption. Nevertheless, not all fatty acids behave in the same way, with stearic acid (18:0 the exception. Stearic acid has a low level of intestinal absorption and its intake does not negatively modify the lipid profile. For this reason, it is considered a “neutral” fatty acid with regard to cardiovascular health. B-100 apolipoprotein, whose levels determine plasma VLDL and LDL concentration (triglycerides and cholesterol carriers, respectively, is not modified by diets which provide up to 7% of the energy as stearic acid. Markers of cardiovascular risk, such as activation of platelet aggregation factors or C-reactive protein levels, are not modified by diets providing stearic acid, as occurs with other saturated fatty acids. The confirmation of the “neutral” effect of stearic acid represents a perspective for the development of fats with high contents of this fatty acid to replace hydrogenated fats containing trans isomers. The present review discusses these aspects.Los isómeros trans que contienen los aceites parcialmente hidrogenados de origen industrial, han sido cuestionados y la recomendación es reducir su consumo. La industria de alimentos se enfrenta a un dilema, ya que para disminuir los isómeros trans debe reducir los aceites parcialmente hidrogenados y reemplazarlos por grasas ricas en ácidos grasos saturados. La investigación ha demostrado que los �

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....

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

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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.

INSECTICIDAS DE BAJO IMPACTO AMBIENTAL PARA EL CONTROL DE Diaphorina citri (HEMIPTERA:PSYLLIDAE EN LIMÓN PERSA EN “LA FORTUNA”, NAYARIT, MÉXICO

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Isiordia-Aquino N, Ortiz-Catón M

2013-07-01

Full Text Available El psílido asiático Diaphorina citri es transmisor de la principal enfermedad de los cítricos (huanglongbing, causada por la bacteria Candidatus Liberibacter spp., en este contexto se realizó el presente estudio con la finalidad de evaluar la eficacia de thiacloprid (0.2 y 0.3 L•ha-1, abamectin (0.6 y 1 L•ha-1, aceite mineral (1 y 2 % y sales de ácidos grasos (0.75 y 1 % en ninfas del psílido, en una huerta de limón persa en “La Fortuna” Tepic, Nayarit, México. Se encontró que solamente el tratamiento de abamectin a dosis de 1 L•ha-1 mostró diferencias a las dos semanas después de la primera aplicación y una semana después de la segunda aplicación, con una media de tres ninfas por brote y 93.1 % de mortalidad en comparación al muestreo inicial. Sin embargo, los tratamientos: aceite mineral (1 y 2 %, sales de ácidos grasos (0.75 y 1 % y abamectin (0.6 L•ha-1 mostraron porcentajes de control de 75 a 90 %, además de que se observó la presencia de enemigos naturales del psílido en los tratamientos de aceite mineral (1 y 2 %, sales de ácidos grasos (0.75 y 1 % y el testigo, lo que pudo haber contribuido a la disminución del 44.4 % en este último tratamiento. Con base en estos resultados, impacto ambiental y el costo de los tratamientos para implementarlos, se concluye que los tratamientos de aceite mineral (1 y 2 % y sales de ácidos grasos (0.75 y 1 % son los que presentaron mayor control de ninfas de D. citri y menor costo de aplicación.

Transesterificación de ésteres grasos con arilaminoalcoholes. Síntesis de mono- y diacilderivados del 3-fenilamino-1,2-propanodiol

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Gómez Gómez, R.

1991-10-01

Full Text Available In this paper the synthesis of acylderivatives of 3-phenylamino- 1,2 propanediol has been studied. These compounds are prepared by transesterification of fatty acids methyl esters with the amino-alcohol and sodium methoxide as catalyst. The reaction was carried out with mechanical stirring under vacuum. The effect of temperature, molar relation of reactives, time and concentration of catalyst on the reaction yield has been investigated. Yield increases with temperature and ester concentration until the optimun reaction temperature is reached. This temperature depend on molar relation ester/aminoalcohol (140 °C for 1/1 and 2/1 values and 120 °C for 4/1 value. The composition of reaction mixture was evaluated from the mono/di relation. This relation decrease when temperature and molar relation increase.

En el presente trabajo se ha abordado la síntesis de los acilderivados del 3-fenilamino-1,2-propanodiol por transesterificación de ésteres metílicos de ácidos grasos con 3-fenilamino- 1,2-propanodiol utilizando metóxido sódico como catalizador. La reacción se lleva a cabo bajo presión reducida y agitación mecánica. Se ha estudiado la influencia de la temperatura, relación molar de los reactivos, tiempo y concentración de catalizador sobre el rendimiento de la reacción. El rendimiento aumenta con la temperatura y la concentración de éster hasta alcanzar la temperatura óptima de reacción. Esta temperatura depende de la relación molar y es de 140 °C para las relaciones molares éster: 3-fenilamino-1,2-propanodiol (1:1 y (2:1 y de 120 °C para (4:1. La composición de la mezcla de reacción se evalúa mediante la relación mono-/di-. Esta relación disminuye conforme aumenta la temperatura y la relación molar.

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....

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

Docosahexaenoic acid (DHA, an essential fatty acid for the proper functioning of neuronal cells: their role in mood disorders

Directory of Open Access Journals (Sweden)

2009-06-01

Full Text Available The brain and the nervous system are tissues with high contents of two polyunsaturated fatty acids: arachidonic acid (20:4, omega-6, AA and docosahexaenoic acid (22:6, omega-3, DHA. Despite their abundance in these tissues, AA and DHA cannot be re-synthesized in mammals. However, the concentration of these fatty acids can be modulated by dietary intake. AA and DHA must be provided by the diet as such (preformed or through the respective omega-6 and omega-3 precursors from vegetable origin. Linoleic acid, the precursor of AA is very abundant in the western diet and therefore the formation of AA from linoleic acid is not restrictive. On the other hand, alpha linolenic acid, the precursor of DHA is less available in our diet and preformed DHA is highly restrictive in some populations. During the last period of gestation and during the early post natal period, neurodevelopment occurs exceptionally quickly, and significant amounts of omega-6 and omega-3 polyunsaturated fatty acids, especially DHA, are critical to allow neurite outgrowth and the proper brain and retina development and function. In this review various functions of DHA in the nervous system, its metabolism into phospholipids, and its involvement in different neurological and mood disorders, such as Alzheimer’s disease, depression, and others are revised.

El cerebro y el sistema nervioso son tejidos con un alto contenido de dos ácidos grasos poliinsaturados: el ácido araquidónico (20:4, omega-6, AA y el ácido docosahexaenoico (22:6, omega-3, DHA. A pesar de la abundancia de estos ácidos grasos en dichos tejidos los mamíferos no los pueden sintetizar de novo. Sin embargo, la concentración de estos ácidos grasos puede ser modificada por la dieta. El AA y el DHA pueden ser aportados por la dieta como tales (preformados o a partir de los respectivos precursores de origen vegetal. El ácido linoleico, precursor del AA es muy abundante en la dieta occidental, por lo cual la

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

Energy Technology Data Exchange (ETDEWEB)

Salum, Debora Christina

2008-07-01

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

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.

Characterization of Leucaena (Leucaena leucephala) oil by direct analysis in real time (DART) ion source and gas chromatography; Caracterización del aceite de Leucaena (Leucaena leucocephala) por análisis directo en tiempo real (DART) y cromatografía de gases

Energy Technology Data Exchange (ETDEWEB)

Alam, M.; Alandis, N.M.; Sharmin, E.; Ahmad, N.; Alrayes, B.F.; Ali, D.

2017-07-01

For the first time, we report the characterization of triacylglycerols and fatty acids in Leucaena (Leucaena leucephala) oil [LUCO], an unexplored nontraditional non-medicinal plant belonging to the family Fabaceae. LUCO was converted to fatty acid methyl esters (FAMEs). We analyzed the triacylglycerols (TAGs) of pure LUCO and their FAMEs by time-of-flight mass spectrometry (TOF-MS) followed by multivariate analysis for discrimination among the FAMEs. Our investigations for the analysis of LUCO samples represent noble features of glycerides. A new type of ion source, coupled with high-resolution TOF-MS was applied for the comprehensive analysis of triacylglycerols. The composition of fatty acid based LUCO oil was studied using Gas Chromatography (GC-FID). The major fatty acid components of LUCO oil are linoleic acid (52.08%) oleic acid (21.26%), palmitic acid (7.91%) and stearic acid (6.01%). A metal analysis in LUCO was done by Inductively Coupled Plasma Mass Spectrometry (ICP-MS). The structural elucidation and thermal stability of LUCO were studied by FT-IR, 1H NMR, 13C NMR spectroscopic techniques and TGA-DSC, respectively. We also measured the cytotoxicity of LUCO [Spanish] Se presenta por primera vez la caracterización de triacilgliceroles y ácidos grasos del aceite de Leucaena (Leucaena leucephala) [LUCO], una planta no medicinal, no tradicional y no explorada, perteneciente a la familia Fabaceae. Se analizaron triacilgliceroles (TAGs) de LUCO y sus FAMEs por espectrometría de masas de tiempo de vuelo (TOF-MS) seguido de análisis multivariante para discriminación entre los FAME. Nuestras investigaciones para el análisis de muestras de LUCO presentaron características propias de los glicéridos. Un nuevo tipo de fuente de iones, junto con alta resolución TOF-MS se aplicó para el análisis exhaustivo de triacilgliceroles. La composición de aceite de LUCO basado en ácidos grasos se estudió usando Cromatografía de Gas (GC-FID). Los principales

Chemical composition of olive oils of the cultivar Colombaia

Directory of Open Access Journals (Sweden)

Zunin, P.

2005-12-01

Full Text Available The chemical composition of monovarietal olive oils from the cultivar Colombaia was studied. Free acidity, peroxide value and UV absorbance attested to the good quality of the analyzed oils. Their fatty acid composition appeared to be quite different from the typical fatty acid profile of olive oils from Liguria but met the limits reported in the EC Regulations for olive oils. On the contrary, the amounts of Δ7-stigmastenol were often higher than the 0.5 % limit set by EC Regulations and total ß-sitosterol was below the minimum 93 % limit. The composition of polar compounds and of the volatile fraction was representative of the peculiar organoleptic character of these oils. Thus, the anomalous sterol composition of the monovarietal oils from the cultivar Colombaia calls for blending with other oils. Moreover, the use of these oils for the production of PDO oils “Riviera Ligure” must also be carefully controlled because it changes their nutritional and sensorial featuresEn este trabajo se ha estudiado la composición química de aceites de oliva mono-varietales de la variedad Colombaia. La acidez libre, el índice de peróxidos y la absorción UV confirmaron la buena calidad de los aceites analizados. Su composición en ácidos grasos resultó bastante diferente del perfil típico de ácidos grasos de los aceites de oliva virgen de la región de Liguria, pero se mantuvo dentro de los límites establecidos por los Reglamentos EC para aceites de oliva. Por otro lado, las cantidades de Δ7-estigmastenol resultaron normalmente superiores al 0.5 % del límite fijado por los Reglamentos EC y el ß-sitosterol total fue inferior al 93 % del límite mínimo. La composición en compuestos polares y de la fracción volátil confirmó las características organolépticas peculiares de estos aceites. Por tanto, la composición esterólica anómala de los aceites mono-varietales de la variedad Colombaia hace necesaria una mezcla con otros

Chemical properties of virgin olive oil from Iranian cultivars grown in the Fadak and Gilvan regions

Directory of Open Access Journals (Sweden)

Homapour, M.

2014-12-01

Full Text Available The aim of this study is to evaluate the chemical compositions (total phenol, fatty acid, sterolic compounds of Iranian virgin olive oil (Zard, Rowghani, Mari cultivated in the Gilvan (Zanjan Province and Fadak (Qom Province regions. Total phenols were determined using the Folin-Ciocalteu assay. Fatty acid and sterol profiles were also analyzed using gas chromatography. In most cases, significant effects (P El objetivo de este estudio fue evaluar la composición química (fenoles totales, ácidos grasos, y esteroles de aceites de oliva virgen iranies (Zard, Rowghani, Mari cultivados en las regions de Gilvan (provincia de Zanjan y Fadak (provincia de Qom. Los fenoles totales se determinaron utilizando el método de Folin-Ciocalteu. Los perfiles de ácidos grasos y de esteroles se determinaron mediante cromatografía de gases. En la mayoría de los casos, existen diferencias significativos de los cultivares y los lugares detectados por la composición química (P < 0,05 . El análisis de ácidos grasos indicó que la variedad Mari de Gilvan presenta una relación alta oleico/ linoleico; por lo tanto, es un aceite de alta resistencia contra la oxidación. Por otra parte, los valores medios altos de esteroles totales también fueron obtenidos para la variedad Mari. El aceite de la variedad Zard de Gilvan presentó la mayor cantidad de fenoles, considerado este valor como un índice de calidad positivo. La variedad Mari especialmente en Gilvan se sugeriere como un cultivar superior en comparación con las variedades Zard y Rowghani.

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...

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.

Effect of the amount of chestnuts in the diet of Celta pigs on the fatty acid profile of dry-cured lacon

Directory of Open Access Journals (Sweden)

de Jesús, M. C.

2016-03-01

Full Text Available The effect of including chestnuts in the formulation of the feed (0, 15 and 25% chestnut on the fatty acids of dry-cured lacon from Celta pigs was studied. The inclusion of chestnuts decreases the saturated fatty acid content (SFA and the monounsaturated fatty acid content (MUFA. With regards to the polyunsaturated fatty acids (PUFA, the lacon from animals fed with chestnuts presented higher values of total PUFA, n6 PUFAs and n3 PUFAs. This is related to the fact that chestnut diets had the highest amounts of essential fatty acids (C18:2n6 and C18:3n3, therefore the lacon from chestnut-fed animals also presented higher amounts of these fatty acids. According to nutritional ratios, lacon obtained from chestnut-fed pigs was healthier than the one obtained from pigs fed on commercial feed. The main conclusion is that including chestnuts in the diet allows us to obtain healthier dry-cured meat products.Se estudió el efecto de la inclusión de la castaña en la formulación del pienso (0, 15 y 25% de castaña sobre el perfil de ácidos grasos del lacón curado de cerdo Celta. La inclusión de castañas produjo una disminución del contenido de ácidos grasos saturados (SFA y monoinsaturados (MUFA. Con respecto a los ácidos grasos poliinsaturados (PUFA los lacones de animales alimentados por castaña presentaron valores más altos de PUFA totales, PUFA n6 y PUFA n3. Esto está relacionado con que las castañas tienen una mayor cantidad de ácidos grasos esenciales (C18:2n6 y C18:3n3, por tanto los lacones de cerdos alimentados con castaña también presentan mayores contenidos de estos ácidos grasos. De acuerdo con los índices nutricionales, los lacones obtenidos de cerdos alimentados con mayor proporción de castañas fueron más saludables. La inclusión de castañas en la dieta nos permite obtener productos cárnicos curados más saludables.

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.

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...

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.

Identificação de compostos voláteis da cúrcuma empregando microextração por fase sólida e cromatografia gasosa acoplada à espectrometria de massas Identification of volatile compounds of turmeric using solid phase microextraction and gas chromatography coupled to mass spectrometry

Directory of Open Access Journals (Sweden)

Adriana R. Mata

2004-03-01

Full Text Available Compostos voláteis da cúrcuma (Curcuma longa L. cultivada no Brasil foram isolados por microextração por fase sólida. Os rizomas foram cozidos em solução de bicarbonato de sódio 0,1%, fatiados, secos e triturados. Visando estabelecer o sistema ideal para a microextração, fibras de polidimetilsiloxano de 100µm de espessura foram expostas ao headspace de frascos de 10mL. Estudou-se a influência das seguintes variáveis sobre o rendimento dos compostos voláteis obtidos: amostras em pó (0,1 a 1,0g e em solução (40mg/L, diferentes temperaturas (40 a 70ºC e tempos (2 a 20min de partição. O efeito da temperatura (210 a 240ºC e do tempo (3 e 5min de dessorção também foi avaliado. As melhores condições para a partição dos compostos voláteis foram 0,1g do pó, 70ºC e 5min. A temperatura de 220ºC e o tempo de 5 minutos foram os de maior eficiência para a dessorção. A cromatografia gasosa foi conduzida em coluna capilar, detecção por ionização de chama e identificação por espectrometria de massas. A análise dos espectros de massas obtidos para os nove compostos voláteis predominantes indicou a presença de ar-curcúmeno, ar-turmerona, zingibereno, beta-sesquifelandreno, sabineno, 1,8-cineol e 1,4-terpineol.Volatile compounds from turmeric (Curcuma longa L. cultived in Brazil were isolated by solid phase microextraction. The rhizomes were cooked in 0.1% sodium bicarbonate solution, sliced, dried and ground. Polydimethyldiloxanes fibers (100 mm diameter were exposed to the headspace of 10 mL flasks with the aim of establishing an ideal microextraction system. The influence of the following parameters on the volatile substances obtained was studied: powder samples (0.1 to 1.0 g and dissolved samples (40 mg/L, different temperatures (40 to 70ºC and partition periods (2 to 20 min. The effect of temperature (210 to 240ºC and time (3 to 5 min on desorption efficiency was also evaluated. Optimum conditions for the

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)

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

Composición de los subproductos de la industrialización de la Palma Africana utilizados en la alimentación animal en Costa Rica

Directory of Open Access Journals (Sweden)

Emilio Vargas

2003-01-01

Full Text Available Se determinó la composición nutricional y variabilidad de la harina de coquito de palma africana extraída por solvente (HCPAS, la harina de coquito de palma africana de extracción mecánica (HCPAM, el coquito integral de la palma africana (CIPA, la grasa cruda de la palma africana (GCPA y los ácidos grasos libres de la palma africana (AGLPA. Los resultados indicaron que la HCPAS y la HCPAM producidas en Costa Rica tienen una composición nutricional semejante a la reportada en la literatura internacional, excepto por un mayor contenido de grasa residual, con valores de 3,3 y 13,2% para los productos locales en comparación con 1,75 y 10,94% para los producidos en otros países. Asimismo, se observó una mayor variabilidad en el contenido de fibra y grasa de los productos locales. El CIPA es un material con un alto contenido de grasa (46-49%; 8-9% de proteína cruda y 10- 12% de fibra; lo cual lo convierte en un producto de un alto potencial nutricional. Los valores de energía digestible en cerdos fueron de 3000, 3215 y 4780 Kcal kg-1 de MS para la HCPAS, HCPAM y el CIPA, respectivamente. En aves la energía metabolizable aparente fue de 1399, 1789 y 4230 Kcal kg-1 de MS. La GCPA y los AGLPA mostraron una composición típica de ácidos grasos para estos materiales, con una relación ácidos grasos insaturados y ácidos grasos saturados de 1,01 y 0,78, respectivamente. El contenido de energía digestible de la GCPA en cerdos fue de 8064 Kcal kg-1 de MS y la energía metabolizable aparente en aves fue de 8615 Kcal kg-1 de MS. En los AGLPA, los valores observados fueron de 6859 y 5068 Kcal kg-1 de MS. Se sugiere valores de los niveles por utilizar en la formulación de raciones para diferentes especies de animales de esos subproductos.

Estudio de una tecnología de extracción y fraccionamiento de aceite de ñandú de alta calidad para su utilización en la industria cosmética y farmacéutica

Directory of Open Access Journals (Sweden)

Rosa Márquez

2011-04-01

Full Text Available El propósito de este estudio fue aplicar la metodología de extracción con calor en condiciones de vacío a  grasa cavitaria y exterior para la obtención de aceite de ñandú (Rhea americana con condiciones, una vez refinado,  de humedad, acidez, índice de peróxidos, color y perfil de ácidos grasos compatibles con las exigencias del comercio internacional para los aceites de ratites.En cuanto al método de refinación seleccionado fue el método de refinación alcalina. Las condiciones elegidas para la neutralización fueron: NaOH 10% y 0.1% de exceso de la misma. Luego el aceite se lava hasta un contenido de jabones inferior a 50 ppm debido a que los mismos afectan el valor de acidez. De esta forma se lograron valores de acidez muy por debajo del límite requerido por la AEA (American Emu Association para el aceite de emú extra refinado. Se utilizó tierra de blanqueo Supreme 126 (marca Tonsil de Quimica Sumex S.A., en una concentración del 0.5 %.Se determinó que no existen diferencias sustanciales entre la grasa cavitaria y exterior y en el proceso de winterización se obtienen  dos  fracciones con  perfil de ácidos grasos diferentes siendo la oleína más rica en ácidos grasos insaturados. El contenido de oleico prácticamente no varía entre las fracciones, mientras que el porcentaje de linoleíco (ácido graso esencial es superior para la oleína.En el presente  trabajo se obtuvo un aceite cuyas características y parámetros de calidad son aceptables para los requerimientos internacionales que deben poseer los aceites para aplicación en cosmética, haciéndolo factible de comercializar. Por lo que los métodos de extracción y refinación adaptados para esta aplicación son adecuados y simples de aplicar.

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

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...

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...

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.

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)

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)

Conversion of hydroxycinnamic acids into volatile phenols in a synthetic medium and in red wine by Dekkera bruxellensis Transformação de ácidos hidroxicinâmicos em fenóis voláteis em meio sintético e em vinho tinto por Dekkera bruxellensis

Directory of Open Access Journals (Sweden)

Maria João Cabrita

2012-03-01

Full Text Available The conversion of p-coumaric acid, ferulic acid, and caffeic acid into 4-ethylphenol, 4-ethylguaiacol and 4-ethylcatechol was studied in Dekkera bruxellensis ISA 1791 under defined conditions in a synthetic medium and in a red wine. Liquid chromatography (HPLC-DAD was used to quantify the phenolic acids, and gas chromatography (GC coupled to a FID detector was used to quantify volatile phenols using a novel analytical methodology that does not require sample derivatization. Identification was achieved by gas chromatography-mass detection (GC-MS. The results show that phenolic acids concentration decreases while volatile phenols concentration increases. The proportion of caffeic acid taken up by Dekkera bruxellensis is lower than that for p-coumaric or ferulic acid; therefore less 4-ethylcatechol is formed. More important, 4-ethylcathecol synthesis by Dekkera bruxellensis in wine has never been demonstrated so far. These results contribute decisively to a better understanding of the origin of the volatile phenols in wines. The accumulation of these compounds in wine is nowadays regarded as one of the key factors of quality control.A transformação do ácido p-cumárico, ácido ferúlico e ácido cafeico em 4-etilfenol, 4-etilguaiacol e 4-etilcatecol foi estudada na presença de Dekkera bruxelensis ISA 1791, sob condições controladas, em meio sintético e em vinho tinto. Os compostos fenólicos foram doseados por cromatografia em fase líquida (HPLC-DAD e os fenóis voláteis foram doseados por cromatografia em fase gasosa (GC com detector de ionização de chama (FID, recorrendo a uma metodologia que não requer prévia derivatização da amostra. A identificação dos compostos foi comprovada por espectrometria de massa (GC-MS. Os resultados demonstram que os teores em ácidos fenólicos diminuem enquanto se observa um aumento dos teores em fenóis voláteis. O ácido cafeico é dos três ácidos em estudo, o menos utilizado pela levedura, da

Cecropia peltata l.: Estudios farmacognósticos y de la composición de ácidos grasos libres

Directory of Open Access Journals (Sweden)

Abel A Pardo Concepción

2000-08-01

Full Text Available Se inició el estudio de la yagruma (Cecropia peltata L. de uso medicinal en Cuba, con la descripción de los índices farmacognósticos mínimos necesarios para establecer la calidad de las hojas de la planta como droga, así como el estudio de la fracción de desengrase de donde se cristaliza una mezcla de 11 ácidos grasos metilados en forma libre, los cuales se caracterizan mediante cromatografía gaseosa acoplada a masas. El 50 % de estos ácidos son insaturados, lo cual puede favorecer el fundamento del uso de la planta popularmente con fines antiasmáticos.The study of yagruma (Cecropia peltata L. of medicinal use in Cuba was started with the description of the minimum pharmacognostic indexes necessary to establish the quality of the leaves of the plant as a drug, as well as the study of the scouring fraction from where a mix of 11 freely methylated fatty acids is crystallized. These acids are characterized by gas chromatography matched to masses. 50% of these acids are unsaturated, which may favor the popular use of the plant with antiasthmatic ends.

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

Avaliação da influência do etanol sobre o grau de volatilização BTEX em solos impactados por derrames de gasolina/etanol Evaluation of the ethanol influence over the volatilization grade of BTEX in soil impacted by gasoline/ethanol spills

Directory of Open Access Journals (Sweden)

Alexandra Rodrigues Finotti

2009-12-01

Full Text Available O principal objetivo deste trabalho foi a avaliação quantitativa da influência do etanol sobre a volatilização de BTEX (benzeno, tolueno, etilbenzeno e xilenos em mistura de gasolina e etanol anidro 25% (v/v em colunas experimentais, que simularam solos contaminados com gasolina pura e gasolina/etanol. Todos os BTEX apresentaram expressivo aumento das taxas de volatilização na coluna contendo a mistura gasolina/etanol. Porém, em termos percentuais, o maior e menor aumento nas taxas de volatilização foi observado para tolueno e benzeno, respectivamente. Em amostras de controle, com o percentual de etanol variando entre 0 e 25%, não foi observado aumento no grau de volatilização do etilbenzeno, enquanto que o grau de volatilização dos xilenos foi reduzido. Estes resultados sugerem que, além de forças de interação intermoleculares, efeitos de interação líquido/estrutura do solo podem estar exercendo importante papel na volatilização dos BTEX.The main objective of this paper was the quantitative evaluation of the ethanol's influence about the volatilization of BTEX (benzene, toluene, ethylbenzene and xylenes in a mixture of gasoline and anhydrous ethanol 25% (v/v in experimental columns that simulated soil contamination with gasoline/ethanol. All the BTEX presented expressive increase of volatilization rates in the gasoline-ethanol column. However, in terms of percentage, the highest and lowest volatilization grades were observed for toluene and benzene, respectively. In batch tests (control samples, with mixtures of gasoline ethanol with 0 and 25% (v/v in ethanol, no increase of the volatilization grade was observed for ethylbenzene and the volatilization grade for xylenes was reduced. Matrix effects seem to be, besides the intermolecular interaction forces, important contributions for the volatilization grade of BTEX in this kind of sample.

Contenidos de isómeros trans de los ácidos grasos en productos cárnicos. (III Tejido adiposo y grasa intramuscular de vacuno

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Lluch, M. C.

1993-06-01

Full Text Available We give the results obtained for the determination of trans fatty acids in subcutaneous and intramuscular fats from different veal carcasses, using gas chromatography. FA composition differs clearly between both tissues, showing mean values of 58.7% SFA, 39.1% MUFA and 2.7% PUFA in the adipose tissue, and of 44.7% SFA, 46.1% MUFA and 9.4% PUFA in the muscle. Trans fatty acid values obtained in muscle and adipose tissue show statistically significant differences (mean values of 7% total trans fatty acids in intramuscular fat and 10.5% in adipose tissue fat. Besides, we observed a clearly different distribution for C 16: 1t, that didn't show these differences, while C 18: 1t showed a similar distribution than total trans fatty acids. Related to the factors that could determine the trans fatty acid contents in veal carcasses, we found that the race showed more differences between groups than the origin of the animal and their commercial category. On the other hand, correlations we found between trans fatty acids and the total of saturated, mono and polyunsaturated fatty acids showed an opposite sign according to the type of tissue (muscular or adipose. Thus, an increase in the trans fatty acid content was associated with a parallel increase of saturated and decrease in polyunsaturated fatty acid contents in the intramuscular fat. On the contrary, an increase of trans fatty acid content in adipose fat was correlated to a decrease of saturated and an increase of mono and polyunsaturated fatty acid contents.

Se presentan los resultados obtenidos para la determinación de ácidos grasos en una serie de muestras de tejidos subcutáneo y muscular, procedentes de canales de vacuno, por aplicación de la cromatografía en fase gaseosa, para los que se obtuvieron unos valores medios de 58.7% de ácidos saturados, 39.1 % de monoinsaturados y 2.7% de polinsaturados, en el tejido adiposo, y de 44.7% de saturados, 46.1% de monoinsaturados y 9.4% de

COMPOSICIÓN QUIMICA Y ACTIVIDAD ANTIFOULING DE LA FRACCION LIPIDICA DE LA ESPONJA MARINA Cliona tenuis (Clionidae

Directory of Open Access Journals (Sweden)

Leonardo Castellanos

2009-04-01

Full Text Available Normal 0 21 false false false st1\\:*{behavior:url(#ieooui } /* 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 extracto orgánico de la esponja marina Cliona tenuis, recolectada en las Islas del Rosario (Colombia, Mar Caribe, fue obtenida la fracción lipídica, la cual presentó propiedades antifouling en pruebas en campo. Esta fracción fue separada por CC sobre gel de sílice hasta obtener fracciones de ésteres metílicos, glicéridos, glicolípidos, fosfolípidos y ácidos grasos libres, las cuales fueron identificadas por CCD y técnicas de dereplicación (RMN 1H y 13C. Posteriormente, las fracciones de glicéridos, glicolípidos y fosfolípidos fueron hidrolizadas y los ácidos obtenidos, junto con los provenientes de la fracción de ácidos grasos libres, fueron transformados en ésteres metílicos y todos se analizaron por CGAR-EM. Para ubicar las insaturaciones y ramificaciones, los ésteres metílicos se transformaron luego en sus correspondientes pirrolididas, las cuales también se analizaron por CGAR-EM. El estudio cromatográfico (valores de ECL y de los espectros de masas de los ésteres metílicos y de sus derivados pirrolididas permitió identificar 81 ácidos grasos diferentes, de los cuales no habían sido previamente reportados: los ácidos 4,8-hexadecadienoico, 11-metil-4,10-octadecadienoico, 6,9,12,14-icosatetraenoico, y 6,9,12,14,17-icosapentanoico.

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)

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.

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

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.

Carne caprina de animais mestiços: estudos do perfil aromático Goat meat of "mestiço" animals: volatile profile analysis

Directory of Open Access Journals (Sweden)

M. S. Madruga

2003-12-01

Full Text Available Análises do perfil aromático da carne caprina cozida de animais mestiços foram realizadas utilizando-se animais castrados e inteiros, abatidos com idades de 175, 220, 265 e 310 dias. O perfil aromático da carne caprina foi constituído por 108 voláteis, sendo que 69 foram positivamente identificados e 39 parcialmente caracterizados utilizando-se análises de CG-EM. O perfil aromático da carne caprina foi formado por hidrocarbonetos alifáticos e alicíclicos, aldeídos, compostos benzênicos, álcoois, cetonas, terpenóides, ésteres e compostos heterocíclicos sulfurados, hexadecanal, benzeno, heptano e octadecanal foram os voláteis que apresentaram os maiores índices de abundância relativa. Nas análises quantitativa e qualitativa observaram-se uma predominância de voláteis nos extratos de carne de caprinos castrados. O número total de voláteis e a abundância relativa das diferentes classes de compostos não foram claramente afetados pelo fator idade de abate.The volatile profile of cooked goat meat was analysed using meat from castrated and intact animals slaughtered at 175, 220, 265 and 310 days. A total of 108 volatiles was detected and from them 69 was identified and a further 39 were partially characterised by GC-MS. The volatile profile was composed by hydrocarbons aliphatic and alicyclic, aldehydes, benzenoid compounds, alcohols, ketones, terpenoids, esters and sulfur compounds. Hexadecanal, benzen, heptane and octadecanal were among the volatiles with highest relative abundance. In both qualitative and quantitative analyses extracts from castrated meat had higher production of volatiles. The total number and the relative abundance of different classes of compounds seemed not to be cleared affected by slaughter age factor.

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...

Estudio de la purificación de ácidos grasos, tocoferoles y esteroles a partir del destilado de desodorización.

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Martinello, M. A.

2005-09-01

Full Text Available The operations to purify deodorizer distillates were studied in this investigation. The purification technology included esterification, two stages of molecular distillation and crystallization. Separation tests by molecular distillation with and without previous esterification of fatty acids were carried out. Esterification gave bigger separation efficiency in all first stage molecular distillation tests. The second stage of molecular distillation allowed increasing concentrations of tocopherols and sterols. Crystallization of the distillated final stream by the second stage of molecular distillation allowed the separation of more than 40 % of sterols, and gave a highly concentrated product (more than 92 % w/w of sterols. The final concentration of tocopherols in two treated samples of sunflower deodorizer distillate was 33.94 % and 20.60 % w/w respectively, and a sample from soy processing gave a value of 56.49 %.En esta investigación se han estudiado las operaciones para la purificación de los destilados de desodorización. La tecnología utilizada para la purificación incluyó esterificación, destilación molecular de dos etapas y cristalización. Se realizaron pruebas de separación por destilación molecular con y sin esterificación previa de los ácidos grasos libres. En todos los ensayos la esterificación condujo a una mayor eficiencia de separación en la primera etapa de destilación molecular. La segunda etapa de destilación molecular permitió aumentar la concentración de tocoferoles y esteroles. La cristalización de la corriente final de destilado (segunda etapa de destilación molecular permitió separar más del 40 % de los esteroles, en un producto altamente concentrado en los mismos (más de 92 % en peso. La concentración final en tocoferoles de dos muestras de destilado de desodorización de aceite de girasol ensayadas fue de 33,94 y 20,60 % respectivamente, y una muestra de destilado de desodorización de aceite de

Estimación de la vida útil de corazones de alcachofa (Cynara scolymus L.) marinados en conserva y el contenido de omega 3 y omega 6

OpenAIRE

Carmen Rojas Padilla; Hubert Arteaga Miñano; Gabriela Barraza Jáuregui; Eduardo Méndez Reyna; Claudio Miano Pastor

2010-01-01

Se estimó el tiempo de vida útil de cuartos de corazones de alcachofa (Cynara scolymus L.) marinados en conserva que presentaron mayor preferencia sensorial en color y sabor evaluados por un panel semientrenado conformado por 15 jueces. A esta conserva se le determinó el contenido de á cidos grasos omega 3 y omega 6 (28 . 69 g/100g y 43 . 26 g/100g de grasa respectivamente), los cuales están dentro del límite aprobado por la Organización Mundial de la Salud. El tiempo de vida útil se determin...

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.

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

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.

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...

Evaluación del desplazamiento del sobreengrasante en jabones blandos

Directory of Open Access Journals (Sweden)

Crespo González, N.

1992-02-01

Full Text Available The metathesis that occurs in soaps superfatted with fatty acids is studied, verified and evaluated. The analysis deals with soaps in solution (shaving creams, in which the problem is showed clearly due to the hydrolysis of the soap. The study is concern on the main fatty acids of the analyzed samples. Knowing the fatty acids distribution, the expected theoretical concentrations of the fatty acids were estimated and were compared with those found by Gas Chromatography.

Se estudia, comprueba y cuantifica el fenómeno de la metátesis que ocurre en jabones reengrasados con ácidos grasos. El análisis se refiere a jabones en disolución (cremas de afeitar en los cuales el problema es más patente debido a fenómenos de hidrólisis. El estudio se centra en los ácidos grasos mayoritarios de las muestras analizadas. Conociendo la distribución de los ácidos grasos se estimaron las concentraciones que teóricamente debían ser encontradas y fueron comparadas con las concentraciones halladas por cromatografía en fase gaseosa.

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.

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.

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.

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.

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

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...

Core-Mantle Partitioning of Volatile Elements and the Origin of Volatile Elements in Earth and Moon

Science.gov (United States)

Righter, K.; Pando, K.; Danielson, L.; Nickodem, K.

2014-01-01

Depletions of siderophile elements in mantles have placed constraints on the conditions on core segregation and differentiation in bodies such as Earth, Earth's Moon, Mars, and asteroid 4 Vesta. Among the siderophile elements there are a sub-set that are also volatile (volatile siderophile elements or VSE; Ga, Ge, In, As, Sb, Sn, Bi, Zn, Cu, Cd), and thus can help to constrain the origin of volatile elements in these bodies, and in particular the Earth and Moon. One of the fundamental observations of the geochemistry of the Moon is the overall depletion of volatile elements relative to the Earth, but a satisfactory explanation has remained elusive. Hypotheses for Earth include addition during accretion and core formation and mobilized into the metallic core, multiple stage origin, or addition after the core formed. Any explanation for volatile elements in the Earth's mantle must also be linked to an explanation of these elements in the lunar mantle. New metal-silicate partitioning data will be applied to the origin of volatile elements in both the Earth and Moon, and will evaluate theories for exogenous versus endogenous origin of volatile elements.

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

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.

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...

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

Estudio de la Actividad Antioxidante e Inhibición Oxidativa de Tres Plantas Aromáticas Romero (Rosmarinus officinalis), Tomillo (Thymus vulgaris) y Lavanda (Lavandula officinalis)

OpenAIRE

Gallego Iradi, María Gabriela

2012-01-01

El romero, tomillo y lavanda son plantas aromáticas con destacadas propiedades, entre ellas, la actividad antioxidante, por ser ricas en compuestos conocidos como polifenoles. Los polifenoles se caracterizan por prevenir o retardar la oxidación de aceites y grasas, como los ácidos grasos. Se debe a que neutralizan los radicales libres que se forman y, que al propagarse, oxidan las grasas. Esta oxidación lipídica es una de las principales causas de deterioro de los alimentos que...

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

Degree-Sign C (Head Space Technique de Weurman). Les identifications ont ete faites par comparaison des volumes de retention avec ceux de substances pures, et a l'aide de reactifs chimiques permettant d'eliminer certains constituants de la vapeur. Pour simplifier les analyses, les premiers essais ont porte sur des concentres de jus de pommes ne contenant plus de substances volatiles avant irradiation. Par irradiation, cinq aldehydes prennent naissance dans les jus de pommes: acetaldehyde, isobutyraldehyde, butyraldehyde, isovaleraldehyde et capronaldehyde; mais trois seulement dans les jus concentres; acetaldehyde, isobutyraldehyde et isovaleraldehyde. De plus, la 2-butanone apparait dans les jus concentres, mais le pic qui lui correspond sur les chroma- togrammes est entierement masque par celui de l'ethanol dans le cas des jus non concentres. Par ailleurs on a mis en evidence les formations de furane et de deux composes qui n'apparaissent qu'a l'etat de traces et qui n'ont pas pu etre identifies a ce jour. Des resultats analogues ont ete obtenus par pasteurisation, telle qu'elle est realisee par embouteillage a chaud. (author) [Spanish] Los estudios organolepticos y los ensayos de inocuidad que se realizan dentro del marco del proyecto internacional de investigaciones sobre la conservacion de frutas y zumos de fruta por irradiacion (Seibersdorf) hacen indispensable el analisis de las sustancias aromaticas de los zumos irradiados y no irradiados. Las sustancias volatiles de los zumos de manzana irradiados han sido analizados por cromatografia en fase gaseosa, inyectando directamente los vapores que emiten a la temperatura ambiente y a 60 Degree-Sign C (tecnica 'Head Space' , de Weurman). Las identificaciones se han efectuado comparando los volumenes de retencion con los de sustancias puras y eliminando ciertos constituyentes del vapor con reactivos quimicos. Para simplificar los analisis, los primeros ensayos se han efectuado con concentrados de zumos de manzana que no

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

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.

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.

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

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

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

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.

nfluencia de antioxidantes en la estabilidad oxidativa del aceite de chia ( Salvia hispanica L . por rancimat

Directory of Open Access Journals (Sweden)

Eudes Villanueva

2017-01-01

Full Text Available La rancidez oxidativa, conocida como autooxidación, es la principal causa de deterioro d e aceites y grasas, la que puede controlarse mediante el empleo de antioxidantes incrementando la estabilidad oxidativa y vida en anaquel. El aceite de chía es rico en ácidos grasos poli - insaturados (PUFAs, particularmente en omega - 3 (ω - 3 y omega - 6 (ω - 6 beneficiosas para la salud humana, pero también los PUFAs favorecen a la reacción de autooxidación. E l objetivo de e ste trabajo fue determinar el efecto de antioxidantes sintéticos y de origen natural a concentración de 200 ppm de etoxiquina (EQ, butilhi drixianisol (BHA, butilhidroxitolueno (BHT y fortium (FT, sobre el índice de estabilidad oxidativa (OSI del aceite de chía por rancimat a diferentes temperaturas (90, 100 y 110 °C. El método rancimat está incluido en los estándares AOCS Cd 12b - 92, deb ido a su facilidad de uso y reproducibilidad permite evaluar el OSI en un periodo relativamente corto. Los resultados muestran que entre el BHT y EQ, así como entre el BHA y FT no presentan diferencia estadísticamente significativa (p ≤ 0,05. Siendo el BH T el antioxidante que incrementó en mayor proporción el OSI del aceite de chía, con un factor de protección (FP de 1,30, 1,26 y 1,29 para las diferentes temperaturas aplicadas y con una energía de activación (Ea de 82,75 kJ/mol, por lo tanto, se recomend aría su uso .

Importancia de la composición de la grasa dietética en el metabolismo del tejido adiposo

Directory of Open Access Journals (Sweden)

Ruiz-Gutiérrez, Valentina

2000-12-01

Full Text Available Neutral energy and macronutrient balances are needed for the maintenance of a stable body weight. High-fat diets promote fat accumulation. This fact is not only due to the induction of a caloric hyperphagia, but also to the failure to adjust fat oxidation in response to an excess of fat intake. This situation does not occur with carbohydrates. In addition, the fatty acid composition of dietary fat can also be an important factor determining the resulting level of body weight and body energy stores. The modifications induced in adipocyte membrane fatty acid composition and in stored triglycerides lead to changes in the efficiency of the lipid mobilization. On the other hand, the activity of lipoprotein-lipase and lipogenic enzymes can be modulated by some fatty acids. The fate of the different fatty acids is not the same. Some of them are preferentially oxidized, others are stored and others play a structural role. Finally, diet-induced thermogenesis is increased by certain fatty acids and that contributes to an increased energy expenditure.El mantenimiento del peso corporal requiere que se produzca un balance neutro entre la energía ingerida a través de la dieta y la energía consumida por el organismo y además un balance neutro de nutrientes. Las dietas ricas en grasa favorecen el acúmulo adiposo debido no sólo a la hiperfagia calórica que inducen, sino también a la escasa capacidad del organismo para adaptar la oxidación de los lípidos a su ingesta, a diferencia de lo que ocurre con los hidratos de carbono. Otro factor que puede influir en la adiposidad es la composición en ácidos grasos de la dieta. Estos condicionan el perfil lipídico de los fosfolípidos de membrana de los adipocitos y de los triglicéridos almacenados, modificando así el proceso de movilización lipídica. Por otra parte, algunos ácidos grasos modifican la actividad de la lipoproteína-lipasa y de los enzimas lipogénicos. Además, mientras que unos �

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.

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.

Influencia de los ácidos grasos poliinsaturados omega-3 y omega-6 de la dieta y de sus metabolitos en la respuesta inmune de tipo alérgico

Directory of Open Access Journals (Sweden)

Deivis Javier Villanueva Pájaro

2015-04-01

En apoyo de lo anterior, la hipótesis de las grasas expone que paralelo al aumento de las alergias a nivel global, ha existido también un consumo excesivo de alimentos con alto contenido de ácidos grasos omega-6 y bajos en omega-3, principalmente en dietas occidentales y como resultado de intervenciones en prevención del riesgo cardiovascular, lo que en conjunto pudiera explicar parte de este fenómeno mundial. La evidencia a nivel epidemiológico y experimental muestra que ambas series de lípidos y varios de sus metabolitos ejercen un importante papel modulador en la patología alérgica, aspectos que serán abordados en la presente revisión temática.

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

[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.

Caracterización del proceso de degradación de tejidos larvales durante la metamorfosis en la Mosca del Mediterráneo, Ceratitis Capitata (Wiedemann)

OpenAIRE

Rabossi, Alejandro

2000-01-01

Se han estudiado en detalle, por primera vez, los eventos moleculares más importantes responsables de la histolisis de tejidos larvales durante la transición larva-adulto de dípteros. Se han descrípto, por primera vez en los insectos, proteinasas lisosomales específicas de la histolisis y se ha correlacionado su actividad con la de otras enzimas degradativas y con las imágenes de cambios anatómicos degenerativos en músculos y cuerpo graso. Los principales resultados obtenidos son: l. Se aisló...

Longitud del ciclo estral en ratas Sprague Dawley tratadas in útero con extracto de Roystonea regia Estrus cycle length in Sprague Dawley rats in uterus using Roystonea regia extract

OpenAIRE

Ariadne Gutiérrez Martínez; Rafael Gámez Menéndez; Balia Pardo Acosta; Gisela Marrero Cofiño

2009-01-01

El D-004 consiste en una mezcla de ácidos grasos que inhibe significativamente la hiperplasia prostática inducida por testosterona en roedores. El objetivo del presente estudio fue evidenciar los posibles efectos adversos sobre el ciclo estral de hembras F1 expuestas in útero al D-004. Se utilizaron ratas Sprague Dawley, distribuidas aleatoriamente en 4 grupos: un control y 3 tratados con D-004 a las dosis de 500, 750 y 1 000 mg/kg; las hembras recibieron la administración de la dosis por vía...

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

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)

Olive oil in food spreads

Directory of Open Access Journals (Sweden)

Blanco Muñoz, Miguel A.

2004-03-01

Full Text Available Chemical hydrogenation of unsaturated fatty acids is a commonly applied reaction to food industries. The process may imply the movement of double bonds in their positions on the fatty acid carbon chain, producing positional and geometrical isomers ( trans fatty acids. Through hydrogenation, unsaturated oils are converted to margarines and vegetable shortenings. The presence of trans fatty acids in foods is undesirable, as trans fatty acids raise the plasma levels of total and low-density lipoproteins (LDL, while decrease the plasma level of high-density lipoproteins (HDL, among other effects. The use of olive oil to prepare fat spread opens new insights into the commercial development of healthy novel foods with a positive image in terms of consumer appeal.La hidrogenación química de los ácidos grasos insaturados es una reacción que se utiliza con frecuencia en la industria alimentaria. El proceso implica el movimiento de los dobles enlaces en la cadena hidrocarbonada de los ácidos grasos, y la aparición de isómeros posicionales y geométricos (ácidos grasos trans . La ingesta inadecuada de alimentos que pueden contener cantidades significativas de ácidos grasos trans se asocia con el aumento en sangre de colesterol total y LDL, y la disminución de HDL, entre otros efectos. Por lo tanto, el uso de aceite de oliva en la preparación de grasas para untar constituye un importante avance en el desarrollo comercial de nuevos alimentos saludables con una imagen positiva para el consumidor.

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.

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...

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....

Volatile profile and sensory quality of new varieties of Capsicum chinense pepper Perfil de voláteis e qualidade sensorial de novas variedades de pimentas Capsicum chinense

Directory of Open Access Journals (Sweden)

Deborah dos Santos Garruti

2013-02-01

Full Text Available The objective of this study was to compare the sensory quality and the volatile compound profile of new varieties of Capsicum chinense pepper (CNPH 4080 a strain of'Cumari-do-Pará' and BRS Seriema with a known commercial variety (Biquinho. Volatiles were isolated from the headspace of fresh fruit by SPME and identified by GC-MS. Pickled peppers were produced for sensory evaluation. Aroma descriptors were evaluated by Check-All-That-Apply (CATA method, and the frequency data were submitted to Correspondence Analysis. Flavor acceptance was assessed by hedonic scale and analyzed by ANOVA. BRS Seriema showed the richest volatile profile, with 55 identified compounds, and up to 40% were compounds with sweet aroma notes. CNPH 4080 showed similar volatile profile to that of Biquinho pepper, but it had higher amounts of pepper-like and green-note compounds. The samples did not differ in terms of flavor acceptance, but they showed differences in aroma quality confirming the differences found in the volatile profiles. The C. chinense varieties developed by Embrapa proved to be more aromatic than Biquinho variety, and were well accepted by the judges.O objetivo deste estudo foi comparar a qualidade sensorial e o perfil de compostos voláteis de novas variedades de pimenta Capsicum (CNPH 4080, uma linhagem de cumari-do-pará, e BRS Seriema, com uma variedade comercial (Biquinho. Voláteis foram isolados do headspace dos frutos in natura por SPME e identificados por CG-EM. Conservas das pimentas foram produzidas para a análise sensorial. Descritores do aroma foram avaliados pelo método Check-All-That-Apply (CATA e os dados de frequência submetidos à Análise de Correspondência. A aceitação do sabor das amostras foi analisada por meio de ANOVA. A BRS Seriema apresentou rico perfil de voláteis, com 53 compostos identificados, sendo que cerca de 40% deles são compostos de aroma doce. A CNPH 4080 apresentou perfil semelhante ao da pimenta Biquinho, por

Fatty acid composition of Achene oils from five Moroccan climatic cultivars of Cannabis.

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Merzouki, A.

1997-06-01

Full Text Available The fatty acid composition of achene oil from five Cannabis climatic cultivars cultivated in the nort of Morrocco is determined. Linoleic acid predominated (40 to 45%, followed by linolenic (12 to 17% and oleic (7 to 10% acids. Differences in the fatty acid composition of oils are attributed to environmental factors.

Se estudia la composición en ácidos grasos del aceite de los aquenios de cinco variedades climáticas del cáñamo (Cannabis sativa L cultivadas en el norte de Marruecos. Predomina el ácido linoleico (40 a 45% seguido por el linolénico (12 a 17% y el oleico (7 a 10%. Las diferencias en la composición de los ácidos grasos del aceite se atribuyen a factores ambientales.

CARACTERÍSTICAS QUÍMICAS, FÍSICAS Y SENSORIALES DE UN QUESO DE CABRA ADAPTADO DEL TIPO "CROTTIN DE CHAVIGNOL"

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Alejandro Chac\\u00F3n-Villalobos

2009-01-01

grasos (sng, sólidos grasos (g, peso específico(pe y ácido láctico (al. Treinta muestras aleatorias fueron evaluadas fisicoquímicamente para contenido de humedad (H, materia seca (MS, acidez (A, sal (S, proteína (P, grasa (G y color en las escalas CIELab y CIELch. Cincuenta muestras aleatorias se evaluaron con un análisis de perfil de textura abarcando dureza (D, elasticidad (E, cohesividad (C, masticabilidad (M y adhesividad (AD. La calidad sensorial se comparó con la de un queso crema vacuno empleando una prueba sensorial afectiva seguida de un análisis de conglomerados de Ward. El queso obtenido presentó en promedio un rendimiento de 17,5 %. El 55 % de los consumidores mostró igual aceptación por ambos quesos, mientras que a un 45 % le desagrado el caprino.

COMPARACIÓN DE DOS MÉTODOS DE EXTRACCIÓN DE ACEITE DE AJONJOLÍ: PERCOLACIÓN Y PRENSADO

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RICARDO BENÍTEZ-BENÍTEZ

Full Text Available Se aplicaron y compararon dos métodos de extracciÔn de aceite de ajonjolí, percolación y prensado, sobre semillas doradas (Sesamum Indicum L. En los aceites extraídos se evaluaron las propiedades fisicoquímicas y el perfil de ácidos grasos utilizando procedimientos estándar. Las semillas y tortas procedentes de las extracciones se analizaron por medio de análisis proximal y perfil de aminoácidos. Se compararon los resultados de la extracción a través de un análisis univariado seguido por la prueba T-student. El método de percolación produjo un rendimiento de extracción de aceite de ajonjolí (98° más alto que el prensado (94°, sin embargo, el aceite obtenido por prensado fue mejor desde el punto de vista nutricional mostrando valores más altos de ácidos grasos poliinsaturados. Los índices de peróxidos y Kreis indicaron una alta estabilidad oxidativa. Se encontraron diferencias estadísticamente significativas entre los porcentajes de humedad y grasa de las tortas, mientras que la composición de aminoácidos fue similar. Metionina, fenilalanina y tirosina fueron los aminoácidos más disponibles, y leucina, lisina y triptófano los limitantes.

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

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...

Financial Development, Financial Structure, and Macroeconomic Volatility: Evidence from China

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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.

Effects of Idiosyncratic Volatility in Asset Pricing

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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.

American option pricing with stochastic volatility processes

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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.

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

HS-SPME-GC-MS ANALYSIS OF VOLATILE AND SEMI-VOLATILE COMPOUNDS FROM DRIED LEAVES OF Mikania glomerata Sprengel

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Esmeraldo A. Cappelaro

2015-03-01

Full Text Available This paper reports on the identification of volatile and semi-volatile compounds and a comparison of the chromatographic profiles obtained by Headspace Solid-Phase Microextraction/Gas Chromatography with Mass Spectrometry detection (HS-SPME-GC-MS of dried leaves of Mikania glomerata Sprengel (Asteraceae, also known as 'guaco.' Three different types of commercial SPME fibers were tested: polydimethylsiloxane (PDMS, polydimethylsiloxane/divinylbenzene (PDMS/DVB and polyacrylate (PA. Fifty-nine compounds were fully identified by HS-SPME-HRGC-MS, including coumarin, a marker for the quality control of guaco-based phytomedicines; most of the other identified compounds were mono- and sesquiterpenes. PA fibers performed better in the analysis of coumarin, while PDMS-DVB proved to be the best choice for a general and non-selective analysis of volatile and semi-volatile guaco-based compounds. The SPME method is faster and requires a smaller sample than conventional hydrodistillation of essential oils, providing a general overview of the volatile and semi-volatile compounds of M. glomerata.

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.

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

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.

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

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.

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...

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...

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

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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.

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 ...

Flower volatiles, crop varieties and bee responses.

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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.

The multivariate supOU stochastic volatility model

DEFF Research Database (Denmark)

Barndorff-Nielsen, Ole; Stelzer, Robert

Using positive semidefinite supOU (superposition of Ornstein-Uhlenbeck type) processes to describe the volatility, we introduce a multivariate stochastic volatility model for financial data which is capable of modelling long range dependence effects. The finiteness of moments and the second order...... structure of the volatility, the log returns, as well as their "squares" are discussed in detail. Moreover, we give several examples in which long memory effects occur and study how the model as well as the simple Ornstein-Uhlenbeck type stochastic volatility model behave under linear transformations....... In particular, the models are shown to be preserved under invertible linear transformations. Finally, we discuss how (sup)OU stochastic volatility models can be combined with a factor modelling approach....

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....

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...

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

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....

Sulfur volatiles from Allium spp. affect Asian citrus psyllid, Diaphorina citri Kuwayama (Hemiptera: Psyllidae), response to citrus volatiles.

Science.gov (United States)

Mann, R S; Rouseff, R L; Smoot, J M; Castle, W S; Stelinski, L L

2011-02-01

The Asian citrus psyllid, Diaphorina citri Kuwayama, vectors Candidatus Liberibacter asiaticus (Las) and Candidatus Liberibacter americanus (Lam), the presumed causal agents of huanglongbing. D. citri generally rely on olfaction and vision for detection of host cues. Plant volatiles from Allium spp. (Alliaceae) are known to repel several arthropod species. We examined the effect of garlic chive (A. tuberosum Rottl.) and wild onion (A. canadense L.) volatiles on D. citri behaviour in a two-port divided T-olfactometer. Citrus leaf volatiles attracted significantly more D. citri adults than clean air. Volatiles from crushed garlic chive leaves, garlic chive essential oil, garlic chive plants, wild onion plants and crushed wild onion leaves all repelled D. citri adults when compared with clean air, with the first two being significantly more repellent than the others. However, when tested with citrus volatiles, only crushed garlic chive leaves and garlic chive essential oil were repellent, and crushed wild onions leaves were not. Analysis of the headspace components of crushed garlic chive leaves and garlic chive essential oil by gas chromatography-mass spectrometry revealed that monosulfides, disulfides and trisulfides were the primary sulfur volatiles present. In general, trisulfides (dimethyl trisulfide) inhibited the response of D. citri to citrus volatiles more than disulfides (dimethyl disulfide, allyl methyl disulfide, allyl disulfide). Monosulfides did not affect the behaviour of D. citri adults. A blend of dimethyl trisulfide and dimethyl disulfide in 1:1 ratio showed an additive effect on inhibition of D. citri response to citrus volatiles. The plant volatiles from Allium spp. did not affect the behaviour of the D. citri ecto-parasitoid Tamarixia radiata (Waterston). Thus, Allium spp. or the tri- and di-sulphides could be integrated into management programmes for D. citri without affecting natural enemies.

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

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)

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.

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

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.

Efecto del suplemento de aceites vegetales sobre el perfil lipídico en ratas wistar.

Directory of Open Access Journals (Sweden)

Elpidia Poveda

2005-03-01

Full Text Available Introducción. Se informan efectos sobre el perfil lipídico por acción de los tocoferoles, tocotrienoles y ácidos grasos saturados, monoinsaturados y poliinsaturados. Objetivo. Evaluar el efecto del consumo de aceites vegetales de alta utilización en Colombia (palma, soya, maíz, girasol y canola sobre las concentraciones sanguíneas de triglicéridos, colesterol total y colesterol-HDL en ratas Wistar. Metodología. Se cuantificaron tocoferoles, tocotrienoles y ácidos grasos de los aceites por cromatografía líquida de alta resolución. A los animales se les suministró un suplemento de 0,2 ml/día de aceite durante 4 semanas; se sacrificó un gru o de cada tratamiento (grupos tratados con aceite de palma, aceite de soya, aceite de maíz, aceite de girasol y aceite de canola para obtener muestras de sangre y cuantificar triglicéridos, colesterol total y colesterol- HDL. Los datos se analizaron según media, desviación estándar, análisis de varianza y Bonferroni. Resultados. No se presentaron diferencias en los triglicéridos a excepción del grupo control versus soya en la tercera semana de tratamiento; se observó también una tendencia a la disminución en el grupo de palma y al aumento en los de girasol y canola. No se encontraron diferencias significativas en colesterol total en ninguna de las semanas de intervención. Se presentaron diferencias en las concentraciones de colesterol HDL en las semanas de tratamiento (p=0,005, una tendencia a la disminución en el grupo de palma y al aumento en el grupo de girasol y maíz. Conclusión. Los aceites modifican el perfil lipídico; el bajo contenido de ácidos grasos saturados, el contenido de tocoferoles y tocotrienoles son favorables para el aumento del colesterol HDL; los tocotrienoles probablemente disminuyen los troglicéridos y atenúan las respuestas desfavorables de los ácidos grasos saturados.

Oil fatty acid composition of eighteen Mediterranean olive varieties cultivated under the arid conditions of Boughrara (southern Tunisia

Directory of Open Access Journals (Sweden)

Zarrouk, Mokhtar

2009-12-01

Full Text Available In this study, eighteen olive varieties, originating from Spain, France, Italy, Greece and Algeria, and maintained at the olive experimental station of Boughrara (arid region of Tunisia were evaluated for their oil yield and fatty acid composition. The analysis of variance revealed significant differences among varieties for all traits (p En este estudio, dieciocho variedades de aceituna procedentes de España, de Francia, de Italia, de Grecia y de Argelia, cultivadas en la estación experimental del olivo de Boughrara (región árida de Túnez, fueron evaluadas para el rendimiento en aceite y la composición de ácidos grasos. El análisis de la varianza mostró diferencias significativas entre todas las variedades (p < 0.01. El análisis de “clusters” jerárquico clasificó las variedades en tres grandes grupos. El primer grupo incluía un subgrupo compuesto por siete variedades de aceituna Changlot Real, Koroneiki, Verdial de Vélez- Málaga, Coratina, Lechín de Granada, Cornezuelo y Leccino, que se caracterizan por su alto rendimiento en aceite, alto contenido en oleico y bajo contenido en ácidos palmítico y linoleico. Las composiciones de ácidos grasos de aceites provenientes de estas variedades se conforman con estándares internacionales y son mejores si las comparamos con la de Chemlali (el cultivo más abundante en Túnez. Finalmente, los ácidos grasos mayoritarios (palmítico (C16:0, oleico (C18:1 y linoleico (C18:2 de nueve de los aceites de oliva virgen estudiados fueron comparados con los de las mismas variedades cultivadas en sus áreas originarias. A excepción de los aceites Koroneiki y Olivière que mostraron una composición de ácidos grasos inalterable y del aceite Cornezuelo en el que se observó un aumento del nivel de ácido oleico y un descenso del nivel de ácido linoleico, la mayoría de los aceites mostró disminución de ácido oleico y aumento de los porcentajes de ácido palmítico y linoleico, compar

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...

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...

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.

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

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

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)

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.

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 ...

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

Science.gov (United States)

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

2017-12-01

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

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)

Estudio de mezclas de disolventes orgánicos y trigliceridos de aceite de linaza o los ácidos grasos libres. II.- Aplicación a la viscosidad de las ecuaciones de Andrade, Krone, McAllister e Hildebrand

Directory of Open Access Journals (Sweden)

Mantell Serrano, C.

1995-10-01

Full Text Available A regression study of Andrade, Krone, McAllister and Hildebrand equations with experimental data of viscosity of mixtures of triglycerides or free fatty acids and trichloroethylene, tetrachloroethylene and hexane was carried out. Temperature range studied was 278-313 K in steps of 5K.
The results showed that the Hildebrand equation presents the best fit for all the viscosity data of the mixtures studied, tending towards a lineal or parabolic function of its parameters.
Andrade and Krone equations presented acceptable fits for all mixtures studied except the fatty acids and hexane mixture. The McAllister equation was applicable only to mixtures with tetrachloroethylene.

Se ha realizado el estudio de regresión de las ecuaciones de Andrade, Krone, McAllister e Hildebrand con datos experimentales de viscosidad de mezclas de triglicéridos o ácidos grasos libres con tricloroetileno, tetracloroetileno y hexano en el intervalo de temperaturas de 278 a 313 K cada 5 K.
Los resultados obtenidos indican que el mejor ajuste de los datos experimentales de viscosidad lo presenta la ecuación de Hildebrand, buscándose una función lineal o parabólica con la fracción molar de sus dos parámetros.
Las ecuaciones de Andrade y Krone presentan un ajuste aceptable para todas las mezclas estudiadas excepto para las de ácidos grasos en hexano y la ecuación de McAllister es únicamente aplicable a las mezclas con tetracloroetileno.

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.

Volatile and non-volatile compounds in green tea affected in harvesting time and their correlation to consumer preference.

Science.gov (United States)

Kim, Youngmok; Lee, Kwang-Geun; Kim, Mina K

2016-10-01

Current study was designed to find out how tea harvesting time affects the volatile and non-volatile compounds profiles of green tea. In addition, correlation of instrumental volatile and non-volatile compounds analyses to consumer perception were analyzed. Overall, earlier harvested green tea had stronger antioxidant capacity (~61.0%) due to the polyphenolic compounds from catechin (23,164 mg/L), in comparison to later harvested green teas (11,961 mg/L). However, high catechin content in green tea influenced negatively the consumer likings of green tea, due to high bitterness (27.6%) and astringency (13.4%). Volatile compounds drive consumer liking of green tea products were also identified, that included linalool, 2,3-methyl butanal, 2-heptanone, (E,E)-3,5-Octadien-2-one. Finding from current study are useful for green tea industry as it provide the difference in physiochemical properties of green tea harvested at different intervals.

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...

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

Constraining the volatile budget of the lunar interior

Science.gov (United States)

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

2017-12-01

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

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...

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

Six-month oral toxicity of D-004, a lipid extract from Roystonea regia fruits, in Sprague Dawley rats

OpenAIRE

Balia Pardo; Ariadne Gutiérrez; Rafael Gámez; Miriam Noa; Gisela Marrero; Yohany Pérez; Rosa María González; Dayisell Curveco; Haydée García; Eddy Goicochea

2009-01-01

El D-004 es un extracto lipídico obtenido del fruto de la palma real (Roystonea regia) que consiste en una mezcla de ácidos grasos, en la cual los ácidos oleico, palmítico, láurico y mirístico son los más abundantes. El tratamiento oral con D-004 inhibe significativamente la hiperplasia prostática inducida por testosterona en roedores. Este ensayo se realizó para investigar la toxicidad inducida por el D-004 en ratas Sprague Dawley (SD). Las ratas de ambos sexos fueron distribuidas al azar en...

Aceite de oliva y cáncer

OpenAIRE

López, Sergio; Pacheco, Yolanda M.; Bermúdez, Beatriz; Abia, Rocío; Muriana, Francisco J. G.

2004-01-01

Numerosos estudios en los últimos años han determinado la existencia de una asociación entre las grasas procedentes de la dieta y el cáncer. Los ácidos grasos poliinsaturados (PUFA) de la familia n -6 pueden tener efectos proliferativos y angiogénicos, lo cual se debe en parte a que son especialmente sensibles a la peroxidación lipídica, formándose aldehídos que reaccionan con las bases del ADN y por lo tanto aductos exocíclicos con propiedades genotóxicas. Por el contrario, el consumo de die...

Estudio anatomoclínico y fisiopatológico de una serie de 85 pacientes con esteatohepatitis no alcohólica

OpenAIRE

Pérez Carreras, María Mercedes

2001-01-01

La esteatohepatitis no alcohólica (EHNA) es una entidad clínico-morfológica de etiología no conocida que se caracteriza por la presencia en el hígado de lesiones similares a las producidas por el alcohol, pero en ausencia de exposición a este tóxico. OBJETIVOS 1,- Definir las características anatomoclínicas de la EHNA. 2,- Investigar algunas de las hipótesis patogénicas de la EHNA: alteración de los mecanismos de transporte de los ácidos grasos libres al interior mitocondrial, disfunción de l...

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.

Docosahexaenoic acid (DHA, essentiality and requirements: why and how to provide supplementation

Directory of Open Access Journals (Sweden)

Nieto, Susana

2006-06-01

�cido docosahexaenoico (C22:6, DHA es el ácido graso poliinsaturado de cadena larga de los fosfolípidos del cerebro más importante, siendo el 25% del total de los ácidos grasos. La mayor parte del DHA presente en el cerebro se incorpora durante el desarrollo de este, el que comienza a la 26ava semana gestacional, generando una alta demanda por el ácido graso hasta los dos años de edad. El DHA se requiere en el desarrollo cerebral durante la diferenciación neuronal y glial, y durante la mielinización y la sinaptogénesis neuronal El ácido graso debe ser incorporado a los lípidos del cerebro preformado ya que menos de un 5% de su precursor, el ácido alfa linolénico (LNA, se convierte a DHA. El feto humano tiene una capacidad muy limitada para sintetizar DHA a partir de LNA, por lo cual debe ser aportado por fuentes de origen materno. El DHA puede ser aportado por la madre a partir de tres fuentes principales; desde el tejido adiposo, cual es el principal reservorio del ácido graso, a partir de la biosíntesis desde el precursor LNA, la que ocurre principalmente en el hígado, o como ácido graso preformado proveniente de la dieta. Durante el período postnatal, el DHA es aportado por la madre al recién nacido a través de la leche. La nutrición occidental aporta baja cantidad de LNA y de DHA, y los Comités de Expertos en Nutrición sugieren que la madre debe recibir una suplementación con DHA durante el embarazo y la lactancia. Actualmente, la suplementación con DHA puede ser aportada a partir de diferentes fuentes; como DHA puro, como un etil éster, como aceite obtenido de microalgas, a partir de los fosfolípidos de la yema de huevo, o en la forma de un sn-2 monoacilglicerol. En esta revisión se discute sobre la evidencia que apoya la suplementación del recién nacido con DHA, la necesidad de la suplementación de la madre durante el embarazo y la lactancia, y sobre cuales son al presente las alternativas para proveer la suplementación con DHA.

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.

Propuesta de ecuaciones para predecir la composición corporal de ratas machos wistar

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Marco Antonio Cossio-Bolaños

2010-04-01

Full Text Available Introducción: La evaluación de la composición corporal es importante, porque permite conocer el fraccionamiento del peso corporal en peso muscular, peso graso, peso residual y peso óseo, tanto en humanos, como en animales. Objetivos: Validar ecuaciones somáticas para predecir la composición corporal de un modelo tri-compartimental (peso graso, peso libre de grasa y peso residual de ratas machos wistar. Diseño: Estudio de tipo descriptivo de corte transversal. Institución: Facultad de Biología de la universidad estatal UNICAMP, Sao Paulo, Brasil. Material biológico: Ratas machos wistar. Métodos: Se estudió a 10 ratas machos wistar, con un promedio de edad de (X=98,00±10,40 días, se les evaluó el peso corporal (g. Enseguida fueron sacrificados y se procedió al fraccionamiento del peso graso (piel, peso libre de grasa (músculo y hueso y peso residual (PR (g. Los resultados fueron analizados por estadística descriptiva de media aritmética (X, desviación estándar (DE y correlación producto momento de Pearson (r. Para predecir los componentes, se aplicó regresiones estadísticas simples y múltiples, a partir del peso corporal (g y la edad (días como variables independientes. Por otro lado, para verificar la concordancia entre el método directo de disección in vitro con las ecuaciones de regresión, se utilizó el plotaje de Bland y Altman. Principales medidas de resultados: Validación de ecuaciones somáticas para predecir la composición corporal de ratas. Resultados: Se verificó altos coeficientes de correlación (r con el peso corporal y edad, los cuales dieron origen a ecuaciones que permitieron predecir el peso graso (PG = -31,6+(0,361*PT-(0,345*edad (R2=0,73 y peso libre de grasa (PLG = 19,9+(0,453*PT + (0,114*edad (R2=0,94. Sin embargo, el peso residual (PR fue obtenido por medio de una deducción matemática (PR=peso total-(PLG+PG. Así mismo, el plotaje de Bland y Altman permitió determinar alta concordancia

Volatility Forecast in Crises and Expansions

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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.

Multifractal analysis of implied volatility in index options

Science.gov (United States)

Oh, GabJin

2014-06-01

In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.

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)

Variación de la composición de ácidos grasos de membrana celular de Rhodococcus rodochrous GNP-OHP-38r en respuesta a la temperatura y salinidad Variation in the composition of Rhodococcus rodochrous GNP-OHP-38r cell membrane fatty acids in response to temperature and salinity

Directory of Open Access Journals (Sweden)

G.N. Pucci

2004-06-01

Full Text Available Los integrantes del género Rhodococcus son habitantes frecuentes y abundantes de áreas contaminadas con hidrocarburos y resisten la creciente salinidad que se presenta en la Patagonia central. Este género tiene buena capacidad de eliminar contaminantes hidrocarburos que constituyen el mayor contaminante de la región. En el presente trabajo se estudió la respuesta en la composición de sus ácidos grasos de una cepa aislada de un sistema de landfarming, ante la acción combinada de diferentes temperaturas y concentraciones salinas. La estrategia de la cepa Rhodococcus rodochrous GNP-OHP-38r frente al incremento de temperatura, es el aumento del porcentaje de los ácidos grasos saturados totales (n:0; ácidos grasos ramificados en el carbono terminal con grupos oxidrilo en posición 2 (n:0 iso 2 OH y saturados con grupo metilo en carbono 10 (n:0 10 metil, a expensas de la disminución del porcentaje de los n:1 cis.The members of the genus Rhodococcus are frequent and abundant inhabitants of polluted areas with hydrocarbons and they resist the salinity present in the central Patagonia. This genus has good capacity to eliminate pollution produced by hydrocarbons that constitutes the biggest pollutant agent in the region. The present work studies the answer in the composition of its fatty acids under the combined action of the temperature and saline concentration of an isolated stump of a landfarming system. The strategy of Rhodococcus rodochrous strain GNP-OHP-38r in front of the thermal-osmotic stress is the increase of the percentage of the total saturated fatty acids (n:0; fatty acids branched in the terminal carbon with hidroxyl group in position 2 (n:0 iso 2 OH and saturated with group methyl in carbon 10 (n:0 10 metil when the temperature is increased. These acids increase while the percentage of n:1 cis decrease.

CAM Stochastic Volatility Model for Option Pricing

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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.

[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.

Caracterización de grasas para caldos deshidratados

Directory of Open Access Journals (Sweden)

Correa-Cabrera, R.

1999-02-01

Full Text Available Fats represent a major part of the weight of dehydrated soup cubes. As these products are stored at room temperature, the fatty components should show no partial melting during the Summer months. Six fatty raw materials, mixtures of these fats already prepared by the manufacturer and lipidic extracts from the finished cubes (both hen and vegetables soups are analyzed in this work, trying to relate origin (fatty acid composition with stability against temperature changes (DSC thermogram. Some of the studied fats are found acceptable according to the expected shelf life of the product, although others should be modified before usage, either by fractioning or by hydrogenation.

Las grasas constituyen un alto porcentaje del peso de los caldos deshidratados envasados bajo forma de cubitos. Como estos alimentos se almacenan a temperatura ambiente, sus componentes grasos no deben fundir parcialmente durante el verano. En este trabajo se analizan seis muestras de materias primas grasas, mezclas de ellas ya preparadas por la empresa elaboradora y extractos lipidióos del producto terminado (sopas de gallina y de verduras. Se busca relacionar la naturaleza de las grasas (composición en ácidos grasos con su estabilidad frente a variaciones de la temperatura (termogramas por DSC. Se concluye que, si bien algunas de las grasas estudiadas son aceptables desde el punto de vista de la vida útil esperada del producto, otras se deberían modificar por hidrogenación o fraccionamiento antes de su uso.

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...

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

Bacterial contribution to iodine volatilization in the environment

Energy Technology Data Exchange (ETDEWEB)

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

2003-09-01

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

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...

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 ...

Potencial contaminante del mar por aguas residuales de las industrias de harinas y aceites de pescado

Directory of Open Access Journals (Sweden)

Mendiola, Santiago

1998-02-01

Full Text Available . In this study we addressed the polluting potential that constitutes the disposal of wastewater from the fish meal and oil Industries Into the sea. With this aim we have analysed some phisico-chemical and bacteriologic aspects of the effluents of these industries, including: weight percentage of organic matter, chemical oxygen load, fatty acids saturation, and presence of Salmonellas. The results suggest a low polluting potential for these effluents, although the acid pH and the high rate of saturation found In fatty acids of oil fishes could imply a certain toxicity for the marine environment.

En este trabajo se evalúa el potencial contaminante que representa el vertido al mar de los desechos procedentes de las industrias de harinas y aceites de pescado. Para ello se han analizado algunos aspectos de la composición físico-química y bacteriológica de los efluentes residuales de estas industrias, incluyendo entre otros: porcentaje en peso de materia orgánica, demanda química de oxígeno, saturación de ácidos grasos y presencia de Salmonellas. Los resultados muestran en general un bajo potencial contaminante de estas aguas residuales, aunque su pH ácido y el alto grado de saturación encontrado en los ácidos grasos de los aceites de pescado podrían conllevar una cierta toxicidad para el medio marino.

Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

International Nuclear Information System (INIS)

Takaishi, Tetsuya

2013-01-01

The stochastic volatility model is one of volatility models which infer latent volatility of asset returns. The Bayesian inference of the stochastic volatility (SV) model is performed by the hybrid Monte Carlo (HMC) algorithm which is superior to other Markov Chain Monte Carlo methods in sampling volatility variables. We perform the HMC simulations of the SV model for two liquid stock returns traded on the Tokyo Stock Exchange and measure the volatilities of those stock returns. Then we calculate the accuracy of the volatility measurement using the realized volatility as a proxy of the true volatility and compare the SV model with the GARCH model which is one of other volatility models. Using the accuracy calculated with the realized volatility we find that empirically the SV model performs better than the GARCH model.

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.

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

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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.

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...

Volatile-mediated interactions between phylogenetically different soil bacteria

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Paolina eGarbeva

2014-06-01

Full Text Available There is increasing evidence that organic volatiles play an important role in interactions between micro-organisms in the porous soil matrix. Here we report that volatile compounds emitted by different soil bacteria can affect the growth, antibiotic production and gene expression of the soil bacterium Pseudomonas fluorescens Pf0-1. We applied a novel cultivation approach that mimics the natural nutritional heterogeneity in soil in which P. fluorescens grown on nutrient-limited agar was exposed to volatiles produced by 4 phylogenetically different bacterial isolates (Collimonas pratensis, Serratia plymuthica, Paenibacillus sp. and Pedobacter sp. growing in sand containing artificial root exudates. Contrary to our expectation, the produced volatiles stimulated rather than inhibited the growth of P. fluorescens. A genome-wide, microarray-based analysis revealed that volatiles of all 4 bacterial strains affected gene expression of P. fluorescens, but with a different pattern of gene expression for each strain. Based on the annotation of the differently expressed genes, bacterial volatiles appear to induce a chemotactic motility response in P. fluorescens, but also an oxidative stress response. A more detailed study revealed that volatiles produced by C. pratensis triggered, antimicrobial secondary metabolite production in P. fluorescens. Our results indicate that bacterial volatiles can have an important role in communication, trophic - and antagonistic interactions within the soil bacterial community.

Investment timing under hybrid stochastic and local volatility

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Lee, Min-Ku; Sohn, So Young

2014-01-01

Highlights: • The effects of hybrid stochastic volatility on real option prices are studied. • The stochastic volatility consists of a fast mean-reverting component and a CEV type one. • A fast mean-reverting factor lowers real option prices and investment thresholds. • The increase of elasticity raises real option prices and investment thresholds. • The effects of the addition of a slowly varying factor depend upon the project value. - Abstract: We consider an investment timing problem under a real option model where the instantaneous volatility of the project value is given by a combination of a hidden stochastic process and the project value itself. The stochastic volatility part is given by a function of a fast mean-reverting process as well as a slowly varying process and the local volatility part is a power (the elasticity parameter) of the project value itself. The elasticity parameter controls directly the correlation between the project value and the volatility. Knowing that the project value represents the market price of a real asset in many applications and the value of the elasticity parameter depends on the asset, the elasticity parameter should be treated with caution for investment decision problems. Based on the hybrid structure of volatility, we investigate the simultaneous impact of the elasticity and the stochastic volatility on the real option value as well as the investment threshold

Autoradiographic methods for studying marked volatile substances (1961); Methode.d'etude autoradiographique de substances marquees volatiles (1961)

Energy Technology Data Exchange (ETDEWEB)

Cohen, Y; Wepierre, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

1961-07-01

The autoradiographic methods for animals used up to the present do not make it possible to localise exactly the distribution of marked volatile molecules. The Ullberg method (1954) which we have modified (Cohen, Delassue, 1959) involves cold desiccant. The method due to Pellerin (1957) avoids this desiccant but the histological comparison of the autoradiography with the biological document itself is difficult, if not impossible. Nevertheless, we have adopted certain points in the two methods and propose the following technique for the autoradiographic study of marked volatile molecules: 1- The surface of the frozen sample to be studied is prepared using a freezing microtome. 2- The last section, which is 20 {mu} thick and whose histological elements are parallel to those of the block, is dried by cooling and is used as the biological reference document for the autoradiography obtained, as is indicated in 3; 3- The radiography films are applied to the frozen block at -30 deg. C. The autoradiographs correspond to the radioactivity of the volatile molecule and of its non-volatile degradation products. 4- The radiographic film is also applied to the 20 {mu} section previously dried at -20 deg. C. This autoradiography corresponds to the radioactivity of the non-volatile degradation products of the molecule. 5- We confirmed the absence of diffusion of the volatile molecule and of pseudo-radiographic effects (photochemical and others). This method, which has enabled us to study the distribution of a carbide, para-cymene (C{sup 14}) 7, macroscopically in the case of a whole mouse and microscopically on the skin of a dog, can find general applications. (authors) [French] Les methodes d'autoradiographies sur l'animal, proposees jusqu'a present, ne permettent pas de localiser de facon precise la distribution de molecules marquees volatiles. En effet, la methode de Ullberg (1954) que nous avons modifiee (Cohen, Delassue, 1959) necessite la dessiccation par le froid. La methode

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

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...

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.

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.

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.

Volatile fatty acid degradation kinetics in anaerobic process; Cinetica de la degradacion de acidos grasos volatiles en procesos anaerobios

Energy Technology Data Exchange (ETDEWEB)

Riscado, S.; Osuna, B.; Iza, J.; Ruiz, E. [Universidad del Pais Vasco. Bilbao (Spain)

1998-10-01

While searching for the optimal substrate load for anaerobic toxicity assays, the inhibition caused by the propionic acid has been addressed. Lab scale experiments have been carried out to assess the effects of different loads and acid ratios. Results bad been subjected to kinetic analysis and show the degradation follows a first order kinetic, and acetic is easier to degrade than propionic acid. The optimal load for a 100 ml vial assay is composed of 158 mg COD of the 3:1:1 HAc:HPr:HBu mixture. (Author) 9 refs.

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.

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...

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.

Long- and Short-Term Cryptocurrency Volatility Components: A GARCH-MIDAS Analysis

Directory of Open Access Journals (Sweden)

Christian Conrad

2018-05-01

Full Text Available We use the GARCH-MIDAS model to extract the long- and short-term volatility components of cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility and risk in the US stock market as well as a measure of global economic activity. We find that S&P 500 realized volatility has a negative and highly significant effect on long-term Bitcoin volatility. The finding is atypical for volatility co-movements across financial markets. Moreover, we find that the S&P 500 volatility risk premium has a significantly positive effect on long-term Bitcoin volatility. Finally, we find a strong positive association between the Baltic dry index and long-term Bitcoin volatility. This result shows that Bitcoin volatility is closely linked to global economic activity. Overall, our findings can be used to construct improved forecasts of long-term Bitcoin volatility.

A Jump Diffusion Model for Volatility and Duration

DEFF Research Database (Denmark)

Wei, Wei; Pelletier, Denis

by the market microstructure theory. Traditional measures of volatility do not utilize durations. I adopt a jump diffusion process to model the persistence of intraday volatility and conditional duration, and their interdependence. The jump component is disentangled from the continuous part of the price......, volatility and conditional duration process. I develop a MCMC algorithm for the inference of irregularly spaced multivariate process with jumps. The algorithm provides smoothed estimates of the latent variables such as spot volatility, jump times and jump sizes. I apply this model to IBM data and I find...... meaningful relationship between volatility and conditional duration. Also, jumps play an important role in the total variation, but the jump variation is smaller than traditional measures that use returns sampled at lower frequency....

[Study on absorbing volatile oil with mesoporous carbon].

Science.gov (United States)

Yan, Hong-mei; Jia, Xiao-bin; Zhang, Zhen-hai; Sun, E; Yang Nan

2014-11-01

Clove oil and turmeric oil were absorbed by mesoporous carbon. The absorption ratio of mesoporous carbon to volatile oil was optimized with the eugenol yield and curcumol yield as criteria Curing powder was characterized by scanning electron microscopy (SEM) and differential scanning calorietry (DSC). The effects of mesoporous carbon on dissolution in vitro and thermal stability of active components were studied. They reached high adsorption rate when the absorption ratio of mesoporous carbon to volatile oil was 1:1. When volatile oil was absorbed, dissolution rate of active components had a little improvement and their thermal stability improved after volatile oil was absorbed by the loss rate decreasing more than 50%. Absorbing herbal volatile oil with mesoporous carbon deserves further studying.

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

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.

Characterization of Sicilian virgin olive oils. Note X. A comparison between Cerasuola and Nocellara del BeliceUn noventa por ciento de los olivos de la cuenca mediterránea son destinados a la producción de aceite. Dentro de un amplio es varieties

Directory of Open Access Journals (Sweden)

Pizzimenti, G.

2004-12-01

Full Text Available Ninety percent of the olive trees are destined to oil production in the Mediterranean basin. Within a wide study of Southern Italian olive oils, with a particular reference to Sicily, several varieties of olive have been studied. The result of an analytical study carried out with two cultivars "Nocellara del Belice" and "Cerasuola" for six consecutive years is described in this paper. Parameters related to olive oil purity and shelf-life together with the composition (% of sterols and fatty acids of the single oils are shown. Data were analyzed by the univariate non-parametric Mann-Whitney test and the multivariate procedure of Factor Analysis.Un noventa por ciento de los olivos de la cuenca mediterránea son destinados a la producción de aceite. Dentro de un amplio estudio de los aceites de oliva del sur de Italia, con especial atención a Sicilia, se han estudiado distintas variedades de olivos. El resultado de un estudio analítico llevado a cabo con dos cultivares "Nocellara del Belice" y "Cerasuola" es descrito en este trabajo. Se muestran distintos parámetros relacionados con la pureza del aceite y la estabilidad junto con la composición (% esterólica y de ácidos grasos de los ácidos individuales. Los datas obtenidos se analizan tanto por métodos paramétricos univariantes (test de Mann-Whitney como por procedimientos multivariantes de análisis factorial.

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....

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

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.

Long Memory in STOCK Market Volatility: the International Evidence

Science.gov (United States)

Yang, Chunxia; Hu, Sen; Xia, Bingying; Wang, Rui

2012-08-01

It is still a hot topic to catch the auto-dependence behavior of volatility. Here, based on the measurement of average volatility, under different observation window size, we investigated the dependence of successive volatility of several main stock indices and their simulated GARCH(1, 1) model, there were obvious linear auto-dependence in the logarithm of volatility under a small observation window size and nonlinear auto-dependence under a big observation. After calculating the correlation and mutual information of the logarithm of volatility for Dow Jones Industrial Average during different periods, we find that some influential events can change the correlation structure and the volatilities of different periods have distinct influence on that of the remote future. Besides, GARCH model could produce similar behavior of dependence as real data and long memory property. But our analyses show that the auto-dependence of volatility in GARCH is different from that in real data, and the long memory is undervalued by GARCH.

Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets

NARCIS (Netherlands)

Gardebroek, C.; Hernandez, M.A.

2013-01-01

This paper examines volatility transmission in oil, ethanol and corn prices in the United States between 1997 and 2011. We follow a multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility across these markets. Preliminary results indicate a higher

Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets

NARCIS (Netherlands)

Gardebroek, C.; Hernandez, M.A.

2012-01-01

This paper examines volatility transmission in oil, ethanol and corn prices in the United States between 1997 and 2011. We follow a multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility across these markets. Preliminary results indicate a higher

Do energy prices stimulate food price volatility? Examining volatility transmission between US oil, ethanol and corn markets

NARCIS (Netherlands)

Hernandez, M.A.; Gardebroek, C.

2012-01-01

This paper examines volatility transmission in oil, ethanol and corn prices in the United States between 1997 and 2011. We follow a multivariate GARCH approach to evaluate the level of interdependence and the dynamics of volatility across these markets. The estimation results indicate a higher

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...

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...

Assimetria na volatilidade dos retornos revisitada: Ibovespa, merval e inmex Asymmetry of return volatility revisited: ibovespa, merval, and inmex

Directory of Open Access Journals (Sweden)

Thiago Fleith Otuki

2008-12-01

Full Text Available Este artigo procura, por meio de modelos da classe ARCH, evidências do efeito assimétrico na volatilidade das séries de retornos dos índices de ações da Argentina (Merval, Brasil (Ibovespa e México (Inmex durante o período de janeiro de 2000 a dezembro de 2005. Os resultados mostraram maior influência de eventos negativos do que positivos, de mesma intensidade, sobre a volatilidade das séries analisadas, e verificou-se que choques nas séries de retornos têm efeito por vários períodos. Esses resultados são semelhantes aos encontrados por Ceretta e Costa Jr. (1999 para o período da segunda metade da década de 1990, quando houve uma série de crises sistêmicas no mercado financeiro internacional. Esta comparação permite conjecturar que esse efeito assimétrico é prevalente em séries de índices de ações, independentemente de o período analisado ser conturbado ou não.This paper searched, for evidence of the asymmetric effect on volatility in the stock index return series of Argentina (Merval, Brazil (Ibovespa, and Mexico (Inmex from January 2000 to December 2005 using ARCH modeling. Results showed a greater influence of negative events on volatility than positive ones of the same intensity, and that shocks on the return series persisted for some time. This is similar to findings of Ceretta and Costa Jr. (1999 during the second half of the 1990 decade, a period with many financial crises. This comparison permits conjecture that this asymmetric effect does not depend upon whether the period in question was one with economic shocks or not.

Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model

Science.gov (United States)

Cheong, Chin Wen

2008-02-01

This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined with sudden changes is developed to study the possibility of structural change in the empirical data sets. Our empirical results showed substantial reduction in fractional differencing parameters after the inclusion of structural change during the Asian financial and currency crises. Moreover, the fractionally integrated model with sudden change in volatility performed better in the estimation and specification evaluations.

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.

MACROECONOMIC VARIABLES AND STOCK PRICE VOLATILITY IN NIGERIA

Directory of Open Access Journals (Sweden)

OSAZEE GODWIN OMOROKUNWA

2014-10-01

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

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...

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.

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...

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

Science.gov (United States)

Su, Zhi; Fang, Tong; Yin, Libo

2018-02-01

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

A new hypothesis about continuous distillation with striping gas and its application the physical refining of edible oils

Directory of Open Access Journals (Sweden)

Graciani Constante, E.

2009-12-01

Full Text Available The influence of the free fatty acid concentration in the gas inside the continuous deodorizer in continuous physical refining was studied and a hypothesis was formed to explain the results: In a continuous process of deacidification by distillation of free fatty acids at low pressure (2 - 3 mbar, high temperature (180 – 260 ºC, with stripping gas, initial free fatty acid content of oil ≤ 7.4% w/w and similar temperature for both the gas distillate inside the continuous deodorizer and the oil, in the equilibrium the ratio between the free fatty acid content of the deacidified oil and the concentration of free fatty acids in the gas inside the continuous deodorizer is constant. This hypothesis is submitted to discussion.Se estudia la influencia de la concentración en ácidos grasos libres en el gas de arrastre en la cabeza del desodorizador durante la refinación física en continuo, y se establece una hipótesis para explicar los resultados: En un proceso continuo de desacidificación por destilación de ácidos grasos a baja presión (2 - 3 mbar, alta temperatura (180 – 265ºC, con arrastre de vapor, con igual temperatura para los gases en la cabeza del desodorizador y para el aceite, aplicado a aceites con una acidez inicial ≤ 7,4 % peso/peso, en el equilibrio se cumple que la relación entre la concentración en ácidos grasos libres en el aceite desodorizado y la concentración en ácidos grasos libres en el gas situado en la cabeza del desodorizador es constante. Esta hipótesis se somete a discusión.

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...

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

Study on off-odor volatiles of irradiated packaged raw pork

International Nuclear Information System (INIS)

Lin Ruotai; Geng Shengrong; Liu Yangmin

2008-01-01

Analysing the compositions of off-odor volatiles in irradiated refrigerated vacuum-packaged pork and research on its origin. First, the off-odor volatiles were collected by a cooled via in liquid nitrogen, then the main composition of off-odor volatiles were analyzed by gas chromatograph mass spectrometry (GC-MS). The main composition of off-odor volatiles are dimethyl disulfide, dimethyl sulfide, dimethyl trisulfide, methanethiol and S-methyl thioacetate. The off-odor volatiles come from irradiated cystine, methionine and VB1. The main composition of off-odor volatiles are S-containing compounds from irradiated S-containing amino acid and VB1

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

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...

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.

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

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

Suplementaci??n de la dieta de ovejas lecheras con aceite de girasol y l??pidos marinos para modificar la composici??n de la grasa de la leche: efecto sobre el rendimiento productivo de los animales, la microbiota y las caracter??sticas de la fermentaci??n ruminal y el perfil de ??cidos grasos de la leche y la digesta

OpenAIRE

Guti??rrez Toral, Pablo

2011-01-01

214 p. Se han realizado cinco experimentos con ovejas, con el objetivo de investigar el efecto de la suplementaci??n con aceite de girasol y, o bien aceite de pescado, o bien microalgas marinas, sobre la composici??n de los ??cidos grasos de la leche y la digesta, la micriobiota, la fermantaci??n ruminal y el rendimiento productivo de los animales

Factor Structure in Commodity Futures Return and Volatility

DEFF Research Database (Denmark)

Christoffersen, Peter; Lunde, Asger; Olesen, Kasper Vinther

Using data on more than 750 million futures trades during 2004-2013, we analyze eight stylized facts of commodity price and volatility dynamics in the post financialization period. We pay particular attention to the factor structure in returns and volatility and to commodity market integration...... with the equity market. We find evidence of a factor structure in daily commodity futures returns. However, the factor structure in daily commodity futures volatility is even stronger than in returns. When computing model-free realized commodity betas with the stock market we find that they were high during 2008......-2010 but have since returned to the pre-crisis level close to zero. The common factor in commodity volatility is nevertheless clearly related to stock market volatility. We conclude that, while commodity markets appear to again be segmented from the equity market when only returns are considered, commodity...

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.

Los lípidos en la nutrición del abulón azul, molusco con potencial de cultivo

Directory of Open Access Journals (Sweden)

Eduardo Durazo Beltrán

2014-01-01

Full Text Available Se evaluó el efecto del tipo y nivel de lípidos en el crecimiento y metabolismo de ácidos grasos en abulón azul. La primera parte del estudio se realizó en una granja comercial, donde se analizaron tres tratamientos de alimentación (alimento formulado, macroalga fresca y la combinación de ambos sobre parámetros biológicos y composición de ácidos grasos de organismos juveniles en un periodo de 329 días. Los perfiles de ácidos grasos de los abulones sugieren su capacidad para sintetizar ácidos grasos poliinsaturados n-3 y n-6 de cadena larga a partir de precursores de cadena más corta. En el segundo experimento se evaluó el efecto de la fuente y nivel de ácidos grasos, con trece tratamientos de alimentación y el uso de cuatro aceites comestibles, sobre el crecimiento y composición de ácidos grasos en tejido muscular. No se determinó una relación significativa entre crecimiento y un determinado tipo o nivel de ácido graso, pero se establecieron requerimientos de ácidos grasos n-3 y n-6.

La enzima quinasa dependiente de 5´-adenosil monofosfato (ampk): perspectivas terapéuticas

OpenAIRE

Sánchez Junco, Diana

2016-01-01

En este trabajo nos centraremos en el estudio de la enzima quinasa dependiente de 5´-adenosil monofosfato (AMPK). La AMPK actúa como un sensor de energía y nutrientes y regula el balance energético. Se activa con el aumento de la relación AMP/ATP dentro de la célula y está implicada en numerosos procesos metabólicos, destacando la captación de glucosa y de ácidos grasos por la célula. La AMPK está formada por tres subunidades: α, β y γ, cada una de ellas con varias isoformas. Cabe destacar...

Evaluation of the hepatic bioconversion of α-linolenic acid (ALA to eicosapentaenoic acid (EPA and docosahexaenoic acid (DHA in rats fed with oils from chia (Salvia hispánica or rosa mosqueta (Rosa rubiginosa

Directory of Open Access Journals (Sweden)

Tapia O., G.

2012-03-01

Full Text Available The high dietary intake of n-6 fatty acids in relation to n-3 fatty acids generates health disorders, such as cardiovascular diseases, inflammatory diseases and other chronic diseases. The consumption of fish, which is rich in n-3 fatty acids, is low in Latin America and it is necessary to seek other alternatives, such as chia oil (CO or rosa mosqueta oil (RMO, which are rich in α-linolenic acid (ALA, the precursor of the n -3 fatty acids, eicosapentaenoic acid (EPA and docosahexaenoic acid (DHA. This study evaluates the hepatic bioconversion of ALA to EPA and DHA and the damage to the liver (histology and transaminase in Sprague- Dawley rats fed different vegetable oils. Four experimental groups (n = 9 animals each group were fed the following dietary supplements for 21 days: a sunflower oil (SFO, b RMO, c CO d olive oil with fish oil added (EPA and DHA (OO/FO. RMO and CO increased the hepatic levels of ALA, EPA and DHA and decreased the n-6/n-3 ratio compared to SFO (p El elevado aporte en la dieta de ácidos grasos omega- 6, en relación a los ácidos grasos omega-3, genera alteraciones de la salud cardiovascular, inflamación y otras patologías crónicas no transmisibles. Por otro lado, el pescado rico en ácidos grasos omega-3 es de bajo consumo en Latinoamérica, siendo necesario buscar otras alternativas de aporte de ácidos grasos omega-3, como lo son el aceite de chía (CO o el de rosa mosqueta (RMO, ricos en ácido α-linolénico (ALA, que es el precursor de los ácidos grasos omega-3, eicosapentaenoico (EPA y docosahexaenoico (DHA. Este trabajo evaluó en forma preliminar la bioconversión hepática del ALA en EPA y DHA y el daño hepático (histología y transaminasas en ratas Sprague-Dawley alimentadas con diferentes aceites vegetales. Se conformaron cuatro grupos experimentales (n = 9 animales por grupo que recibieron durante 21 días: a aceite de girasol (SFO; b RMO, c CO y d aceite de oliva adicionado de aceite de pescado (EPA

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...

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

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.

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. ...

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...

Hidrólisis del aceite de coco (Cocos nucífera L mediante enzimas estereoespecíficas y sin especificidad posicional.

Directory of Open Access Journals (Sweden)

Rodríguez, R.

1997-02-01

saponification, is also discussed.

El aceite de coco, por su composición, aporta a la dieta principalmente ácidos grasos de cadena corta y media, los que desde el punto de vista nutricional tienen ventajas, debido a su rápida utilización metabólica que permite brindar energía, principalmente a nivel hepático. Es importante contar con procedimientos que permitan obtener estos ácidos grasos en forma libre a partir del aceite de coco, ya que de esta manera pueden ser utilizados con diferentes fines, ya sea nutricionales, farmacológicos o tecnológicos. En el presente trabajo se estudió la hidrólisis del aceite de coco producida por dos tipos de lipasas; una lipasa sin especificidad posicional obtenida de Candida cylindracea, y otra lipasa sn-1',3' estereoespecífica, obtenida de Mucor miehei, en forma libre e inmovilizada (Lipozyme IM-20. La lipasa de Candida cylindracea hidroliza un 85%-90% de los triacilgliceroles del aceite a las 47-50 horas de acción. La composición del hidrolizado es muy similar a la del aceite, y en los monoacilgliceroles remanentes la composición de ácidos grasos es poco definida, aunque predominan los de cadena corta (C6 y C8 y media (C10-C14. La enzima de Mucor miehei permite alcanzar sólo un 65% de hidrólisis, que se obtiene a las 30 horas en el caso de la enzima libre y a las 10 horas en el caso de la enzima inmovilizada (Lipozyme IM-20. La composición de ácidos grasos del hidrolizado es muy similar en ambos casos, destacando la presencia de ácidos grasos en el rango C8-C14, aunque con una composición muy diferente a la del aceite original. La composición de ácidos grasos del monoacilglicerol remanente muestra una marcada predominancia de ácido láurico (C12:0 en el producto de ambas formas de la enzima, lo cual indicaría que este ácido graso ocupa mayoritariamente la posición sn-2' de los triacilgliceroles del aceite de coco. Se discute la utilidad de las lipasas para obtener fracciones

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.

Volatile compounds in meat and meat products

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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.

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

Oil prices and financial stress: A volatility spillover analysis

International Nuclear Information System (INIS)

Nazlioglu, Saban; Soytas, Ugur; Gupta, Rangan

2015-01-01

This paper examines whether there is a volatility transmission between oil prices and financial stress by means of the volatility spillover test. We employ WTI crude oil prices and Cleveland financial stress index for the period 1991–2014 and divide the sample into pre-crisis, in-crisis, and post-crisis periods due to the downward trend in oil price in 2008. The volatility model estimations indicate that oil prices and financial stress index are dominated by long-run volatility. The volatility spillover causality test supports evidence on risk transfer from oil prices to financial stress before the crisis and from financial stress to oil prices after the crisis. The impulse response analysis shows that the volatility transmission pattern has similar dynamics before and after the crisis and is characterized by higher and long-lived effects during the crisis. Our results have implications for both policy makers and investors, and for future work. -- Highlights: •Volatility spillover between oil prices and financial stress index is examined. •Analysis is conducted for sub-periods: pre-crisis, in-crisis, and post-crisis •Oil prices spill on financial stress before the crisis, but spillover reversed after the crisis. •Volatility transmission pattern has similar dynamics before and after the crisis. •Implications for investors and policy makers are discussed

Silicon isotopes in angrites and volatile loss in planetesimals

Science.gov (United States)

Moynier, Frédéric; Savage, Paul S.; Badro, James; Barrat, Jean-Alix

2014-01-01

Inner solar system bodies, including the Earth, Moon, and asteroids, are depleted in volatile elements relative to chondrites. Hypotheses for this volatile element depletion include incomplete condensation from the solar nebula and volatile loss during energetic impacts. These processes are expected to each produce characteristic stable isotope signatures. However, processes of planetary differentiation may also modify the isotopic composition of geochemical reservoirs. Angrites are rare meteorites that crystallized only a few million years after calcium–aluminum-rich inclusions and exhibit extreme depletions in volatile elements relative to chondrites, making them ideal samples with which to study volatile element depletion in the early solar system. Here we present high-precision Si isotope data that show angrites are enriched in the heavy isotopes of Si relative to chondritic meteorites by 50–100 ppm/amu. Silicon is sufficiently volatile such that it may be isotopically fractionated during incomplete condensation or evaporative mass loss, but theoretical calculations and experimental results also predict isotope fractionation under specific conditions of metal–silicate differentiation. We show that the Si isotope composition of angrites cannot be explained by any plausible core formation scenario, but rather reflects isotope fractionation during impact-induced evaporation. Our results indicate planetesimals initially formed from volatile-rich material and were subsequently depleted in volatile elements during accretion. PMID:25404309

Herbivory by a Phloem-feeding insect inhibits floral volatile production.

Science.gov (United States)

Pareja, Martin; Qvarfordt, Erika; Webster, Ben; Mayon, Patrick; Pickett, John; Birkett, Michael; Glinwood, Robert

2012-01-01

There is extensive knowledge on the effects of insect herbivory on volatile emission from vegetative tissue, but little is known about its impact on floral volatiles. We show that herbivory by phloem-feeding aphids inhibits floral volatile emission in white mustard Sinapis alba measured by gas chromatographic analysis of headspace volatiles. The effect of the Brassica specialist aphid Lipaphis erysimi was stronger than the generalist aphid Myzus persicae and feeding by chewing larvae of the moth Plutella xylostella caused no reduction in floral volatile emission. Field observations showed no effect of L. erysimi-mediated floral volatile emission on the total number of flower visits by pollinators. Olfactory bioassays suggested that although two aphid natural enemies could detect aphid inhibition of floral volatiles, their olfactory orientation to infested plants was not disrupted. This is the first demonstration that phloem-feeding herbivory can affect floral volatile emission, and that the outcome of interaction between herbivory and floral chemistry may differ depending on the herbivore's feeding mode and degree of specialisation. The findings provide new insights into interactions between insect herbivores and plant chemistry.

El componente sistemático de la variabilidad de algunos parámetros de producción en palma africana adulta (Elaeis guineensis, Jacq en Casanare.

Directory of Open Access Journals (Sweden)

Acevedo A. Néstor

2001-09-01

Full Text Available Mediante análisis de tendencia y geoestadísticos fue evaluado el componente determinístico de la variabilidad del peso de racimos de fruta fresca (PR, de la tasa de extracción de aceite (TEA y de la cantidad de ácidos grasos libres (AGL, en palmas con diferente grado de recuperación de PC en un cultivo ubicado en la región del Bajo Upía, Casanare. Los análisis no detectaron ninguna variabilidad estructural en las propiedades evaluadas por lo que se concluye que las diferencias significativas encontradas por Acevedo (2000 entre ellas, mediante análisis de varianza, si están controladas por el grado de recuperación que muestran las palmas, después de haber sido atacadas por PC.

Volatile element trends in gas-rich meteorites

Energy Technology Data Exchange (ETDEWEB)

Bart, G; Lipschutz, M E [Purdue Univ., Lafayette, IN (USA). Dept. of Chemistry

1979-09-01

Study of 10 volatile elements (and non-volatile Co) in co-existing light and dark portions of 5 gas-rich chondrites indicates patterns of distinct but non-uniform enrichment of volatile elements. Only Cs is enriched in all samples; Bi and Tl enrichments covary. The observed enrichments are inconsistent with prior suggestions of admixture of C1 or C2 chondritic matter, whether pristine or partly devolatilized, but suggest that both light and dark portions of each chondrite represents a compositionally more extended sampling of parental nebular material than hitherto known.

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 ...

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)

Greenhouse effect gases (GEI) by energy consumption; Gases efecto invernadero (GEI) por consumo de energia

Energy Technology Data Exchange (ETDEWEB)

Munoz Ledo C, Ramon; Bazan N, Gerardo [Instituto de Investigaciones Electricas, Cuernavaca, Morelos (Mexico)

2003-07-01

The purpose of this article is to present the calculation methodology of greenhouse effect gases (GEI) emissions that are produced by the power sector in Mexico, as well as to discuss its possible impact in the subject of climatic change and the possible mitigating actions to lower the amount of emissions that can be taken and, therefore, the possible climate changes. In Mexico GEI inventories have been made since 1991, year in which the National Inventory of Gases with Greenhouse Effect was obtained for year 1988. The GEI include carbon dioxide (CO2), carbon monoxide (CO), nitrogen oxides (NOx), methane (CH4), nitrous oxide (NO) and volatile organic carbides that are not methane (NMVOC) and are secondary products and harmful that are obtained from the processes that turn fuels into energy (combustion). The main sources of GEI are: fixed sources (industries, residences, commerce, public services and energy transformation, such as power generation); movable sources (that include all type of transport that uses fuel). The fuels that, by their volume and efficiency, generate more emissions of GEI are crude oil, natural gas and solid biomass (firewood-cane bagasse). Any effort to reduce these emissions is very important and remarkable if it affects the consumption of these fuels. [Spanish] El proposito de este articulo es presentar la metodologia de calculo de las emisiones de los gases con efecto invernadero (GEI) que son producidos por el sector energetico en Mexico, asi como discutir su posible impacto en las cuestiones de cambio climatico y las posibles acciones de mitigacion que se pueden realizar para abatir la cantidad de emisiones y, por ende, los posibles cambios de clima. En Mexico se han realizado inventarios de GEI desde 1991, ano en que se obtuvo el Inventario Nacional de Gases con Efecto Invernadero para el ano de 1988. Los GEI comprenden al dioxido de carbono (CO2), monoxido de carbono (CO), oxidos de nitrogeno (NOx), metano (CH4), oxido nitroso (N2O) y

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.

The effect of using vegetable fat blend on some attributes of kashar cheese

Directory of Open Access Journals (Sweden)

Gönç, Siddik

2009-03-01

Full Text Available Kashar cheese was produced from whole milk (MF or skim milk homogenized with a commercial vegetable fat blend (VF by the traditional procedure. The resulting cheese was stored for 3 months at 5°C, and analyzed initially for its gross composition and cholesterol content. In addition, the proteolysis and lipolysis, organic acid content and fatty acid composition were studied during the ripening of the cheese.The replacement of milk fat with a vegetable fat blend mainly affected pH, total solids and cholesterol content in the initial composition of the cheese (P El queso kashar fue producido con leche entera (MF o con leche desnatada homogenizada con una mezcla de grasas vegetales comercial (VF por el método tradicional. Los quesos resultantes fueron almacenados durante 3 meses a 5°C, y analizados para determinar su composición y su contenido en colesterol. Se estudió, además de la proteólisis y la lipolisis, el contenido de ácidos orgánicos y la composición en ácidos grasos durante la maduración de los quesos. La sustitución de la grasa de la leche por mezclas de grasas vegetales afectó principalmente al pH, sólidos totales y contenido de colesterol en la composición inicial de los quesos (p < 0.05. El grado de acidez y el contenido de tirosina en ambos quesos creció durante el proceso de maduración y diferencias significativas fueron encontradas entre ambos queso solo después de 30 días de maduración (p < 0.05. Las concentraciones de ácidos orgánicos de ambos quesos cambiaron durante la maduración (p < 0.05 excepto para los ácidos cítrico y oxálico. Los quesos MF mostraron un mayor contenido de ácidos cítrico, succínico y oxálico especialmente al final del proceso de maduración. El ácido palmítico fue el ácido graso mayoritario en quesos MF, mientras que los ácidos grasos predominantes en los quesos VF fueron el ácido palmítico y el ácido oleico. Además, el mayor contenido en ácidos grasos

Chemical characterization and thermal properties of kernel oils from Tunisian peach and nectarine varieties of Prunus persica; Caracterización química y propiedades térmicas de los aceites de semillas de variedades tunecinas de melocotón y nectarina de Prunus pérsica

Energy Technology Data Exchange (ETDEWEB)

Chamli, D.; Bootello, M.A.; Bouali, I.; Jouhri, S.; Boukhchina, S.; Martínez-Force, S.

2017-07-01

A comparative study was conducted to determine the fatty acids, triacylglycerol compositions and thermal properties of Tunisian kernel oils from the Prunus persica varieties, peach and nectarine, grown in two areas of Tunisia, Gabes and Morneg. Qualitatively, the fatty acids composition and triacylglycerol species were identical for all samples. Oleic acid (67.7-75.0%) was the main fatty acid, followed by linoleic (15.7-22.1%) and palmitic (5.6-6.3%) acids. The major triacylglycerol species were triolein, OOO (38.4-50.5%), followed by OOL (18.2-23.2%), POO (8.3-9.7%) and OLL (6.3-10.1%). The thermal profiles were highly influenced by the high content of triolein due to the importance of oleic acid in these oils. Moreover, the fatty acids distribution in TAG external positions was determined as corresponding to an α asymmetry coefficient that was between 0.10 and 0.12, indicating a high asymmetry in the distribution of saturated fatty acids in the position sn-1 and sn-3 in the TAG species of all samples. [Spanish] Se ha realizado un estudio comparativo de aceites tunecinos obtenidos a partir de las semillas de variedades de Prunus persica, melocotón y nectarina, cultivadas en dos zonas de Túnez, Gabes y Morneg. Cualitativamente, la composición de ácidos grasos y de especies de triglicéridos fueron idénticas para todas las muestras. El ácido oleico (67,7-75,0%) fue el ácido graso principal, seguido del linoleico (15,7-22,1%) y el palmítico (5,6-6,3%). Las especies principales de triacilglicéridos fueron la trioleina, OOO (38,4-50,5%), seguida de OOL (18,2-23,2%), POO (8,3-9,7%) y OLL (6,3-10,1%). Los perfiles térmicos fueron muy influidos por el alto contenido de trioleina debido a la importancia del ácido oleico en estos aceites. Por otra parte, se determinó la distribución de ácidos grasos en las posiciones externas de los TAG correspondiendo a un coeficiente de asimetría α entre 0,10 y 0,12, lo que indica una alta asimetría en la distribuci

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

Changing volatility of U.S. annual tornado reports

Science.gov (United States)

Tippett, Michael K.

2014-10-01

United States (U.S.) tornado activity results in substantial loss of life and property damage each year. A simple measure of the U.S. tornado climatology is the average number of tornadoes per year. However, even this statistic is elusive because of nonstationary behavior due in large part to changes in reporting practices. Differencing of the annual report data results in a quantity without mean trends and whose standard deviation we denote as volatility, since it is an indication of the likely year-to-year variation in the number of tornadoes reported. While volatility changes detected prior to 2000 can be associated with known reporting practice changes, an increase in volatility in the 2000s across intensity levels cannot. A volatility increase is also seen in a tornado environment index which measures the favorability of atmospheric conditions to tornado activity, providing evidence that the recent increase in tornado report volatility is related to the physical environment.

Volatile compounds of Domiati cheese made from buffaloe's milk with different fat content.

Directory of Open Access Journals (Sweden)

El-Mageed, Magda A. Abd

1997-12-01

Full Text Available Buffaloe's milk was manufactured to Domiati cheese with different fat content in the cheese milk (1%, 3.5% and 7%. Results obtained during the ripening period revealed that the low fat cheese (Karish is not able to long period storage, while half cream cheese had a good quality and flavour along the ripening period. The full cream cheese did not exceed the first month of ripening, then it deteriorated. The main components found were acrolein (propenal, heptanal, acetone, butan-2 one, ethanol, butan-2 ol, 2-methylpropan- 1-ol, 3-methyl butan-1-ol, ethyl propionate, propyl propionate, pentane and octane. Methyl mercaptan, methyl thiopropionate, and dimethyl trisulfide together with propyl butyrate, were existed in the samples which are characterized as bad cheese samples. Most of the previous compounds were developed after 1 month of ripening period.

La leche de búfalo fue procesada para obtener queso Domiati con diferente contenido graso en la cuajada (1%, 3.5% y 7%. Los resultados obtenidos durante el período de maduración revelaron que el queso con bajo contenido en grasa (Karish no permite un largo período de almacenamiento, mientras que el queso con un contenido medio en grasa tuvo una buena calidad y flavor durante el período de maduración. El queso con alto contenido graso no duró más que el primer mes de maduración, deteriorándose posteriormente. Los principales componentes encontrados fueron acroleína (propenal, heptanal, acetona, butan-2-ona, etanol, butan-2-ol, 2- metil-propan-1-ol, 3 metil butan-1-ol, propionato de etilo, propionate de propilo, pentano y octano. Metil mercaptol, tiopropionato de metilo y trisulfuro de dimetilo Junto con butirato de propilo se encontraron en muestras que fueron caracterizadas como muestras de quesos malos. La mayoría de los compuestos anteriores se produjeron después de un mes de período de maduración.

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;

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....

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

Composición lipídica de dos peces laxantes: Ruvettus pretiosus y Lepidocybium flavobrunneum

Directory of Open Access Journals (Sweden)

Bravo, L.

1993-02-01

Full Text Available A review is made on the literature conceming the lipid composition of two fish belonging to PERCIFORMES order, Gempylidae family, Ruvettus pretiosus and Lepidocybium flavobrunneum. The lipid fraction is principally composed of wax esters (esters of fatty acid with long chain fatty alcohols, as well as phospholipids, triglycerides, hydrocarbons and sterols. The lipid extracted from these fish is traditionally used in consideration of its purgative properties in fishing villages from islands like Canarias. In Japanese markets, this fish can be found as a fraudulent substitute of other edible fish. It seems that the toxic-laxative properties are due to the large amount of wax esters in its lipid fraction.Se realiza una revisión bibliográfica de la composición lipídica de dos peces pertenecientes al orden PERCIFORMES, familia Gempylidae, Ruvettus pretiosus y Lepidocybium flavobrunneum. La fracción lipídica está compuesta principalmente por esteres tipo ceras (formados por la unión de ácidos grasos y alcoholes grasos mediante enlace tipo éster, además de fosfolípidos, triglicéridos, hidrocarburos y esteroles. Las grasas extraídas de estos peces son utilizadas tradicionalmente por sus propiedades purgantes en pueblos pescadores de islas como Canarias. En los mercados japoneses, estos peces se pueden encontrar como sustituto fraudulento de otros peces comestibles. Parece ser que las propiedades tóxico-laxantes son debidas a la gran cantidad de ceras presentes en su fracción lipídica.

Stock price dynamics and option valuations under volatility feedback effect

Science.gov (United States)

Kanniainen, Juho; Piché, Robert

2013-02-01

According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price-dividend ratio. In this paper, we consider the properties of stock price dynamics and option valuations under the volatility feedback effect by modeling the joint dynamics of stock price, dividends, and volatility in continuous time. Most importantly, our model predicts the negative effect of an increase in squared return volatility on the value of deep-in-the-money call options and, furthermore, attempts to explain the volatility puzzle. We theoretically demonstrate a mechanism by which the market price of diffusion return risk, or an equity risk-premium, affects option prices and empirically illustrate how to identify that mechanism using forward-looking information on option contracts. Our theoretical and empirical results support the relevance of the volatility feedback effect. Overall, the results indicate that the prevailing practice of ignoring the time-varying dividend yield in option pricing can lead to oversimplification of the stock market dynamics.

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

Herbivory by a Phloem-feeding insect inhibits floral volatile production.

Directory of Open Access Journals (Sweden)

Martin Pareja

Full Text Available There is extensive knowledge on the effects of insect herbivory on volatile emission from vegetative tissue, but little is known about its impact on floral volatiles. We show that herbivory by phloem-feeding aphids inhibits floral volatile emission in white mustard Sinapis alba measured by gas chromatographic analysis of headspace volatiles. The effect of the Brassica specialist aphid Lipaphis erysimi was stronger than the generalist aphid Myzus persicae and feeding by chewing larvae of the moth Plutella xylostella caused no reduction in floral volatile emission. Field observations showed no effect of L. erysimi-mediated floral volatile emission on the total number of flower visits by pollinators. Olfactory bioassays suggested that although two aphid natural enemies could detect aphid inhibition of floral volatiles, their olfactory orientation to infested plants was not disrupted. This is the first demonstration that phloem-feeding herbivory can affect floral volatile emission, and that the outcome of interaction between herbivory and floral chemistry may differ depending on the herbivore's feeding mode and degree of specialisation. The findings provide new insights into interactions between insect herbivores and plant chemistry.

The volatile compound BinBase mass spectral database.

Science.gov (United States)

Skogerson, Kirsten; Wohlgemuth, Gert; Barupal, Dinesh K; Fiehn, Oliver

2011-08-04

Volatile compounds comprise diverse chemical groups with wide-ranging sources and functions. These compounds originate from major pathways of secondary metabolism in many organisms and play essential roles in chemical ecology in both plant and animal kingdoms. In past decades, sampling methods and instrumentation for the analysis of complex volatile mixtures have improved; however, design and implementation of database tools to process and store the complex datasets have lagged behind. The volatile compound BinBase (vocBinBase) is an automated peak annotation and database system developed for the analysis of GC-TOF-MS data derived from complex volatile mixtures. The vocBinBase DB is an extension of the previously reported metabolite BinBase software developed to track and identify derivatized metabolites. The BinBase algorithm uses deconvoluted spectra and peak metadata (retention index, unique ion, spectral similarity, peak signal-to-noise ratio, and peak purity) from the Leco ChromaTOF software, and annotates peaks using a multi-tiered filtering system with stringent thresholds. The vocBinBase algorithm assigns the identity of compounds existing in the database. Volatile compound assignments are supported by the Adams mass spectral-retention index library, which contains over 2,000 plant-derived volatile compounds. Novel molecules that are not found within vocBinBase are automatically added using strict mass spectral and experimental criteria. Users obtain fully annotated data sheets with quantitative information for all volatile compounds for studies that may consist of thousands of chromatograms. The vocBinBase database may also be queried across different studies, comprising currently 1,537 unique mass spectra generated from 1.7 million deconvoluted mass spectra of 3,435 samples (18 species). Mass spectra with retention indices and volatile profiles are available as free download under the CC-BY agreement (http://vocbinbase.fiehnlab.ucdavis.edu). The Bin

The volatile compound BinBase mass spectral database

Directory of Open Access Journals (Sweden)

Barupal Dinesh K

2011-08-01

Full Text Available Abstract Background Volatile compounds comprise diverse chemical groups with wide-ranging sources and functions. These compounds originate from major pathways of secondary metabolism in many organisms and play essential roles in chemical ecology in both plant and animal kingdoms. In past decades, sampling methods and instrumentation for the analysis of complex volatile mixtures have improved; however, design and implementation of database tools to process and store the complex datasets have lagged behind. Description The volatile compound BinBase (vocBinBase is an automated peak annotation and database system developed for the analysis of GC-TOF-MS data derived from complex volatile mixtures. The vocBinBase DB is an extension of the previously reported metabolite BinBase software developed to track and identify derivatized metabolites. The BinBase algorithm uses deconvoluted spectra and peak metadata (retention index, unique ion, spectral similarity, peak signal-to-noise ratio, and peak purity from the Leco ChromaTOF software, and annotates peaks using a multi-tiered filtering system with stringent thresholds. The vocBinBase algorithm assigns the identity of compounds existing in the database. Volatile compound assignments are supported by the Adams mass spectral-retention index library, which contains over 2,000 plant-derived volatile compounds. Novel molecules that are not found within vocBinBase are automatically added using strict mass spectral and experimental criteria. Users obtain fully annotated data sheets with quantitative information for all volatile compounds for studies that may consist of thousands of chromatograms. The vocBinBase database may also be queried across different studies, comprising currently 1,537 unique mass spectra generated from 1.7 million deconvoluted mass spectra of 3,435 samples (18 species. Mass spectra with retention indices and volatile profiles are available as free download under the CC-BY agreement (http

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...

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

Science.gov (United States)

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

2009-07-15

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

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.

The electoral volatility in Serbia: Comparison and explanation

Directory of Open Access Journals (Sweden)

Antonić Slobodan

2005-01-01

Full Text Available In the first part of this article the electoral volatility in Serbia is compared to those in other countries. The Pedersen’s Index for Serbia from 1990 to 2003 is 19.6, which means there is high electoral volatility. However, compared to other countries in transition, the volatility in Serbia turns out to be average. Therefore, I conclude that the causes of high volatility in Serbia could not be specific, but similar to the reasons in other post-communist countries. In the second part, I analyze the general reasons for the increased volatility. They are: the large number of parties participating in political life, and insufficient time, passed since the restoration of multiparty elections, for the voters to become more seriously tied to the parties, or for the parties to become socially anchored. In the third part, I analyze the particular causes of the increased volatility that are specific, first of all, for Serbia and other post-communist societies. They are: the fast change of social structure, which leads to a general feeling of social and personal insecurity, as well as the widespread dissatisfaction with the gap between the increase of social inequality and the number of social winners, which increases the frequency of protest voting. At the end, I conclude that, in time, some of these factors would probably lose their significance, so the volatility in Serbia would decrease. However, a noticeable decrease could hardly be expected during the next ten years at least.

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.

Multifractal in Volatility of Family Business Stocks Listed on Casablanca STOCK Exchange

Science.gov (United States)

Lahmiri, Salim

In this paper, we check for existence of multifractal in volatility of Moroccan family business stock returns and in volatility of Casablanca market index returns based on multifractal detrended fluctuation analysis (MF-DFA) technique. Empirical results show strong evidence of multifractal characteristics in volatility series of both family business stocks and market index. In addition, it is found that small variations in volatility of family business stocks are persistent, whilst small variations in volatility of market index are anti-persistent. However, large variations in family business volatility and market index volatility are both anti-persistent. Furthermore, multifractal spectral analysis based results show strong evidence that volatility in Moroccan family business companies exhibits more multifractality than volatility in the main stock market. These results may provide insightful information for risk managers concerned with family business stocks.

Option pricing under stochastic volatility: the exponential Ornstein–Uhlenbeck model

International Nuclear Information System (INIS)

Perelló, Josep; Masoliver, Jaume; Sircar, Ronnie

2008-01-01

We study the pricing problem for a European call option when the volatility of the underlying asset is random and follows the exponential Ornstein–Uhlenbeck model. The random diffusion model proposed is a two-dimensional market process that takes a log-Brownian motion to describe price dynamics and an Ornstein–Uhlenbeck subordinated process describing the randomness of the log-volatility. We derive an approximate option price that is valid when (i) the fluctuations of the volatility are larger than its normal level, (ii) the volatility presents a slow driving force, toward its normal level and, finally, (iii) the market price of risk is a linear function of the log-volatility. We study the resulting European call price and its implied volatility for a range of parameters consistent with daily Dow Jones index data

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...

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

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

The Cosmochemistry of Pluto: A Primordial Origin of Volatiles?

Science.gov (United States)

Glein, C. R.; Waite, J. H., Jr.

2017-12-01

Pluto is a wonderland of volatiles. Nitrogen, methane, and carbon monoxide are the principal volatiles that maintain its tenuous atmosphere, and they have also created a mesmerizing landscape of icy geological features, including Pluto's iconic "heart". Recent data, particularly those returned by the New Horizons mission [1-3], allow us to begin testing hypotheses for the cosmochemical origins of these world-shaping species on Pluto. Here, we investigate if Pluto's volatiles could have been accreted in its building blocks. We take both bottom-up and top-down approaches in testing this hypothesis in terms of mass balance. We estimate Pluto's primordial inventory of volatiles by scaling a range of cometary abundances up to the ice mass fraction of Pluto. We also make estimates of the present and lost inventories of volatiles based on surface observations and interpretations, as well as different scenarios of atmospheric photochemistry and escape. We find that, if primordial Pluto resembled a giant comet with respect to volatile abundances, then the initial volatile inventory would have been sufficient to account for the estimated present and lost inventories. This consistency supports a primordial origin for Pluto's volatiles. However, the observed ratio of CO/N2 in Pluto's atmosphere [4] is several orders of magnitude lower than the nominal cometary value. We are currently using phase equilibrium and rate models to explore if volatile layering in Sputnik Planitia, or the destruction of CO in a past or present subsurface ocean of liquid water could explain the apparent depletion of CO on Pluto. References: [1] Moore et al. (2016) Science 351, 1284. [2] Grundy et al. (2016) Science 351, aad9189. [3] Gladstone et al. (2016) Science 351, aad8866. [4] Lellouch et al. (2017) Icarus 286, 289.

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...

The Role of Implied Volatility in Forecasting Future Realized Volatility and Jumps in Foreign Exchange, Stock and Bond Markets

DEFF Research Database (Denmark)

Christensen, Bent Jesper

We study the forecasting of future realized volatility in the stock, bond, and foreign exchange markets, as well as the continuous sample path and jump components of this, from variables in the information set, including implied volatility backed out from option prices. Recent nonparametric...

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.

A whiff of death: fatal volatile solvent inhalation abuse.

Science.gov (United States)

Steffee, C H; Davis, G J; Nicol, K K

1996-09-01

Inhalation abuse of volatile solvents, previously known generically as "glue sniffing," is typically pursued by adolescents. A wide range of legal, easily obtained products containing volatile substances are available for abuse. We report two illustrative cases of fatal volatile substance abuse: gasoline sniffing in a 20-year-old man and aerosol propellant gas inhalation (aerosol air freshener) in a 16-year-old girl with underlying reactive airway disease. Although the ratio of deaths to nonfatal inhalation escapades is extremely low, volatile solvent abuse carries the risk of sudden death due to cardiac arrest after a dysrhythmia or vasovagal event, central nervous system respiratory depression, hypoxia and hypercapnia due to the techniques of inhalation, and other mechanisms. Investigation of the patient's substance abuse history, examination of the scene of death, and special toxicologic analyses are critical to identifying volatile substance inhalation abuse as the cause of death because anatomic autopsy findings will typically be nonspecific. Above all, physicians must suspect the diagnosis of volatile substance inhalation abuse, especially in any case of sudden death involving an otherwise healthy young person.

Volatiles from roasted byproducts of the poultry-processing industry.

Science.gov (United States)

Wettasinghe, M; Vasanthan, T; Temelli, F; Swallow, K

2000-08-01

Volatiles of roasted chicken breast muscle and byproducts, such as backbones, breastbones, spent bones, and skin, were investigated. Total volatile concentrations ranged from 2030 ppb in the roasted backbones to 4049 ppb in the roasted skin. The major classes of volatile compounds detected in roasted samples were aldehydes (648-1532 ppb) and alcohols (336-1006 ppb). Nitrogen- and/or sulfur-containing compounds were also detected in appreciable quantities (161-706 ppb) in all samples. For all samples, hexanal and 2-methyl-2-buten-1-ol were dominant among the aldehydes and alcohols, respectively. Among the nitrogen- and sulfur-containing compounds, Maillard reaction products, such as tetrahydropyridazines, piperidines, and thiazoles, were the major contributors to the total volatile content in all samples. The composition of volatiles observed in roasted byproducts was markedly different from that of the roasted breast muscle. Therefore, the blending of the byproducts in appropriate proportions or blending of volatile flavor extracts from different byproducts may be necessary to obtain an aroma that mimics roasted chicken aroma.

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.

Estudio de mezclas de disolventes orgánicos y triglicéridos de aceite de linaza o los ácidos grasos libres. I.- Volumen molar, refracción molar y viscosidad dinámica

Directory of Open Access Journals (Sweden)

Mantell Serrano, C.

1995-06-01

Full Text Available Measurements of molar volume, refraction index and dynamic viscosity in mixtures of fatty acids or triglycerides and trichloroethylene, tetrachloroethylene and hexane were realized. Temperature range studied was 278-313 K each 5 K. The relationship between molar volume and molar fraction show high correlation coefficient In fatty acids with trichloroethylene and tetrachloroethylene mixtures. On the other hand, hexane mixtures show little contractions of molar volume at low molar fractions. Triglyceride mixtures present important deviations with regard to the ideality of the molar volume. The adjusts obtained for the molar volume values versus temperature are acceptable, calculating the coefficients of thermal expansion of the studied mixtures. Equally, the adjust of the experimental results of viscosity for two prediction equations are studied: one of additive type and the other of parabolic type.

Se han realizado medidas del volumen molar, índice de refracción y viscosidad dinámica en el intervalo de temperatura de 278 K a 313 K cada 5 K, a mezclas de ácidos grasos o triglicéridos con tricloroetileno, tetracloroetileno y hexano. Las mezclas de ácidos grasos con tricloroetileno y tetracloroetileno, presentan unos altos coeficientes de correlación para los valores del volumen molar frente a la fracción molar, mientras que las mezclas con hexano, a fracciones molares bajas, manifiestan una pequeña contracción del volumen molar. Las mezclas de triglicéridos presentan importantes desviaciones con respecto a la Idealidad del volumen molar. Los ajustes obtenidos para los valores del volumen molar frente a la temperatura son aceptables, determinándose los valores del coeficiente de dilatación volumétrica a presión constante de las mezclas estudiadas. Igualmente se ha estudiado el ajuste de los resultados experimentales de viscosidad a dos ecuaciones de predicción: una del tipo aditiva y otra del tipo parabólico.

Volatility

Directory of Open Access Journals (Sweden)

María Sánchez

2016-11-01

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

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.

Financial sector development, economic volatility and shocks in sub-Saharan Africa

Science.gov (United States)

Ibrahim, Muazu; Alagidede, Paul

2017-10-01

The role of financial sector development in economic volatility has been extensively studied albeit without informative results largely on the failure of extant studies to decompose volatility into its various components. By disaggregating volatility using the spectral approach, this study examines the effect of financial development on volatility components as well as channels through which finance affects volatility in 23 sub-Saharan African countries over the period 1980-2014. Our findings based on the newly developed panel cointegration estimation strategy reveal that while financial development affects business cycle volatility in a non-linear fashion, its effect on long run fluctuation is imaginary. More specifically, well developed financial sectors dampen volatility. Further findings show that while monetary shocks have large magnifying effect on volatility, their effect in the short run is minuscule. The reverse, however, holds for real shocks. The channels of manifestation shows that financial development dampens (magnifies) the effect of real shocks (monetary shocks) on the components of volatility with the dampening effects consistently larger only in the short run. Strengthening financial sector supervision and cross-border oversight may be very crucial in examining the right levels of finance and price stability necessary to falter economic fluctuations.

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.

A supply and demand based volatility model for energy prices

International Nuclear Information System (INIS)

Kanamura, Takashi

2009-01-01

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

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.

A supply and demand based volatility model for energy prices

Energy Technology Data Exchange (ETDEWEB)

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

2009-09-15

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

Modeling returns volatility: Realized GARCH incorporating realized risk measure

Science.gov (United States)

Jiang, Wei; Ruan, Qingsong; Li, Jianfeng; Li, Ye

2018-06-01

This study applies realized GARCH models by introducing several risk measures of intraday returns into the measurement equation, to model the daily volatility of E-mini S&P 500 index futures returns. Besides using the conventional realized measures, realized volatility and realized kernel as our benchmarks, we also use generalized realized risk measures, realized absolute deviation, and two realized tail risk measures, realized value-at-risk and realized expected shortfall. The empirical results show that realized GARCH models using the generalized realized risk measures provide better volatility estimation for the in-sample and substantial improvement in volatility forecasting for the out-of-sample. In particular, the realized expected shortfall performs best for all of the alternative realized measures. Our empirical results reveal that future volatility may be more attributable to present losses (risk measures). The results are robust to different sample estimation windows.

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...

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...

Surface microlayer enrichment of volatile organic compounds and semi-volatile organic compounds in drinking water source.

Science.gov (United States)

Huang, Zhi; Zhou, Wen; Yu, Ya-juan; Zhang, Ai-qian; Han, Shuo-kui; Wang, Lian-sheng

2004-01-01

Enrichment of volatile organic compounds(VOC) and semi-volatility organic compounds(SVOC) in surface microlayer(SM) of three drinking water sources were studied. The enrichment factor(EFs) were 0.67 to 13.37 and 0.16 to 136, respectively. The results showed some VOC and most SVOC could enrich in SM. Some EFs of SVOC was quite high. Suspension and temperature could affect EFs of SVOC, slim wind and water movement do not destroy enrichment of organic in SM.

Beta Risk and Regime Shift in Market Volatility

OpenAIRE

Don U.A. Galagedera; Roland G. Shami

2004-01-01

In this paper, we relate security returns in the thirty securities in the Dow Jones index to regime shifts in the market portfolio (S&P500) volatility. We model market volatility as a multiple-state Markov switching process of order one and estimate non-diversifiable security risk (beta) in the different market volatility regimes. We test the significance of the premium of the beta risk associated with the different market regimes and find evidence of a relationship between security return an...

Volatility Spillovers Across User-Generated Content and Stock Market Performance

NARCIS (Netherlands)

M. van Dieijen (Myrthe); A. Borah (Abhishek); G.J. Tellis (Gerard); Ph.H.B.F. Franses (Philip Hans)

2016-01-01

textabstractVolatility is an important metric of financial performance, indicating uncertainty or risk. So, predicting and managing volatility is of interest to both company managers and investors. This study investigates whether volatility in user-generated content (UGC) can spill over to

HISTORICAL AND IMPLIED VOLATILITY: AN INVESTIGATION INTO NSE NIFTY FUTURES AND OPTIONS

OpenAIRE

N R Parasuraman; P.Janaki Ramudu

2011-01-01

The broad objective of the paper is to have an understanding of the movement of volatility over a fair period in respect of the market portfolio. Also, it enables an understanding on how divergent the implied volatility has been from this estimate. It uses Volatility Cone, Volatility Smile and Volatility Surface as the parameters. The study takes different rolling periods percentiles of volatility. Hoadley Options Calculator is used for calculation and analysis purpose. The study empirically...

Long-term memory and volatility clustering in high-frequency price changes

Science.gov (United States)

oh, Gabjin; Kim, Seunghwan; Eom, Cheoljun

2008-02-01

We studied the long-term memory in diverse stock market indices and foreign exchange rates using Detrended Fluctuation Analysis (DFA). For all high-frequency market data studied, no significant long-term memory property was detected in the return series, while a strong long-term memory property was found in the volatility time series. The possible causes of the long-term memory property were investigated using the return data filtered by the AR(1) model, reflecting the short-term memory property, the GARCH(1,1) model, reflecting the volatility clustering property, and the FIGARCH model, reflecting the long-term memory property of the volatility time series. The memory effect in the AR(1) filtered return and volatility time series remained unchanged, while the long-term memory property diminished significantly in the volatility series of the GARCH(1,1) filtered data. Notably, there is no long-term memory property, when we eliminate the long-term memory property of volatility by the FIGARCH model. For all data used, although the Hurst exponents of the volatility time series changed considerably over time, those of the time series with the volatility clustering effect removed diminish significantly. Our results imply that the long-term memory property of the volatility time series can be attributed to the volatility clustering observed in the financial time series.

29 CFR 1910.1002 - Coal tar pitch volatiles; interpretation of term.

Science.gov (United States)

2010-07-01

... 29 Labor 6 2010-07-01 2010-07-01 false Coal tar pitch volatiles; interpretation of term. 1910.1002... Hazardous Substances § 1910.1002 Coal tar pitch volatiles; interpretation of term. As used in § 1910.1000 (Table Z-1), coal tar pitch volatiles include the fused polycyclic hydrocarbons which volatilize from the...

El aceite de pescado atenua las crisis convulsivas inducidas por hipertermia en ratas neonatas

Directory of Open Access Journals (Sweden)

Leopoldo E. Flores M.

2008-01-01

Full Text Available Un alto porcentaje (50-60% del cerebro en los mamíferos son principalmente grasas o lípidos, de éstos, el 35% son ácidos grasos esenciales, en particular los llamados omegas (O, como el Acido Docosahexanoico (DHA y el Eicosapentanoico (EPA llamados omega 3 (O-3. Diversos estudios han mostrado beneficios en la salud con la implementación de los O-3 como agentes terapéuticos en alteraciones cardiovasculares, renales, dérmicas, metabólicas, neurodegenerativas e inmunológicas. Evidencias experimentales sugieren un beneficio potencial del aceite de pescado (APE como neuroprotector debido al alto contenido de DHA y EPA. Sin embargo, es poco lo que se conoce en cuanto a los efectos que pudieran tener sobre alteraciones nerviosas, como las crisis convulsivas. En este contexto, se ha reportado que el tipo más común de trastorno epiléptico observado en los niños son las crisis convulsivas provocadas por fiebre (CF. La incidencia es de 3-5%, con ocurrencia entre los 5 meses y 5 años de edad, y se ha propuesto que esta alteración en la vida temprana pudiera tener efectos a largo plazo, manifestándose como un síndrome de epilepsia en la vida adulta. El objetivo del presente estudio fue evaluar el efecto del APE sobre las convulsiones inducidas por hipertermia experimental en un grupo de ratas Wistar macho de 5 días de edad (grupo SAPE cuyas madres consumieron una dieta base más un suplemento de APE (suministrado desde su infancia hasta la etapa de crianza. Este grupo se comparó con otro grupo de ratas de la misma edad y cepa (grupo SAPA cuyas madres consumieron una dieta base más un suplemento de aceite de palma (suministrado desde su infancia hasta la etapa de crianza, y con un tercer grupo de ratas (grupo CTRL cuyas madres consumieron la dieta base más agua bidestilada como suplemento. Las ratas tratadas con APE presentaron mayor resistencia a la elevación de la temperatura corporal inducida por la hipertermia, una menor frecuencia

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...

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...

Volatility of organic aerosol and its components in the Megacity of Paris

Science.gov (United States)

Paciga, A.; Karnezi, E.; Kostenidou, E.; Hildebrandt, L.; Psichoudaki, M.; Engelhart, G. J.; Lee, B.-H.; Crippa, M.; Prévôt, A. S. H.; Baltensperger, U.; Pandis, S. N.

2015-08-01

Using a mass transfer model and the volatility basis set, we estimate the volatility distribution for the organic aerosol (OA) components during summer and winter in Paris, France as part of the collaborative project MEGAPOLI. The concentrations of the OA components as a function of temperature were measured combining data from a thermodenuder and an aerosol mass spectrometer (AMS) with Positive Matrix Factorization (PMF) analysis. The hydrocarbon-like organic aerosol (HOA) had similar volatility distributions for the summer and winter campaigns with half of the material in the saturation concentration bin of 10 μg m-3 and another 35-40 % consisting of low and extremely low volatility organic compounds (LVOCs and ELVOCs, respectively). The winter cooking OA (COA) was more than an order of magnitude less volatile than the summer COA. The low volatility oxygenated OA (LV-OOA) factor detected in the summer had the lowest volatility of all the derived factors and consisted almost exclusively of ELVOCs. The volatility for the semi-volatile oxygenated OA (SV-OOA) was significantly higher than that of the LV-OOA, containing both semi-volatile organic components (SVOCs) and LVOCs. The oxygenated OA (OOA) factor in winter consisted of SVOCs (45 %), LVOCs (25 %) and ELVOCs (30 %). The volatility of marine OA (MOA) was higher than that of the other factors containing around 60 % SVOCs. The biomass burning OA (BBOA) factor contained components with a wide range of volatilities with significant contributions from both SVOCs (50 %) and LVOCs (30 %). Finally, combining the O : C ratio and volatility distributions of the various factors, we incorporated our results into the two-dimensional volatility basis set (2D-VBS). Our results show that the factors cover a broad spectrum of volatilities with no direct link between the average volatility and average O : C of the OA components. Agreement between our findings and previous publications is encouraging for our understanding of the

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.

Regime-switching stochastic volatility. Evidence from the crude oil market

International Nuclear Information System (INIS)

Vo, Minh T.

2009-01-01

This paper incorporates regime-switching into the stochastic volatility (SV) framework in an attempt to explain the behavior of crude oil prices in order to forecast their volatility. More specifically, it models the volatility of oil return as a stochastic volatility process whose mean is subject to shifts in regime. The shift is governed by a two-state first-order Markov process. The Bayesian Markov Chain Monte Carlo method is used to estimate the models. The main findings are: first, there is clear evidence of regime-switching in the oil market. Ignoring it will lead to a false impression that the volatility is highly persistent and therefore highly predictable. Second, incorporating regime-switching into the SV framework significantly enhances the forecasting power of the SV model. Third, the regime-switching stochastic volatility model does a good job in capturing major events affecting the oil market. (author)

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....

Análisis estereoespecífico de los triacil-sn-gliceroles de las grasas naturales por métodos enzimáticos y cromatografía líquida de alta eficacia

Directory of Open Access Journals (Sweden)

Ruiz Gutiérrez, V.

1995-12-01

Full Text Available This paper is a review in which difficulties for the determination of the fatty acid stereospecific positions in the triacyl-sn-glycerol molecules of natural fats are discussed. For determining the stereospecific composition of the triacylglycerols, theoretical models for positional distribution of fatty acids in natural fats can be a useful estimation. Also, the principal methods for the stereospecific analysis by means of enzymatic analysis and high performance liquid chromatography are included. In both methods, the isolated sn-glyceridic fractions are later analysed by gas chromatography in order to know their fatty acid composition. In conclusion, combinations of several different analytical techniques such as enzymatic methods, high performance liquid chromatography, thin layer chromatography and gas chromatography can furnish valuable information to determine the stereospecific composition of the triacyl-sn-glycerols.

Este artículo es una revisión bibliográfica en la que se discute la complejidad que presenta la determinación de la composición estereoespecífica de los triacil-sn-gliceroles de las grasas naturales. Los modelos teóricos de distribución de los ácidos grasos en las grasas naturales pueden ser una estimación útil para la determinación de la composición estereoespecífica de sus triacil-sn-gliceroles. Además, se recogen los principales métodos de análisis enzimático y cromatografía liquida de alta eficacia para el análisis estereoespecífico. En ambos métodos, se aislan distintas fracciones sn-glicerídicas que son posteriormente analizadas por cromatografía de gases para conocer su composición en ácidos grasos. Como conclusión, puede señalarse que la información más valiosa para determinar la composición estereoespecífica de los triacil-sn-gliceroles resulta de la combinación de diferentes técnicas de análisis como son los análisis enzim

2-22 Study of Oxidation/reduction Volatilization Technology

Institute of Scientific and Technical Information of China (English)

Tan; Cunmin[1; Cao; Shiwei[1; Tian; Yuan[1; Qin; Zhi[1

2015-01-01

As an advanced dry head-end processing of spent fuel reprocessing, the oxidation-reduction volatilization technology will use for pulverizing uranium oxide ceramic pellets, decladding, and removal of most of volatile and semi-volatile fission elements, 3H, 14C, Kr, Xe, I, Cs, Ru and Tc, from fuel prior to main treatment process. The AIROX and ORIOX process, including circulation of oxidation in oxygen atmosphere and reduction in hydrogen atmosphere, researched on international at present, is considered to be the first choice for head-end processing.

Extracting volatility signal using maximum a posteriori estimation

Science.gov (United States)

Neto, David

2016-11-01

This paper outlines a methodology to estimate a denoised volatility signal for foreign exchange rates using a hidden Markov model (HMM). For this purpose a maximum a posteriori (MAP) estimation is performed. A double exponential prior is used for the state variable (the log-volatility) in order to allow sharp jumps in realizations and then log-returns marginal distributions with heavy tails. We consider two routes to choose the regularization and we compare our MAP estimate to realized volatility measure for three exchange rates.

Evaluation of γ-radiation on green tea odor volatiles

International Nuclear Information System (INIS)

Fanaro, G.B.; Duarte, R.C.; Araujo, M.M.; Purgatto, E.; Villavicencio, A.L.C.H.

2011-01-01

The aim of this study was to evaluate the gamma radiation effects on green tea odor volatiles in green tea at doses of 0, 5, 10, 15 and 20 kGy. The volatile organic compounds were extracted by hydrodistillation and analyzed by GC/MS. The green tea had a large influence on radiation effects, increasing the identified volatiles in relation to control samples. The dose of 10 kGy was responsible to form the majority of new odor compounds following by 5 and 20 kGy. However, the dose of 5 kGy was the dose that degraded the majority of volatiles in non-irradiated samples, following by 20 kGy. The dose of 15 kGy showed has no effect on odor volatiles. The gamma radiation, at dose up to 20 kGy, showed statistically no difference between irradiated and non irradiated green tea on odors compounds.

Volatile Composition of Smoked and Non-Smoked Iranian Rice

Directory of Open Access Journals (Sweden)

Leontina Lipan

2016-11-01

Full Text Available In this work, the volatile profiles of smoked and non-smoked Iranian rice were identified, and their relative abundance was calculated and compared. Headspace solid-phase microextraction together with gas chromatography-mass spectrometry (SPME-GC-MS were used to extract and identify the volatile compounds. The main groups of volatiles in Iranian rice were aldehydes, ketones, phenol derivatives, furans, linear hydrocarbons, esters and terpenes. The chemical family aldehydes was the most abundant one in the profile of non-smoked rice, while phenol derivatives and furans predominated in smoked samples. This study is the first one reporting comparative data of volatile compounds between smoked and non-smoked Iranian rice.

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...

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

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.

Digestibilidad in situ de dietas con harina de nopal deshidratado conteniendo un preparado de enzimas fibrolíticas exógenas In situ digestibility in dehydrated ground prickly pear diets containing a fybrolitic enzymes product

Directory of Open Access Journals (Sweden)

Marco Medina Romo

2006-07-01

Full Text Available Se evaluó el efecto de un preparado de enzimas fibrolíticas exógenas (celulasas y xilanasas en la degradabilidad in situ de la materia seca (DisMS, fibra detergente neutro (DFDNr y fibra detergente ácido residual (DFDAr, en dietas altas o bajas en harina de nopal deshidratado. Se aplicaron concentraciones de 0, 1, 2 y 3 g de enzima por kilogramo de materia seca al inicio y 24 horas antes de la degradación in situ. Se determinó la concentración de ácidos grasos volátiles totales y de nitrógeno amoniacal a las 0, 3, 6, 9, 12 y 24 horas después de aplicarse la enzima. No se observaron efectos en DisMS, DFDNr y DFDAr; la aplicación al inicio de la degradación in situ mostró valores más altos que a 24 horas para DisMS y DFDNr, pero fue menor para DFDAr. No se observaron diferencias en las interacciones entre niveles de enzima, tipo de dieta y tiempo de pretratamiento. La aplicación de 1 y 3 g de enzima, en la dieta con bajo contenido de harina de nopal, tuvo efectos en el incremento de los ácidos grasos volátiles totales; para el nitrógeno amoniacal, los mejores resultados ocurrieron con 0 y 1 g de enzima.It was evaluated the effect of a fybrolitic enzyme product (cellulases and xylanases on in situ digestibility of dry matter (DisMS, residual neutral detergent fiber (DFDNr and acid detergent fiber (DFDAr, in dehydrated ground prickly pear diets with a low or high level. Enzyme concentrations of 0, 1, 2, and 3 g kg-1 of dry matter applied at the beginning (0 hour and 24 hours before starting in situ digestibility were used. Total volatile fatty acids and ammonia nitrogen were determined at: 0, 3, 6, 9, 12, and 24 hours after the enzyme application. There were no effects on DisMS, DFDNr, and DFDAr. Initial application of enzyme concentrations (0 hour was higher than 24 hours for DisMS and DFDNr but lower for DFDAr. No differences were observed in interactions among enzyme level, diet and application time. Application of 1 and 3 g of

Electronic trading system and returns volatility in the oil futures market

International Nuclear Information System (INIS)

Liao, Huei-Chu; Lee, Yi-Huey; Suen, Yu-Bo

2008-01-01

This paper uses daily Brent crude prices to investigate the employment of electronic trading on the returns conditional volatility in the oil futures market. After a suitable GARCH model is established, the conditional volatility series are found. The Bai and Perron model is then used to find two significant structural breaks for these conditional volatility series around two implementation dates of electronic trading. This result indicates that the change in the trading system has significant impacts on the returns volatility since our estimated second break date is very close to the all-electronic trade implementation date. Moreover, the conditional volatility in the all-electronic trading period is found to be more dominated by the temporal persistence rather than the volatility clustering effect. All these evidence can shed some light for explaining the high relationship between more volatile world oil price and the more popular electronic trade. (author)

A multiscale extension of the Margrabe formula under stochastic volatility

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Park, Chang-Rae

2017-01-01

Highlights: • Fast-mean-reverting stochastic volatility model is chosen to extend the classical Margrabe formula. • The resultant formula is explicitly given by the greeks of Margrabe price itself. • We show how the stochastic volatility corrects the Margrabe price behavior. - Abstract: The pricing of financial derivatives based on stochastic volatility models has been a popular subject in computational finance. Although exact or approximate closed form formulas of the prices of many options under stochastic volatility have been obtained so that the option prices can be easily computed, such formulas for exchange options leave much to be desired. In this paper, we consider two different risky assets with two different scales of mean-reversion rate of volatility and use asymptotic analysis to extend the classical Margrabe formula, which corresponds to a geometric Brownian motion model, and obtain a pricing formula under a stochastic volatility. The resultant formula can be computed easily, simply by taking derivatives of the Margrabe price itself. Based on the formula, we show how the stochastic volatility corrects the Margrabe price behavior depending on the moneyness and the correlation coefficient between the two asset prices.

Volatile element loss during planetary magma ocean phases

Science.gov (United States)

Dhaliwal, Jasmeet K.; Day, James M. D.; Moynier, Frédéric

2018-01-01

Moderately volatile elements (MVE) are key tracers of volatile depletion in planetary bodies. Zinc is an especially useful MVE because of its generally elevated abundances in planetary basalts, relative to other MVE, and limited evidence for mass-dependent isotopic fractionation under high-temperature igneous processes. Compared with terrestrial basalts, which have δ66Zn values (per mille deviation of the 66Zn/64Zn ratio from the JMC-Lyon standard) similar to some chondrite meteorites (∼+0.3‰), lunar mare basalts yield a mean δ66Zn value of +1.4 ± 0.5‰ (2 st. dev.). Furthermore, mare basalts have average Zn concentrations ∼50 times lower than in typical terrestrial basaltic rocks. Late-stage lunar magmatic products, including ferroan anorthosite, Mg- and Alkali-suite rocks have even higher δ66Zn values (+3 to +6‰). Differences in Zn abundance and isotopic compositions between lunar and terrestrial rocks have previously been interpreted to reflect evaporative loss of Zn, either during the Earth-Moon forming Giant Impact, or in a lunar magma ocean (LMO) phase. To explore the mechanisms and processes under which volatile element loss may have occurred during a LMO phase, we developed models of Zn isotopic fractionation that are generally applicable to planetary magma oceans. Our objective was to identify conditions that would yield a δ66Zn signature of ∼+1.4‰ within the lunar mantle. For the sake of simplicity, we neglect possible Zn isotopic fractionation during the Giant Impact, and assumed a starting composition equal to the composition of the present-day terrestrial mantle, assuming both the Earth and Moon had zinc 'consanguinity' following their formation. We developed two models: the first simulates evaporative fractionation of Zn only prior to LMO mixing and crystallization; the second simulates continued evaporative fractionation of Zn that persists until ∼75% LMO crystallization. The first model yields a relatively homogenous bulk solid

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.

The impact of induced plant volatiles on lant-arthropod interactions

NARCIS (Netherlands)

Alba, J.M.; Bleeker, P.M.; Glas, J.J.; Schimmel, B.C.J.; van Wijk, M.; Sabelis, M.W.; Schuurink, R.C.; Kant, M.R.; Smagghe, G.; Diaz, I.

2012-01-01

Plants release volatile organic compounds from their vegetative tissues into their environment during most of their life cycle. The functions of these volatiles are diverse and not always known but some of these volatiles repel foraging herbivores while others, in turn, attract them and are feeding

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...

Option Valuation with Observable Volatility and Jump Dynamics

DEFF Research Database (Denmark)

Christoffersen, Peter; Feunou, 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...... for straightforward filtering and estimation of the model. Our model belongs to the affine class enabling us to derive the conditional characteristic function so that option values can be computed rapidly without simulation. When estimated on S&P500 index options and returns the new model performs well compared...

Volatilization of Po by microorganisms at laboratory culture experiments

International Nuclear Information System (INIS)

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

2005-01-01

The previous experiments proved the volatility of polonium form culture medium in which microorganisms were propagated from seed of seawater, river water or pond water, therefore we did not know what kind of species are responsible to Po volatility. To search microorganisms, which concerned with Po emission we carried out culture experiments using known microorganisms. Three microorganisms were examined; Escherichia coli K-12, Bacillus subtilis and Chromobacterium violaceum. The microorganisms were pre-cultured in LB medium at 30 degree C and a small portion of the pre-cultured was transferred to a culture bottle in which LB medium and 208 Po tracer were contained. The culture was done at 30 degree C with shaking the culture bottle and air passed through a filter was introduced. The Po volatilized was transferred into the trap vials in which scintillator for liquid scintillation counting (LSC) was contained. The Po activity was measured by LSC. All of the microorganisms examined volatilized Po but their ability was quite different each other. Highest ability was observed on Chromobacterium violaceum and then Escherichia coli K-12 followed by Bacillus subtilis, the relative magnitude of the ability was 10 2 , 10, 1, respectively. Chromobacterium violaceum and Escherichia coli K-12 showed high volatility for the first 24 h but Escherichia coli K-12 showed a decrease thereafter. However high volatility was continued on Chromobacterium violaceum during the culture. The low culture temperature suppressed Po volatility, supporting biologically mediated Po emission from the culture.