Collection and identification of human remains volatiles by non-contact, dynamic airflow sampling and SPME-GC/MS using various sorbent materials.

Science.gov (United States)

DeGreeff, Lauryn E; Furton, Kenneth G

2011-09-01

Human remains detection canines are used in locating deceased humans in diverse scenarios and environments based on odor produced during the decay process of the human body. It has been established that human remains detection canines are capable of locating human remains specifically, as opposed to living humans or animal remains, thus suggesting a difference in odor between the different sources. This work explores the collection and determination of such odors using a dynamic headspace concentration device. The airflow rate and three sorbent materials-Dukal cotton gauze, Johnson & Johnson cotton-blend gauze, and polyester material-used for odor collection were evaluated using standard compounds. It was determined that higher airflow rates and openly woven material, e.g., Dukal cotton gauze, yielded significantly less total volatile compounds due to compound breakthrough through the sorbent material. Collection from polymer- and cellulose-based materials demonstrated that the molecular backbone of the material is a factor in compound collection as well. Volatiles, including cyclic and straight-chain hydrocarbons, organic acids, sulfides, aldehydes, ketones, and alcohols, were collected from a population of 27 deceased bodies from two collection locations. The common compounds between the subjects were compared and the odor profiles were determined. These odor profiles were compared with those of animal remains and living human subjects collected in the same manner. Principal component analysis showed that the odor profiles of the three sample types were distinct.

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

Detection of mastitis pathogens by analysis of volatile bacterial metabolites

NARCIS (Netherlands)

Hettinga, K.A.; Valenberg, van H.J.F.; Lam, T.J.G.M.; Hooijdonk, van A.C.M.

2008-01-01

The ability to detect mastitis pathogens based on their volatile metabolites was studied. Milk samples from cows with clinical mastitis, caused by Staphylococcus aureus, coagulase-negative staphylococci, Streptococcus uberis, Streptococcus dysgalactiae, and Escherichia coli were collected. In

Analysis of volatile compounds by open-air ionization mass spectrometry.

Science.gov (United States)

Meher, Anil Kumar; Chen, Yu-Chie

2017-05-08

This study demonstrates a simple method for rapid and in situ identification of volatile and endogenous compounds in culinary spice samples through mass spectrometry (MS). This method only requires a holder for solid spice sample (2-3 mm) that is placed close to a mass spectrometer inlet, which is applied with a high voltage. Volatile species responsible for the aroma of the spice samples can be readily detected by the mass spectrometer. Sample pretreatment is not required prior to MS analysis, and no solvent was used during MS analysis. The high voltage applied to the inlet of the mass spectrometer induces the ionization of volatile compounds released from the solid spice samples. Furthermore, moisture in the air also contributes to the ionization of volatile compounds. Dried spices including cinnamon and cloves are used as the model sample to demonstrate this straightforward MS analysis, which can be completed within few seconds. Furthermore, we also demonstrate the suitability of the current method for rapid screening of cinnamon quality through detection of the presence of a hepatotoxic agent, i.e. coumarin. Copyright © 2017 Elsevier B.V. All rights reserved.

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

Directory of Open Access Journals (Sweden)

Abdul Rashid

2013-10-01

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

Volatile organic compound analysis in wood combustion and meat cooking emissions

International Nuclear Information System (INIS)

Zielinska, B.; McDonald, J.

1999-01-01

Residential wood combustion and meat cooking emissions were each analyzed for volatile organic compounds (VOC). Emissions were diluted 60--100 times, cooled to ambient temperature, and allowed 80 seconds for condensation prior to collection with the aid of a DRI-constructed dilution stack sampler. Fireplace and wood-stove emissions testing was conducted at the DRI facilities. Wood type, wood moisture, burn rate, and fuel load were varied for different experiments. Meat emissions testing was conducted at the CE-CERT stationary emissions lab, University of California, Riverside. Meat type, fat content, and cooking appliance were changed in different tests. VOCs were collected using stainless-steel 6 L canisters and Tenax cartridges, whereas for carbonyl compound collection 2,4-dinitrophenylhydrazine (DNPH)-impregnated C 18 SepPack cartridges were used. Analysis of VOC collected with canisters and Tenax cartridges was conducted by Gas Chromatography/Mass Spectrometry (GC/MS) and by GC/FID/ECD (flame ionization detection/electron capture detection). DNPH-impregnated cartridges were analyzed for fourteen C 1 --C 7 carbonyl compounds, using the HPLC method. The results of these measurements are discussed

Comparative analysis of juice volatiles in selected mandarins, mandarin relatives and other citrus genotypes.

Science.gov (United States)

Yu, Yuan; Bai, Jinhe; Chen, Chunxian; Plotto, Anne; Baldwin, Elizabeth A; Gmitter, Frederick G

2018-02-01

Citrus fruit flavor is an important attribute prioritized in variety improvement. The present study compared juice volatiles compositions from 13 selected citrus genotypes, including six mandarins (Citrus reticulata), three sour oranges (Citrus aurantium), one blood orange (Citrus sinensis), one lime (Citrus limonia), one Clementine (Citrus clementina) and one satsuma (Citrus unshiu). Large differences were observed with respect to volatile compositions among the citrus genotypes. 'Goutou' sour orange contained the greatest number of volatile compounds and the largest volatile production level. 'Ponkan' mandarin had the smallest number of volatiles and 'Owari' satsuma yielded the lowest volatile production level. 'Goutou' sour orange and 'Moro' blood orange were clearly distinguished from other citrus genotypes based on the analysis of volatile compositions, even though they were assigned into one single group with two other sour oranges by the molecular marker profiles. The clustering analysis based on the aroma volatile compositions was able to differentiate mandarin varieties and natural sub-groups, and was also supported by the molecular marker study. The gas chromatography-mass spectrometry analysis of citrus juice aroma volatiles can be used as a tool to distinguish citrus genotypes and assist in the assessment of future citrus breeding programs. The aroma volatile profiles of the different citrus genotypes and inter-relationships detected among volatile compounds and among citrus genotypes will provide fundamental information on the development of marker-assisted selection in citrus breeding. © 2017 Society of Chemical Industry. © 2017 Society of Chemical Industry.

Analysis of volatile compounds from Iberian hams: a review

Directory of Open Access Journals (Sweden)

Narváez-Rivas, M.

2012-10-01

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

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

Headspace Analysis of Volatile Compounds Coupled to Chemometrics in Leaves from the Magnoliaceae Family

Directory of Open Access Journals (Sweden)

Mohamed A. Farag

2015-01-01

Full Text Available Headspace volatile analysis has been used for volatiles profiling in leaves of 4 Magnolia species with a total of 75 compounds were identified. Monterpene hydrocarbons dominated the volatile blend of M. calophylla (86%, M. acuminata (78%, M. virginiana (70% and M. grandiflora (47% with b -pinene and b -ocimene occurring in the largest amounts, whereas sesquiterpenes were the most abundant compounds in M. grandiflora (39%. High levels of oxygenated compounds were only found in M. virginiana volatile blend (11.4% with 2-phenylethyl alcohol as major component. Hierarchical cluster analysis performed on volatiles content revealed the close relationship between M. acuminata and M. calophylla.

An overview of plant volatile metabolomics, sample treatment and reporting considerations with emphasis on mechanical damage and biological control of weeds.

Science.gov (United States)

Beck, John J; Smith, Lincoln; Baig, Nausheena

2014-01-01

The technology for the collection and analysis of plant-emitted volatiles for understanding chemical cues of plant-plant, plant-insect or plant-microbe interactions has increased over the years. Consequently, the in situ collection, analysis and identification of volatiles are considered integral to elucidation of complex plant communications. Due to the complexity and range of emissions the conditions for consistent emission of volatiles are difficult to standardise. To discuss: evaluation of emitted volatile metabolites as a means of screening potential target- and non-target weeds/plants for insect biological control agents; plant volatile metabolomics to analyse resultant data; importance of considering volatiles from damaged plants; and use of a database for reporting experimental conditions and results. Recent literature relating to plant volatiles and plant volatile metabolomics are summarised to provide a basic understanding of how metabolomics can be applied to the study of plant volatiles. An overview of plant secondary metabolites, plant volatile metabolomics, analysis of plant volatile metabolomics data and the subsequent input into a database, the roles of plant volatiles, volatile emission as a function of treatment, and the application of plant volatile metabolomics to biological control of invasive weeds. It is recommended that in addition to a non-damaged treatment, plants be damaged prior to collecting volatiles to provide the greatest diversity of odours. For the model system provided, optimal volatile emission occurred when the leaf was punctured with a needle. Results stored in a database should include basic environmental conditions or treatments. Copyright © 2013 John Wiley & Sons, Ltd.

Compositional Analysis and Antioxidant Activity of Volatile ...

African Journals Online (AJOL)

Compositional Analysis and Antioxidant Activity of Volatile. Components of Two Salvia spp. F Forouzin*, R Jamei and R Heidari. Department of Biology, Faculty of Science, Urmia University, West Azerbaijan, Iran. *For correspondence: Email: f_forouzin@yahoo.com, rjamei274@gmail.com, r.heidari@mail.urmia.ac.ir; Tel: ...

Bitcoin Market Volatility Analysis Using Grand Canonical Minority Game

Directory of Open Access Journals (Sweden)

Matteo Ortisi

2016-12-01

Full Text Available In this paper we propose to use the Grand Canonical Minority Game (GCMG, a highly simplified financial market model as a model of bitcoin market to show how the lack of an income for “miners”, similar to yield earned by bond holders, could be a structural reason for high volatility of bitcoin price in a reference currency. Coherently with present analysis, the introduction of future contracts on bitcoin would have the effect of reducing the overall market volatility.

Multivariate Volatility Impulse Response Analysis of GFC News Events

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert)

2015-01-01

markdownabstract__Abstract__ This paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the

Analysis of volatile compounds of Malaysian Tualang ( Koompassia ...

African Journals Online (AJOL)

Analysis of volatile compounds of Malaysian Tualang ( Koompassia excelsa ) honey using gas chromatography mass spectrometry. ... Other classes of chemical compounds detected included acids, aldehydes, alcohols, ketones, terpenes, furans and a miscellaneous group. Methanol yielded the highest number of extracted ...

New methods for field collection of human skin volatiles and perspectives for their application in the chemical ecology of human-pathogen-vector interactions.

Science.gov (United States)

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

2013-08-01

Odours emitted by human skin are of great interest to biologists in many fields, with practical applications in forensics, health diagnostic tools and the ecology of blood-sucking insect vectors of human disease. Convenient methods are required for sampling human skin volatiles under field conditions. We experimentally compared four modern methods for sampling skin odours: solvent extraction, headspace solid-phase micro-extraction (SPME), and two new techniques not previously used for the study of mammal volatiles, contact SPME and dynamic headspace with a chromatoprobe design. These methods were tested and compared both on European subjects under laboratory conditions and on young African subjects under field conditions. All four methods permitted effective trapping of skin odours, including the major known human skin volatile compounds. In both laboratory and field experiments, contact SPME, in which the time of collection was restricted to 3 min, provided results very similar to those obtained with classical headspace SPME, a method that requires 45 min of collection. Chromatoprobe sampling also proved to be very sensitive, rapid and convenient for the collection of human-produced volatiles in natural settings. Both contact SPME and chromatoprobe design may considerably facilitate the study of human skin volatiles under field conditions, opening new possibilities for examining the olfactory cues mediating the host-seeking behaviour of mosquito vectors implicated in the transmission of major diseases.

Multivariate Volatility Impulse Response Analysis of GFC News Events

NARCIS (Netherlands)

D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)

2015-01-01

textabstractThis paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index from the

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)

Comparative Analysis of Market Volatility in Indian Banking and IT Sectors by using Average Decline Model

OpenAIRE

Kirti AREKAR; Rinku JAIN

2017-01-01

The stock market volatility is depends on three major features, complete volatility, volatility fluctuations, and volatility attention and they are calculate by the statistical techniques. Comparative analysis of market volatility for two major index i.e. banking & IT sector in Bombay stock exchange (BSE) by using average decline model. The average degeneration process in volatility has being used after very high and low stock returns. The results of this study explain significant decline in...

Comparative Analysis of Market Volatility in Indian Banking and IT Sectors by using Average Decline Model

Directory of Open Access Journals (Sweden)

Kirti AREKAR

2017-12-01

Full Text Available The stock market volatility is depends on three major features, complete volatility, volatility fluctuations, and volatility attention and they are calculate by the statistical techniques. Comparative analysis of market volatility for two major index i.e. banking & IT sector in Bombay stock exchange (BSE by using average decline model. The average degeneration process in volatility has being used after very high and low stock returns. The results of this study explain significant decline in volatility fluctuations, attention, and level between epochs of pre and post particularly high stock returns.

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...

The development of a volatile organics concentrator for use in monitoring Space Station water quality

Science.gov (United States)

Bodek, Itamar; Ehntholt, Daniel J.; Stolki, Thomas J.; Valentine, James R.; Trabanino, Rudy; Webb, Johanna V.; Sauer, Richard L.

1991-01-01

A breadboard concept of a volatile organics concentrator (VOC) is manufactured and tested for optimized water-quality analysis in a space environment. The VOC system is attached to a gas chromatograph/mass spectrometer to analyze the volatile chemicals relevant to the operation of Space Station Freedom. The preliminary tests include: (1) comparisons with analyses based on direct on-column injections of standards; (2) analyses of iodinated volatile organics; (3) comparisons of nitrogen vs helium as the chromatography carrier gas; and (4) measurements of collection efficiency. The VOC can analyze EPA method-624 analytes at comparable detection using flame-ionization detection and can analyze volatile iodinated compounds. The breadboard has good reproducibility and can use nitrogen as a carrier gas; good results are noted for the collection and concentration levels and for water removal.

HS-SPME analysis of volatile organic compounds of coniferous needle litter

Science.gov (United States)

Isidorov, V. A.; Vinogorova, V. T.; Rafałowski, K.

The composition of volatile emission of Scots pine ( Pinus sylvestris) and spruce ( Picea exelsa) litter was studied by gas chromatography-mass spectrometry (GC-MS) and samples were collected by solid-phase microextraction (SPME) method. The list of identified compounds includes over 60 organic substances of different classes. It was established that volatile emission contain not only components of essential oils of pine and spruce needles but also a large number of organic compounds which are probably secondary metabolites of litter-decomposing fungi. They include lower carbonyl compounds and alcohols as well as products of terpene dehydration and oxidation. These data show that the processes of litter decomposition are an important source of reactive organic compounds under canopy of coniferous forests.

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.

Propolis volatiles characterisation from acaricide-treated and -untreated beehives maintained at Algarve (Portugal).

Science.gov (United States)

Miguel, Maria G; Nunes, Susana; Cruz, Cláudia; Duarte, João; Antunes, Maria D; Cavaco, Ana M; Mendes, Marta D; Lima, A Sofia; Pedro, Luis G; Barroso, José G; Figueiredo, A Cristina

2013-04-01

The variability of the volatile profile of 70 propolis samples from acaricide-treated and -untreated beehives maintained at Algarve (Portugal) was evaluated. Propolis samples were collected in three regions of Algarve at three different periods. Cluster analysis based on the propolis volatiles' chemical composition defined two main clusters, not related to the time of year, collection site, altitude, temperature or humidity ranges, and was based mainly on the relative amounts of viridiflorol, n-tricosane and n-nonadecane for cluster I. Cluster II was mainly characterised by the high thymol content, followed by viridiflorol, n-tricosane and n-nonadecane. The presence of higher thymol levels in propolis samples from cluster II may reflect the long use of an acaricide with thymol as main active ingredient. All samples showed an intense rock-rose aroma supported by the presence of characteristic Cistus and labdanum oil volatile components. Given the nowadays frequent propolis household use, volatiles thorough characterisation may assist in its quality assessment.

The GC/MS Analysis of Volatile Components Extracted by Different Methods from Exocarpium Citri Grandis

Directory of Open Access Journals (Sweden)

Zhisheng Xie

2013-01-01

Full Text Available Volatile components from Exocarpium Citri Grandis (ECG were, respectively, extracted by three methods, that is, steam distillation (SD, headspace solid-phase microextraction (HS-SPME, and solvent extraction (SE. A total of 81 compounds were identified by gas chromatography-mass spectrometry including 77 (SD, 56 (HS-SPME, and 48 (SE compounds, respectively. Despite of the extraction method, terpenes (39.98~57.81% were the main volatile components of ECG, mainly germacrene-D, limonene, 2,6,8,10,14-hexadecapentaene, 2,6,11,15-tetramethyl-, (E,E,E-, and trans-caryophyllene. Comparison was made among the three methods in terms of extraction profile and property. SD relatively gave an entire profile of volatile in ECG by long-time extraction; SE enabled the analysis of low volatility and high molecular weight compounds but lost some volatiles components; HS-SPME generated satisfactory extraction efficiency and gave similar results to those of SD at analytical level when consuming less sample amount, shorter extraction time, and simpler procedure. Although SD and SE were treated as traditionally preparative extractive techniques for volatiles in both small batches and large scale, HS-SPME coupled with GC/MS could be useful and appropriative for the rapid extraction and qualitative analysis of volatile components from medicinal plants at analytical level.

Volatility Analysis of Bitcoin Price Time Series

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Lukáš Pichl

2017-12-01

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

System of extraction of volatiles from soil using microwave processes

Science.gov (United States)

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

2013-01-01

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

Comparative Analysis of Flower Volatiles from Nine Citrus at Three Blooming Stages

Directory of Open Access Journals (Sweden)

Muhammad Azam

2013-11-01

Full Text Available Volatiles from flowers at three blooming stages of nine citrus cultivars were analyzed by headspace-solid phase microextraction (HS-SPME-GC-MS. Up to 110 volatiles were detected, with 42 tentatively identified from citrus flowers for the first time. Highest amounts of volatiles were present in fully opened flowers of most citrus, except for pomelos. All cultivars were characterized by a high percentage of either oxygenated monoterpenes or monoterpene hydrocarbons, and the presence of a high percentage of nitrogen containing compounds was also observed. Flower volatiles varied qualitatively and quantitatively among citrus types during blooming. Limonene was the most abundant flower volatile only in citrons; α-citral and β-citral ranked 2nd and 3rd only for Bergamot, and unopened flowers of Ponkan had a higher amount of linalool and β-pinene while much lower amount of γ-terpinene and p-cymene than Satsuma. Taking the average of all cultivars, linalool and limonene were the top two volatiles for all blooming stages; β-pinene ranked 3rd in unopened flowers, while indole ranked 3rd for half opened and fully opened flower volatiles. As flowers bloomed, methyl anthranilate increased while 2-hexenal and p-cymene decreased. In some cases, a volatile could be high in both unopened and fully opened flowers but low in half opened ones. Through multivariate analysis, the nine citrus cultivars were clustered into three groups, consistent with the three true citrus types. Furthermore, an influence of blooming stages on clustering was observed, especially with hybrids Satsuma and Huyou. Altogether, it was suggested that flower volatiles can be suitable markers for revealing the genetic relationships between citrus cultivars but the same blooming stage needs to be strictly controlled.

The ESA Lunar Lander and the search for Lunar Volatiles

Science.gov (United States)

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

2011-10-01

Following the Apollo era the moon was considered a volatile poor body. Samples collected from the Apollo missions contained only ppm levels of water formed by the interaction of the solar wind with the lunar regolith [1]. However more recent orbiter observations have indicated that water may exist as water ice in cold polar regions buried within craters at concentrations of a few wt. % [2]. Infrared images from M3 on Chandrayaan-1 have been interpreted as showing the presence of hydrated surface minerals with the ongoing hydroxyl/water process feeding cold polar traps. This has been supported by observation of ephemeral features termed "space dew" [3]. Meanwhile laboratory studies indicate that water could be present in appreciable quantities in lunar rocks [4] and could also have a cometary source [5]. The presence of sufficient quantities of volatiles could provide a resource which would simplify logistics for long term lunar missions. The European Space Agency (ESA's Directorate of Human Spaceflight and Operations) have provisionally scheduled a robotic mission to demonstrate key technologies to enable later human exploration. Planned for launch in 2018, the primary aim is for precise automated landing, with hazard avoidance, in zones which are almost constantly illuminated (e.g. at the edge of the Shackleton crater at the lunar south pole). These regions would enable the solar powered Lander to survive for long periods > 6 months, but require accurate navigation to within 200m. Although landing in an illuminated area, these regions are close to permanently shadowed volatile rich regions and the analysis of volatiles is a major science objective of the mission. The straw man payload includes provision for a Lunar Volatile and Resources Analysis Package (LVRAP). The authors have been commissioned by ESA to conduct an evaluation of possible technologies to be included in L-VRAP which can be included within the Lander payload. Scientific aims are to demonstrate the

Analysis of honeybush tea (Cyclopia spp.) volatiles by comprehensive two-dimensional gas chromatography using a single-stage thermal modulator.

Science.gov (United States)

Ntlhokwe, Gaalebalwe; Tredoux, Andreas G J; Górecki, Tadeusz; Edwards, Matthew; Vestner, Jochen; Muller, Magdalena; Erasmus, Lené; Joubert, Elizabeth; Christel Cronje, J; de Villiers, André

2017-07-01

The applicability of comprehensive two-dimensional gas chromatography (GC×GC) using a single-stage thermal modulator was explored for the analysis of honeybush tea (Cyclopia spp.) volatile compounds. Headspace solid phase micro-extraction (HS-SPME) was used in combination with GC×GC separation on a non-polar × polar column set with flame ionisation (FID) detection for the analysis of fermented Cyclopia maculata, Cyclopia subternata and Cyclopia genistoides tea infusions of a single harvest season. Method optimisation entailed evaluation of the effects of several experimental parameters on the performance of the modulator, the choice of columns in both dimensions, as well as the HS-SPME extraction fibre. Eighty-four volatile compounds were identified by co-injection of reference standards. Principal component analysis (PCA) showed clear differentiation between the species based on their volatile profiles. Due to the highly reproducible separations obtained using the single-stage thermal modulator, multivariate data analysis was simplified. The results demonstrate both the complexity of honeybush volatile profiles and the potential of GC×GC separation in combination with suitable data analysis techniques for the investigation of the relationship between sensory properties and volatile composition of these products. The developed method therefore offers a fast and inexpensive methodology for the profiling of honeybush tea volatiles. Graphical abstract Surface plot obtained for the GC×GC-FID analysis of honeybush tea volatiles.

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

Analysis of volatile components from Melipona beecheii geopropolis from Southeast Mexico by headspace solid-phase microextraction.

Science.gov (United States)

Torres-González, Ahira; López-Rivera, Paulina; Duarte-Lisci, Georgina; López-Ramírez, Ángel; Correa-Benítez, Adriana; Rivero-Cruz, J Fausto

2016-01-01

A head space solid-phase microextraction method combined with gas chromatography-mass spectrometry was developed and optimised to extract and analyse volatile compounds of Melipona beecheii geopropolis. Seventy-three constituents were identified using this technique in the sample of geopropolis collected. The main compounds detected include β-fenchene (14.53-15.45%), styrene (8.72-9.98%), benzaldehyde (7.44-7.82%) and the most relevant volatile components presents at high level in the geopropolis were terpenoids (58.17%).

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.

Comparative Analysis of the Volatile Fraction of Fruit Juice from Different Citrus Species

Science.gov (United States)

Alamar, M. Carmen; Gutiérrez, Abelardo; Granell, Antonio

2011-01-01

The volatile composition of fruit from four Citrus varieties (Powell Navel orange, Clemenules mandarine, and Fortune mandarine and Chandler pummelo) covering four different species has been studied. Over one hundred compounds were profiled after HS-SPME-GC-MS analysis, including 27 esters, 23 aldehydes, 21 alcohols, 13 monoterpene hydrocarbons, 10 ketones, 5 sesquiterpene hydrocarbons, 4 monoterpene cyclic ethers, 4 furans, and 2 aromatic hydrocarbons, which were all confirmed with standards. The differences in the volatile profile among juices of these varieties were essentially quantitative and only a few compounds were found exclusively in a single variety, mainly in Chandler. The volatile profile however was able to differentiate all four varieties and revealed complex interactions between them including the participation in the same biosynthetic pathway. Some compounds (6 esters, 2 ketones, 1 furan and 2 aromatic hydrocarbons) had never been reported earlier in Citrus juices. This volatile profiling platform for Citrus juice by HS-SPME-GC-MS and the interrelationship detected among the volatiles can be used as a roadmap for future breeding or biotechnological applications. PMID:21818287

Measurement of volatiles, semi-volatiles and heavy metals in an oil burn test

International Nuclear Information System (INIS)

Li, K.; Caron, T.; Landriault, M.; Pare, J.R.J.; Fingas, M.

1992-01-01

Tests involving meso-scale burning of Louisiana crude oil were conducted, and during each burn, extensive samples were taken from the oil, residue, and the smoke plume. The detailed analytical work employed to obtain and analyze the burn samples is outlined and discussed. The analytical parameters included volatiles and semi-volatiles of environmental interests as well as heavy metals typically contained in the starting crude oil. Because the smoke plume did not always impinge on the samplers, the ground samplers did not collect sufficient samples for a definitive analysis. Crude/residue analyses showed the burn resulted in a significant reduction of polycyclic aromatic hydrocarbons (PAH) in the original oil. Most of the reduction was thought to be simply evaporation or destruction from combustion. The residue did not have the degree of enrichment of the higher molecular weight PAHs as was the case in bench-scale burn experiments. Volatile organic compound and dioxin/furan measurements likewise did not show high levels of contamination from the burn itself. Most of the elevated levels of contaminants could probably be due to evaporation of the oil itself. Insufficient sampling was conducted to investigate the background levels from the weathering process. A novel means of sampling using a small remote controlled helicopter was attempted and sufficiently interesting results were obtained to indicate the potential of this passive sampling device for future work. 5 refs., 4 figs

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.

Validation of exhaled volatile organic compounds analysis using electronic nose as index of COPD severity

Directory of Open Access Journals (Sweden)

Finamore P

2018-05-01

Full Text Available Panaiotis Finamore,1 Claudio Pedone,1 Simone Scarlata,1 Alessandra Di Paolo,1 Simone Grasso,2 Marco Santonico,2 Giorgio Pennazza,2 Raffaele Antonelli Incalzi1 1Unit of Geriatrics, Campus Bio-Medico di Roma University, Rome, Italy; 2Unit of Electronics for Sensor Systems, Campus Bio-Medico di Roma University, Rome, Italy Aim: Six-minute walking test distance (6MWD and body mass index, obstruction, dyspnea and exercise (BODE index are measures of functional status in COPD patients, but require space, time and patient’s compliance. Exhaled volatile organic compounds (VOCs analysis via electronic nose is a quick and easy method that has already been used to discriminate COPD phenotypes. The aim of this study is to evaluate whether VOCs analysis can predict functional status and its variation over time in COPD patients.Methods: A monocentric prospective study with 1 year of follow-up was carried out. All patients underwent pulmonary function tests, arterial gas analysis, bioimpedance analysis, 6-minute walking test, and VOCs collection. Exhaled breath was collected with Pneumopipe® and analyzed using BIONOTE electronic nose. Outcomes prediction was performed by k-fold cross-validated partial least square discriminant analysis: accuracy, sensitivity and specificity as well as Cohen’s kappa for agreement were calculated.Results: We enrolled 63 patients, 60.3% men, with a mean age of 71 (SD: 8 years, median BODE index of 1 (interquartile range: 0–3 and mean 6MWD normalized by squared height (n6MWD of 133.5 (SD: 42 m/m2. The BIONOTE predicted baseline BODE score (dichotomized as BODE score <3 or ≥3 with an accuracy of 86% and quartiles of n6MWD with an accuracy of 79%. n6MWD decline more than the median value after 1 year was predicted with an accuracy of 86% by BIONOTE, 52% by Global Initiative for Chronic Obstructive Lung Disease (GOLD class and 78% by combined BIONOTE and GOLD class.Conclusion: Exhaled VOCs analysis identifies classes of BODE

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.

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.

Volatile compounds formation in alcoholic fermentation from grapes collected at 2 maturation stages: Influence of nitrogen compounds and grape variety

OpenAIRE

Martínez-Gil, A. M.; Garde-Cerdán, Teresa; Lorenzo, Cándida; Félix Lara, J.; Pardo, F.; Rosario Salinas, M.

2012-01-01

The aim of this work was to study the influence of nitrogen compounds on the formation of volatile compounds during the alcoholic fermentation carried out with 4 nonaromatic grape varieties collected at 2 different maturation stages. To do this, Monastrell, Merlot, Syrah, and Petit Verdot grapes were collected 1 wk before harvest and at harvest. Then, the musts were inoculated with the same Saccharomyces cerevisiae yeast strain and were fermented in the same winemaking conditions. Amino acids...

Volatiles produced by Staphylococcus xylosus and Staphylococcus carnosus during growth in sausage minces

DEFF Research Database (Denmark)

Stahnke, Marie Louise Heller

1999-01-01

Aseptic model minces were inoculated with commercial samples of either Staphylococcus xylosus or Staphylococcus carnosus. Volatiles produced by the cultures were collected during growth by diffusive sampling onto adsorbent traps, identified by thermal desorption-gas chromatography-mass spectrometry...... and quantified by thermal desorption-gas chromatography-flame ionisation. The data were analysed by principal component analysis. The study showed that both starter cultures produced a large number of volatiles in concentrations of sensory importance. Almost all of the major volatiles resulted from amino acid...... degradation, suggesting that the effect of Staphylococcus starter cultures on flavour quality is much related to their ability of catabolizing amino acids. With the exception of diacetyl, acetoin and 2-methyl-1-butanol, both cultures formed the same volatiles. Diacetyl and acetoin were not produced...

Study of volatile oil and lipid content of Jasonia montana (vahl ...

African Journals Online (AJOL)

The volatile oils, prepared by hydrodistillation from the aerial parts of three patches of Jasonia montana (vahl.) collected in May, August and November were subjected separately to GC/Ms analysis. Camphor, endoborneol, endobornyl acetate, intermedeol, 1, 8-cineole, 1-α-terpineol, and α-pinene, represented the major ...

Analysis of volatile components of cape gooseberry (Physalis peruviana L.) grown in Turkey by HS-SPME and GC-MS.

Science.gov (United States)

Yilmaztekin, Murat

2014-01-01

Volatile components in cape gooseberry fruit at ripe stage were collected using headspace-solid phase microextraction, and analyzed by gas chromatography-mass spectrometry. Three solid phase microextraction fiber coatings (DVB/CAR/PDMS, CAR/PDMS, and PDMS/DVB) were tested for evaluation of volatile compounds. DVB/CAR/PDMS fiber showed a strong extraction capacity for volatile compounds and produced the best result in case of total peak areas. A total of 133 volatile compounds were identified in fruit pulp; among them 1-hexanol (6.86%), eucalyptol (6.66%), ethyl butanoate (6.47%), ethyl octanoate (4.01%), ethyl decanoate (3.39%), 4-terpineol (3.27%), and 2-methyl-1-butanol (3.10%) were the major components in the sample extracts.

Providing a Foundation for Analysis of Volatile Data Stores

Directory of Open Access Journals (Sweden)

Timothy Vidas

2007-09-01

Full Text Available Current threats against typical computer systems demonstrate a need for forensic analysis of memory-resident data in addition to the conventional static analysis common today.  Certain attacks and types of malware exist solely in memory and leave little or no evidentiary information on nonvolatile stores such as a hard disk drive.  The desire to preserve system state at the time of response may even warrant memory acquisition independent of perceived threats and the ability to analyze the acquired duplicate. Tools capable of duplicating various types of volatile data stores are becoming widely available.  Once the data store has been duplicated, current forensic procedures have no method for extrapolating further useful information from the duplicate.  This paper is focused on providing the groundwork for performing forensic investigations on the data that is typically stored in a volatile data store, such as system RAM.It is intended that, when combined with good acquisition techniques, it will be shown that it is possible to obtain more post incident response information along with less impact to potential evidence when compared to typical incident response procedures. 

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...

Sensory analysis and volatile compounds of olive oil (cv. Cobrancosa) from different irrigation regimes

Energy Technology Data Exchange (ETDEWEB)

Fernandes-Silva, A. A.; Falco, V.; Correia, C. M.; Villalobos, F. J.

2013-05-01

The aim of this study was to assess the effect of different irrigation strategies on the sensory quality of virgin olive oil VOO) from the cv. cobrancosa- integrated into a protected denomination of origin of Azeite de Tras-os-Montes in the Northeast of Portugal. Three irrigation treatments were applied: (T2)-full irrigation, which received a seasonal water equivalent of 100% of the estimated crop evapotranspiration (ET{sub c}), (T1)-continuous deficit irrigation (30% ETc) and (T0)- rainfed treatment. Data were collected from two consecutive crop years (2005-2006). Olive oil samples were analyzed for volatiles by GC-MS and the results compared with sensory evaluation data. Total volatile compounds tended to decrease with the amount of water applied. The characteristics pungent and bitter were more pronounced in olive oils from T0 and T1, which had higher polyphenolic concentrations, with a strong positive relationship with this variable and the bitter attribute. The Principal Components Analysis clearly separates the three olive oils from 2005, the driest year, and aggregates into a single group the three samples from 2006, suggesting no effect of irrigation on volatile compounds in years with a rainy spring and a marked effect in years with severe drought, suggesting that the effect of the trees’ water status on these variables occurs throughout the crop season and not just during the oil accumulation phase. In general, olive oil from the cv. Cobrançosa is more bitter than pungent and has a typical nutty sensory attribute shown by a strong positive relationship between benzaldehyde and the sensory notes of almonds and nuts. (Author) 34 refs.

Volatile Compound Profiling by HS-SPME/GC-MS-FID of a Core Olive Cultivar Collection as a Tool for Aroma Improvement of Virgin Olive Oil

Directory of Open Access Journals (Sweden)

Lourdes García-Vico

2017-01-01

Full Text Available Virgin olive oil (VOO is the only food product requiring official sensory analysis to be classified in commercial categories, in which the evaluation of the aroma plays a very important role. The selection of parents, with the aim of obtaining new cultivars with improved oil aroma, is of paramount importance in olive breeding programs. We have assessed the volatile fraction by headspace-solid-phase microextraction/gas chromatography-mass spectrometry-flame ionization detection (HS-SPME/GC-MS-FID and the deduced aroma properties of VOO from a core set of olive cultivars (Core-36 which possesses most of the genetic diversity found in the World Olive Germplasm Collection (IFAPA Alameda del Obispo located in Cordoba, Spain. The VOO volatile fractions of Core-36 cultivars display a high level of variability. It is mostly made of compounds produced from polyunsaturated fatty acids through the lipoxygenase pathway, which confirms to be a general characteristic of the olive species (Olea europaea L.. The main group of volatile compounds in the oils was six straight-chain carbon compounds derived from linolenic acid, some of them being the main contributors to the aroma of the olive oils according to their odor activity values (OAV. The high level of variability found for the volatile fraction of the oils from Core-36 and, therefore, for the aroma odor notes, suggest that this core set may be a very useful tool for the choice of optimal parents in olive breeding programs in order to raise new cultivars with improved VOO aroma.

Volatile Compound Profiling by HS-SPME/GC-MS-FID of a Core Olive Cultivar Collection as a Tool for Aroma Improvement of Virgin Olive Oil.

Science.gov (United States)

García-Vico, Lourdes; Belaj, Angjelina; Sánchez-Ortiz, Araceli; Martínez-Rivas, José M; Pérez, Ana G; Sanz, Carlos

2017-01-14

Virgin olive oil (VOO) is the only food product requiring official sensory analysis to be classified in commercial categories, in which the evaluation of the aroma plays a very important role. The selection of parents, with the aim of obtaining new cultivars with improved oil aroma, is of paramount importance in olive breeding programs. We have assessed the volatile fraction by headspace-solid-phase microextraction/gas chromatography-mass spectrometry-flame ionization detection (HS-SPME/GC-MS-FID) and the deduced aroma properties of VOO from a core set of olive cultivars (Core-36) which possesses most of the genetic diversity found in the World Olive Germplasm Collection (IFAPA Alameda del Obispo) located in Cordoba, Spain. The VOO volatile fractions of Core-36 cultivars display a high level of variability. It is mostly made of compounds produced from polyunsaturated fatty acids through the lipoxygenase pathway, which confirms to be a general characteristic of the olive species ( Olea europaea L.). The main group of volatile compounds in the oils was six straight-chain carbon compounds derived from linolenic acid, some of them being the main contributors to the aroma of the olive oils according to their odor activity values (OAV). The high level of variability found for the volatile fraction of the oils from Core-36 and, therefore, for the aroma odor notes, suggest that this core set may be a very useful tool for the choice of optimal parents in olive breeding programs in order to raise new cultivars with improved VOO aroma.

Rapid differentiation of Chinese hop varieties (Humulus lupulus) using volatile fingerprinting by HS-SPME-GC-MS combined with multivariate statistical analysis.

Science.gov (United States)

Liu, Zechang; Wang, Liping; Liu, Yumei

2018-01-18

Hops impart flavor to beer, with the volatile components characterizing the various hop varieties and qualities. Fingerprinting, especially flavor fingerprinting, is often used to identify 'flavor products' because inconsistencies in the description of flavor may lead to an incorrect definition of beer quality. Compared to flavor fingerprinting, volatile fingerprinting is simpler and easier. We performed volatile fingerprinting using head space-solid phase micro-extraction gas chromatography-mass spectrometry combined with similarity analysis and principal component analysis (PCA) for evaluating and distinguishing between three major Chinese hops. Eighty-four volatiles were identified, which were classified into seven categories. Volatile fingerprinting based on similarity analysis did not yield any obvious result. By contrast, hop varieties and qualities were identified using volatile fingerprinting based on PCA. The potential variables explained the variance in the three hop varieties. In addition, the dendrogram and principal component score plot described the differences and classifications of hops. Volatile fingerprinting plus multivariate statistical analysis can rapidly differentiate between the different varieties and qualities of the three major Chinese hops. Furthermore, this method can be used as a reference in other fields. © 2018 Society of Chemical Industry. © 2018 Society of Chemical Industry.

Analysis of Volatile Components of Cape Gooseberry (Physalis peruviana L. Grown in Turkey by HS-SPME and GC-MS

Directory of Open Access Journals (Sweden)

Murat Yilmaztekin

2014-01-01

Full Text Available Volatile components in cape gooseberry fruit at ripe stage were collected using headspace-solid phase microextraction, and analyzed by gas chromatography-mass spectrometry. Three solid phase microextraction fiber coatings (DVB/CAR/PDMS, CAR/PDMS, and PDMS/DVB were tested for evaluation of volatile compounds. DVB/CAR/PDMS fiber showed a strong extraction capacity for volatile compounds and produced the best result in case of total peak areas. A total of 133 volatile compounds were identified in fruit pulp; among them 1-hexanol (6.86%, eucalyptol (6.66%, ethyl butanoate (6.47%, ethyl octanoate (4.01%, ethyl decanoate (3.39%, 4-terpineol (3.27%, and 2-methyl-1-butanol (3.10% were the major components in the sample extracts.

Evidence for volatile male-produced pheromone in banana weevilCosmopolites sordidus.

Science.gov (United States)

Budenberg, W J; Ndiege, I O; Karago, F W

1993-09-01

Females of the banana weevil,Cosmopolites sordidus, were attracted to and made longer visits to live conspecific males, trapped volatiles from males, and dissected male hindguts in a still-air olfactometer. Male weevils were attracted to volatiles trapped from males and made longer visits to live males and volatiles from males. Live females, collected volatiles from females and female hindguts, elicited small or no behavioral responses from either sex. Electroantennogram (EAG) responses from both male and female antennae were elicited by collected volatiles from males and by dichloromethane extracts of male hindguts and bodies but not by surface washes of males. No significant EAG responses were given to equivalent material from females. It is therefore suggested that male banana weevils release an aggregation pheromone via their hindgut.

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

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

Thermodynamic analysis for syngas production from volatiles released in waste tire pyrolysis

International Nuclear Information System (INIS)

Martínez, Juan Daniel; Murillo, Ramón; García, Tomás; Arauzo, Inmaculada

2014-01-01

Highlights: • Pyrolysis experiments have been conducted in a continuous auger reactor. • Pyrolysis temperature influence on composition of both volatiles and char was studied. • A process for syngas production has been proposed from the volatiles. • Equivalence ratio down to 0.4 is a practical limit for syngas production. • The results provide essential data prior to perform any experimental campaign. - Abstract: This paper shows the maximum limit on syngas composition obtained from volatiles released in waste tire pyrolysis when they are submitted to an air–steam partial oxidation process. Thus, from mass and energy balances and a stoichiometric equilibrium model, syngas composition and reaction temperature as well as some process parameters were predicted by varying both the equivalence ratio (ER) and the steam to fuel ratio (SF). In addition, pyrolysis experiments were performed using a continuous auger reactor, and the influence of pyrolysis temperature on composition of both volatiles and char was studied. Consequently, the resulting syngas characteristics were correlated with the pyrolysis temperature. The stoichiometric equilibrium model showed that an ER down to 0.4 is a practical limit to perform the air–steam partial oxidation process. When the process is carried out only with air, volatiles obtained at high pyrolysis temperature lead to lower reaction temperature and higher LHV of syngas in comparison with those found at low pyrolysis temperature. The H 2 production is favored between 0.20 and 0.40 of ER and seems to be more influenced by the H/C ratio than by the water gas-shift reaction. On the other hand, the steam addition shows a more notable effect on the H 2 production for volatiles obtained at the highest pyrolysis temperature (600 °C) in agreement with the lower reaction temperature under these experimental conditions. This thermodynamic analysis provides essential data on the optimization of syngas production from volatiles

Analysis of model implied volatility for jump diffusion models: Empirical evidence from the Nordpool market

International Nuclear Information System (INIS)

Nomikos, Nikos K.; Soldatos, Orestes A.

2010-01-01

In this paper we examine the importance of mean reversion and spikes in the stochastic behaviour of the underlying asset when pricing options on power. We propose a model that is flexible in its formulation and captures the stylized features of power prices in a parsimonious way. The main feature of the model is that it incorporates two different speeds of mean reversion to capture the differences in price behaviour between normal and spiky periods. We derive semi-closed form solutions for European option prices using transform analysis and then examine the properties of the implied volatilities that the model generates. We find that the presence of jumps generates prominent volatility skews which depend on the sign of the mean jump size. We also show that mean reversion reduces the volatility smile as time to maturity increases. In addition, mean reversion induces volatility skews particularly for ITM options, even in the absence of jumps. Finally, jump size volatility and jump intensity mainly affect the kurtosis and thus the curvature of the smile with the former having a more important role in making the volatility smile more pronounced and thus increasing the kurtosis of the underlying price distribution.

Comparison of Three Methods for Extraction of Volatile Lipid Oxidation Products from Food Matrices for GC–MS Analysis

DEFF Research Database (Denmark)

Thomsen, Birgitte Raagaard; Yesiltas, Betül; Sørensen, Ann-Dorit Moltke

2016-01-01

The aim of this study was to compare three different collection methods; purge and trap, solid phase micro extraction and automated dynamic headspace/thermal desorption, all followed by GC–MS analysis used for the measurements of concentrations of volatile oxidation products in three different food...... of the calibration curves depending on the collection method. However, some challenges were observed for solid phase micro extraction and automated dynamic headspace/thermal desorption, namely, competition problems and overestimation of concentration by calibration curves, respectively. Based on the results, we...... suggest mainly to apply solid phase micro extraction on simple matrices and to be cautious with more complex matrices such as enriched milk and highly oxidized oils. Thereby, the study confirmed some challenges observed by other authors regarding competition problems on the fiber when using solid phase...

Lunar Advanced Volatile Analysis Subsystem: Pressure Transducer Trade Study

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Kang, Edward Shinuk

2017-01-01

In Situ Resource Utilization (ISRU) is a key factor in paving the way for the future of human space exploration. The ability to harvest resources on foreign astronomical objects to produce consumables and propellant offers potential reduction in mission cost and risk. Through previous missions, the existence of water ice at the poles of the moon has been identified, however the feasibility of water extraction for resources remains unanswered. The Resource Prospector (RP) mission is currently in development to provide ground truth, and will enable us to characterize the distribution of water at one of the lunar poles. Regolith & Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) is the primary payload on RP that will be used in conjunction with a rover. RESOLVE contains multiple instruments for systematically identifying the presence of water. The main process involves the use of two systems within RESOLVE: the Oxygen Volatile Extraction Node (OVEN) and Lunar Advanced Volatile Analysis (LAVA). Within the LAVA subsystem, there are multiple calculations that depend on accurate pressure readings. One of the most important instances where pressure transducers (PT) are used is for calculating the number of moles in a gas transfer from the OVEN subsystem. As a critical component of the main process, a mixture of custom and commercial off the shelf (COTS) PTs are currently being tested in the expected operating environment to eventually down select an option for integrated testing in the LAVA engineering test unit (ETU).

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

The Volatile Composition of Portuguese Propolis Towards its Origin Discrimination

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Soraia I. Falcão

2016-03-01

Full Text Available The volatiles from thirty six propolis samples collected from six different geographical locations in Portugal (mainland, Azores archipelago and Madeira Island were evaluated. Populus x canadensis Moenchen leaf-buds and Cistus ladanifer L. branches essential oils were comparatively analysed. The essential oils were isolated by hydrodistillation and analysed by Gas Chromatography (GC and Gas Chromatography-Mass Spectrometry (GC-MS. Cluster analysis based on propolis samples volatiles chemical composition defined three main clusters, not related to sample site collection. Cluster I grouped 28 samples with high relative amounts of oxygen-containing sesquiterpenes (20-77%, while cluster II grouped 7 samples rich in oxygen-containing monoterpenes (9-65% and the only sample from cluster III was monoterpene hydrocarbons rich (26%. Although Populus x canadensis and Cistus ladanifer were associated as resin sources of Portuguese propolis, other Populus species as well as plants like Juniperus genus may contribute to the resin in specific geographical locations.

Novel collection method for volatile organic compounds (VOCs) from dogs

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Host derived chemical cues are an important aspect of arthropod attraction to potential hosts. Host cues that act over longer distances include CO2, heat, and water vapor, while cues such as volatile organic compounds (VOCs) act over closer distances. Domestic dogs are important hosts for disease cy...

Noninvasive analysis of volatile biomarkers in human emanations for health and early disease diagnosis.

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Kataoka, Hiroyuki; Saito, Keita; Kato, Hisato; Masuda, Kazufumi

2013-06-01

Early disease diagnosis is crucial for human healthcare and successful therapy. Since any changes in homeostatic balance can alter human emanations, the components of breath exhalations and skin emissions may be diagnostic biomarkers for various diseases and metabolic disorders. Since hundreds of endogenous and exogenous volatile organic compounds (VOCs) are released from the human body, analysis of these VOCs may be a noninvasive, painless, and easy diagnostic tool. Sampling and preconcentration by sorbent tubes/traps and solid-phase microextraction, in combination with GC or GC-MS, are usually used to analyze VOCs. In addition, GC-MS-olfactometry is useful for simultaneous analysis of odorants and odor quality. Direct MS techniques are also useful for the online real-time detection of VOCs. This review focuses on recent developments in sampling and analysis of volatile biomarkers in human odors and/or emanations, and discusses future use of VOC analysis.

Analysis of Volatile Compounds from Solanumbetaceum Cav. Fruits from Panama by Head-Space Micro Extraction

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Armando A. Durant

2013-01-01

Full Text Available The characterization of the volatile compounds of two varieties of Solanum betaceum Cav. by means of headspace solid-phase microextraction (HS-SPME coupled with gas chromatography-mass spectrometry ( GC-MS i s presented. The HS-SPME method for extraction of the volatiles compounds was optimized by using a 2 3 central composite design. Maximum extraction of volatile compounds was achieved by using a divinylbenzene-carboxen-polydimethylsiloxane (DVB/CAR/PDMS fiber, extraction temperature 76° C, incubation time 44 min, and extraction time of 46 min. The main types of compounds detected in both varieties are terpenoids, followed by aromatics, esters, and aldehydes. Golden-yellow cultivars contained higher levels of esters and terpenes, while the reddish-purple variety contained a significant amount of aromatic compounds. The data structure of the chemical information obtained as well as the relationship between variables was evaluated by means of principal component analysis and cluster analysis.

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

Recognition of beer brand based on multivariate analysis of volatile fingerprint.

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Cajka, Tomas; Riddellova, Katerina; Tomaniova, Monika; Hajslova, Jana

2010-06-18

Automated head-space solid-phase microextraction (HS-SPME)-based sampling procedure, coupled to gas chromatography-time-of-flight mass spectrometry (GC-TOFMS), was developed and employed for obtaining of fingerprints (GC profiles) of beer volatiles. In total, 265 speciality beer samples were collected over a 1-year period with the aim to distinguish, based on analytical (profiling) data, (i) the beers labelled as Rochefort 8; (ii) a group consisting of Rochefort 6, 8, 10 beers; and (iii) Trappist beers. For the chemometric evaluation of the data, partial least squares discriminant analysis (PLS-DA), linear discriminant analysis (LDA), and artificial neural networks with multilayer perceptrons (ANN-MLP) were tested. The best prediction ability was obtained for the model that distinguished a group of Rochefort 6, 8, 10 beers from the rest of beers. In this case, all chemometric tools employed provided 100% correct classification. Slightly worse prediction abilities were achieved for the models "Trappist vs. non-Trappist beers" with the values of 93.9% (PLS-DA), 91.9% (LDA) and 97.0% (ANN-MLP) and "Rochefort 8 vs. the rest" with the values of 87.9% (PLS-DA) and 84.8% (LDA) and 93.9% (ANN-MLP). In addition to chromatographic profiling, also the potential of direct coupling of SPME (extraction/pre-concentration device) with high-resolution TOFMS employing a direct analysis in real time (DART) ion source has been demonstrated as a challenging profiling approach. Copyright (c) 2010 Elsevier B.V. All rights reserved.

Analysis of Volatile Components of Adenosma indianum (Lour. Merr. by Steam Distillation and Headspace Solid-Phase Microextraction

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Zhi Zeng

2013-01-01

Full Text Available The essential oil of Adenosma indianum (Lour. Merr. plays an important role in its antibacterial and antiphlogistic activities. In this work, the volatile components were extracted by steam distillation (SD and headspace solid-phase microextraction (HS-SPME and analysed by gas chromatography-mass spectrometry (GC-MS. A total of 49 volatile components were identified by GC-MS, and the major volatile components were α-limonene (20.59–35.07%, fenchone (15.79–31.81%, α-caryophyllene (6.98–10.32%, β-caryophyllene (6.98–10.19%, and piperitenone oxide (1.96–11.63%. The comparison of the volatile components from A. indianum (Lour. Merr. grown in two regions of China was reported. Also, the comparison of the volatile components by SD and HS-SPME was discussed. The results showed that the major volatile components of A. indianum (Lour. Merr. from two regions of China were similar but varied with different extraction methods. These results were indicative of the suitability of HS-SPME method for simple, rapid, and solvent-free analysis of the volatile components of the medicinal plants.

GC-MS analysis of off-odor volatiles from irradiated pork

International Nuclear Information System (INIS)

Lin Ruotai; Geng Shengrong; Zhang Jinmu; Chen Yuxia; Liu Yangmin; Wang Liping; Wang Hong; Xu Ying; Yao Side

2007-01-01

The main compounds of off-odor volatiles from irradiated refrigerated vacuum-packaged pork were analyzed by gas chromatograph/mass spectrometer (GC-MS). The analytical results showed that the main compounds of off-odor volatiles were dimethyl disulfide, dimethyl sulfide, dimethyl trisulfide, S-methyl thioacetate, and methanethiol. It was proved that the off-odor volatile came from irradiated S-containing amino acid and thiamin. (authors)

Characterization of Botanical and Geographical Origin of Corsican “Spring” Honeys by Melissopalynological and Volatile Analysis

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Yin Yang

2014-01-01

Full Text Available Pollen spectrum, physicochemical parameters and volatile fraction of Corsican “spring” honeys were investigated with the aim of developing a multidisciplinary method for the qualification of honeys in which nectar resources are under-represented in the pollen spectrum. Forty-one Corsican “spring” honeys were certified by melissopalynological analysis using directory and biogeographical origin of 50 representative taxa. Two groups of honeys were distinguished according to the botanical origin of samples: “clementine” honeys characterized by the association of cultivated species from oriental plain and other “spring” honeys dominated by wild herbaceous taxa from the ruderal and/or maquis area. The main compounds of the “spring” honey volatile fraction were phenylacetaldehyde, benzaldehyde and methyl-benzene. The volatile composition of “clementine” honeys was also characterized by three lilac aldehyde isomers. Statistical analysis of melissopalynological, physicochemical and volatile data showed that the presence of Citrus pollen in “clementine” honeys was positively correlated with the amount of linalool derivatives and methyl anthranilate. Otherwise, the other “spring” honeys were characterized by complex nectariferous species associations and the content of phenylacetaldehyde and methyl syringate.

Leadership Strategies for Maintaining Profitability in a Volatile Crude Oil Market

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Braimoh, Lucky Anderson

Volatile crude oil prices significantly affect the profitability of crude oil firms. The purpose of this single case study was to explore strategies some crude oil and gas business leaders used to remain profitable during periods of crude oil price volatility. The target population comprised 8 crude oil and gas business leaders located in Calgary, Canada, whose company remained profitable despite crude oil price volatility. The transformational leadership theory formed the conceptual framework for the study. Data were collected through the use of semistructured face-to-face interviews, company reports, and field notes. Data analysis involved a modified Van Kamm method, which included descriptive coding, a sequential review of the interview transcripts, and member checking. Based on methodological triangulation and thematic analysis, 5 themes emerged from the study, including communication and engagement; motivation and empowerment; measurement, monitoring, and control; self-awareness and humility; and efficiency and optimization. The implications for social change include the potential for crude oil and gas companies in Calgary, Canada to manage production costs, ensure earnings and profitability, and thus improve the socioeconomic well-being of Calgary indigenes through improved employment opportunities.

Identification of volatile sex pheromone components released by the southern armyworm,Spodoptera eridania (Cramer).

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Teal, P E; Mitchell, E R; Tumlinson, J H; Heath, R R; Sugie, H

1985-06-01

Analysis of sex pheromone gland extracts and volatile pheromone components collected from the calling female southern armyworm,Spodoptera eridania (Cramer), by high-resolution capillary gas chromatography and mass spectroscopy indicated that a number of 14-carbon mono- and diunsaturated acetates and a monounsaturated 16-carbon acetate were produced. Gland extracts also indicated the presence of (Z)-9-tetradecen-1-ol. However, this compound was not found in collections of volatiles. Field trapping studies indicated that the volatile blend composed of (Z)-9-tetradecen-1-ol acetate (60%), (Z)-9-(E)-12-tetradecadien-1-ol acetate (17%), (Z)-9-(Z)-12-tetradecadien-1-ol acetate (15%), (Z)-9-(E)-11-tetradecadien-1-ol acetate (5%), and (Z)-11-hexadecen-1-ol acetate (3 %) was an effective trap bait for males of this species. The addition of (Z)-9-tetradecen-1-ol to the acetate blends tested resulted in the capture of beet armyworm,S. exigua (Hubner), males which provides further evidence that the alcohol is a pheromone component of this species.

The Volatility of Data Space: Topology Oriented Sensitivity Analysis

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Du, Jing; Ligmann-Zielinska, Arika

2015-01-01

Despite the difference among specific methods, existing Sensitivity Analysis (SA) technologies are all value-based, that is, the uncertainties in the model input and output are quantified as changes of values. This paradigm provides only limited insight into the nature of models and the modeled systems. In addition to the value of data, a potentially richer information about the model lies in the topological difference between pre-model data space and post-model data space. This paper introduces an innovative SA method called Topology Oriented Sensitivity Analysis, which defines sensitivity as the volatility of data space. It extends SA into a deeper level that lies in the topology of data. PMID:26368929

Characterization of the volatile components in green tea by IRAE-HS-SPME/GC-MS combined with multivariate analysis.

Science.gov (United States)

Yang, Yan-Qin; Yin, Hong-Xu; Yuan, Hai-Bo; Jiang, Yong-Wen; Dong, Chun-Wang; Deng, Yu-Liang

2018-01-01

In the present work, a novel infrared-assisted extraction coupled to headspace solid-phase microextraction (IRAE-HS-SPME) followed by gas chromatography-mass spectrometry (GC-MS) was developed for rapid determination of the volatile components in green tea. The extraction parameters such as fiber type, sample amount, infrared power, extraction time, and infrared lamp distance were optimized by orthogonal experimental design. Under optimum conditions, a total of 82 volatile compounds in 21 green tea samples from different geographical origins were identified. Compared with classical water-bath heating, the proposed technique has remarkable advantages of considerably reducing the analytical time and high efficiency. In addition, an effective classification of green teas based on their volatile profiles was achieved by partial least square-discriminant analysis (PLS-DA) and hierarchical clustering analysis (HCA). Furthermore, the application of a dual criterion based on the variable importance in the projection (VIP) values of the PLS-DA models and on the category from one-way univariate analysis (ANOVA) allowed the identification of 12 potential volatile markers, which were considered to make the most important contribution to the discrimination of the samples. The results suggest that IRAE-HS-SPME/GC-MS technique combined with multivariate analysis offers a valuable tool to assess geographical traceability of different tea varieties.

Characterization of the volatile components in green tea by IRAE-HS-SPME/GC-MS combined with multivariate analysis.

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Yan-Qin Yang

Full Text Available In the present work, a novel infrared-assisted extraction coupled to headspace solid-phase microextraction (IRAE-HS-SPME followed by gas chromatography-mass spectrometry (GC-MS was developed for rapid determination of the volatile components in green tea. The extraction parameters such as fiber type, sample amount, infrared power, extraction time, and infrared lamp distance were optimized by orthogonal experimental design. Under optimum conditions, a total of 82 volatile compounds in 21 green tea samples from different geographical origins were identified. Compared with classical water-bath heating, the proposed technique has remarkable advantages of considerably reducing the analytical time and high efficiency. In addition, an effective classification of green teas based on their volatile profiles was achieved by partial least square-discriminant analysis (PLS-DA and hierarchical clustering analysis (HCA. Furthermore, the application of a dual criterion based on the variable importance in the projection (VIP values of the PLS-DA models and on the category from one-way univariate analysis (ANOVA allowed the identification of 12 potential volatile markers, which were considered to make the most important contribution to the discrimination of the samples. The results suggest that IRAE-HS-SPME/GC-MS technique combined with multivariate analysis offers a valuable tool to assess geographical traceability of different tea varieties.

Concurrent Lactic and Volatile Fatty Acid Analysis of Microbial Fermentation Samples by Gas Chromatography with Heat Pre-treatment.

Science.gov (United States)

Darwin; WipaCharles; Cord-Ruwisch, Ralf

2018-01-01

Organic acid analysis of fermentation samples can be readily achieved by gas chromatography (GC), which detects volatile organic acids. However, lactic acid, a key fermentation acid is non-volatile and can hence not be quantified by regular GC analysis. However the addition of periodic acid to organic acid samples has been shown to enable lactic acid analysis by GC, as periodic acid oxidizes lactic acid to the volatile acetaldehyde. Direct GC injection of lactic acid standards and periodic acid generated inconsistent and irreproducible peaks, possibly due to incomplete lactic acid oxidation to acetaldehyde. The described method is developed to improve lactic acid analysis by GC by using a heat treated derivatization pre-treatment, such that it becomes independent of the retention time and temperature selection of the GC injector. Samples containing lactic acid were amended by periodic acid and heated in a sealed test tube at 100°C for at least 45 min before injecting it to the GC. Reproducible and consistent peaks of acetaldehyde were obtained. Simultaneous determination of lactic acid, acetone, ethanol, butanol, volatile fatty acids could also be accomplished by applying this GC method, enabling precise and convenient organic acid analysis of biological samples such as anaerobic digestion and fermentation processes. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

Detection of Pseudomonas aeruginosa in sputum headspace through volatile organic compound analysis

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Goeminne Pieter C

2012-10-01

Full Text Available Abstract Introduction Chronic pulmonary infection is the hallmark of Cystic Fibrosis lung disease. Searching for faster and easier screening may lead to faster diagnosis and treatment of Pseudomonas aeruginosa (P. aeruginosa. Our aim was to analyze and build a model to predict the presence of P. aeruginosa in sputa. Methods Sputa from 28 bronchiectatic patients were used for bacterial culturing and analysis of volatile compounds by gas chromatography–mass spectrometry. Data analysis and model building were done by Partial Least Squares Regression Discriminant analysis (PLS-DA. Two analysis were performed: one comparing P. aeruginosa positive with negative cultures at study visit (PA model and one comparing chronic colonization according to the Leeds criteria with P. aeruginosa negative patients (PACC model. Results The PA model prediction of P. aeruginosa presence was rather poor, with a high number of false positives and false negatives. On the other hand, the PACC model was stable and explained chronic P. aeruginosa presence for 95% with 4 PLS-DA factors, with a sensitivity of 100%, a positive predictive value of 86% and a negative predictive value of 100%. Conclusion Our study shows the potential for building a prediction model for the presence of chronic P. aeruginosa based on volatiles from sputum.

Volatiles of Helichrysum italicum (Roth) G. Don from Croatia.

Science.gov (United States)

Zeljković, Sanja Ćavar; Šolić, Marija Edita; Maksimović, Milka

2015-01-01

Helichrysum italicum (Roth) G. Don is a flowering plant of the family Asteraceae. It is rich in oil that is used for different medicinal purposes and in fragrance industry. Volatile profile of four populations of H. italicum, collected from natural habitat in Dalmatia (Croatia), was analysed by capillary GC-MS. Sample from BraČ Island had α-trans-bergamotene (10.2%) and β-acoradiene (10.1%) as the majors, whereas sample collected on Biokovo Mt. was rich in neryl acetate (8.1%). β-Acoradiene was also the main constituent of sample collected near Tijarica, whereas rosifoliol (8.5%) was the most abundant constituent in sample collected near Makarska. Presented results show the influence of environmental conditions on chemical differentiation of the volatiles of H. italicum from Croatia.

Requirement Volatility, Standardization and Knowledge Integration in Software Projects: An Empirical Analysis on Outsourced IS Development Projects

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Rajesri Govindaraju

2015-08-01

Full Text Available Information systems development (ISD projects are highly complex, with different groups of people having  to collaborate and exchange their knowledge. Considering the intensity of knowledge exchange that takes place in outsourced ISD projects, in this study a conceptual model was developed, aiming to examine the influence of four antecedents, i.e. standardization, requirement volatility, internal integration, and external integration, on two dependent variables, i.e. process performance and product performance. Data  were collected from 46 software companies in four big cities in Indonesia. The collected data were examined to verify the proposed theoretical model using the partial least square structural equation modeling (PLS-SEM technique. The results show that process performance is significantly influenced by internal integration and standardization, while product performance is  significantly influenced by external integration and  requirement volatility. This study contributes  to a better understanding of how knowledge integration can be managed in outsourced ISD projects in view of increasing their success.

A Method for Software Requirement Volatility Analysis Using QFD

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Yunarso Anang

2016-10-01

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

[Analysis of Volatile Oils from Different Processed Products of Zingiber officinale Rhizome by GC-MS].

Science.gov (United States)

Zhao, Hong-bing; Wang, Zhi-hui; He, Fang; Meng, Han; Peng, Jian-hua; Shi, Ji-lian

2015-04-01

To analyze the volatile components in different processed products of Zingiber officinale rhizome, and to make clear the effect of different heating degree on them. The volatile components were extracted from four kinds of processed products by applying steam distillation, and then were analyzed by GC-MS. There were totally 43 components of volatile oil identified from four kinds of processed products of Zingiber officinale rhizome. Fresh product, dried product, and charcoal product of Zingiber officinale rhizome each had 27 components of volatile oil, while sand fried product contained 24 components. Fresh Zingiber officinale rhizome contained 22. 59% of zingiberene, 20. 87% of a-citral and 11. 01% of β-phellandrene, respectively. After processing in different heating degree, the volatile components changed greatly in both of their quantity and quality, For instance, dried Zingiber officinale rhizome contained 40. 48% of α-citral and 8-phellandrene content was slightly lower at 10. 38%. 32.73% of 3,7,11-trimethyl-l, 6, 10-dodecatriene,16. 38% of murolan-3, 9 (11)-diene-10-peroxy and 3. 36% of cubebene newly emerged in the sand fried Zingiber officinale rhizome, and eudesm-4 (14) and β-bisabolol, etc. However, β-phellandrene content was only 1. 95%. The zingiberene and β-sesquiphellandrene were the highest in charcoal product, besides, new components such as α-cedrene, decanal and γ-elemene appeared. Volatile components in different processed products of Zingiber officinale rhizome were different in both of their kinds and contents. This method is suitable for the analysis of volatile components in Zingiber officinale rhizome, and this study can provide the experimental evidence for quality evaluation and clinical application for ginger processed products.

Characterisation of volatile profile and sensory analysis of fresh-cut "Radicchio di Chioggia" stored in air or modified atmosphere.

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Cozzolino, Rosaria; Martignetti, Antonella; Pellicano, Mario Paolo; Stocchero, Matteo; Cefola, Maria; Pace, Bernardo; De Giulio, Beatrice

2016-02-01

The volatile profile of two hybrids of "Radicchio di Chioggia", Corelli and Botticelli, stored in air or passive modified atmosphere (MAP) during 12 days of cold storage, was monitored by solid phase micro-extraction (SPME) GC-MS. Botticelli samples were also subjected to sensory analysis. Totally, 61 volatile organic compounds (VOCs) were identified in the headspace of radicchio samples. Principal component analysis (PCA) showed that fresh product possessed a metabolic content similar to that of the MAP samples after 5 and 8 days of storage. Projection to latent structures by partial least squares (PLS) regression analysis showed the volatiles content of the samples varied depending only on the packaging conditions. Specifically, 12 metabolites describing the time evolution and explaining the effects of the different storage conditions were highlighted. Finally, a PCA analysis revealed that VOCs profile significantly correlated with sensory attributes. Copyright © 2015 Elsevier Ltd. All rights reserved.

Major Odorants Released as Urinary Volatiles by Urinary Incontinent Patients

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In Young Sa

2013-07-01

Full Text Available In this study, volatile urinary components were collected using three different types of samples from patients suffering from urinary incontinence (UI: (1 urine (A; (2 urine + non-used pad (B; and (3 urine + used pad (C. In addition, urine + non-used pad (D samples from non-patients were also collected as a reference. The collection of urinary volatiles was conducted with the aid of a glass impinger-based mini-chamber method. Each of the four sample types (A through D was placed in a glass impinger and incubated for 4 hours at 37 °C. Ultra pure air was then passed through the chamber, and volatile urine gas components were collected into Tedlar bags at the other end. These bag samples were then analyzed for a wide range of VOCs and major offensive odorants (e.g., reduced sulfur compounds (RSCs, carbonyls, trimethylamine (TMA, ammonia, etc.. Among the various odorants, sulfur compounds (methanethiol and hydrogen sulfide and aldehydes (acetaldehyde, butylaldehyde, and isovaleraldehyde were detected above odor threshold and predicted to contribute most effectively to odor intensity of urine incontinence.

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.

Fluctuation behaviors of financial return volatility duration

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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.

Detection of colorectal cancer (CRC by urinary volatile organic compound analysis.

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Ramesh P Arasaradnam

Full Text Available Colorectal cancer (CRC is a leading cause of cancer related death in Europe and the USA. There is no universally accepted effective non-invasive screening test for CRC. Guaiac based faecal occult blood (gFOB testing has largely been superseded by Faecal Immunochemical testing (FIT, but sensitivity still remains poor. The uptake of population based FOBt testing in the UK is also low at around 50%. The detection of volatile organic compounds (VOCs signature(s for many cancer subtypes is receiving increasing interest using a variety of gas phase analytical instruments. One such example is FAIMS (Field Asymmetric Ion Mobility Spectrometer. FAIMS is able to identify Inflammatory Bowel disease (IBD patients by analysing shifts in VOCs patterns in both urine and faeces. This study extends this concept to determine whether CRC patients can be identified through non-invasive analysis of urine, using FAIMS. 133 patients were recruited; 83 CRC patients and 50 healthy controls. Urine was collected at the time of CRC diagnosis and headspace analysis undertaken using a FAIMS instrument (Owlstone, Lonestar, UK. Data was processed using Fisher Discriminant Analysis (FDA after feature extraction from the raw data. FAIMS analyses demonstrated that the VOC profiles of CRC patients were tightly clustered and could be distinguished from healthy controls. Sensitivity and specificity for CRC detection with FAIMS were 88% and 60% respectively. This study suggests that VOC signatures emanating from urine can be detected in patients with CRC using ion mobility spectroscopy technology (FAIMS with potential as a novel screening tool.

Detection of colorectal cancer (CRC) by urinary volatile organic compound analysis.

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Arasaradnam, Ramesh P; McFarlane, Michael J; Ryan-Fisher, Courtenay; Westenbrink, Erik; Hodges, Phoebe; Hodges, Paula; Thomas, Matthew G; Chambers, Samantha; O'Connell, Nicola; Bailey, Catherine; Harmston, Christopher; Nwokolo, Chuka U; Bardhan, Karna D; Covington, James A

2014-01-01

Colorectal cancer (CRC) is a leading cause of cancer related death in Europe and the USA. There is no universally accepted effective non-invasive screening test for CRC. Guaiac based faecal occult blood (gFOB) testing has largely been superseded by Faecal Immunochemical testing (FIT), but sensitivity still remains poor. The uptake of population based FOBt testing in the UK is also low at around 50%. The detection of volatile organic compounds (VOCs) signature(s) for many cancer subtypes is receiving increasing interest using a variety of gas phase analytical instruments. One such example is FAIMS (Field Asymmetric Ion Mobility Spectrometer). FAIMS is able to identify Inflammatory Bowel disease (IBD) patients by analysing shifts in VOCs patterns in both urine and faeces. This study extends this concept to determine whether CRC patients can be identified through non-invasive analysis of urine, using FAIMS. 133 patients were recruited; 83 CRC patients and 50 healthy controls. Urine was collected at the time of CRC diagnosis and headspace analysis undertaken using a FAIMS instrument (Owlstone, Lonestar, UK). Data was processed using Fisher Discriminant Analysis (FDA) after feature extraction from the raw data. FAIMS analyses demonstrated that the VOC profiles of CRC patients were tightly clustered and could be distinguished from healthy controls. Sensitivity and specificity for CRC detection with FAIMS were 88% and 60% respectively. This study suggests that VOC signatures emanating from urine can be detected in patients with CRC using ion mobility spectroscopy technology (FAIMS) with potential as a novel screening tool.

Grains colonised by moulds: fungal identification and headspace analysis of produced volatile metabolites

Directory of Open Access Journals (Sweden)

Maria Paola Tampieri

2010-01-01

Full Text Available The aim of this work was to verify if the headspace analysis of fungal volatile compounds produced by some species of Fusarium can be used as a marker of mould presence on maize. Eight samples of maize (four yellow maize from North Italy and four white maize from Hungary, naturally contaminated by Fusarium and positive for the presence of fumonisins, were analyzed to detect moisture content, Aw, volatile metabolites and an enumeration of viable moulds was performed by means of a colony count technique. Headspace samples were analysed using a gas-chromatograph equipped with a capillary column TR-WAX to detect volatile metabolites of moulds. Furthermore macro and microscopic examination of the colonies was performed in order to distinguish, according to their morphology, the genera of the prevalent present moulds. Prevalent mould of eight samples was Fusarium, but other fungi, like Aspergillus, Penicillum and Mucoraceae, were observed. The metabolites produced by F.graminearum and F. moniliforme were Isobutyl-acetate, 3-Methyl-1-butanol and, only at 8 days, 3-Octanone. The incubation time can affect off flavour production in consequence of the presence of other moulds. Further studies on maize samples under different conditions are needed in order to establish the presence of moulds using the count technique and through the identification of volatile compounds.

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

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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

Measurement of the ambient organic aerosol volatility distribution: application during the Finokalia Aerosol Measurement Experiment (FAME-2008

Directory of Open Access Journals (Sweden)

B. H. Lee

2010-12-01

Full Text Available A variable residence time thermodenuder (TD was combined with an Aerodyne Aerosol Mass Spectrometer (AMS and a Scanning Mobility Particle Sizer (SMPS to measure the volatility distribution of aged organic aerosol in the Eastern Mediterranean during the Finokalia Aerosol Measurement Experiment in May of 2008 (FAME-2008. A new method for the quantification of the organic aerosol volatility distribution was developed combining measurements of all three instruments together with an aerosol dynamics model.

Challenges in the interpretation of ambient thermodenuder-AMS measurements include the potential resistances to mass transfer during particle evaporation, the effects of particle size on the evaporated mass fraction, the changes in the AMS collection efficiency and particle density as the particles evaporate partially in the TD, and finally potential losses inside the TD. Our proposed measurement and data analysis method accounts for all of these problems combining the AMS and SMPS measurements.

The AMS collection efficiency of the aerosol that passed through the TD was found to be approximately 10% lower than the collection efficiency of the aerosol that passed through the bypass. The organic aerosol measured at Finokalia is approximately 2 or more orders of magnitude less volatile than fresh laboratory-generated monoterpene (α-pinene, β-pinene and limonene under low NO_x conditions secondary organic aerosol. This low volatility is consistent with its highly oxygenated AMS mass spectrum. The results are found to be highly sensitive to the mass accommodation coefficient of the evaporating species. This analysis is based on the assumption that there were no significant reactions taking place inside the thermodenuder.

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

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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.

GC-MS analysis of volatile compounds of Perilla frutescens Britton var. Japonica accessions: Morphological and seasonal variability.

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Ghimire, Bimal Kumar; Yoo, Ji Hye; Yu, Chang Yeon; Chung, Ill-Min

2017-07-01

To investigate the composition of volatile compounds in the different accessions of Perilla frutescens (P. frutescens) collected from various habitats of China and Japan. In the present study, the essential oil from the leaves of P. frutescens cultivars from China and Japan was extracted by hydro-distillation and the chemical composition and concentration of the volatile components present in the oils were determined by gas chromatography-mass spectrometry (GC-MS) analysis. Among the volatile components, the major proportion was of perilla ketone, which was followed by elemicin and beta-caryophyllene in the Chinese Perilla cultivars. The main component in the oil extracted from the Japanese accessions was myristicin, which was followed by perilla ketone and beta-caryophyllene. We could distinguish seven chemotypes, namely the perilla ketone (PK) type, perilla ketone, myristicin (PM) type, perilla ketone, unknown (PU) type, perilla ketone, beta-caryophyllene, myristicine (PB) type, perilla ketone, myristicin, unknown (PMU) type, perilla ketone, elemicine, myristicin, beta-caryophyllene (PEMB) type, and the perilla ketone, limonene, beta-cryophyllene, myristicin (L) type. Most of the accessions possessed higher essential oil content before the flowering time than at the flowering stage. The average plant height, leaf length, leaf width of the Chinese accessions was higher than those of the Japanese accessions. The results revealed that the harvest time and geographical origin caused polymorphisms in the essential oil composition and morphological traits in the Perilla accessions originating from China and Japan. Therefore, these chemotypes with desirable characters might be useful for industrial exploitation and for determining the harvest time. Copyright © 2017 Hainan Medical University. Production and hosting by Elsevier B.V. All rights reserved.

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

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

2015-12-01

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

An Indirect Defence Trait Mediated through Egg-Induced Maize Volatiles from Neighbouring Plants.

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Daniel M Mutyambai

Full Text Available Attack of plants by herbivorous arthropods may result in considerable changes to the plant's chemical phenotype with respect to emission of herbivore-induced plant volatiles (HIPVs. These HIPVs have been shown to act as repellents to the attacking insects as well as attractants for the insects antagonistic to these herbivores. Plants can also respond to HIPV signals from other plants that warn them of impending attack. Recent investigations have shown that certain maize varieties are able to emit volatiles following stemborer egg deposition. These volatiles attract the herbivore's parasitoids and directly deter further oviposition. However, it was not known whether these oviposition-induced maize (Zea mays, L. volatiles can mediate chemical phenotypic changes in neighbouring unattacked maize plants. Therefore, this study sought to investigate the effect of oviposition-induced maize volatiles on intact neighbouring maize plants in 'Nyamula', a landrace known to respond to oviposition, and a standard commercial hybrid, HB515, that did not. Headspace volatile samples were collected from maize plants exposed to Chilo partellus (Swinhoe (Lepidoptera: Crambidae egg deposition and unoviposited neighbouring plants as well as from control plants kept away from the volatile emitting ones. Behavioural bioassays were carried out in a four-arm olfactometer using egg (Trichogramma bournieri Pintureau & Babault (Hymenoptera: Trichogrammatidae and larval (Cotesia sesamiae Cameron (Hymenoptera: Braconidae parasitoids. Coupled Gas Chromatography-Mass Spectrometry (GC-MS was used for volatile analysis. For the 'Nyamula' landrace, GC-MS analysis revealed HIPV production not only in the oviposited plants but also in neighbouring plants not exposed to insect eggs. Higher amounts of EAG-active biogenic volatiles such as (E-4,8-dimethyl-1,3,7-nonatriene were emitted from these plants compared to control plants. Subsequent behavioural assays with female T. bournieri and

Analysis of the influencing factors of PAEs volatilization from typical plastic products.

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Chen, Weidong; Chi, Chenchen; Zhou, Chen; Xia, Meng; Ronda, Cees; Shen, Xueyou

2018-04-01

The primary emphasis of this research was to investigate the foundations of phthalate (PAEs) pollutant source researches and then firstly confirmed the concept of the coefficient of volatile strength, namely phthalate total content in per unit mass and unit surface area of pollutant sources. Through surveying and evaluating the coefficient of volatile strength of PAEs from typical plastic products, this research carried out reasonable classification of PAEs pollutant sources into three categories and then investigated the relationship amongst the coefficient of volatile strength as well as other environmental factors and the concentration level of total PAEs in indoor air measured in environment chambers. Research obtained phthalate concentration results under different temperature, humidity, the coefficient of volatile strength and the closed time through the chamber experiment. In addition, this study further explored the correlation and ratio of influencing factors that affect the concentration level of total PAEs in environment chambers, including environmental factors, the coefficient of volatile strengths of PAEs and contents of total PAEs in plastic products. The research created an improved database system of phthalate the coefficient of volatile strengths of each type of plastic goods, and tentatively revealed that the volatile patterns of PAEs from different typical plastic goods, finally confirmed that the coefficient of volatile strengths of PAEs is a major factor that affects the indoor air total PAEs concentration, which laid a solid foundation for further establishing the volatile equation of PAEs from plastic products. Copyright © 2017. Published by Elsevier B.V.

Direct analysis of volatile organic compounds in foods by headspace extraction atmospheric pressure chemical ionisation mass spectrometry.

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Perez-Hurtado, P; Palmer, E; Owen, T; Aldcroft, C; Allen, M H; Jones, J; Creaser, C S; Lindley, M R; Turner, M A; Reynolds, J C

2017-11-30

The rapid screening of volatile organic compounds (VOCs) by direct analysis has potential applications in the areas of food and flavour science. Currently, the technique of choice for VOC analysis is gas chromatography/mass spectrometry (GC/MS). However, the long chromatographic run times and elaborate sample preparation associated with this technique have led a movement towards direct analysis techniques, such as selected ion flow tube mass spectrometry (SIFT-MS), proton transfer reaction mass spectrometry (PTR-MS) and electronic noses. The work presented here describes the design and construction of a Venturi jet-pump-based modification for a compact mass spectrometer which enables the direct introduction of volatiles for qualitative and quantitative analysis. Volatile organic compounds were extracted from the headspace of heated vials into the atmospheric pressure chemical ionization source of a quadrupole mass spectrometer using a Venturi pump. Samples were analysed directly with no prior sample preparation. Principal component analysis (PCA) was used to differentiate between different classes of samples. The interface is shown to be able to routinely detect problem analytes such as fatty acids and biogenic amines without the requirement of a derivatisation step, and is shown to be able to discriminate between four different varieties of cheese with good intra and inter-day reproducibility using an unsupervised PCA model. Quantitative analysis is demonstrated using indole standards with limits of detection and quantification of 0.395 μg/mL and 1.316 μg/mL, respectively. The described methodology can routinely detect highly reactive analytes such as volatile fatty acids and diamines without the need for a derivatisation step or lengthy chromatographic separations. The capability of the system was demonstrated by discriminating between different varieties of cheese and monitoring the spoilage of meats. © 2017 The Authors. Rapid Communications in Mass

Analysis of volatile organic compounds in pleural effusions by headspace solid-phase microextraction coupled with cryotrap gas chromatography and mass spectrometry.

Science.gov (United States)

Huang, Zhongping; Zhang, Jie; Zhang, Peipei; Wang, Hong; Pan, Zaifa; Wang, Lili

2016-07-01

Headspace solid-phase microextraction coupled with cryotrap gas chromatography and mass spectrometry was applied to the analysis of volatile organic compounds in pleural effusions. The highly volatile organic compounds were separated successfully with high sensitivity by the employment of a cryotrap device, with the construction of a cold column head by freezing a segment of metal capillary with liquid nitrogen. A total of 76 volatile organic compounds were identified in 50 pleural effusion samples (20 malignant effusions and 30 benign effusions). Among them, 34 more volatile organic compounds were detected with the retention time less than 8 min, by comparing with the normal headspace solid-phase microextraction coupled with gas chromatography and mass spectrometry method. Furthermore, 24 volatile organic compounds with high occurrence frequency in pleural effusion samples, 18 of which with the retention time less than 8 min, were selected for the comparative analysis. The results of average peak area comparison and box-plot analysis showed that except for cyclohexanone, 2-ethyl-1-hexanol, and tetramethylbenzene, which have been reported as potential cancer biomarkers, cyclohexanol, dichloromethane, ethyl acetate, n-heptane, ethylbenzene, and xylene also had differential expression between malignant and benign effusions. Therefore, the proposed approach was valuable for the comprehensive characterization of volatile organic compounds in pleural effusions. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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...

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

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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.

Analysis of the Volatile Profile of Core Chinese Mango Germplasm by Headspace Solid-Phase Microextraction Coupled with Gas Chromatography-Mass Spectrometry

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Xiao-Wei Ma

2018-06-01

Full Text Available Despite abundant published research on the volatile characterization of mango germplasm, the aroma differentiation of Chinese cultivars remains unclear. Using headspace solid phase microextraction (HS-SPME coupled with gas chromatography–mass spectrometry (GC-MS, the composition and relative content of volatiles in 37 cultivars representing the diversity of Chinese mango germplasm were investigated. Results indicated that there are distinct differences in the components and content of volatile compounds among and within cultivars. In total, 114 volatile compounds, including 23 monoterpenes, 16 sesquiterpenes, 29 non-terpene hydrocarbons, 25 esters, 11 aldehydes, five alcohols and five ketones, were identified. The total volatile content among cultivars ranged from 211 to 26,022 μg/kg fresh weight (FW, with 123-fold variation. Terpene compounds were the basic background volatiles, and 34 cultivars exhibited abundant monoterpenes. On the basis of hierarchical cluster analysis (HCA and principal component analysis (PCA, terpinolene and α-pinene were important components constituting the aroma of Chinese mango cultivars. Most obviously, a number of mango cultivars with high content of various aroma components were observed, and they can serve as potential germplasms for both breeding and direct use.

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...

Kinetic analysis of volatile formation in milk subjected to pressure-assisted thermal treatments.

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Vazquez-Landaverde, P A; Qian, M C; Torres, J A

2007-09-01

Volatile formation in milk subjected to pressure-assisted thermal processing (PATP) was investigated from a reaction kinetic analysis point of view to illustrate the advantages of this technology. The concentration of 27 volatiles of different chemical class in milk subjected to pressure, temperature, and time treatments was fitted to zero-, 1st-, and 2nd-order chemical reaction models. Temperature and pressure effects on rate constants were analyzed to obtain activation energy (E(a)) and activation volume (deltaV*) values. Hexanal, heptanal, octanal, nonanal, and decanal followed 1st-order kinetics with rate constants characterized by E(a) values decreasing with pressure reflecting negative deltaV* values. Formation of 2-methylpropanal, 2,3-butanedione, and hydrogen sulfide followed zero-order kinetics with rate constants increasing with temperature but with unclear pressure effects. E(a) values for 2-methylpropanal and 2,3-butanedione increased with pressure, that is, deltaV* > 0, whereas values for hydrogen sulfide remained constant, that is, deltaV* = 0. The concentration of all other volatiles, including methanethiol, remained unchanged in pressure-treated samples, suggesting large negative deltaV* values. The concentration of methyl ketones, including 2-pentanone, 2-hexanone, 2-heptanone, 2-octanone, 2-nonanone, 2-decanone, and 2-undecanone, was independent of pressure and pressure-holding time. PATP promoted the formation of few compounds, had no effect on some, and inhibited the formation of volatiles reported to be factors of the consumer rejection of "cooked" milk flavor. The kinetic behavior observed suggested that new reaction formation mechanisms were not likely involved in volatile formation in PATP milk. The application of the Le Chatelier principle frequently used to explain the high quality of pressure-treated foods, often with no supporting experimental evidence, was not necessary.

CO_2 volatility impact on energy portfolio choice: A fully stochastic LCOE theory analysis

International Nuclear Information System (INIS)

Lucheroni, Carlo; Mari, Carlo

2017-01-01

Highlights: • Stochastic LCOE theory is an extension of the levelized cost of electricity analysis. • The fully stochastic analysis include stochastic processes for fossil fuels prices and CO_2 prices. • The nuclear asset is risky through uncertainty about construction times and it is used as a hedge. • Volatility of CO_2 prices has a strong influence on CO_2 emissions reduction. - Abstract: Market based pricing of CO_2 was designed to control CO_2 emissions by means of the price level, since high CO_2 price levels discourage emissions. In this paper, it will be shown that the level of uncertainty on CO_2 market prices, i.e. the volatility of CO_2 prices itself, has a strong influence not only on generation portfolio risk management but also on CO_2 emissions abatement. A reduction of emissions can be obtained when rational power generation capacity investors decide that the capacity expansion cost risk induced jointly by CO_2 volatility and fossil fuels prices volatility can be efficiently hedged adding to otherwise fossil fuel portfolios some nuclear power as a carbon free asset. This intriguing effect will be discussed using a recently introduced economic analysis tool, called stochastic LCOE theory. The stochastic LCOE theory used here was designed to investigate diversification effects on energy portfolios. In previous papers this theory was used to study diversification effects on portfolios composed of carbon risky fossil technologies and a carbon risk-free nuclear technology in a risk-reward trade-off frame. In this paper the stochastic LCOE theory will be extended to include uncertainty about nuclear power plant construction times, i.e. considering nuclear risky as well, this being the main uncertainty source of financial risk in nuclear technology. Two measures of risk will be used, standard deviation and CVaR deviation, to derive efficient frontiers for generation portfolios. Frontier portfolios will be analyzed in their implications on emissions

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

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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.

The influence of low dose irradiation on volatile constituents of Imperial and Ellendale mandarins

International Nuclear Information System (INIS)

Wood, A.F.; Mitchell, G.E.; McLauchlan, R.L.; Hammerton, K.

1992-01-01

Volatile compounds were collected from Imperial (Citrus reticulata) and Ellendale (Citrus reticulata/Citrus sinensis hybrid) mandarins, green and degreened, irradiated at 0, 75, and 300 Gy. Thirty-three individual volatile components were isolated, limonene being the major volatile. Irradiation caused only minor changes in the concentrations of some volatiles and the changes were of no value as indicators of irradiation treatment. 18 refs., 3 tabs. 2 figs

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...

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.

In situ extraction and analysis of volatiles and simple molecules in interplanetary dust particles, contaminants, and silica aerogel

Science.gov (United States)

Hartmetz, C. P.; Gibson, E. K., Jr.; Blanford, G. E.

1990-01-01

Results are presented for the analyses of eight interplanetary dust particles (IDPs) for the volatile elements H, C, N, O, and S and their molecular species, as well as of the volatiles associated with contaminants (i.e., the compounds used during the collection and curation of IDPs), which were carried out using a laser microprobe interfaced with a quadrupole mass spectrometer. It was found that the volatile species from contaminants were always present in the spectra of IDPs. Despite the contamination problems, several indigenous molecular species could be identified, including OH, CO2 or C2H4, C and CS2, CO2 along with CO (possibly indicating the presence of carbonate), H2S, SO, COS, SO2, and CS2. In some cases, the sulfur components can be attributed to aerosols; however, in one of the IDPs, the presence of H2S, SO, COS, and SO2 indicates the possible presence of elemental sulfur.

The European wool-carder bee (Anthidium manicatum) eavesdrops on plant volatile organic compounds (VOCs) during trichome collection.

Science.gov (United States)

Graham, Kelsey K; Brown, Steve; Clarke, Stephanie; Röse, Ursula S R; Starks, Philip T

2017-11-01

The plant-pollinator relationship is generally considered mutualistic. This relationship is less clear, however, when pollinators also cause tissue damage. Some Megachilidae bees collect plant material for nests from the plants they pollinate. In this study, we examined the relationship between Anthidium manicatum, the European wool-carder bee, and the source of its preferred nesting material - Stachys byzantina, lamb's ear. Female A. manicatum use their mandibles to trim trichomes from plants for nesting material (a behaviour dubbed "carding"). Using volatile organic compound (VOC) headspace analysis and behavioural observations, we explored (a) how carding effects S. byzantina and (b) how A. manicatum may choose specific S. byzantina plants. We found that removal of trichomes leads to a dissimilar VOC bouquet compared to intact leaves, with a significant increase in VOC detection following damage. A. manicatum also visit S. byzantina plants with trichomes removed at a greater frequency compared to plants with trichomes intact. Our data suggest that A. manicatum eavesdrop on VOCs produced by damaged plants, leading to more carding damage for individual plants due to increased detectability by A. manicatum. Accordingly, visitation by A. manicatum to S. byzantina may incur both a benefit (pollination) and cost (tissue damage) to the plant. Copyright © 2017 Elsevier B.V. All rights reserved.

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

Characterisation of the volatile profile of coconut water from five varieties using an optimised HS-SPME-GC analysis.

Science.gov (United States)

Prades, Alexia; Assa, Rebecca Rachel Ablan; Dornier, Manuel; Pain, Jean-Pierre; Boulanger, Renaud

2012-09-01

Coconut (Cocos nucifera L.) water is a refreshing tropical drink whose international market has recently been growing. However, little is yet known about its physicochemical composition, particularly its aroma. This study set out to characterise the volatile profile of water from five coconut varieties. Aroma compounds were characterised by headspace solid phase microextraction gas chromatography (HS-SPME-GC) analysis. An experimental design was established to optimise SPME conditions, leading to an equilibration time of 10 min followed by an extraction time of 60 min at 50 °C. Accordingly, immature coconut water from WAT (West African Tall), PB121 (MYD × WAT Hybrid), MYD (Malayan Yellow Dwarf), EGD (Equatorial Guinea Green Dwarf) and THD (Thailand Aromatic Green Dwarf) palms was analysed and described. Ketones were mainly present in the Tall and Hybrid varieties, whereas aldehydes were most abundant in the Dwarf palms. Tall coconut water was characterised by a high lactone content. THD exhibited a high ethyl octanoate level. The cluster analysis of the volatile fraction from the five coconut cultivars was found to be related to their genetic classification. The volatile compounds of immature coconut water from five varieties were characterised for the first time. Volatile profile analysis could be a useful tool for the selection of Dwarf coconut varieties, which are mainly consumed as a beverage. Copyright © 2012 Society of Chemical Industry.

Comparative study of anthocyanin and volatile compounds content of four varieties of Mexican roselle (Hibiscus sabdariffa L.) by multivariable analysis.

Science.gov (United States)

Camelo-Méndez, G A; Ragazzo-Sánchez, J A; Jiménez-Aparicio, A R; Vanegas-Espinoza, P E; Paredes-López, O; Del Villar-Martínez, A A

2013-09-01

Anthocyanins are a group of water-soluble pigments that provide red, purple or blue color to the leaves, flowers, and fruits. In addition, benefits have been attributed to hypertension and cardiovascular diseases. This study compared the content of total anthocyanins and volatile compounds in aqueous and ethanolic extracts of four varieties of Mexican roselle, with different levels of pigmentation. The multivariable analysis of categorical data demonstrated that ethanol was the best solvent for the extraction of both anthocyanins and volatile compounds. The concentration of anthocyanin in pigmented varieties ranged from 17.3 to 32.2 mg of cyanidin 3-glucoside/g dry weight, while volatile compounds analysis showed that geraniol was the main compound in extracts from the four varieties. The principal component analysis (PCA) allowed description of results with 77.38% of variance establishing a clear grouping for each variety in addition to similarities among some of these varieties. These results were validated by the confusion matrix obtained in the classification by the factorial discriminate analysis (FDA); it can be useful for roselle varieties classification. Small differences in anthocyanin and volatile compounds content could be detected, and it may be of interest for the food industry in order to classify a new individual into one of several groups using different variables at once.

Development of sampling method and chromatographic analysis of volatile organic compounds emitted from human skin.

Science.gov (United States)

Grabowska-Polanowska, Beata; Miarka, Przemysław; Skowron, Monika; Sułowicz, Joanna; Wojtyna, Katarzyna; Moskal, Karolina; Śliwka, Ireneusz

2017-10-01

The studies on volatile organic compounds emitted from skin are an interest for chemists, biologists and physicians due to their role in development of different scientific areas, including medical diagnostics, forensic medicine and the perfume design. This paper presents a proposal of two sampling methods applied to skin odor collection: the first one uses a bag of cellulose film, the second one, using cellulose sachets filled with active carbon. Volatile organic compounds were adsorbed on carbon sorbent, removed via thermal desorption and analyzed using gas chromatograph with mass spectrometer. The first sampling method allowed identification of more compounds (52) comparing to the second one (30). Quantitative analyses for acetone, butanal, pentanal and hexanal were done. The skin odor sampling method using a bag of cellulose film, allowed the identification of many more compounds when compared with the method using a sachet filled with active carbon.

Volatility-constrained multifractal detrended cross-correlation analysis: Cross-correlation among Mainland China, US, and Hong Kong stock markets

Science.gov (United States)

Cao, Guangxi; Zhang, Minjia; Li, Qingchen

2017-04-01

This study focuses on multifractal detrended cross-correlation analysis of the different volatility intervals of Mainland China, US, and Hong Kong stock markets. A volatility-constrained multifractal detrended cross-correlation analysis (VC-MF-DCCA) method is proposed to study the volatility conductivity of Mainland China, US, and Hong Kong stock markets. Empirical results indicate that fluctuation may be related to important activities in real markets. The Hang Seng Index (HSI) stock market is more influential than the Shanghai Composite Index (SCI) stock market. Furthermore, the SCI stock market is more influential than the Dow Jones Industrial Average stock market. The conductivity between the HSI and SCI stock markets is the strongest. HSI was the most influential market in the large fluctuation interval of 1991 to 2014. The autoregressive fractionally integrated moving average method is used to verify the validity of VC-MF-DCCA. Results show that VC-MF-DCCA is effective.

Multifactor analysis of multiscaling in volatility return intervals.

Science.gov (United States)

Wang, Fengzhong; Yamasaki, Kazuko; Havlin, Shlomo; Stanley, H Eugene

2009-01-01

We study the volatility time series of 1137 most traded stocks in the U.S. stock markets for the two-year period 2001-2002 and analyze their return intervals tau , which are time intervals between volatilities above a given threshold q . We explore the probability density function of tau , P_(q)(tau) , assuming a stretched exponential function, P_(q)(tau) approximately e;(-tau;(gamma)) . We find that the exponent gamma depends on the threshold in the range between q=1 and 6 standard deviations of the volatility. This finding supports the multiscaling nature of the return interval distribution. To better understand the multiscaling origin, we study how gamma depends on four essential factors, capitalization, risk, number of trades, and return. We show that gamma depends on the capitalization, risk, and return but almost does not depend on the number of trades. This suggests that gamma relates to the portfolio selection but not on the market activity. To further characterize the multiscaling of individual stocks, we fit the moments of tau , mu_(m) identical with(tautau);(m);(1m) , in the range of 10portfolio optimization.

Multifactor analysis of multiscaling in volatility return intervals

Science.gov (United States)

Wang, Fengzhong; Yamasaki, Kazuko; Havlin, Shlomo; Stanley, H. Eugene

2009-01-01

We study the volatility time series of 1137 most traded stocks in the U.S. stock markets for the two-year period 2001-2002 and analyze their return intervals τ , which are time intervals between volatilities above a given threshold q . We explore the probability density function of τ , Pq(τ) , assuming a stretched exponential function, Pq(τ)˜e-τγ . We find that the exponent γ depends on the threshold in the range between q=1 and 6 standard deviations of the volatility. This finding supports the multiscaling nature of the return interval distribution. To better understand the multiscaling origin, we study how γ depends on four essential factors, capitalization, risk, number of trades, and return. We show that γ depends on the capitalization, risk, and return but almost does not depend on the number of trades. This suggests that γ relates to the portfolio selection but not on the market activity. To further characterize the multiscaling of individual stocks, we fit the moments of τ , μm≡⟨(τ/⟨τ⟩)m⟩1/m , in the range of 10portfolio optimization.

Analysis of volatile flavor compounds influencing Chinese-type soy sauces using GC-MS combined with HS-SPME and discrimination with electronic nose.

Science.gov (United States)

Gao, Lihua; Liu, Ting; An, Xinjing; Zhang, Jinlan; Ma, Xiaoran; Cui, Jinmei

2017-01-01

Soy sauce contains a variety of volatiles that are highly valuable to its quality with regard to sensory characteristics. This paper describes the analysis of volatile compounds influencing the flavor quality of Chinese-type soy sauces. Gas chromatography-mass spectrometry (GC-MS) combined with headspace-solid phase microextraction and electronic nose (E-nose) were applied for identifying the volatile flavor compounds as well as determining their volatile profiles of 12 soy sauces manufactured by different fermentation process. Forty one key volatile components of these 12 soy sauce products, a pure soy sauce and an acid-hydrolyzed vegetable protein sample, were compared in semi-quantitative form, and their volatile flavor profiles were analyzed by E-nose. The substantially similar results between hierarchical cluster analysis based on GC-MS data and E-nose analysis suggested that both techniques may be useful in evaluating the flavor quality of soy sauces and differentiating soy sauce products. The study also showed that there were less volatile flavor compounds in soy sauces produced through low-salt solid-state fermentation process, a traditional manufacturing technology and a widely adopted technology in Chinese soy sauce industries. In addition, the investigation suggested that the flavor quality of soy sauce varied widely in Chinese domestic market, and that the present Chinese national standards of soy sauce should be further perfected by the addition of flavor grades of soy sauce in the physical and chemical index. Meanwhile, this research provided valuable information to manufacturers and government regulators, which have practical significance to improve quality of soy sauces.

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

Emerging site characterization technologies for volatile organic compounds

International Nuclear Information System (INIS)

Rohay, V.J.; Last, G.V.

1992-05-01

A Comprehensive Environmental Response, Compensation, and Liability Act of 1980 (CERCLA) expedited response action (ERA) has been initiated at Hanford Site's 200 West Area for the removal of carbon tetrachloride from the unsaturated soils. In coordination with the ERA, innovative technology demonstrations are being conducted as part of DOE's Volatile Organic Compounds -- Arid Integrated Demonstration in an effort to improve upon baseline technologies. Improved methods for accessing, sampling, and analyzing soil and soil-vapor contaminants is a high priority. Sonic drilling is being evaluated as an alternative to cable-tool drilling, while still providing the advantages of reliability, containment, and waste minimization. Applied Research Associates, Inc. used their cone penetrometer in the 200 West Area to install a permanent soil-gas monitoring probe and to collect soil-gas profile data. However, successful application of this technology will require the development of an improved ability to penetrate coarse gravel units. A Science and Engineering Associates Membrane Instrumentation and Sampling Technique (SEAMIST) system designed for collecting in situ soil samples and air permeability data in between drilling runs at variable depths is being tested in 200 West Area boreholes. Analytical technologies scheduled for testing include supercritical fluid extraction and analysis for non- and semi-volatile organic co-contaminants and an unsaturated flow apparatus developed by Washington State University for the measurement of transport parameters

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.

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

Preliminary assessment of laboratory techniques for measurement of volatiles through soils at hazardous waste sites

International Nuclear Information System (INIS)

Breckenridge, R.P.; Case, J.T.

1985-01-01

This study was conducted to determine if an inexpensive laboratory screening technique could be developed to detect the presence of hazardous volatile compounds without disturbing the soil over buried waste. A laboratory investigation was designed to evaluate the movement of two volatile organics through packed soil columns. Six soil columns were filled with three different soils. Two volatile organics, trichloroethylene (TCE) and dichloroethylene (1, 2 DCE), were placed at the base of the columns as a saturated water solution. Column headspace analysis was performed by purging the top of the columns with nitrogen gas and bubbling this gas through a pentane trap. Samples in the air space were also collected using 25 and 100 microliter gas tight syringes. All samples were analyzed using Electron Capture Detector (ECD) by gas chromatography. Results indicate that the volatile organic compounds can be detected through a five foot column of soil in concentrations down to parts-per-billion (ppb) for both TCE and DCE. Distribution coefficients (Kd) experiments were also conducted to assess breakthrough time and related concentration with soil type

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

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)

Perchlorate and Volatiles in the Brine of Lake Vida (antarctica): Implication for the Analysis of Mars Sediments

Science.gov (United States)

Kenig, F. P. H.; Chou, L.; McKay, C.; Jackson, W. A.; Doran, P. T.; Murray, A. E.; Fritsen, C. H.

2015-12-01

A cold (-13.4 °C), saline (188 psu) evaporative brine is encapsulated in the thick (> 27 m) ice of Lake Vida (McMurdo Dry Valleys, Antarctica). The Lake Vida brine (LVBr), which contains abundant dissolved organic carbon (48.2 mmol/L), support an active but slow microbial community. LVBr contains oxychlorines with 50 μg/L of perchlorate and 11 μg/L of chlorate. The McMurdo Dry Valleys have often been considered as a good Mars analog. The oxychlorine-rich brine of Lake Vida constitutes a potential equivalent to perchlorate-rich preserved saline liquid water on Mars. We report here on the artifacts created by oxychlorines upon analysis of volatiles and volatile organic compounds (VOCs) of LVBr by direct immersion (DI) and head space (HS) solid phase micro extraction (SPME) gas chromatography-mass spectrometry (GCMS). We compare analytical blanks to a standard containing 40 μg/L of perchlorate and to actual LVBr sample runs. All blanks, perchlorate blanks and samples were analyzed using two types of SPME fibers, CarboxenTM/polydimethylsiloxane (PDMS) and divinylbenzene (DVB)/ PDMS. The similarities and differences between our results and those obtained by the Sample Analysis at Mars instruments of the rover Curiosity are discussed. The volatiles evolved from LVBr upon analysis with DI- and HS-SPME GCMS are dominated by CO2, dichloromethane, HCl, and volatile organic sulfur compounds (VOSCs, such as DMS, DMDS). The volatiles also include oxygenated compounds such as acids and ketones, aromatic compounds, hydrocarbons, chlorinated compounds (dominated by dichloromethane). Apart from the VOSCs, short chain hydrocarbons and some functionalized compounds derived from the brine itself, all compounds observed are artifacts formed upon oxychlorine breakdown in the injector of the GCMS. The distribution of aromatic compounds seems to be directly dependant on the type of SPME fiber used. The perchlorate blanks show a clear pattern of carbon limitation, likely affecting the

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...

[GC-MS analysis of volatile constituents from five different kinds of Chinese eaglewood].

Science.gov (United States)

Mei, Wen-Li; Zeng, Yan-Bo; Liu, Jun; Dai, Hao-Fu

2007-05-01

Volatile oils of five different kinds of Chinese eaglewood were extracted with aether at room temperature. The chemical constituents and relative contents of the volatile oils were analysed by GC-MS. It showed that all the five volatile oils were mainly composed of sesquiterpenes, aromatic constituents and fatty acids. Several sesquiterpenes, such as hinesol, nootkatone, valerenic acid, velleral, guaiol, gamma-gurjunene, gamma-selinene, viridiflorol, isoaromadendrene epoxide, valencene, alpha-costol et. al., together with several aromatic constituents, 2,4-di-tert-butylphenol,4-methyl-2,6-di-tert-butylphenol, phenylpropionic acid, 1-(benzyloxy)-8-naphthol, anisylacetone, et. al. were found in the volatile oils of Chinese eaglewood for the first time. The samilarities and differences of the volatile oils from the five kinds of Chinese eaglewood were compared. It suggested that the quality of Chinese eaglewood could be evaluated by GC-MS analyse of the volatile oil.

A comparative study of volatile components in Dianhong teas from fresh leaves of four tea cultivars by using chromatography-mass spectrometry, multivariate data analysis, and descriptive sensory analysis.

Science.gov (United States)

Wang, Chao; Zhang, Chenxia; Kong, Yawen; Peng, Xiaopei; Li, Changwen; Liu, Shunhang; Du, Liping; Xiao, Dongguang; Xu, Yongquan

2017-10-01

Dianhong teas produced from fresh leaves of different tea cultivars (YK is Yunkang No. 10, XY is Xueya 100, CY is Changyebaihao, SS is Shishengmiao), were compared in terms of volatile compounds and descriptive sensory analysis. A total of 73 volatile compounds in 16 tea samples were tentatively identified. YK, XY, CY, and SS contained 55, 53, 49, and 51 volatile compounds, respectively. Partial least squares-discriminant analysis (PLS-DA) and hierarchical cluster analysis (HCA) were used to classify the samples, and 40 key components were selected based on variable importance in the projection. Moreover, 11 flavor attributes, namely, floral, fruity, grass/green, woody, sweet, roasty, caramel, mellow and thick, bitter, astringent, and sweet aftertaste were identified through descriptive sensory analysis (DSA). In generally, innate differences among the tea varieties significantly affected the intensities of most of the key sensory attributes of Dianhong teas possibly because of the different amounts of aroma-active and taste components in Dianhong teas. Copyright © 2017 Elsevier Ltd. All rights reserved.

Metabolism of 210Po in rats: Volatile 210Po from faeces

International Nuclear Information System (INIS)

Sadi, B. B.; Li, C.; Wyatt, H.; Bugden, M.; Wilkinson, D.; Kramer, G.

2011-01-01

The metabolic formation of volatile 210 Po species in a rat that was intravenously administered with 210 Po-citrate was investigated in this study. A slurry of the faecal sample was prepared in water and was bubbled with nitrogen gas in a closed system. The discharged gas was passed through a trapping device filled with liquid scintillation cocktail in order to capture any volatile 210 Po species. The amount of 210 Po trapped in the scintillation cocktail was measured by a liquid scintillation analyser that provided evidence of the presence of volatile 210 Po species in the faeces. The presence of volatile 210 Po in the faeces indicates that the metabolic formation of volatile 210 Po is likely to occur in the gut due to bacterial activity. The amount of volatile 210 Po species was compared with the daily faecal excretion of 210 Po. After 2 h of bubbling, the volatile 210 Po collected from the faeces sample was found to be between 1.0 and 1.7 % of the daily faecal excretion for the 4 d following 210 Po-citrate administration. (authors)

Quali-quantitative characterization of the volatile constituents in Cordia verbenacea D.C. essential oil exploiting advanced chromatographic approaches and nuclear magnetic resonance analysis.

Science.gov (United States)

Sciarrone, Danilo; Giuffrida, Daniele; Rotondo, Archimede; Micalizzi, Giuseppe; Zoccali, Mariosimone; Pantò, Sebastiano; Donato, Paola; Rodrigues-das-Dores, Rosana Goncalves; Mondello, Luigi

2017-11-17

Cordia verbenacea D.C. (Boraginaceae, Varronia curassavica Jacq. synonym) is a medicinal plant, native from Brazil, especially the leaves are used in folk medicine. The aim of this study was to extend the characterization of the volatile fraction of the essential oil obtained from this plant, by using GC-FID, GC-MS, and chiral GC. Moreover, to further clarify the composition of the volatile fraction, preparative multidimensional-GC (prep-MDGC) was used to collect unknown compounds, followed by NMR characterization. Specifically, the chemical characterization, both qualitative and quantitative, of the volatile fraction of the essential oil obtained from Cordia verbenacea cultivated in the Minas Gerais area (central area of Brazil) was investigated for the first time. The principal components from a quantitative point of view were α-pinene (25.32%; 24.48g/100g) and α-santalene (17.90%; 17.30g/100g), belonging to the terpenes family. Chiral-GC data are reported for the enantiomeric distribution of 7 different components. Last, to obtain the complete characterization of the essential oil constituents, prep-MDGC analysis was used to attain the isolation of two compounds, not present in the principal MS databases, which were unambiguously identified by NMR investigation as (E)-α-santalal and (E)-α-bergamotenal, reported for the first time in Cordia verbenacea essential oil. Copyright © 2017 Elsevier B.V. All rights reserved.

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.

Release of volatile and semi-volatile toxicants during house fires.

Science.gov (United States)

Hewitt, Fiona; Christou, Antonis; Dickens, Kathryn; Walker, Richard; Stec, Anna A

2017-04-01

Qualitative results are presented from analysis of volatile and semi-volatile organic compounds (VOCs/SVOCs) obtained through sampling of gaseous effluent and condensed particulates during a series of experimental house fires conducted in a real house. Particular emphasis is given to the 16 polycyclic aromatic hydrocarbons (PAHs) listed by the Environmental Protection Agency due to their potentially carcinogenic effects. The initial fuel packages were either cooking oil or a single sofa; these were burned both alone, and in furnished surroundings. Experiments were performed at different ventilation conditions. Qualitative Gas Chromatography-Mass Spectrometry (GC-MS) analysis found VOC/SVOC releases in the developing stages of the fires, and benzo(a)pyrene - the most carcinogenic PAH - was found in at least one sampling interval in the majority of fires. A number of phosphorus fire retardants were detected, in both the gaseous effluent and particulates, from fires where the initial fuel source was a sofa. Their release during the fire is significant as they pose toxicological concerns separate from those presented by the PAHs. Copyright © 2016. Published by Elsevier Ltd.

Selective Trapping of Volatile Fission Products with an Off-Gas Treatment System

Energy Technology Data Exchange (ETDEWEB)

B.R. Westphal; J.J. Park; J.M. Shin; G.I. Park; K.J. Bateman; D.L. Wahlquist

2008-07-01

A head-end processing step, termed DEOX for its emphasis on decladding via oxidation, is being developed for the treatment of spent oxide fuel by pyroprocessing techniques. The head-end step employs high temperatures to oxidize UO2 to U3O8 resulting in the separation of fuel from cladding and the removal of volatile fission products. Development of the head-end step is being performed in collaboration with the Korean Atomic Energy Research Institute (KAERI) through an International Nuclear Energy Research Initiative. Following the initial experimentation for the removal of volatile fission products, an off-gas treatment system was designed in conjunction with KAERI to collect specific fission gases. The primary volatile species targeted for trapping were iodine, technetium, and cesium. Each species is intended to be collected in distinct zones of the off-gas system and within those zones, on individual filters. Separation of the volatile off-gases is achieved thermally as well as chemically given the composition of the filter media. A description of the filter media and a basis for its selection will be given along with the collection mechanisms and design considerations. In addition, results from testing with the off-gas treatment system will be presented.

RESOLVE: Regolith and Environment Science and Oxygen and Lunar Volatile Extraction

Science.gov (United States)

Quinn, Jacqueline; Baird, Scott; Colaprete, Anthony; Larson, William; Sanders, Gerald; Picard, Martin

2011-01-01

Regolith & Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) is an internationally developed payload that is intended to prospect for resources on other planetary bodies. RESOLVE is a miniature drilling and chemistry plant packaged onto a medium-sized rover to collect and analyze soil for volatile components such as water or hydrogen that could be used in human exploration efforts.

Unstable Simple Volatiles and Gas Chromatography-Tandem Mass Spectrometry Analysis of Essential Oil from the Roots Bark of Oplopanax Horridus Extracted by Supercritical Fluid Extraction

Directory of Open Access Journals (Sweden)

Li Shao

2014-11-01

Full Text Available Volatile oil from the root bark of Oplopanax horridus is regarded to be responsible for the clinical uses of the title plant as a respiratory stimulant and expectorant. Therefore, a supercritical fluid extraction method was first employed to extract the volatile oil from the roots bark of O. horridus, which was subsequently analyzed by GC/MS. Forty-eight volatile compounds were identified by GC/MS analysis, including (S,E-nerolidol (52.5%, τ-cadinol (21.6% and S-falcarinol (3.6%. Accordingly, the volatile oil (100 g was subjected to chromatographic separation and purification. As a result, the three compounds, (E-nerolidol (2 g, τ-cadinol (62 mg and S-falcarinol (21 mg, were isolated and purified from the volatile oil, the structures of which were unambiguously elucidated by detailed spectroscopic analysis including 1D- and 2D-NMR techniques.

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.

Chemical composition and non-volatile components of three wild edible mushrooms collected from northwest Tunisia

Directory of Open Access Journals (Sweden)

ibtissem Kacem Jedidi

2016-04-01

Full Text Available In Tunisia, many people collect wild edible mushrooms as pickers for their own consumption. The present work aims at contributing to the determination of the chemical composition, non volatile components content (soluble sugars, free amino acids and minerals and trace elements of three popular Tunisian wild edible mushrooms species collected from the northwest of Tunisia (Agaricus campestris, Boletus edulis and Cantharellus cibarius.All investigated mushrooms revealed that these species are rich sources of proteins (123.70 – 374.10 g kg-1 dry weight (DW and carbohydrates (403.3 – 722.40 g kg-1 DW, and low content of fat (28.2 – 39.9 g kg-1 DW; the highest energetic contribution was guaranteed by C. cibarius (1542.71 kJ / 100 g. A. compestris (33.14 mg/g DW showed the highest concentration of essential amino acids. The composition in individual sugars was also determined, mannitol and trehalose being the most abundant sugars. C. cibarius revealed the highest concentrations of carbohydrates (722.4 g kg-1 DW and A. compestris the lowest concentration (403.3 g kg-1 DW. Potassium (K and sodium (Na are the most abundant minerals in analyzed samples (A. compestris showed the highest concentrations of K and Na, 49141.44 and 9263.886 µg/g DW respectively.

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

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...

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

On fractality and chaos in Moroccan family business stock returns and volatility

Science.gov (United States)

Lahmiri, Salim

2017-05-01

The purpose of this study is to examine existence of fractality and chaos in returns and volatilities of family business companies listed on the Casablanca Stock Exchange (CSE) in Morocco, and also in returns and volatility of the CSE market index. Detrended fluctuation analysis based Hurst exponent and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) model are used to quantify fractality in returns and volatility time series respectively. Besides, the largest Lyapunov exponent is employed to quantify chaos in both time series. The empirical results from sixteen family business companies follow. For return series, fractality analysis show that most of family business returns listed on CSE exhibit anti-persistent dynamics, whilst market returns have persistent dynamics. Besides, chaos tests show that business family stock returns are not chaotic while market returns exhibit evidence of chaotic behaviour. For volatility series, fractality analysis shows that most of family business stocks and market index exhibit long memory in volatility. Furthermore, results from chaos tests show that volatility of family business returns is not chaotic, whilst volatility of market index is chaotic. These results may help understanding irregularities patterns in Moroccan family business stock returns and volatility, and how they are different from market dynamics.

Production of fungal volatile organic compounds in bedding materials

OpenAIRE

S. LAPPALAINEN; A. PASANEN; P. PASANEN

2008-01-01

The high relative humidity of the air and many potential growth media, such as bedding materials, hay and grains in the horse stable, for example, provide suitable conditions for fungal growth. Metabolic activity of four common agricultural fungi incubated in peat and wood shavings at 25°C and 4°C was characterized in this study using previously specified volatile metabolites of micro-organisms and CO 2 production as indicators. The volatile organic compounds were collected into Tenax resin a...

Comparative Analysis of the Volatile Components of Agrimonia eupatoria from Leaves and Roots by Gas Chromatography-Mass Spectrometry and Multivariate Curve Resolution

Directory of Open Access Journals (Sweden)

Xiao-Liang Feng

2013-01-01

Full Text Available Gas chromatography-mass spectrometry and multivariate curve resolution were applied to the differential analysis of the volatile components in Agrimonia eupatoria specimens from different plant parts. After extracted with water distillation method, the volatile components in Agrimonia eupatoria from leaves and roots were detected by GC-MS. Then the qualitative and quantitative analysis of the volatile components in the main root of Agrimonia eupatoria was completed with the help of subwindow factor analysis resolving two-dimensional original data into mass spectra and chromatograms. 68 of 87 separated constituents in the total ion chromatogram of the volatile components were identified and quantified, accounting for about 87.03% of the total content. Then, the common peaks in leaf were extracted with orthogonal projection resolution method. Among the components determined, there were 52 components coexisting in the studied samples although the relative content of each component showed difference to some extent. The results showed a fair consistency in their GC-MS fingerprint. It was the first time to apply orthogonal projection method to compare different plant parts of Agrimonia eupatoria, and it reduced the burden of qualitative analysis as well as the subjectivity. The obtained results proved the combined approach powerful for the analysis of complex Agrimonia eupatoria samples. The developed method can be used to further study and quality control of Agrimonia eupatoria.

Comparative Analysis of the Volatile Components of Agrimonia eupatoria from Leaves and Roots by Gas Chromatography-Mass Spectrometry and Multivariate Curve Resolution.

Science.gov (United States)

Feng, Xiao-Liang; He, Yun-Biao; Liang, Yi-Zeng; Wang, Yu-Lin; Huang, Lan-Fang; Xie, Jian-Wei

2013-01-01

Gas chromatography-mass spectrometry and multivariate curve resolution were applied to the differential analysis of the volatile components in Agrimonia eupatoria specimens from different plant parts. After extracted with water distillation method, the volatile components in Agrimonia eupatoria from leaves and roots were detected by GC-MS. Then the qualitative and quantitative analysis of the volatile components in the main root of Agrimonia eupatoria was completed with the help of subwindow factor analysis resolving two-dimensional original data into mass spectra and chromatograms. 68 of 87 separated constituents in the total ion chromatogram of the volatile components were identified and quantified, accounting for about 87.03% of the total content. Then, the common peaks in leaf were extracted with orthogonal projection resolution method. Among the components determined, there were 52 components coexisting in the studied samples although the relative content of each component showed difference to some extent. The results showed a fair consistency in their GC-MS fingerprint. It was the first time to apply orthogonal projection method to compare different plant parts of Agrimonia eupatoria, and it reduced the burden of qualitative analysis as well as the subjectivity. The obtained results proved the combined approach powerful for the analysis of complex Agrimonia eupatoria samples. The developed method can be used to further study and quality control of Agrimonia eupatoria.

Determination of volatiles produced during radiation processing in Laurus cinnamomum

Energy Technology Data Exchange (ETDEWEB)

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

2009-07-15

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

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

Science.gov (United States)

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

2014-10-01

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

Analysis of factors affecting volatile compound formation in roasted pumpkin seeds with selected ion flow tube-mass spectrometry (SIFT-MS) and sensory analysis.

Science.gov (United States)

Bowman, T; Barringer, S

2012-01-01

Pumpkin (Cucurbita pepo and maxima) seeds are uniquely flavored and commonly consumed as a healthy roasted snack. The objective was to determine dominant volatiles in raw and roasted pumpkin seeds, and the effect of seed coat, moisture content, fatty acid ratio, total lipids, reducing sugars, and harvest year on volatile formation. Sensory was conducted to evaluate overall liking of seed variety and texture. Seed processing included extraction from the fruit, dehydration, and roasting (150 °C). Oil extraction was done using soxhlet, fatty acid profile using Gas Chromatography Flame Ionization Detector, and reducing sugars using 3,5-dinitrosalicylic acid and UV-spectroscopy. Headspace analysis of seeds was performed by selected ion flow tube-mass spectrometry (SIFT-MS). Volatiles dominating in raw pumpkin seeds were lipid aldehydes, ethyl acetate, 2,3-butandione, and dimethylsulfide. Compounds contributing to roasted aroma include alkylpyrazines and Strecker and lipid aldehydes. Overall, hull-less seeds had higher volatile lipid aldehydes and Strecker aldehydes. Seeds dehydrated to a moisture content of 6.5% before roasting had higher initial and final volatile concentrations than seeds starting at 50% moisture. Higher oil content resulted in higher lipid aldehyde formation during roasting with a moderate correlation between free fatty acid ratio and corresponding lipid aldehyde. Harvest year (2009 compared with 2010) had a significant impact on volatile formation in hull-less seeds, but not as much as variety differences. No significant correlation was found between reducing sugars and volatile formation. Sensory showed that hull-less seeds were liked significantly more than hulled seeds. Elucidation of aromatic flavor development during roasting with SIFT-MS provides information on flavor release and offers better control during processing. Knowledge of volatiles in raw and roasted pumpkin seeds and effects of seed coat, moisture content, seed composition, and

Optimizing headspace sampling temperature and time for analysis of volatile oxidation products in fish oil

DEFF Research Database (Denmark)

Rørbæk, Karen; Jensen, Benny

1997-01-01

Headspace-gas chromatography (HS-GC), based on adsorption to Tenax GR(R), thermal desorption and GC, has been used for analysis of volatiles in fish oil. To optimize sam sampling conditions, the effect of heating the fish oil at various temperatures and times was evaluated from anisidine values (AV...

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.

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.

Speculation and volatility spillover in the crude oil and agricultural commodity markets: A Bayesian analysis

International Nuclear Information System (INIS)

Du Xiaodong; Yu, Cindy L.; Hayes, Dermot J.

2011-01-01

This paper assesses factors that potentially influence the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodity markets. Stochastic volatility models are applied to weekly crude oil, corn, and wheat futures prices from November 1998 to January 2009. Model parameters are estimated using Bayesian Markov Chain Monte Carlo methods. Speculation, scalping, and petroleum inventories are found to be important in explaining the volatility of crude oil prices. Several properties of crude oil price dynamics are established, including mean-reversion, an asymmetry between returns and volatility, volatility clustering, and infrequent compound jumps. We find evidence of volatility spillover among crude oil, corn, and wheat markets after the fall of 2006. This can be largely explained by tightened interdependence between crude oil and these commodity markets induced by ethanol production.

Asymmetric Realized Volatility Risk

Directory of Open Access Journals (Sweden)

David E. Allen

2014-06-01

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

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...

Sulfur volatiles in guava (Psidium guajava L.) leaves: possible defense mechanism.

Science.gov (United States)

Rouseff, Russell L; Onagbola, Ebenezer O; Smoot, John M; Stelinski, Lukasz L

2008-10-08

Volatiles from crushed and intact guava leaves (Psidium guajava L.) were collected using static headspace SPME and determined using GC-PFPD, pulsed flame photometric detection, and GC-MS. Leaf volatiles from four common citrus culitvars were examined similarly to determine the potential component(s) responsible for guava's protective effect against the Asian citrus psyllid (Diaphorina citri Kuwayama), which is the insect vector of Huanglongbing (HLB) or citrus greening disease. Seven sulfur volatiles were detected: hydrogen sulfide, sulfur dioxide, methanethiol, dimethyl sulfide (DMS), dimethyl disulfide (DMDS), methional, and dimethyl trisulfide (DMTS). Identifications were based on matching linear retention index values on ZB-5, DB-Wax, and PLOT columns and MS spectra in the case of DMDS and DMS. DMDS is an insect toxic, defensive volatile produced only by wounded guava but not citrus leaves and, thus, may be the component responsible for the protective effect of guava against the HLB vector. DMDS is formed immediately after crushing, becoming the major headspace volatile within 10 min. Forty-seven additional leaf volatiles were identified from LRI and MS data in the crushed guava leaf headspace.

Sample collection and preparation of biofluids and extracts for gas chromatography-mass spectrometry.

Science.gov (United States)

Emwas, Abdul-Hamid M; Al-Talla, Zeyad A; Kharbatia, Najeh M

2015-01-01

To maximize the utility of gas chromatography-mass spectrometry (GC-MS) in metabonomics research, all stages of the experimental design should be standardized, including sample collection, storage, preparation, and sample separation. Moreover, the prerequisite for any GC-MS analysis is that a compound must be volatile and thermally stable if it is to be analyzed using this technique. Since many metabolites are nonvolatile and polar in nature, they are not readily amenable to analysis by GC-MS and require initial chemical derivatization of the polar functional groups in order to reduce the polarity and to increase the thermal stability and volatility of the analytes. In this chapter, an overview is presented of the optimum approach to sample collection, storage, and preparation for gas chromatography-mass spectrometry-based metabonomics with particular focus on urine samples as example of biofluids.

Collective Analysis of Qualitative Data

DEFF Research Database (Denmark)

Simonsen, Jesper; Friberg, Karin

2014-01-01

What. Many students and practitioners do not know how to systematically process qualitative data once it is gathered—at least not as a collective effort. This chapter presents two workshop techniques, affinity diagramming and diagnostic mapping, that support collective analysis of large amounts...... of qualitative data. Affinity diagramming is used to make collective analysis and interpretations of qualitative data to identify core problems that need to be addressed in the design process. Diagnostic mapping supports collective interpretation and description of these problems and how to intervene in them. We....... In particular, collective analysis can be used to identify, understand, and act on complex design problems that emerge, for example, after the introduction of new tech- nologies. Such problems might be hard to clarify, and the basis for the analysis often involves large amounts of unstructured qualitative data...

Volatile compounds in samples of cork and also produced by selected fungi.

Science.gov (United States)

Barreto, M C; Vilas Boas, L; Carneiro, L C; San Romão, M V

2011-06-22

The production of volatile compounds by microbial communities of cork samples taken during the cork manufacturing process was investigated. The majority of volatiles were found in samples collected at two stages: resting after the first boiling and nontreated cork disks. Volatile profiles produced by microbiota in both stages are similar. The releasable volatile compounds and 2,4,6-trichloroanisole (TCA) produced in cork-based culture medium by five isolated fungal species in pure and mixed cultures were also analyzed by gas chromatography coupled with mass spectrometry (GC-MS).The results showed that 1-octen-3-ol and esters of fatty acids (medium chain length C8-C20) were the main volatile compounds produced by either pure fungal species or their mixture. Apparently, Penicillium glabrum is the main contributor to the overall volatile composition observed in the mixed culture. The production of releasable TCA on cork cannot be attributed to any of the assayed fungal isolates.

Regolith and Environment Science and Oxygen and Lunar Volatile Extraction (RESOLVE): Lunar Advanced Volatile Analysis (LAVA) Capillary Fluid Dynamic Restriction Effects on Gas Chromatography

Science.gov (United States)

Gonzalez, Marianne; Quinn, Jacqueline; Captain, Janine; Santiago-Bond, Josephine; Starr, Stanley

2015-01-01

The Resource Prospector (RP) mission with the Regolith and Environment Science and Oxygen Lunar Volatile Extraction (RESOLVE) payload aims to show the presence of water in lunar regolith, and establish a proving ground for NASAs mission to Mars. One of the analysis is performed by the Lunar Advanced Volatiles Analysis (LAVA) subsystem, which consists of a fluid network that facilitates the transport of volatile samples to a gas chromatograph and mass spectrometer (GC-MS) instrument. The understanding of fluid dynamics directed from the GC to the MS is important due to the influence of flow rates and pressures that affect the accuracy of and prevent the damage to the overall GC-MS instrument. The micro-scale capillary fluid network within the GC alone has various lengths and inner-diameters; therefore, determination of pressure differentials and flow rates are difficult to model computationally, with additional complexity from the vacuum conditions in space and lack of a lunar atmosphere. A series of tests were performed on an experimental set-up of the system where the inner diameters of the GC transfer line connecting to the MS were varied. The effect on chromatography readings were also studied by applying these lines onto a GC instrument. It was found that a smaller inner diameter transfer line resulted in a lower flow rate, as well as a lower pressure differential across the thermal conductivity detector (TCD) unit of the GC and a negligible pressure drop across the mock-up capillary column. The chromatography was affected with longer retention times and broader peak integrations. It was concluded that a 0.050 mm inner diameter line still proved most suitable for the systems flow rate preferences. In addition, it was evident that this small transfer line portrayed some expense to GC signal characteristics and the wait time for steady-state operation.

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 ($/£ )....

Effect of different drying techniques on the volatile compounds ...

African Journals Online (AJOL)

Purpose: To examine the volatile compounds, thermal stability and morphological characteristics of stevia (Stevia rebaudiana Bertoni) leaves after sun, oven and microwave drying. Methods: Gas chromatography-mass spectrometry with a spectral analysis manager was used to separate the volatile compounds. Dried stevia ...

Assessing Day-to-Day Volatility: Does the Trading Time Matter?

Directory of Open Access Journals (Sweden)

José Valentim Machado Vicente

2014-06-01

Full Text Available The aim of this study is to examine whether investors who trade daily but at different times have distinct perceptions about the risk of an asset. In order to capture the uncertainty faced by these investors, we define the volatility perceived by investors as the distribution of standard deviations of daily returns calculated from intraday prices collected randomly. We find that this distribution has a high degree of dispersion. This means that different investors may not share the same opinion regarding the variability of returns of the same asset. Moreover, the close-to-close volatility is often less than the median of the volatility distribution perceived by investors while the open-to-open volatility is greater than that statistic. From a practical point of view, our results indicate that volatilities estimated using traditional samples of daily returns (i.e., close-to-close and open-to-open returns may not do a good job when used as inputs in financial models since they may not properly capture the risk investors are exposed.

[Effects of azadirachtin on rice plant volatiles induced by Nilaparvata lugens].

Science.gov (United States)

Lu, Hai-Yan; Liu, Fang; Zhu, Shu-De; Zhang, Qing

2010-01-01

With the method of solid phase microextraction (SPME), a total of twenty-five volatiles were collected from rice plants induced by Nilaparvata lugens, and after applying azadirachtin fourteen of them were qualitatively identified by gas chromatography coupled by mass spectrometry (GC-MS), mainly of nine kinds of sesquiterpenes. Comparing with healthy rice plants, the plants attacked by N. lugens had more kinds of volatiles, including limonene, linalool, methyl salicylate, unknown 6, unknown 7, zingiberene, nerolidol, and hexadecane. Applying azadirachtin did not result in the production of new kind volatiles, but affected the relative concentrations of the volatiles induced by N. lugens. The proportions of limonene, linalool, methyl salicylate, unknown 6, zingiberene, and hexadecane changed obviously with the concentration of applied azadirachtin, while those of methyl salicylate, unknown 6, unknown 7, zingiberene, and nerolidol changed significantly with the days after azadirachtin application. Azadirachtin concentration, rice variety, and N. lugens density had significant interactions on the relative concentrations of all test N. lugens-induced volatiles.

Analysis of volatile metabolites in biological fluids as indicators of prodromal disease condition

Science.gov (United States)

Zlatkis, A.

1982-01-01

The volatile profile cannot be defined as a single class of substances, rather it is a broad spectrum of materials of different polarities characterized by having a boiling-point in the low to medium range (up to approximately 300 C) and the fact that the compounds are suitable for gas chromatography without derivatization. The organic volatile profiles are very complex mixtures of metabolic byproducts, intermediates, and terminal products of enzymatic degradations composed mainly of alcohols, ketones, aldehydes, pyrazines, sulfides, isothiocyanates, pyrroles, and furans. The concentration of organic volatiles in biological fluids covers a wide range with many important components present at trace levels. The complexity of the organic volatile fraction requires the use of capillary columns for their separation.

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.

Volatile components of vine leaves from two Portuguese grape varieties (Vitis vinifera L.), Touriga Nacional and Tinta Roriz, analysed by solid-phase microextraction.

Science.gov (United States)

Fernandes, Bruno; Correia, Ana C; Cosme, Fernanda; Nunes, Fernando M; Jordão, António M

2015-01-01

The purpose of this work was to study the volatile composition of vine leaves and vine leaf infusion prepared from vine leaves collected at 30 and 60 days after grape harvest of two Vitis vinifera L. species. Eighteen volatile compounds were identified by gas chromatography-mass spectrometry in vine leaves and in vine leaf infusions. It was observed that the volatile compounds present in vine leaves are dependent on the time of harvest, with benzaldehyde being the major volatile present in vine leaves collected at 30 days after harvesting. There are significant differences in the volatile composition of the leaves from the two grape cultivars, especially in the sample collected at 60 days after grape harvest. This is not reflected in the volatile composition of the vine leaf infusion made from this two cultivars, the more important being the harvesting date for the volatile profile of vine leaf infusion than the vine leaves grape cultivar.

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

NARCIS (Netherlands)

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

1998-01-01

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

Collection Analysis: Powerful Ways To Collect, Analyze, and Present Your Data.

Science.gov (United States)

Hart, Amy

2003-01-01

Discussion of collection analysis in school libraries focuses on the kinds of data used and how to use library automation software to collect the data. Describes the use of Microsoft Excel and its chart-making capabilities to enhance the presentation of the analysis and suggests ways to use collection analysis output. (LRW)

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.

Analysis of hydrogen, carbon, sulfur and volatile compounds in (U3Si2 - Al) nuclear fuel

International Nuclear Information System (INIS)

Moura, Sergio C.; Redigolo, Marcelo M.; Amaral, Priscila O.; Leao, Claudio; Oliveira, Glaucia A.C. de; Bustillos, Oscar V.

2015-01-01

Uranium silicide U 3 Si 2 is used as nuclear fuel in the research nuclear reactor IEA-R1 at IPEN/CNEN, Sao Paulo, Brazil. The U 3 Si 2 is dispersed in aluminum reaching high densities of uranium in the nucleus of the fuel, up to 4.8 gU cm -3 . This nuclear fuel must comply with a quality control, which includes analysis of hydrogen, carbon and sulfur for the U 3 Si 2 and volatile compound for the aluminum. Hydrogen, carbon and sulfur are analyzed by the method of Radio Frequency gas extraction combustion coupled with Infrared detector. Volatile compounds are analyzed by the method of heated gas extraction coupled with gravimetric measurement. These methods are recommended by the American Society for Testing Materials (ASTM) for nuclear materials. The average carbon and sulfur measurements are 30 μg g -1 and 3 μg g -1 , respectively, and 40 μg g -1 for volatile compounds. The hydrogen analyzer is a TCHEN 600 LECO, carbon and sulfur analyzer is a CS 244 LECO and the volatile compounds analyzer is a home-made apparatus that use a resistant furnace, a gas pipe measurement and a glove-box with controlled atmosphere where an analytical balance has been installed, this analyzer was made at IPEN laboratory. (author)

Natural Variation of Volatile Compounds in Virgin Olive Oil Analyzed by HS-SPME/GC-MS-FID

Directory of Open Access Journals (Sweden)

Carlos Sanz

2018-04-01

Full Text Available Virgin olive oil is unique among plant oils for its high levels of oleic acid, and the presence of a wide range of minor components, which are responsible for both its health-promoting properties and characteristic aroma, and only produced when olives are crushed during the industrial process used for oil production. The genetic variability of the major volatile compounds comprising the oil aroma was studied in a representative sample of olive cultivars from the World Olive Germplasm Collection (IFAPA, Cordoba, Spain, by means of the headspace solid-phase microextraction/gas chromatography–mass spectrometry–flame ionization detection (HS-SPME/GC-MS-FID. The analytical data demonstrated that a high variability is found for the content of volatile compounds in olive species, and that most of the volatile compounds found in the oils were synthesized by the enzymes included in the so-called lipoxygenase pathway. Multivariate analysis allowed the identification of cultivars that are particularly interesting, in terms of volatile composition and presumed organoleptic quality, which can be used both to identify old olive cultivars that give rise to oils with a high organoleptic quality, and in parent selection for olive breeding programs.

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.

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.

Volatile-mediated interactions between phylogenetically different soil bacteria

Directory of Open Access Journals (Sweden)

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.

Determination of volatile aroma compounds of Ganoderma lucidum ...

African Journals Online (AJOL)

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

Sensitivity analysis of Portfolio Volatility: Importance of Weights, Sectors and the Impact of Trading Strategies

OpenAIRE

E. Borgonovo; PERCOCO M

2007-01-01

This work discusses the Sensitivity Analysis (SA) of portfolio volatility ( σ_{p}) and its role in the interpretation of trading/reallocation strategies. Starting from recent findings in the SA field, we show that results obtained utilizing partial derivatives (PD) or Elasticity (E) cannot be applied to the analysis of the generic trading strategy. We show that such limitations can be overcome by making use of the Differential Importance Measure (D). We also show that, thanks to D additivity ...

Chemical Analysis of Whale Breath Volatiles: A Case Study for Non-Invasive Field Health Diagnostics of Marine Mammals

Directory of Open Access Journals (Sweden)

Raquel Cumeras

2014-09-01

Full Text Available We explored the feasibility of collecting exhaled breath from a moribund gray whale (Eschrichtius robustus for potential non-invasive health monitoring of marine mammals. Biogenic volatile organic compound (VOC profiling is a relatively new field of research, in which the chemical composition of breath is used to non-invasively assess the health and physiological processes on-going within an animal or human. In this study, two telescopic sampling poles were designed and tested with the primary aim of collecting whale breath exhalations (WBEs. Once the WBEs were successfully collected, they were immediately transferred onto a stable matrix sorbent through a custom manifold system. A total of two large volume WBEs were successfully captured and pre-concentrated onto two Tenax®-TA traps (one exhalation per trap. The samples were then returned to the laboratory where they were analyzed using solid phase micro extraction (SPME and gas chromatography/mass spectrometry (GC/MS. A total of 70 chemicals were identified (58 positively identified in the whale breath samples. These chemicals were also matched against a database of VOCs found in humans, and 44% of chemicals found in the whale breath are also released by healthy humans. The exhaled gray whale breath showed a rich diversity of chemicals, indicating the analysis of whale breath exhalations is a promising new field of research.

Chemical analysis of whale breath volatiles: a case study for non-invasive field health diagnostics of marine mammals.

Science.gov (United States)

Cumeras, Raquel; Cheung, William H K; Gulland, Frances; Goley, Dawn; Davis, Cristina E

2014-09-12

We explored the feasibility of collecting exhaled breath from a moribund gray whale (Eschrichtius robustus) for potential non-invasive health monitoring of marine mammals. Biogenic volatile organic compound (VOC) profiling is a relatively new field of research, in which the chemical composition of breath is used to non-invasively assess the health and physiological processes on-going within an animal or human. In this study, two telescopic sampling poles were designed and tested with the primary aim of collecting whale breath exhalations (WBEs). Once the WBEs were successfully collected, they were immediately transferred onto a stable matrix sorbent through a custom manifold system. A total of two large volume WBEs were successfully captured and pre-concentrated onto two Tenax®-TA traps (one exhalation per trap). The samples were then returned to the laboratory where they were analyzed using solid phase micro extraction (SPME) and gas chromatography/mass spectrometry (GC/MS). A total of 70 chemicals were identified (58 positively identified) in the whale breath samples. These chemicals were also matched against a database of VOCs found in humans, and 44% of chemicals found in the whale breath are also released by healthy humans. The exhaled gray whale breath showed a rich diversity of chemicals, indicating the analysis of whale breath exhalations is a promising new field of research.

The analysis of volatility of gold coin price fluctuations in Iran using ARCH & VAR models

Directory of Open Access Journals (Sweden)

Younos Vakilolroaya

2014-03-01

Full Text Available The aim of this study is to investigate the changes in gold price and modeling of its return volatility and conditional variance model. The study gathers daily prices of gold coins as the dependent variable and the price of gold in world market, the price of oil in OPEC, exchange rate USD to IRR and index of Tehran Stock Exchange from March 2007 to July 2013 and using ARCH family models and VAR methods, the study analysis the data. The study first examines whether the data are stationary or not and then it reviews the household stability, Arch and Garch models. The proposed study investigates the causality among variables, selects different factors, which could be blamed of uncertainty in the coin return. The results indicate that the effect of sudden changes of standard deviation and after a 14-day period disappears and gold price goes back to its initial position. In addition, in this study we observe the so-called leverage effect in Iran’s Gold coin market, which means the good news leads to more volatility in futures market than bad news in an equal size. Finally, the result of analysis of variance implies that in the short-term, a large percentage change in uncertainty of the coin return is due to changes in the same factors and volatility of stock returns in the medium term, global gold output, oil price and exchange rate fluctuation to some extent will show the impact. In the long run, the effects of parameters are more evident.

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.

Volatility-dependent 2D IR correlation analysis of traditional Chinese medicine ‘Red Flower Oil’ preparation from different manufacturers

Science.gov (United States)

Wu, Yan-Wen; Sun, Su-Qin; Zhou, Qun; Tao, Jia-Xun; Noda, Isao

2008-06-01

As a traditional Chinese medicine (TCM), 'Red Flower Oil' preparation is widely used as a household remedy in China and Southeast Asia. Usually, the preparation is a mixture of several plant essential oils with different volatile features, such as wintergreen oil, turpentine oil and clove oil. The proportions of these plant essential oils in 'Red Flower Oil' vary from different manufacturers. Thus, it is important to develop a simple and rapid evaluation method for quality assurance of the preparations. Fourier transform infrared (FT-IR) was applied and two-dimensional correlation infrared spectroscopy (2D IR) based on the volatile characteristic of samples was used to enhance the resolution of FT-IR spectra. 2D IR technique could, not only easily provide the composition and their volatile sequences in 'Red flower Oil' preparations, but also rapidly discriminate the subtle differences in products from different manufacturers. Therefore, FT-IR combined with volatility-dependent 2D IR correlation analysis provides a very fast and effective method for the quality control of essential oil mixtures in TCM.

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.

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...

ANALYSIS OF MACROECONOMIC DETERMINANTS OF EXCHANGE RATE VOLATILITY IN INDIA

Directory of Open Access Journals (Sweden)

Anita Mirchandani

2013-01-01

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

A Non-Targeted Approach Unravels the Volatile Network in Peach Fruit

Science.gov (United States)

Sánchez, Gerardo; Besada, Cristina; Badenes, María Luisa; Monforte, Antonio José; Granell, Antonio

2012-01-01

Volatile compounds represent an important part of the plant metabolome and are of particular agronomic and biological interest due to their contribution to fruit aroma and flavor and therefore to fruit quality. By using a non-targeted approach based on HS-SPME-GC-MS, the volatile-compound complement of peach fruit was described. A total of 110 volatile compounds (including alcohols, ketones, aldehydes, esters, lactones, carboxylic acids, phenolics and terpenoids) were identified and quantified in peach fruit samples from different genetic backgrounds, locations, maturity stages and physiological responses. By using a combination of hierarchical cluster analysis and metabolomic correlation network analysis we found that previously known peach fruit volatiles are clustered according to their chemical nature or known biosynthetic pathways. Moreover, novel volatiles that had not yet been described in peach were identified and assigned to co-regulated groups. In addition, our analyses showed that most of the co-regulated groups showed good intergroup correlations that are therefore consistent with the existence of a higher level of regulation orchestrating volatile production under different conditions and/or developmental stages. In addition, this volatile network of interactions provides the ground information for future biochemical studies as well as a useful route map for breeding or biotechnological purposes. PMID:22761719

Direct analysis of volatile fatty acids in marine sediment porewater by two-dimensional ion chromatography-mass spectrometry

DEFF Research Database (Denmark)

Glombitza, Clemens; Pedersen, Jeanette; Røy, Hans

2014-01-01

Volatile fatty acids (VFAs) are key intermediates in the microbial food web. However, the analysis of low concentrations of VFAs in marine porewater is hampered by interference from high concentrations of inorganic ions. Published methods often use sample pretreatment, including distillation or d...

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

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.

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.

Comparison of two methods for extraction of volatiles from marine PL emulsions

DEFF Research Database (Denmark)

Lu, Henna Fung Sieng; Nielsen, Nina Skall; Jacobsen, Charlotte

2013-01-01

The dynamic headspace (DHS) thermal desorption principle using Tenax GR tube, as well as the solid phase micro‐extraction (SPME) tool with carboxen/polydimethylsiloxane 50/30 µm CAR/PDMS SPME fiber, both coupled to GC/MS were implemented for the isolation and identification of both lipid...... and Strecker derived volatiles in marine phospholipids (PL) emulsions. Comparison of volatile extraction efficiency was made between the methods. For marine PL emulsions with a highly complex composition of volatiles headspace, a fiber saturation problem was encountered when using CAR/PDMS‐SPME for volatiles...... analysis. However, the CAR/PDMS‐SPME technique was efficient for lipid oxidation analysis in emulsions of less complex headspace. The SPME method extracted volatiles of lower molecular weights more efficient than the DHS method. On the other hand, DHS Tenax GR appeared to be more efficient in extracting...

New PLS analysis approach to wine volatile compounds characterization by near infrared spectroscopy (NIR).

Science.gov (United States)

Genisheva, Z; Quintelas, C; Mesquita, D P; Ferreira, E C; Oliveira, J M; Amaral, A L

2018-04-25

This work aims to explore the potential of near infrared (NIR) spectroscopy to quantify volatile compounds in Vinho Verde wines, commonly determined by gas chromatography. For this purpose, 105 Vinho Verde wine samples were analyzed using Fourier transform near infrared (FT-NIR) transmission spectroscopy in the range of 5435 cm -1 to 6357 cm -1 . Boxplot and principal components analysis (PCA) were performed for clusters identification and outliers removal. A partial least square (PLS) regression was then applied to develop the calibration models, by a new iterative approach. The predictive ability of the models was confirmed by an external validation procedure with an independent sample set. The obtained results could be considered as quite good with coefficients of determination (R 2 ) varying from 0.94 to 0.97. The current methodology, using NIR spectroscopy and chemometrics, can be seen as a promising rapid tool to determine volatile compounds in Vinho Verde wines. Copyright © 2017 Elsevier Ltd. All rights reserved.

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.

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

Precautionary measures in determining volatile matter in natural coke washability fractions

Energy Technology Data Exchange (ETDEWEB)

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

2009-01-15

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

Optimization and evaluation of multi-bed adsorbent tube method in collection of volatile organic compounds

Science.gov (United States)

Ho, Steven Sai Hang; Wang, Liqin; Chow, Judith C.; Watson, John G.; Xue, Yonggang; Huang, Yu; Qu, Linli; Li, Bowei; Dai, Wenting; Li, Lijuan; Cao, Junji

2018-04-01

The feasibility of using adsorbent tubes to collect volatile organic compounds (VOCs) has been demonstrated since the 1990's and standardized as Compendium Method TO-17 by the U.S. Environmental Protection Agency (U.S EPA). This paper investigates sampling and analytical variables on concentrations of 57 ozone (O3) precursors (C2-C12 aliphatic and aromatic VOCs) specified for the Photochemical Assessment Monitoring Station (PAMS). Laboratory and field tests examined multi-bed adsorbent tubes containing a sorbate combination of Tenax TA, Carbograph 1 TD, and Carboxen 1003. Analyte stabilities were influenced by both collection tube temperature and ambient O3 concentrations. Analytes degraded during storage, while blank levels were elevated by passive adsorption. Adsorbent tube storage under cold temperatures (- 10 °C) in a preservation container filled with solid silica gel and anhydrous calcium sulfate (CaSO4) ensured sample integrity. A high efficiency (> 99%) O3 scrubber (i.e., copper coil tube filled with saturated potassium iodide [KI]) removed O3 (i.e., air stream with a sampling capacity of 30 h. Water vapor scrubbers interfered with VOC measurements. The optimal thermal desorption-gas chromatography/mass spectrometry (TD-GC/MS) desorption time of 8 min was found at 330 °C. Good linearity (R2 > 0.995) was achieved for individual analyte calibrations (with the exception of acetylene) for mixing ratios of 0.08-1.96 ppbv. The method detection limits (MDLs) were below 0.055 ppbv for a 3 L sample volume. Replicate analyses showed relative standard deviations (RSDs) of < 10%, with the majority of the analytes within < 5%.

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

International Nuclear Information System (INIS)

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

1990-01-01

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

Brewing and volatiles analysis of three tea beers indicate a potential interaction between tea components and lager yeast.

Science.gov (United States)

Rong, Lei; Peng, Li-Juan; Ho, Chi-Tang; Yan, Shou-He; Meurens, Marc; Zhang, Zheng-Zhu; Li, Da-Xiang; Wan, Xiao-Chun; Bao, Guan-Hu; Gao, Xue-Ling; Ling, Tie-Jun

2016-04-15

Green tea, oolong tea and black tea were separately introduced to brew three kinds of tea beers. A model was designed to investigate the tea beer flavour character. Comparison of the volatiles between the sample of tea beer plus water mixture (TBW) and the sample of combination of tea infusion and normal beer (CTB) was accomplished by triangular sensory test and HS-SPME GC-MS analysis. The PCA of GC-MS data not only showed a significant difference between volatile features of each TBW and CTB group, but also suggested some key compounds to distinguish TBW from CTB. The results of GC-MS showed that the relative concentrations of many typical tea volatiles were significantly changed after the brewing process. More interestingly, the behaviour of yeast fermentation was influenced by tea components. A potential interaction between tea components and lager yeast could be suggested. Copyright © 2015 Elsevier Ltd. All rights reserved.

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.

Formation of volatile decomposition products by self-radiolysis of tritiated thymidine

International Nuclear Information System (INIS)

Shiba, Kazuhiro; Mori, Hirofumi

1997-01-01

In order to estimate the internal exposure dose in an experiment using tritiated thymidine, the rate of volatile 3 H-decomposition of several tritiated thymidine samples was measured. The decomposition rate of (methyl- 3 H)thymidine in water was over 80% in less than one year after initial analysis. (methyl- 3 H)thymidine was decomposed into volatile and non-volatile 3 H-decomposition products. The ratio of volatile 3 H-decomposition products increased with increasing the rate of the decomposition of (methyl- 3 H) thymidine. The volatile 3 H-decomposition products consisted of two components, of which the main component was tritiated water. Internal exposure dose caused by the inhalation of such volatile 3 H-decomposition products of (methyl- 3 H) thymidine was assumed to be several μSv. (author)

Macroeconomic factors and foreign portfolio investment volatility: A case of South Asian countries

Directory of Open Access Journals (Sweden)

Yahya Waqas

2015-12-01

Full Text Available Macroeconomic factors play a pivotal role in attracting foreign investment in the country. This study investigates the relationship between macroeconomic factors and foreign portfolio investment volatility in South Asian countries. The monthly data is collected for the period ranging from 2000 to 2012 for four Asian countries i.e. China, India, Pakistan and Sri Lanka because monthly data is ideal for measuring portfolio investment volatility. For measuring volatility in foreign portfolio investment, GARCH (1,1 is used because shocks are responded quickly by this model. The results reveal that there exists significant relationship between macroeconomic factors and foreign portfolio investment volatility. Thus, less volatility in international portfolio flows is associated with high interest rate, currency depreciation, foreign direct investment, lower inflation, and higher GDP growth rate of the host country. Thus findings of this study suggest that foreign portfolio investors focus on stable macroeconomic environment of country.

Volatile Composition and Enantioselective Analysis of Chiral Terpenoids of Nine Fruit and Vegetable Fibres Resulting from Juice Industry By-Products

Directory of Open Access Journals (Sweden)

Alexis Marsol-Vall

2017-01-01

Full Text Available Fruit and vegetable fibres resulting as by-products of the fruit juice industry have won popularity because they can be valorised as food ingredients. In this regard, bioactive compounds have already been studied but little attention has been paid to their remaining volatiles. Considering all the samples, 57 volatiles were identified. Composition greatly differed between citrus and noncitrus fibres. The former presented over 90% of terpenoids, with limonene being the most abundant and ranging from 52.7% in lemon to 94.0% in tangerine flesh. Noncitrus fibres showed more variable compositions, with the predominant classes being aldehydes in apple (57.5% and peach (69.7%, esters (54.0% in pear, and terpenoids (35.3% in carrot fibres. In addition, enantioselective analysis of some of the chiral terpenoids present in the fibre revealed that the enantiomeric ratio for selected compounds was similar to the corresponding volatile composition of raw fruits and vegetables and some derivatives, with the exception of terpinen-4-ol and α-terpineol, which showed variation, probably due to the drying process. The processing to which fruit residues were submitted produced fibres with low volatile content for noncitrus products. Otherwise, citrus fibres analysed still presented a high volatile composition when compared with noncitrus ones.

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...

Causes of Interest Rate Volatility and its Economic Implications in Nigeria

OpenAIRE

Wehnam Peter Dabale; Nelson Jagero

2013-01-01

The paper explored causes of interest rate volatility and its implications on the socio-economic development of Nigeria for the year 2000–2005 periods. Its objective had been the provision of a deeper understanding of the causes of interest rate volatility and whether this has effects on the Nigerian economy. Data for this study were mainly collected from secondary sources and have been log- linearised. An econometric model specification was then built and E-View 5.0 software was used in comp...

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

Directory of Open Access Journals (Sweden)

Jian-Xia Shen

2017-01-01

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

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....

Exploring the Saccharomyces cerevisiae Volatile Metabolome: Indigenous versus Commercial Strains

Science.gov (United States)

Alves, Zélia; Melo, André; Figueiredo, Ana Raquel; Coimbra, Manuel A.; Gomes, Ana C.; Rocha, Sílvia M.

2015-01-01

Winemaking is a highly industrialized process and a number of commercial Saccharomyces cerevisiae strains are used around the world, neglecting the diversity of native yeast strains that are responsible for the production of wines peculiar flavours. The aim of this study was to in-depth establish the S. cerevisiae volatile metabolome and to assess inter-strains variability. To fulfill this objective, two indigenous strains (BT2652 and BT2453 isolated from spontaneous fermentation of grapes collected in Bairrada Appellation, Portugal) and two commercial strains (CSc1 and CSc2) S. cerevisiae were analysed using a methodology based on advanced multidimensional gas chromatography (HS-SPME/GC×GC-ToFMS) tandem with multivariate analysis. A total of 257 volatile metabolites were identified, distributed over the chemical families of acetals, acids, alcohols, aldehydes, ketones, terpenic compounds, esters, ethers, furan-type compounds, hydrocarbons, pyrans, pyrazines and S-compounds. Some of these families are related with metabolic pathways of amino acid, carbohydrate and fatty acid metabolism as well as mono and sesquiterpenic biosynthesis. Principal Component Analysis (PCA) was used with a dataset comprising all variables (257 volatile components), and a distinction was observed between commercial and indigenous strains, which suggests inter-strains variability. In a second step, a subset containing esters and terpenic compounds (C10 and C15), metabolites of particular relevance to wine aroma, was also analysed using PCA. The terpenic and ester profiles express the strains variability and their potential contribution to the wine aromas, specially the BT2453, which produced the higher terpenic content. This research contributes to understand the metabolic diversity of indigenous wine microflora versus commercial strains and achieved knowledge that may be further exploited to produce wines with peculiar aroma properties. PMID:26600152

Generation of sub-part-per-billion gaseous volatile organic compounds at ambient temperature by headspace diffusion of aqueous standards through decoupling between ideal and nonideal Henry's law behavior.

Science.gov (United States)

Kim, Yong-Hyun; Kim, Ki-Hyun

2013-05-21

In the analysis of volatile organic compounds in air, the preparation of their gaseous standards at low (sub-ppb) concentration levels with high reliability is quite difficult. In this study, a simple dynamic headspace-based approach was evaluated as a means of generating vapor-phase volatile organic compounds from a liquid standard in an impinger at ambient temperature (25 °C). For a given sampling time, volatile organic compound vapor formed in the headspace was swept by bypassing the sweep gas through the impinger and collected four times in quick succession in separate sorbent tubes. In each experiment, a fresh liquid sample was used for each of the four sampling times (5, 10, 20, and 30 min) at a steady flow rate of 50 mL min(-1). The air-water partitioning at the most dynamic (earliest) sweeping stage was established initially in accord with ideal Henry's law, which was then followed by considerably reduced partitioning in a steady-state equilibrium (non-ideal Henry's law). The concentrations of gaseous volatile organic compounds, collected after the steady-state equilibrium, reached fairly constant values: for instance, the mole fraction of toluene measured at a sweeping interval of 10 and 30 min averaged 1.10 and 0.99 nmol mol(-1), respectively (after the initial 10 min sampling). In the second stage of our experiment, the effect of increasing the concentrations of liquid spiking standard was also examined by collecting sweep gas samples from two consecutive 10 min runs. The volatile organic compounds, collected in the first and second 10 min sweep gas samples, exhibited ideal and nonideal Henry's law behavior, respectively. From this observation, we established numerical relationships to predict the mole fraction (or mixing ratio) of each volatile organic compound in steady-state equilibrium in relation to the concentration of standard spiked into the system. This experimental approach can thus be used to produce sub-ppb levels of gaseous volatile organic

On changes of measure in stochastic volatility models

Directory of Open Access Journals (Sweden)

Bernard Wong

2006-01-01

models. This had led many researchers to “assume the condition away,” even though the condition is not innocuous, and nonsensical results can occur if it is in fact not satisfied. We provide an applicable theorem to check the conditions for a general class of Markovian stochastic volatility models. As an example we will also provide a detailed analysis of the Stein and Stein and Heston stochastic volatility models.

Streptopyridines, volatile pyridine alkaloids produced by Streptomyces sp. FORM5

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Ulrike Groenhagen

2014-06-01

Full Text Available Streptomyces sp. FORM5 is a bacterium that is known to produce the antibiotic streptazolin and related compounds. We investigated the strain for the production of volatiles using the CLSA (closed-loop stripping analysis method. Liquid and agar plate cultures revealed the formation of new 2-alkylpyridines (streptopyridines, structurally closely related to the already known 2-pentadienylpiperidines. The structures of the streptopyridines A to E were confirmed by total synthesis. The analysis of the liquid phase by solvent extraction or extraction with an Oasis adsorbent showed that streptazolin and 2-pentadienylpiperidine are the major compounds, while the streptopyridines are only minor components. In the gas phase, only the streptopyridines could be detected. Therefore, an orthogonal set of analysis is needed to assess the metabolic profile of bacteria, because volatile compounds are obviously overlooked by traditional analytical methods. The streptopyridines are strain specific volatiles that are accompanied by a broad range of headspace constituents that occur in many actinomycetes. Volatiles might be of ecological importance for the producing organism, and, as biosynthetic intermediates or shunt products, they can be useful as indicators of antibiotic production in a bacterium.

Volatilities, Traded Volumes, and Price Increments in Derivative Securities

Science.gov (United States)

Kim, Kyungsik; Lim, Gyuchang; Kim, Soo Yong; Scalas, Enrico

2007-03-01

We apply the detrended fluctuation analysis (DFA) to the statistics of the Korean treasury bond (KTB) futures from which the logarithmic increments, volatilities, and traded volumes are estimated over a specific time lag. For our case, the logarithmic increment of futures prices has no long-memory property, while the volatility and the traded volume exhibit the existence of long-memory property. To analyze and calculate whether the volatility clustering is due to the inherent higher-order correlation not detected by applying directly the DFA to logarithmic increments of the KTB futures, it is of importance to shuffle the original tick data of futures prices and to generate the geometric Brownian random walk with the same mean and standard deviation. It is really shown from comparing the three tick data that the higher-order correlation inherent in logarithmic increments makes the volatility clustering. Particularly, the result of the DFA on volatilities and traded volumes may be supported the hypothesis of price changes.

Secretory cavities and volatiles of Myrrhinium atropurpureum Schott var. atropurpureum (Myrtaceae): an endemic species collected in the restingas of Rio de Janeiro, Brazil.

Science.gov (United States)

Victório, Cristiane Pimentel; Moreira, Claudio B; Souza, Marcelo da Costa; Sato, Alice; Arruda, Rosani do Carmo de Oliveira

2011-07-01

In this study, we investigated the leaf anatomy and the composition of volatiles in Myrrhinium atropurpureum var. atropurpureum endemic to Rio de Janeiro restingas. Particularly, leaf secretory structures were described using light microscopy, and histochemical tests were performed from fresh leaves to localize the secondary metabolites. To observe secretory cavities, fixed leaf samples were free-hand sectioned. To evaluate lipophilic compounds and terpenoids the following reagents were employed: Sudans III and IV, Red oil O and Nile blue. Leaf volatiles were characterized by gas chromatography after hydrodistillation (HD) or simultaneous distillation-extraction (SDE). Leaf analysis showed several cavities in mesophyll that are the main sites of lipophilic and terpenoid production. Monoterpenes, which represented more than 80% of the major volatiles, were characterized mainly by alpha- and beta-pinene and 1,8-cineole. In order to provide tools for M. atropurpureum identification, the following distinguishing characteristics were revealed by the following data: 1) adaxial face clear and densely punctuated by the presence of round or ellipsoidal secretory cavities randomly distributed in the mesophyll; 2) the presence of cells overlying the upper neck cells of secretory cavities; 3) the presence of numerous paracytic stomata distributed on the abaxial leaf surface, but absent in vein regions and leaf margin; and 4) non-glandular trichomes on both leaf surfaces. Our study of the compounds produced by the secretory cavities of M. atropurpureum led us to conclude that volatile terpenoid class are the main secretory compounds and that they consist of a high concentration of monoterpenes, which may indicate the phytotherapeutic importance of this plant.

Collection and analysis of organic gases from natural ecosystems - Application to poultry manure

Science.gov (United States)

Smith, M. S.; Francis, A. J.; Duxbury, J. M.

1977-01-01

Combined gas chromatography-mass spectrometry was used to identify volatile compounds generated from chicken manure and collected in Poropak QS-Carbosieve B traps. Various alcohols, ketones, esters, and carboxylic acids together with dimethyl sulfide and dimethyl disulfide were detected when the wastes were incubated in an argon atmosphere. Significant amounts of dimethyl sulfide and dimethyl disulfide but few other compounds were found when the manure was incubated in air

Multi-volatile method for aroma analysis using sequential dynamic headspace sampling with an application to brewed coffee.

Science.gov (United States)

Ochiai, Nobuo; Tsunokawa, Jun; Sasamoto, Kikuo; Hoffmann, Andreas

2014-12-05

A novel multi-volatile method (MVM) using sequential dynamic headspace (DHS) sampling for analysis of aroma compounds in aqueous sample was developed. The MVM consists of three different DHS method parameters sets including choice of the replaceable adsorbent trap. The first DHS sampling at 25 °C using a carbon-based adsorbent trap targets very volatile solutes with high vapor pressure (>20 kPa). The second DHS sampling at 25 °C using the same type of carbon-based adsorbent trap targets volatile solutes with moderate vapor pressure (1-20 kPa). The third DHS sampling using a Tenax TA trap at 80 °C targets solutes with low vapor pressure (0.9910) and high sensitivity (limit of detection: 1.0-7.5 ng mL(-1)) even with MS scan mode. The feasibility and benefit of the method was demonstrated with analysis of a wide variety of aroma compounds in brewed coffee. Ten potent aroma compounds from top-note to base-note (acetaldehyde, 2,3-butanedione, 4-ethyl guaiacol, furaneol, guaiacol, 3-methyl butanal, 2,3-pentanedione, 2,3,5-trimethyl pyrazine, vanillin, and 4-vinyl guaiacol) could be identified together with an additional 72 aroma compounds. Thirty compounds including 9 potent aroma compounds were quantified in the range of 74-4300 ng mL(-1) (RSD<10%, n=5). Copyright © 2014 The Authors. Published by Elsevier B.V. All rights reserved.

Diffusible and Volatile Antifungal Compounds Produced by an Antagonistic Bacillus velezensis G341 against Various Phytopathogenic Fungi

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Seong Mi Lim

2017-10-01

Full Text Available The aim of this study was to identify volatile and agar-diffusible antifungal metabolites produced by Bacillus sp. G341 with strong antifungal activity against various phytopathogenic fungi. Strain G341 isolated from four-year-old roots of Korean ginseng with rot symptoms was identified as Bacillus velezensis based on 16S rDNA and gyrA sequences. Strain G341 inhibited mycelial growth of all phytopathogenic fungi tested. In vivo experiment results revealed that n-butanol extract of fermentation broth effectively controlled the development of rice sheath blight, tomato gray mold, tomato late blight, wheat leaf rust, barley powdery mildew, and red pepper anthracnose. Two antifungal compounds were isolated from strain G341 and identified as bacillomycin L and fengycin A by MS/MS analysis. Moreover, volatile compounds emitted from strain G341 were found to be able to inhibit mycelial growth of various phytopathogenic fungi. Based on volatile compound profiles of strain G341 obtained through headspace collection and analysis on GC-MS, dimethylsulfoxide, 1-butanol, and 3-hydroxy-2-butanone (acetoin were identified. Taken together, these results suggest that B. valezensis G341 can be used as a biocontrol agent for various plant diseases caused by phytopathogenic fungi.

Diffusible and Volatile Antifungal Compounds Produced by an Antagonistic Bacillus velezensis G341 against Various Phytopathogenic Fungi.

Science.gov (United States)

Lim, Seong Mi; Yoon, Mi-Young; Choi, Gyung Ja; Choi, Yong Ho; Jang, Kyoung Soo; Shin, Teak Soo; Park, Hae Woong; Yu, Nan Hee; Kim, Young Ho; Kim, Jin-Cheol

2017-10-01

The aim of this study was to identify volatile and agar-diffusible antifungal metabolites produced by Bacillus sp. G341 with strong antifungal activity against various phytopathogenic fungi. Strain G341 isolated from four-year-old roots of Korean ginseng with rot symptoms was identified as Bacillus velezensis based on 16S rDNA and gyrA sequences. Strain G341 inhibited mycelial growth of all phytopathogenic fungi tested. In vivo experiment results revealed that n -butanol extract of fermentation broth effectively controlled the development of rice sheath blight, tomato gray mold, tomato late blight, wheat leaf rust, barley powdery mildew, and red pepper anthracnose. Two antifungal compounds were isolated from strain G341 and identified as bacillomycin L and fengycin A by MS/MS analysis. Moreover, volatile compounds emitted from strain G341 were found to be able to inhibit mycelial growth of various phytopathogenic fungi. Based on volatile compound profiles of strain G341 obtained through headspace collection and analysis on GC-MS, dimethylsulfoxide, 1-butanol, and 3-hydroxy-2-butanone (acetoin) were identified. Taken together, these results suggest that B. valezensis G341 can be used as a biocontrol agent for various plant diseases caused by phytopathogenic fungi.

An analysis of price and volatility transmission in butter, palm oil and crude oil markets

Directory of Open Access Journals (Sweden)

Dennis Bergmann

2016-11-01

Full Text Available Abstract Recent changes to the common agricultural policy (CAP saw a shift to greater market orientation for the EU dairy industry. Given this reorientation, the volatility of EU dairy commodity prices has sharply increased, creating the need to develop proper risk management tools to protect farmers’ income and to ensure stable prices for processors and consumers. In addition, there is a perceived threat that these commodities may be replaced by cheaper substitutes, such as palm oil, as dairy commodity prices become more volatile. Global production of palm oil almost doubled over the last decade while butter production remained relatively flat. Palm oil also serves as a feedstock for biodiesel production, thus establishing a new link between agricultural commodities and crude oil. Price and volatility transmission effects between EU and World butter prices, as well as between butter, palm oil and crude oil prices, before and after the Luxembourg agreement, are analysed. Vector autoregression (VAR models are applied to capture price transmission effects between these markets. These are combined with a multivariate GARCH model to account for potential volatility transmission. Results indicate strong price and volatility transmission effects between EU and World butter prices. EU butter shocks further spillover to palm oil volatility. In addition, there is evidence that oil prices spillover to World butter prices and World butter volatility.

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

Reducing Fuel Volatility. An Additional Benefit From Blending Bio-fuels?

Energy Technology Data Exchange (ETDEWEB)

Bailis, R. [Yale School of Forestry and Environmental Studies, 195 Prospect Street, New Haven, CT 06511 (United States); Koebl, B.S. [Utrecht University, Science Technology and Society, Budapestlaan 6, 3584 CD Utrecht (Netherlands); Sanders, M. [Utrecht University, Utrecht School of Economics, Janskerkhof 12, 3512 BL Utrecht (Netherlands)

2011-02-15

Oil price volatility harms economic growth. Diversifying into different fuel types can mitigate this effect by reducing volatility in fuel prices. Producing bio-fuels may thus have additional benefits in terms of avoided damage to macro-economic growth. In this study we investigate trends and patterns in the determinants of a volatility gain in order to provide an estimate of the tendency and the size of the volatility gain in the future. The accumulated avoided loss from blending gasoline with 20 percent ethanol-fuel estimated for the US economy amounts to 795 bn. USD between 2010 and 2019 with growing tendency. An amount that should be considered in cost-benefit analysis of bio-fuels.

International capital flows and investment volatility in selected sub-Saharan African countries

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William Brafu-Insaidoo

2011-07-01

Full Text Available The study examines the impact of foreign capital flows on investment volatility in emerging and frontier market economies in sub-Saharan Africa. In particular, the study attempts to answer the question of whether different components of foreign capital inflows explain investment volatility. Theory suggests that increased cross-border capital mobility increases investment volatility due to the possibility of substituting foreign for domestic investments. Empirical literature does not, however, provide any clear evidence in support of this theory. By using the dynamic panel data analysis, this study tests the hypothesis that increased capital flows increases investment volatility and the study established that international capital flows reduce investment volatility.

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.

A volatile organics concentrator for use in monitoring Space Station water quality

Science.gov (United States)

Ehntholt, Daniel J.; Bodek, Itamar; Valentine, James R.; Trabanino, Rudy; Vincze, Johanna E.; Sauer, Richard L.

1990-01-01

The process used to identify, select, and design an approach to the isolation and concentration of volatile organic compounds from a water sample prior to chemical analysis in a microgravity environment is discerned. The trade analysis leading to the recommended volatile organics concentrator (VOC) concept to be tested in a breadboard device is presented. The system covers the areas of gases, volatile separation from water, and water removal/gas chromatograph/mass spectrometer interface. Five options for potential use in the VOC and GC/MS system are identified and ranked, and also nine options are presented for separation of volatiles from the water phase. Seven options for use in the water removal/GC column and MS interface are also identified and included in the overall considerations. A final overall recommendation for breadboard VOC testing is given.

Volatile metabolites associated with one aflatoxigenic and one nontoxigenic Aspergillus flavus strain grown on two different substrates

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Z. Jurjevic

2009-01-01

Full Text Available Aflatoxigenic and non-toxigenic Aspergillus flavus strains were grown on corn and on peanut substrates. Microbial volatile organic compounds (MVOCS were collected by trapping headspace volatiles using thermal desorption tubes (TDT packed with Tenax® TA and Carbotrap™ B. Samples were collected at various fungal growth stages. Trapped compounds were thermally desorbed from the adsorbent tubes, separated by gas chromatography, and identified by mass spectrometry. The fungal stage did not have many differences in the MVOCs but the concentrations of some volatiles changed over time depending on the substrate. Volatiles that were associated with both the aflatoxigenic A. flavus strain and the nontoxigenic strain on both substrates included: ethanol, 1-propanol, butanal, 2-methyl-1-propanol, 3-methylfuran, ethyl acetate, 1-butanol, 3-methylbutanal, 3-methyl-1-butanol, propanoic acid-2-methyl-ethyl-ester, 2-methyl-1-butanol, 1-pentanol, 2-pentanol, 3-methyl-3-buten-1-ol, benzaldehyde, 3-octanone, 2-ethyl-1-hexanol and octane. Volatiles that were associated only with the aflatoxigenic A. flavus strain included: dimethyl disulfide and nonanal. Volatiles that were associated only with the nontoxigenic A. fl avus strain included: hexanal, 1-hexanol, 1-octene-3-ol, 1-octen-3-one and 2-pentyl furan.

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

Science.gov (United States)

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

2016-12-01

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

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.

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

during spring and autumn 2008. Results from the aerosol mass spectrometry indicate that the non-volatile residual consists of nitrate and organic compounds, especially during autumn. These compounds may be low-volatile organic nitrates or salts. During winter and spring the non-volatile core (black carbon removed) correlated markedly with carbon monoxide, which is a tracer of anthropogenic emissions. Due to this, the non-volatile residual may also contain other pollutants in addition to black carbon. Thus, it seems that the amount of different compounds in submicron aerosol particles varies with season and as a result the chemical composition of the non-volatile residual changes within a year. This work was supported by University of Helsinki three-year research grant No 490082 and Maj and Tor Nessling Foundation grant No 2010143. Aalto et al., (2001). Physical characterization of aerosol particles during nucleation events. Tellus B, 53, 344-358. Jayne, et al., (2000). Development of an aerosol mass spectrometer for size and composition analysis of submicron particles. Aerosol Sci. Technol., 33(1-2), 49-70. Kalberer et al., (2004). Identification of Polymers as Major Components of Atmospheric Organic Aerosols. Science, 303, 1659-1662. Smith et al., (2010). Observations of aminium salts in atmospheric nanoparticles and possible climatic implications. P. Natl. Acad. Sci., 107(15). Vesala et al., (1998). Long-term field measurements of atmosphere-surface interactions in boreal forest combining forest ecology, micrometeorology, aerosol physics and atmospheric chemistry. Trends Heat, Mass Mom. Trans., 4, 17-35. Wehner et al., (2002). Design and calibration of a thermodenuder with an improved heating unit to measure the size-dependent volatile fraction of aerosol particles. J. Aerosol Sci., 33, 1087-1093.

Volatility of source apportioned wintertime organic aerosol in the city of Athens

Science.gov (United States)

Louvaris, Evangelos E.; Florou, Kalliopi; Karnezi, Eleni; Papanastasiou, Dimitrios K.; Gkatzelis, Georgios I.; Pandis, Spyros N.

2017-06-01

The volatility distribution of ambient organic aerosol (OA) and its components was measured during the winter of 2013 in the city of Athens combining a thermodenuder (TD) and a High Resolution Time-of-Flight Aerosol Mass Spectrometer (HR-ToF-AMS). Positive Matrix Factorization (PMF) analysis of both the ambient and the thermodenuder AMS-spectra resulted in a four-factor solution for the OA, namely: hydrocarbon-like OA (HOA), biomass burning OA (BBOA), cooking OA (COA), and oxygenated OA (OOA). The thermograms of the four factors were analyzed and the corresponding volatility distributions were estimated using the volatility basis set (VBS). All four factors included compounds with a wide range of effective volatilities from 10 to less than 10-4 μg m-3 at 298 K. Almost 40% of the HOA consisted of low-volatility organic compounds (LVOCs) with the semi-volatile compounds (SVOCs) representing roughly 30%, while the remaining 30% consisted of extremely low volatility organic compounds (ELVOCs). BBOA was more volatile than the HOA factor on average, with 10% ELVOCs, 40% LVOCs, and 50% SVOCs. 10% of the COA consisted of ELVOCs, another 65% LVOCs, and 50% SVOCs. Finally, the OOA was the least volatile factor and included 40% ELVOCs, 25% LVOCs, and 35% SVOCs. Combining the volatility distributions and the O:C ratios of the various factors, we placed our results in the 2D-VBS analysis framework of Donahue et al. (2012). HOA and BBOA are in the expected region but also include an ELVOC component. COA is in similar range as HOA, but on average is half an order of magnitude more volatile. The OOA in these wintertime conditions had a moderate O:C ratio and included both semi-volatile and extremely low volatility components. The above results are sensitive to the assumed values of the effective vaporization enthalpy and the accommodation coefficient. A reduction of the accommodation coefficient by an order of magnitude or the reduction of the vaporization enthalpy by 20 kJ mol-1

The effects of exchange rate volatility on international trade fl ows: evidence from panel data analysis and fuzzy approach

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Robert M. Kunst

2012-06-01

Full Text Available The aim of this paper is to analyze the effects of exchange rate volatility on international trade flows by using two different approaches, the panel data analysis and fuzzy logic, and to compare the results. To a panel with the crosssection dimension of 91 pairs of EU15 countries and with time ranging from 1964 to 2003, an extended gravity model of trade is applied in order to determine theeffects of exchange rate volatility on bilateral trade flows of EU15 countries. The estimated impact is clearly negative, which indicates that exchange rate volatility has a negative influence on bilateral trade flows. Then, this traditional panel approach is contrasted with an alternative investigation based on fuzzy logic. The key elements of the fuzzy approach are to set fuzzy decision rules and to assignmembership functions to the fuzzy sets intuitively based on experience. Both approaches yield very similar results and fuzzy approach is recommended to be used as a complement to statistical methods.

Volatile compounds analysis of Dacia sausage, a traditional Romanian dry cured sausage

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Ana Maria SIMION CIUCIU

2014-12-01

Full Text Available Three batches of Dacia sausage were produced as follows: one without starter culture and two with a mix of starter cultures. Volatiles were extracted by a purgeand- trap method and analyzed by gas chromatographic/mass spectrometry. Approximately 43 compounds were identified. The substances identified belong to: aldehydes, alcohols, ketones, hydrocarbons, esters, acids, furans. Results indicated that the most abundant class of chemical substances in flavor at the end of the ripening process was esters, followed by aldehydes, hydrocarbures and terpenes. This could only indicate the high microbial esterification activity that took place in the batches. It was possible to differentiate between the three sausages applying a discriminant analysis.

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.

Volatile organic compounds in the unsaturated zone from radioactive wastes

Science.gov (United States)

Baker, Ronald J.; Andraski, Brian J.; Stonestrom, David A.; Luo, Wentai

2012-01-01

Volatile organic compounds (VOCs) are often comingled with low-level radioactive wastes (LLRW), but little is known about subsurface VOC emanations from LLRW landfills. The current study systematically quantified VOCs associated with LLRW over an 11-yr period at the USGS Amargosa Desert Research Site (ADRS) in southwestern Nevada. Unsaturated-zone gas samples of VOCs were collected by adsorption on resin cartridges and analyzed by thermal desorption and GC/MS. Sixty of 87 VOC method analytes were detected in the 110-m-thick unsaturated zone surrounding a LLRW disposal facility. Chlorofluorocarbons (CFCs) were detected in 100% of samples collected. Chlorofluorocarbons are powerful greenhouse gases, deplete stratospheric ozone, and are likely released from LLRW facilities worldwide. Soil-gas samples collected from a depth of 24 m and a horizontal distance 100 m south of the nearest waste-disposal trench contained >60,000 ppbv total VOCs, including >37,000 ppbv CFCs. Extensive sampling in the shallow unsaturated zone (0–2 m deep) identified areas where total VOC concentrations exceeded 5000 ppbv at the 1.5-m depth. Volatile organic compound concentrations exceeded background levels up to 300 m from the facility. Maximum vertical diffusive fluxes of total VOCs were estimated to be 1 g m-2 yr-1. Volatile organic compound distributions were similar but not identical to those previously determined for tritium and elemental mercury. To our knowledge, this study is the first to characterize the unsaturated zone distribution of VOCs emanating from a LLRW landfill. Our results may help explain anomalous transport of radionuclides at the ADRS and elsewhere.

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...

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

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R. V. Ralys

2015-11-01

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

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.

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.

ANALYSIS AND FORECASTING THE VOLATILITY OF EURO – DOLLAR EXCHANGE RATE

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Václava Pánková

2010-12-01

Full Text Available The study on volatility and asymmetry of the exchange rate is applied to the Euro/USD relation. Starting in U.S.A., the financial and economic crisis influenced European Union with a certain delay. On the other hand, this years´ problems in Eurozone are paralleled by rising American economy. That is why we can expect both currencies to develop in different ways. In general, the depreciation deviation of exchange rate can lead to a higher volatility than the appreciation deviation, what implicates asymmetric effects. The uncertainty of exchange rate has a tendency to be inconstant in the time-varying cases, so it has a feature of conditional heteroscedasticity. That is why the models from the ARCH family are employed to study whether the asymmetry is present in the data in question; source: ECB. The Engle – Ng tests for asymmetry in volatility are used to determine whether an asymmetric model is required as adequate. A forecast will be given including an ex post comparison as well as an ex ante prognosis. Financial support from the GA CR project 402/09/0273 and the Research Plan MSM 6138439909 is appreciated.

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)

Characterisation of selected volatile organic compounds in ...

African Journals Online (AJOL)

kshale

2013-05-15

May 15, 2013 ... have entered the commercial market, both in rural areas ... nation of volatile compounds include: gas chromate- graphy (GC) ... prior to the actual analysis, various extraction methods ..... traditional and industrial 'orujo' spirits.

Solid phase microextraction: measurement of volatile organic compounds (VOCs) in Dhaka City air pollution.

Science.gov (United States)

Hussam, A; Alauddin, M; Khan, A H; Chowdhury, D; Bibi, H; Bhattacharjee, M; Sultana, S

2002-08-01

A solid phase microextraction (SPME) technique was applied for the sampling of volatile organic compounds (VOCs) in ambient air polluted by two stroke autorickshaw engines and automobile exhausts in Dhaka city, Bangladesh. Analysis was carried out by capillary gas chromatography (GC) and GC-mass spectrometry (MS). The methodology was tested by insitu sampling of an aromatic hydrocarbon mixture gas standard with a precision of +/-5% and an average accuracy of 1-20%. The accuracy for total VOCs concentration measurement was about 7%. VOC's in ambient air were collected by exposing the SPME fiber at four locations in Dhaka city. The chromatograms showed signature similar to that of unburned gasoline (petrol) and weathered diesel containing more than 200 organic compounds; some of these compounds were positively identified. These are normal hydrocarbons pentane (n-C5H2) through nonacosane (n-C29H60), aromatic hydrocarbons: benzene, toluene, ethylbenzene, n-propylbenzene, n-butylbenzene, 1,3,5-trimethylbenzene, xylenes, and 1-isocyanato-3-methoxybenzene. Two samples collected near an autorickshaw station contained 783000 and 1479000 microg/m3 of VOCs. In particular, the concentration of toluene was 50-100 times higher than the threshold limiting value of 2000 microg/m3. Two other samples collected on street median showed 135000 microg/m3 and 180000 microg/m3 of total VOCs. The method detection limit of the technique for most semi-volatile organic compounds was 1 microg/m3.

"More than Honey": Investigation on Volatiles from Monovarietal Honeys Using New Analytical and Sensory Approaches.

Science.gov (United States)

Siegmund, Barbara; Urdl, Katharina; Jurek, Andrea; Leitner, Erich

2018-03-14

Eight monovarietal honeys from dandelion, fir tree, linden tree, chestnut tree, robinia, orange, lavender, and rape were investigated with respect to their volatile compounds and sensory properties. Analysis of the volatile compounds was performed by gas chromatographic techniques (one-dimensional GC-MS as well as comprehensive GC×GC-MS). For sensory evaluation Napping in combination with ultraflash profiling was applied using sensory experts. For dandelion honey, 34 volatile compounds are described for the first time to be present in dandelion honey. PCA and cluster analysis of the volatile compounds, respectively, show high correlation with the PCA obtained from sensory evaluation. Lavender and linden honey showed sensory characteristics that were not expected from these honey types. Analysis of the volatile compounds resulted in the identification of odor-active compounds that are very likely derived from sources other than the respective honeyflow. Contamination with essential oils used in apiculture is very likely to be the reason for the occurrence of these compounds in the investigated honeys.

Volatile Organic Compound (VOC) Analysis For Disease Detection: Proof Of Principle For Field Studies Detecting Paratuberculosis And Brucellosis

Science.gov (United States)

Knobloch, Henri; Köhler, Heike; Nicola, Commander; Reinhold, Petra; Turner, Claire; Chambers, Mark

2009-05-01

A proof of concept investigation was performed to demonstrate that two independent infectious diseases of cattle result in different patterns of volatile organic compounds (VOC) in the headspace of serum samples detectable using an electronic nose (e-nose). A total of 117 sera from cattle naturally infected with Mycobacterium avium subsp. paratuberculosis (paraTB, n = 43) or Brucella sp. (n = 26) and sera from corresponding control animals (n = 48) were randomly and analysed blind to infection status using a ST214 e-nose (Scensive Ltd, Leeds, UK). Samples were collected under non-standardised conditions on different farms from the UK (brucellosis) and Germany (paraTB). The e-nose could differentiate the sera from brucellosis infected, paraTB infected and healthy animals at the population level, but the technology used was not suitable for determination of the disease status of individual animals. Nevertheless, the data indicate that there are differences in the sensor responses depending on the disease status, and therefore, it shows the potential of VOC analysis from serum headspace samples for disease detection.

Transmission of prices and price volatility in Australian electricity spot markets: a multivariate GARCH analysis

International Nuclear Information System (INIS)

Worthington, A.; Kay-Spratley, A.; Higgs, H.

2005-01-01

This paper examines the transmission of spot electricity prices and price volatility among the five regional electricity markets in the Australian National Electricity Market: namely, New South Wales, Queensland, South Australia, the Snowy Mountains Hydroelectric Scheme and Victoria. A multivariate generalised autoregressive conditional heteroskedasticity model is used to identify the source and magnitude of price and price volatility spillovers. The results indicate the presence of positive own mean spillovers in only a small number of markets and no mean spillovers between any of the markets. This appears to be directly related to the physical transfer limitations of the present system of regional interconnection. Nevertheless, the large number of significant own-volatility and cross-volatility spillovers in all five markets indicates the presence of strong autoregressive conditional heteroskedasticity and generalised autoregressive conditional heteroskedasticity effects. This indicates that shocks in some markets will affect price volatility in others. Finally, and contrary to evidence from studies in North American electricity markets, the results also indicate that Australian electricity spot prices are stationary. (author)

The analysis of semi-volatile and non-volatile petroleum hydrocarbons in a soil/sediment matrix by capillary column gas chromatography/flame ionization detection (GC/FID)

International Nuclear Information System (INIS)

George, J.E. III; Thoma, J.J.; Hastings, M.

1990-01-01

A comprehensive analysis for semi-volatile and non-volatile fractions of petroleum hydrocarbons can be achieved by a solvent extraction/concentration techniques that will effectively extract these high molecular weight fractions from a soil matrix. The prepared extract is then injected directly into a gas chromatograph equipped with a capillary column and flame ionization detector. This technique applies to the following types of commercially available petroleum hydrocarbons: Diesel Nos. 2,4,5, and 6, fuel oils and several grades of lubrication oil. The identification of a particular petroleum hydrocarbon is determined visually by comparison of the samples with known hydrocarbon standards. Accurate quantitation of the chromatograms is possible by using peak area summation and the presence of an internal standard. The practical quantitation limit for the method is 10 mg/Kg for most fuel types. This paper presents a method for determining the concentration of these fuel types in soil. Data will be presented only on 10W40 lubrication oil in terms of method validation, calibration, percent recovery, and method detection limits. A discussion of the quatitation techniques used will also be included

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

The restoration of the gold standard after the US Civil War : A volatility analysis

NARCIS (Netherlands)

Meulemann, Max; Uebele, Martin; Wilfling, Bernd

This paper presents a new view on the gold price of greenbacks during and after the American Civil War by analyzing exchange-rate volatility rather than exchange-rate levels. Our empirical investigation detects regimes of high and low volatility alternating in a way that is consistent with a

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...

Quantitative estimates of the volatility of ambient organic aerosol

Science.gov (United States)

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

2010-06-01

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

Volatilization of selenium from agricultural evaporation pond sediments.

Science.gov (United States)

Karlson, U; Frankenberger, W T

1990-03-01

Microbial volatilization of Se was evaluated as a means of detoxifying Se-contaminated sediments. Sediment samples containing 60.7 (Kesterson Reservoir) and 9.0 mg Se kg-1 (Peck ponds) were incubated for 273 days in closed systems located in the greenhouse. Volatile Se was collected from a continuous air-exchange stream using activated carbon. Various economical and readily available organic and inorganic amendments were tested for their capacity to enhance the microbial process, including Citrus (orange) peel, Vitis (grape) pomace, feedlot manure, barley straw, chitin, pectin, ZnSO4, (NH4)2SO4, and an inoculum of Acremonium falciforme (an active Se methylating fungus). With the Kesterson sediment, the highest Se removal (44.0%) resulted from the combined application of citrus peel and ZnSO4, followed by citrus peal alone (39.6%), and citrus peel combined with ZnSO4, (NH4)2SO4 and A. falciforme (30.1%). Manure (19.5%), pectin (16.4%), chitin (9.8%) and straw plus N (8.8%) had less pronounced effects. Without the amendments, cumulative Se volatilization was 6.1% of the initial inventory. Grape pomace (3.0%) inhibited the process. With the Peck sediment, the highest amount of Se removed was observed with chitin (28.6%), manure (28.5%), and citrus peel alone (27.3%). Without amendments, 14.0% of the native Se was volatilized in 273 days. Cumulative Se volatilization was 24.7% with citrus plus Zn and N, 17.2% with citrus plus Zn, and 18.8% with citrus plus Zn, N and A. falciforme. Pectin (15.2%), straw plus N (16.4%), and grape pomace (7.3%) were among the less effective amendments for the Peck sediment. The differences in the effectiveness of each treatment between the two seleniferous soils may be a result of the residual N content of the sediments. With the Kesterson sediment, which was high in organic C and N, added N inhibited volatilization of Se, while with Peck sediments (low in organic C and N) N-rich materials tended to accelerate Se volatilization

DONKEY MILK SHELF LIFE: MICROBIOLOGY AND VOLATILE COMPOUNDS

Directory of Open Access Journals (Sweden)

F. Conte

2010-03-01

Full Text Available Organoleptics properties are important to evaluate the shelf life of food products. Sensory analysis is generally used for this purpose. In this study psychrotrophic, mesophilic bacteria, and pH values were correlated to volatile compounds. The quality of raw donkey milk stored for 3, 7, 10, 14 and 28 days at two different temperatures (3°C and 7°C was tested. Donkey milk volatiles for the first time in this study were identified. Different volatiles distribution were detected by Smart Nose and GCO during the trials and a correlation with bacteriological and pH data were shown. On the basis of the results the acceptability of 10 days storing at +3°C, and of 3-4 days at +7°C, for milk samples, was pointed out.

Evolution of Volatile Compounds during the Distillation of Cognac Spirit.

Science.gov (United States)

Awad, Pierre; Athès, Violaine; Decloux, Martine Esteban; Ferrari, Gérald; Snakkers, Guillaume; Raguenaud, Patrick; Giampaoli, Pierre

2017-09-06

Cognac wine spirit has a complex composition in volatile compounds which contributes to its organoleptic profile. This work focused on the batch distillation process and, in particular, on volatile compounds specifically produced by chemical reactions during the distillation of Cognac wine spirit, traditionally conducted in two steps with charentais pot stills. The aim of this study was to characterize these volatile compounds formed during distillation. Sampling has been performed on the distillates and inside the boiler during a typical Cognac distillation. The analysis of these samples allowed us to perform a mass balance and to point out several types of volatile compounds whose quantities strongly increased during the distillation process. These compounds were distinguished by their chemical family. It has been found that the first distillation step was decisive for the formation of volatile compounds. Moreover, 2 esters, 3 aldehydes, 12 norisoprenoids, and 3 terpenes were shown to be generated during the process. These results suggest that some volatile compounds found in Cognac spirit are formed during distillation due to chemical reactions induced by high temperature. These findings give important indications to professional distillers in order to enhance the product's quality.

Gram-negative and -positive bacteria differentiation in blood culture samples by headspace volatile compound analysis.

Science.gov (United States)

Dolch, Michael E; Janitza, Silke; Boulesteix, Anne-Laure; Graßmann-Lichtenauer, Carola; Praun, Siegfried; Denzer, Wolfgang; Schelling, Gustav; Schubert, Sören

2016-12-01

Identification of microorganisms in positive blood cultures still relies on standard techniques such as Gram staining followed by culturing with definite microorganism identification. Alternatively, matrix-assisted laser desorption/ionization time-of-flight mass spectrometry or the analysis of headspace volatile compound (VC) composition produced by cultures can help to differentiate between microorganisms under experimental conditions. This study assessed the efficacy of volatile compound based microorganism differentiation into Gram-negatives and -positives in unselected positive blood culture samples from patients. Headspace gas samples of positive blood culture samples were transferred to sterilized, sealed, and evacuated 20 ml glass vials and stored at -30 °C until batch analysis. Headspace gas VC content analysis was carried out via an auto sampler connected to an ion-molecule reaction mass spectrometer (IMR-MS). Measurements covered a mass range from 16 to 135 u including CO2, H2, N2, and O2. Prediction rules for microorganism identification based on VC composition were derived using a training data set and evaluated using a validation data set within a random split validation procedure. One-hundred-fifty-two aerobic samples growing 27 Gram-negatives, 106 Gram-positives, and 19 fungi and 130 anaerobic samples growing 37 Gram-negatives, 91 Gram-positives, and two fungi were analysed. In anaerobic samples, ten discriminators were identified by the random forest method allowing for bacteria differentiation into Gram-negative and -positive (error rate: 16.7 % in validation data set). For aerobic samples the error rate was not better than random. In anaerobic blood culture samples of patients IMR-MS based headspace VC composition analysis facilitates bacteria differentiation into Gram-negative and -positive.

Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan

OpenAIRE

Munazza Jabeen; Saud Ahmad Khan

2014-01-01

What drives volatility in foreign exchange market in Pakistan? This paper undertakes an analysis of modelling exchange rate volatility in Pakistan by potential macroeconomic fundamentals well-known in the economic literature. For this, monthly data on Pak Rupee exchange rates in the terms of major currencies (US Dollar, British Pound, Canadian Dollar and Japanese Yen) and macroeconomics fundamentals is taken from April, 1982 to November, 2011. The results show thatthe PKR-USD exchange rate vo...

Enhanced non-volatile and updatable holography using a polymer composite system.

Science.gov (United States)

Wu, Pengfei; Sun, Sam Q; Baig, Sarfaraz; Wang, Michael R

2012-03-12

Updatable holography is considered as the ultimate technique for true 3D information recording and display. However, there is no practical solution to preserve the required features of both non-volatility and reversibility which conflict with each other when the reading has the same wavelength as the recording. We demonstrate a non-volatile and updatable holographic approach by exploiting new features of molecular transformations in a polymer recording system. In addition, by using a new composite recording film containing photo-reconfigurable liquid-crystal (LC) polymer, the holographic recording is enhanced due to the collective reorientation of LC molecules around the reconfigured polymer chains.

(Semi)volatile organic compounds and microbiological entities in snow during OASIS Barrow 2009

Science.gov (United States)

Ariya, P.; Kos, G.

2009-12-01

Gregor Kos (1), Nafissa Adechina (2), Dwayne Lutchmann (2) , Roya Mortazavi, and Parisa Ariya* (1), (2) (1) McGill University, Department of Atmospheric and Oceanic Sciences, 805 Sherbrooke Street West, Montreal, Quebec, H3A 2K6, Canada (2) McGill University, Department of Chemistry, 801 Sherbrooke Street West, Montreal, Quebec, H3A 2K6, Canada an active medium for the deposition of (semi-)volatile (bio)organic compounds. We collected surface snow samples during the OASIS Barrow campaign in March 2009 for analysis of semi-volatile organic compounds using solid phase microextraction and gas chromatography with mass spectrometric detection (SPME-GC/MS). Additioal gab samples were taken for analysis of non-methane hydrocarbons in air. More over, we analyzed for microbial species in air and snow. Identifed organic compounds covered a wide range of functionalities andmolecular weigts, including oxygenated reactive speces such as aldehydes (e.g., hexanal to decanal), alcohols (e.g., hexanol, octanol) and aromatic species (e.g., methyl- and ethylbenzenes). Quantification data for selected aromatic species are presented with concentrations in the upper ng/L range. We will present our preliminary data on microbiological species, and will discuss the potential mplications of the results for organic snow chemistry.

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)

Analysis of volatiles in silver carp by headspace solid phase micro-extraction coupled with GC-MS

International Nuclear Information System (INIS)

Yang Yuping; Xiong Guangquan; Cheng Wei; Liao Tao; Lin Ruotai; Geng Shengrong; Li Xin; Li Xiaoding; Wu Wenjin

2010-01-01

In this paper, a method for the determination of volatiles using headspace solid phase microextraction (HS-SPME) and gas chromatography-mass spectrometry (GC-MS) was presented. The extraction conditions were optimized with reference to these volatiles as hexanal, heptanal, benzaldehyde, 1-Octen-3-ol, octanal, nonanal, decenal, 2,4-heptadienal and 2,4-decadienal. The extraction of fish muscle followed by incubation on a StableFlex divinyl benzene/Carboxen/polydimethylsiloxane (DVB/CAR/PDMS) fiber during 50 in at 60 obtained the most effective extraction of the analytes. The methods by HS-SPME and GC-MS were effective in detecting volatiles in the gills, scales, viscera and fish muscles. The types of volatiles in the gill were more than other organs and the number of odors compounds was 63, and the number of volatiles in scales, viscera and fish muscles was 48, 44 and 42 respectively. (authors)

Extraction of Citrus Hystrix D.C. (Kaffir Lime) Essential Oil Using Automated Steam Distillation Process: Analysis of Volatile Compounds

International Nuclear Information System (INIS)

Nurhani Kasuan; Zuraida Muhammad; Zakiah Yusoff; Mohd Hezri Fazalul Rahiman; Mohd Nasir Taib; Zaibunnisa Abdul Haiyee

2013-01-01

An automated steam distillation was successfully used to extract volatiles from Citrus hystrix D.C (Kaffir lime) peels. The automated steam distillation integrated with robust temperature control can commercially produce large amount of essential oil with efficient heating system. Objective of this study is to quantify the oil production rate using automated steam distillation and analyze the composition of volatiles in Kaffir lime peels oil at different controlled and uncontrolled temperature conditions. From the experimentation, oil extraction from Kaffir lime peels only took approximately less than 3 hours with amount of oil yield was 13.4 % more than uncontrolled temperature. The identified major compounds from Kaffir lime peels oil were sabinene, β-pinene, limonene, α-pinene, camphene, myrcene, terpinen-4-ol, α-terpineol, linalool, terpinolene and citronellal which are considered to have good organoleptic quality. In contrast with uncontrolled temperature, oil analysis revealed that some important volatile compounds were absent such as terpinolene, linalool, terpinen-4-ol due to thermal degradation effect from fast heating of extracted material. (author)

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

International Nuclear Information System (INIS)

Salum, Debora Christina

2008-01-01

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

Volatility Analysis of Exchange Rate of Emerging Economies: A ...

African Journals Online (AJOL)

The aim of this study is to analyze the volatility of exchange rates of the currencies of the five East African Community (EAC) countries. Time series modeling is applied to the data of these countries. Various models were fitted and compared using Maximum Likelihood approach in order to select the best fitting model for each ...

Associations of Volatile Compounds with Sensory Aroma and Flavor: The Complex Nature of Flavor

Directory of Open Access Journals (Sweden)

Edgar Chambers IV

2013-04-01

Full Text Available Attempts to relate sensory analysis data to specific chemicals such as volatile compounds have been frequent. Often these associations are difficult to interpret or are weak in nature. Although some difficulties may relate to the methods used, the difficulties also result from the complex nature of flavor. For example, there are multiple volatiles responsible for a flavor sensation, combinations of volatiles yield different flavors than those expected from individual compounds, and the differences in perception of volatiles in different matrices. This review identifies some of the reasons sensory analysis and instrumental measurements result in poor associations and suggests issues that need to be addressed in future research for better understanding of the relationships of flavor/aroma phenomena and chemical composition.

Evaluation of γ-radiation on oolong tea odor volatiles

International Nuclear Information System (INIS)

Fanaro, G.B.; Duarte, R.C.; Santillo, A.G.; Pinto e Silva, M.E.M.; Purgatto, E.

2012-01-01

The aim of this study was to evaluate the gamma radiation effects on odor volatiles in oolong 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 irradiation has a large influence on oolong tea odor profile, once it was identified 40% of new compounds after this process, the 5 kGy and 20 kGy were the doses that degraded more volatiles found naturally in this kind of tea and the dose of 10 kGy was the dose that formed more new compounds. Statistical difference was found between the 5 kGy and 15 kGy volatile profiles, however the sensorial analysis showed that the irradiation at dose up 20 kGy did not interfere on consumer perception. - Highlights: ► Forty percent of compounds identified with odor were formed after irradiation. ► Dose of 5 kGy and 20 kGy were the radiation dose that degraded more odors compounds. ► Gamma radiation showed has a direct influence on volatile compounds in oolong tea.

Comparative Digital Gene Expression Analysis of the Arabidopsis Response to Volatiles Emitted by Bacillus amyloliquefaciens.

Directory of Open Access Journals (Sweden)

Hai-Ting Hao

Full Text Available Some plant growth-promoting rhizobacteria (PGPR regulated plant growth and elicited plant basal immunity by volatiles. The response mechanism to the Bacillus amyloliquefaciens volatiles in plant has not been well studied. We conducted global gene expression profiling in Arabidopsis after treatment with Bacillus amyloliquefaciens FZB42 volatiles by Illumina Digital Gene Expression (DGE profiling of different growth stages (seedling and mature and tissues (leaves and roots. Compared with the control, 1,507 and 820 differentially expressed genes (DEGs were identified in leaves and roots at the seedling stage, respectively, while 1,512 and 367 DEGs were identified in leaves and roots at the mature stage. Seventeen genes with different regulatory patterns were validated using quantitative RT-PCR. Numerous DEGs were enriched for plant hormones, cell wall modifications, and protection against stress situations, which suggests that volatiles have effects on plant growth and immunity. Moreover, analyzes of transcriptome difference in tissues and growth stage using DGE profiling showed that the plant response might be tissue-specific and/or growth stage-specific. Thus, genes encoding flavonoid biosynthesis were downregulated in leaves and upregulated in roots, thereby indicating tissue-specific responses to volatiles. Genes related to photosynthesis were downregulated at the seedling stage and upregulated at the mature stage, respectively, thereby suggesting growth period-specific responses. In addition, the emission of bacterial volatiles significantly induced killing of cells of other organism pathway with up-regulated genes in leaves and the other three pathways (defense response to nematode, cell morphogenesis involved in differentiation and trichoblast differentiation with up-regulated genes were significantly enriched in roots. Interestingly, some important alterations in the expression of growth-related genes, metabolic pathways, defense response

Volatile compounds in cryptic species of the Aneura pinguis complex and Aneura maxima (Marchantiophyta, Metzgeriidae).

Science.gov (United States)

Wawrzyniak, Rafał; Wasiak, Wiesław; Bączkiewicz, Alina; Buczkowska, Katarzyna

2014-09-01

Aneura pinguis is one of the liverwort species complexes that consist of several cryptic species. Ten samples collected from different regions in Poland are in the focus of our research. Eight of the A. pinguis complex belonging to four cryptic species (A, B, C, E) and two samples of closely related species Aneura maxima were tested for the composition of volatile compounds. The HS-SPME technique coupled to GC/FID and GC/MS analysis has been applied. The fiber coated with DVB/CAR/PDMS has been used. The results of the present study, revealed the qualitative and quantitative differences in the composition of the volatile compounds between the studied species. Mainly they are from the group of sesquiterpenoids, oxygenated sesquiterpenoids and aliphatic hydrocarbons. The statistical methods (CA and PCA) showed that detected volatile compounds allow to distinguish cryptic species of A. pinguis. All examined cryptic species of the A. pinguis complex differ from A. maxima. Species A and E of A. pinguis, in CA and PCA, form separate clusters remote from two remaining cryptic species of A. pinguis (B and C) and A. maxima. Relationship between the cryptic species appeared from the chemical studies are in accordance with that revealed on the basis of DNA sequences. Copyright © 2014 Elsevier Ltd. All rights reserved.

Stock volatility as a risk factor for coronary heart disease death.

Science.gov (United States)

Ma, Wenjuan; Chen, Honglei; Jiang, Lili; Song, Guixiang; Kan, Haidong

2011-04-01

The volatility of financial markets may cause substantial emotional and physical stress among investors. We hypothesize that this may have adverse effects on cardiovascular health. The Chinese stock markets were extremely volatile between 2006 and 2008. We, therefore, examined the relationship between daily change of the Shanghai Stock Exchange (SSE) Composite Index (referred as the Index) and coronary heart disease (CHD) deaths from 1 January 2006 to 31 December 2008 in Shanghai, the financial capital of China. Daily death and stock performance data were collected from the Shanghai Center for Disease Control and Prevention and SSE, respectively. Data were analysed with over-dispersed generalized linear Poisson models, controlling for long-term and seasonal trends of CHD mortality, day of the week, Index closing value, weather conditions, and air pollution levels. We observed a U-shaped relationship between the Index change and CHD deaths: both rising and falling of the Index were associated with more deaths and the fewest deaths coincided with little or no change of the index. We also examined the absolute daily change of the Index in relation to CHD deaths: in a 1-day lag model, each 100-point change of the Index corresponded to 5.17% (95% confidence interval: 1.71, 8.63%) increase in CHD deaths. Further analysis showed that the association was stronger for out-of-hospital CHD death than for in-hospital death. We found that CHD deaths fluctuated with daily stock changes in Shanghai, suggesting that stock volatility may adversely affect cardiovascular health.

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

Exponential GARCH Modeling with Realized Measures of Volatility

DEFF Research Database (Denmark)

Hansen, Peter Reinhard; Huang, Zhuo

returns and volatility. We apply the model to DJIA stocks and an exchange traded fund that tracks the S&P 500 index and find that specifications with multiple realized measures dominate those that rely on a single realized measure. The empirical analysis suggests some convenient simplifications......We introduce the Realized Exponential GARCH model that can utilize multiple realized volatility measures for the modeling of a return series. The model specifies the dynamic properties of both returns and realized measures, and is characterized by a flexible modeling of the dependence between...

Volatile constituents from Baccharis spp. L. (Asteraceae): Chemical support for the conservation of threatened species in Uruguay.

Science.gov (United States)

Minteguiaga, Manuel; Andrés González, H; Cassel, Eduardo; Umpierrez, Noelia; Fariña, Laura; Dellacassa, Eduardo

2018-03-14

Chemical bioprospecting is an important tool for generating knowledge regarding local human-threatened floras and for conservation management. For Baccharis L. (Asteraceae), several volatile components have been reported for Brazil, Argentina, Bolivia, and Chile as a result of bioprospection, but not for Uruguayan flora, which is composed of more than 50 native species. In this work, through collection of aerial parts of different species and volatile simultaneous-distillation extraction and gas chromatography-mass spectrometry analyses, 12 native species of Baccharis were studied (B. articulata, B. cultrata, B. genistifolia, B. gibertii, B. gnaphalioides, B. ochracea, B. phyteumoides, B. punctulata, B. crispa, B. dracunculifolia, B. linearifolia subsp. linearifolia, and B. spicata). A detailed analysis of the male and female volatile composition was conducted for the last four species. The profiles of B. cultrata, B. genistifolia, B. gibertii, and B. gnaphalioides are reported for the first time. Because half of the species analysed in this work are in Uruguay and are threatened or potentially threatened by human economic activities, the importance of their conservation as natural, sustainable resources is highlighted. This article is protected by copyright. All rights reserved. This article is protected by copyright. All rights reserved.

Correlation between the pattern volatiles and the overall aroma of wild edible mushrooms.

Science.gov (United States)

de Pinho, P Guedes; Ribeiro, Bárbara; Gonçalves, Rui F; Baptista, Paula; Valentão, Patrícia; Seabra, Rosa M; Andrade, Paula B

2008-03-12

Volatile and semivolatile components of 11 wild edible mushrooms, Suillus bellini, Suillus luteus, Suillus granulatus, Tricholomopsis rutilans, Hygrophorus agathosmus, Amanita rubescens, Russula cyanoxantha, Boletus edulis, Tricholoma equestre, Fistulina hepatica, and Cantharellus cibarius, were determined by headspace solid-phase microextraction (HS-SPME) and by liquid extraction combined with gas chromatography-mass spectrometry (GC-MS). Fifty volatiles and nonvolatiles components were formally identified and 13 others were tentatively identified. Using sensorial analysis, the descriptors "mushroomlike", "farm-feed", "floral", "honeylike", "hay-herb", and "nutty" were obtained. A correlation between sensory descriptors and volatiles was observed by applying multivariate analysis (principal component analysis and agglomerative hierarchic cluster analysis) to the sensorial and chemical data. The studied edible mushrooms can be divided in three groups. One of them is rich in C8 derivatives, such as 3-octanol, 1-octen-3-ol, trans-2-octen-1-ol, 3-octanone, and 1-octen-3-one; another one is rich in terpenic volatile compounds; and the last one is rich in methional. The presence and contents of these compounds give a considerable contribution to the sensory characteristics of the analyzed species.

Queen volatiles as a modulator of Tetragonisca angustula drone behavior.

Science.gov (United States)

Fierro, Macario M; Cruz-López, Leopoldo; Sánchez, Daniel; Villanueva-Gutiérrez, Rogel; Vandame, Remy

2011-11-01

Tetragonisca angustula mating occurs during the virgin queen nuptial flight, usually in the presence of a drone congregation area (DCA). The presence of virgin queen pheromone is considered the trigger for DCA establishment, although this has not been demonstrated experimentally. We established meliponaries, in different habitats, with T. angustula virgin queens during the main drone reproduction period. Eight DCAs were observed in urban areas, and all established outside or near colonies containing at least one virgin queen. The accumulation of drones in the DCAs occurred from 08:00 to 18:00 h and over 3-35 days. The number of drones in DCAs ranged from 60 to 2,000. In field trials, drones were attracted to virgin queens and also, unexpectedly, to physogastric queens. Volatiles collected from both virgin and physogastric queens elicited strong electoantennogram (EAG) responses from drones. Virgin and physogastric queen volatiles were qualitatively similar, but quantitatively different, in chemical composition. The queen's abdomen was the principal source of these compounds. Isopropyl hexanoate (IPH), the most abundant compound in virgin queen volatiles and one of the most abundant in physogastric queen volatiles, was identified as one of the compounds that elicited EAG responses and was demonstrated to attract drones in a field test.

A study on the composition of off-odor volatiles in irradiated pork

International Nuclear Information System (INIS)

Lin Ruotai; Geng Shengrong; Zhang Jinmu; Chen Yuxia; Liu Yangmin; Wang Liping; Wang Hong; Xu Ying; Yao Side

2006-01-01

The purpose of this study was to lay a foundation on generation mechanisms and removal method of off-odor of irradiated meat products. Vacuum-package and refrigerated raw pork samples were irradiated with 60 Co γ-rays. Off-odor volatiles from the irradiated pork samples were taken in by a vacuum system and were collected by a cooled vial in liquid nitrogen. At the same time, the source of off-odor generation was investigated. Main compositions of off-odor volatiles of the irradiated pork were analyzed with gas chromatograph mass spectrometry (GC-MS). The results showed that main compositions of the off-odor volatiles were dimethyl disulfide, dimethyl sulfide, dimethyl trisulfide, methanethiol and S-methyl thioacetate, and the off-odor volatiles came from sulfide-containing amino acid and thiamin of the irradiated pork. Sulfide-containing compounds increased with the dose in the range of 0-3 kGy, and decreased with the refrigeration time, but changed from different kinds of the package. The non-irradiated samples, however, contained just a little sulfide-containing compounds of dimethyl sulfide and vangardbt. (authors)

Volatiles emitted from flowers by gamma-radiated and nonradiated Jasminum polyanthum Franch. in situ

International Nuclear Information System (INIS)

Christensen, L.P.; Jakobsen, H.B.; Kristiansen, K.; Moller, J.

1997-01-01

Volatile compounds emitted from flowers of Jasminum polyanthum Pepita in situ were collected by dynamic headspace technique and analyzed by GC-FID and GC-MS. A total of 32 compounds were identified. The flower scent was dominated by benzyl acetate (57.8%), p-cresol (12.2%), (E)-isoeugenol (9.7%), eugenol (3.5%), 2-methoxy-p-cresol (3.1%), linalool (3.0%), phenethyl acetate (2.1%), and (Z)3-hexenyl butyrate (1.9%). The strong scent of Pepita reduces its production potentialities as a pot plant, thus the possibility to reduce or modify the emission of volatiles from Pepita by mutagenesis was investigated. The average total yields of volatiles in Pepita were approximately 2800 ng flower-1 h-1, and in one gamma-radiated clone a significantly lower yield of 1050 ng flower-1 h-1 was found. The volatile profiles of the gamma-radiated plants were made up of the same 32 compounds found in Pepita. Significant differences in the headspace composition between Pepita and gamma-radiated plants were found for some of the major volatiles

Volatile organic compound measurements in the California/Mexico border region during SCOS97

International Nuclear Information System (INIS)

Zielinska, B.; Sagebiel, J.; Harshfield, G.; Pasek, R.

2001-01-01

Measurements of volatile organic compounds (VOC) were carried out in the California/Mexico border region during the Southern California Ozone Study in the summer of 1997 (SCOS97). Integrated 3-h samples were collected in Rosarito (south of Tijuana, Mexico) and in Mexicali during intensive operational periods (IOP), twice per IOP day. VOC were collected using stainless-steel 6-l canisters; carbonyl compounds were collected using 2,4-dinitrophenylhydrazine (DNPH) impregnated C18 SepPak cartridges. The canister samples were analyzed for speciated volatile hydrocarbons (C 2 -C 12 ), CO, CO 2 , CH 4 , methyl t-butyl ether (MTBE), and halogenated hydrocarbons. DNPH-impregnated cartridges were analyzed for 14 C 1 -C 7 carbonyl compounds. The concentrations of all species were higher at Mexicali than in Rosarito. A good correlation between total non-methane hydrocarbons (TNMHC), CO, and other pollutants associated with motor vehicle emissions observed for Mexicali indicates that the main source of TNMHC at this site is vehicular traffic

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

Multidimensional analysis of cannabis volatile constituents: identification of 5,5-dimethyl-1-vinylbicyclo[2.1.1]hexane as a volatile marker of hashish, the resin of Cannabis sativa L.

Science.gov (United States)

Marchini, Marie; Charvoz, Céline; Dujourdy, Laurence; Baldovini, Nicolas; Filippi, Jean-Jacques

2014-11-28

The volatile constituents of drug samples derived from Cannabis sativa L. were investigated by means of headspace solid phase microextraction (HS-SPME) and gas chromatography techniques (GC-MS, GC×GC-MS). Samples of cannabis herb and hashish showed clear differences in their volatile chemical profiles, mostly resulting from photo-oxidation processes occurring during the transformation of fresh cannabis herb into hashish. Most unexpectedly, we could demonstrate hashish samples as containing remarkable amounts of a rare and unusual monoterpene - 5,5-dimethyl-1-vinylbicyclo[2.1.1]hexane - among the volatile compounds detected in their headspaces. We gave evidence for the formation of this compound from the light induced rearrangement of β-myrcene during the manufacture of hashish. In view of its high abundance among volatile constituents of cannabis resin and its scarce occurrence in other natural volatile extracts, we propose to rename this specific monoterpene hashishene. Copyright © 2014 Elsevier B.V. All rights reserved.

Influence of physiological state of inoculum on volatile acidity production by Saccharomyces cerevisiae during high sugar fermentation

Directory of Open Access Journals (Sweden)

Marina Bely

2005-12-01

Full Text Available An approach consisting of controlling yeast inoculum to minimize volatile acidity production by Saccharomyces cerevisiae during the alcoholic fermentation of botrytized must was investigated. Direct inoculation of rehydrated active dry yeasts produced the most volatile acidity, while a yeast preparation pre-cultured for 24 hours reduced the final production by up to 23 %. Using yeasts collected from a fermenting wine as a starter must also reduced volatile acidity production. The conditions for preparing the inoculum affected the fermentation capacity of the first generation yeasts: fermentation duration, sugar to ethanol ratio, and wine composition. A pre-culture medium with a low sugar concentration (< 220 g/L is essential to limit volatile acidity production in high sugar fermentations.

Analysis of seven salad rocket (Eruca sativa) accessions: The relationships between sensory attributes and volatile and non-volatile compounds.

Science.gov (United States)

Bell, Luke; Methven, Lisa; Signore, Angelo; Oruna-Concha, Maria Jose; Wagstaff, Carol

2017-03-01

Sensory and chemical analyses were performed on accessions of rocket (Eruca sativa) to determine phytochemical influences on sensory attributes. A trained panel was used to evaluate leaves, and chemical data were obtained for polyatomic ions, amino acids, sugars and organic acids. These chemical data (and data of glucosinolates, flavonols and headspace volatiles previously reported) were used in Principal Component Analysis (PCA) to determine variables statistically important to sensory traits. Significant differences were observed between samples for polyatomic ion and amino acid concentrations. PCA revealed strong, positive correlations between glucosinolates, isothiocyanates and sulfur compounds with bitterness, mustard, peppery, warming and initial heat mouthfeel traits. The ratio between glucosinolates and sugars inferred reduced perception of bitter aftereffects. We highlight the diversity of E. sativa accessions from a sensory and phytochemical standpoint, and the potential for breeders to create varieties that are nutritionally and sensorially superior to existing ones. Copyright © 2016 The Authors. Published by Elsevier Ltd.. All rights reserved.

Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX.

Science.gov (United States)

Chin, Wen Cheong; Lee, Min Cherng; Yap, Grace Lee Ching

2016-01-01

High frequency financial data modelling has become one of the important research areas in the field of financial econometrics. However, the possible structural break in volatile financial time series often trigger inconsistency issue in volatility estimation. In this study, we propose a structural break heavy-tailed heterogeneous autoregressive (HAR) volatility econometric model with the enhancement of jump-robust estimators. The breakpoints in the volatility are captured by dummy variables after the detection by Bai-Perron sequential multi breakpoints procedure. In order to further deal with possible abrupt jump in the volatility, the jump-robust volatility estimators are composed by using the nearest neighbor truncation approach, namely the minimum and median realized volatility. Under the structural break improvements in both the models and volatility estimators, the empirical findings show that the modified HAR model provides the best performing in-sample and out-of-sample forecast evaluations as compared with the standard HAR models. Accurate volatility forecasts have direct influential to the application of risk management and investment portfolio analysis.

Mineralization and volatilization of ring labelled 14C-2,4-D in three different soils

International Nuclear Information System (INIS)

Shrivastwa, M.; Singh, D.K.; Jindal, T.; Agarwal, H.C.

2001-01-01

Mineralization and volatilization of ring labelled 14 C-2,4-dichlorophenoxyacetic acid in soil was studied over a period of six weeks under laboratory conditions at 25 deg. C in three different soils collected from three sites, Delhi, Jaipur and Ludhiana. A very slow rate of both mineralization and volatilization was observed in all the three soils. The observed mineralization, was highest for the Delhi soil, 0.93%, followed by the Ludhiana soil, 0.73% and the Jaipur soil 0.14% in 42 days. The extent of volatilization was 0.46% for the Jaipur soil, 0.37% for the Ludhiana soil and 0.32% for the Delhi soil. (author)

Analysis of volatile organic compounds of ‘Fuji’ apples following electron beam irradiation and storage

International Nuclear Information System (INIS)

Song, Hyun-Pa; Shim, Sung-Lye; Lee, Sun-Im; Kim, Dong-Ho; Kwon, Joong-Ho; Kim, Kyong-Su

2012-01-01

The volatile organic compounds of non-irradiated and electron-beam irradiated ‘Fuji’ apples (Malus domestica Borkh.) at 0, 0.5, and 1 kGy were isolated through simultaneous distillation extractions and analyzed using gas chromatograph–mass spectrometry. A total of 53 volatile organic compounds were characterized in 0 and 1 kGy irradiated samples, whereas two more compounds related to ketone and terpenoid group were identified in 0.5 kGy irradiated samples. The contents of volatile compounds were 24.33, 36.49, and 35.28 mg/kg in 0, 0.5, and 1 kGy irradiated samples, respectively. The major compounds identified were butanol, hexanal, [E]-2-hexenal, and hexanol in all samples. The relative content of alcohol increased after 30 days of storage in all samples, whereas that of aldehyde decreased. Although the contents of some volatile compounds were changed by electron-beam irradiation, the total yield and major flavor compounds of irradiated ‘Fuji’ apples were similar to, or even greater than, those of the control. Therefore, the application of e-beam irradiation if required for microbial decontamination of ‘Fuji’ apples is an acceptable method as it does not bring about any major quantitative changes of volatile organic compounds. - Highlights: ► We analyzed the volatile organic compounds of electron beam irradiated Fuji apples. ► The major compounds of samples were butanol, hexanal, [E]-2-hexenal, and hexanol. ► The contents of major flavor compounds of non-irradiated and irradiated samples were similar.

Is stock market volatility asymmetric? A multi-period analysis for five countries

Science.gov (United States)

Bentes, Sonia R.

2018-06-01

This study examines the asymmetry in the volatility of the returns of five indices, namely, PSI 20 (Portugal), ISEQ 20 (Ireland), MIB 30 (Italy), ATHEX 30 (Greece) and IBEX 35 (Spain) using daily data from 2004-2016. For this purpose, we estimate the GJR and EGARCH asymmetric models for the whole sample and then split it into three subperiods of approximately four years each to examine how the coefficient on asymmetry behaves over time. Our results for the full sample show that all indices exhibit different levels of asymmetry. When we consider the subsample analysis however results show that while there is mixed evidence from the first to the second subperiods, all returns evidence an increase in asymmetry from the second to the last subperiod.

Investigations concerning the exchange of iodine from non-volatile organic iodine compounds

International Nuclear Information System (INIS)

Psarros, N.; Duschner, H.; Molzahn, D.; Schmidt, L.; Heise, S.; Jungclas, H.; Brandt, R.; Patzelt, P.

1990-10-01

The iodine produced by nuclear fission is removed during the reprocessing of exhausted nuclear fuel elements by desorption achieving good decontamination factors. Nevertheless the further optimization of the process requires detailed information about the iodine speciation during fuel reprocessing, and about possible reactions. For the study of decomposition reactions of iodo-alcanes, which are built up during the fuel recycling process, we developed a method for the synthesis of labelled iodo-dodecane, which was used as tracer. In order to identify the iodo species in the organic phase of the reprocessing cycle we applied plasma desorption time-of-flight mass spectroscopy. The problem of the volatility of the iodo-compounds in the ultra vacuum of the mass spectrometer was overcome by derivatization of the iodo-alcanes with dithizon, which yielded non-volatile ionic alcyltetrazolium iodides. Beta-spectrometric analysis of the exhaust condensates collected from the organic phase of the WAK reprocessing cycle revealed beside iodine-129 the existence of a low-energetic beta emitter, which has yet to be identified. A literature survey on the topic was also performed. (orig.) With 42 refs., 9 figs [de

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)

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

Science.gov (United States)

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

Urinary volatile organic compounds as potential biomarkers for renal cell carcinoma

Science.gov (United States)

WANG, DONGCHUN; WANG, CHANGSONG; PI, XIN; GUO, LEI; WANG, YUE; LI, MINGJUAN; FENG, YUE; LIN, ZIWEI; HOU, WEI; LI, ENYOU

2016-01-01

Currently, there is no adequate, sensitive, reproducible, specific and noninvasive biomarker that can reliably be used to detect renal cell carcinoma (RCC). Previous studies have elucidated the urinary non-volatile metabolic profile of RCC. However, whether urinary volatile organic compound (VOC) profiles are able to identify RCC remains to be elucidated. In the present study, urine was collected from 22 patients with RCC and 25 healthy subjects. Principal component analysis and orthogonal partial least square discriminant analysis were used to compare the data of patients and healthy subjects, and preoperative and postoperative patients undergoing radical nephrectomy. In total, 11 VOC biomarkers were elevated in the RCC patients compared to the healthy subjects, which were phenol; decanal; 1,6-dioxacyclododecane-7,12-dione; 1-bromo-1-(3-methyl-1-pentenylidene)-2,2,3,3-tetramethyl-cyclopropane; nonanal; 3-ethyl-3-methylheptane; isolongifolene-5-ol; 2,5-cyclohexadiene-1,4-dione, 2,6-bis(1,1-dimethylethyl); tetradecane; aniline; and 2,6,10,14-tetramethyl-pentadecane. Three biomarkers were decreased in RCC patients: styrene, 4-heptanone and dimethylsilanediol. In preoperative patients, 2-ethyl-1-hexanol and cyclohexanone were elevated, while 6-t-butyl-2,2,9,9-tetramethyl-3,5-decadien-7-yne were decreased when compared to postoperative patients. Compared with the healthy subjects, RCC has a unique VOC profile, suggesting that VOC profiles may be a useful diagnostic assay for RCC. PMID:27347408

Characterizing the Smell of Marijuana by Odor Impact of Volatile Compounds: An Application of Simultaneous Chemical and Sensory Analysis.

Directory of Open Access Journals (Sweden)

Somchai Rice

Full Text Available Recent U.S. legislation permitting recreational use of marijuana in certain states brings the use of marijuana odor as probable cause for search and seizure to the forefront of forensic science, once again. This study showed the use of solid-phase microextraction with multidimensional gas chromatography--mass spectrometry and simultaneous human olfaction to characterize the total aroma of marijuana. The application of odor activity analysis offers an explanation as to why high volatile chemical concentration does not equate to most potent odor impact of a certain compound. This suggests that more attention should be focused on highly odorous compounds typically present in low concentrations, such as nonanal, decanol, o-cymene, benzaldehyde, which have more potent odor impact than previously reported marijuana headspace volatiles.

Chemical Composition of the Semi-Volatile Grains of Comet 67P/Churyumov-Gerasimenko

Science.gov (United States)

Wurz, P.; Altwegg, K.; Balsiger, H. R.; Berthelier, J. J.; De Keyser, J.; Fiethe, B.; Fuselier, S. A.; Gasc, S.; Gombosi, T. I.; Korth, A.; Mall, U.; Reme, H.; Rubin, M.; Tzou, C. Y.

2017-12-01

Rosetta was in orbit of comet 67P/Churyumov-Gerasimenko from August 2014 to September 2016. On board is the Rosetta Orbiter Spectrometer for Ion and Neutral Analysis (ROSINA) experiment that has been continuously collecting data on the chemical composition and activity of the coma from 3.5 AU to pericentre at 1.24 AU and out again to 3.5 AU. ROSINA consists of two mass spectrometers, the Double Focusing Mass Spectrometer (DFMS) and the Reflectron-type Time-Of-Flight (RTOF), as well as the COmet Pressure Sensor (COPS). ROSINA recorded the neutral gas and thermal plasma in the comet's coma. The two mass spectrometers have high dynamic ranges and complement each other with high mass resolution, and high time resolution and large mass range. COPS measures total gas densities, bulk velocities, and gas temperatures. Occasionally, a dust grain of cometary origin enters the ion source of a ROSINA instrument where the volatile part evaporates since these ion sources are hot. The release of volatiles from cometary dust grains was observed with all three ROSINA instruments on several occasions. Because the volatile content of such a dust grain is completely evaporated after a few seconds, the RTOF instrument is best suited for the investigation of its chemical composition since complete mass spectra are recorded during this time. During the mission 9 dust grains were observed with RTOF during the October 2014 to July 2016 time period. It is estimated that these grains contain about 10-15 g of volatiles. The mass spectra were interpreted with a set of 75 molecules, with the major groups of chemical species being hydrocarbons, oxygenated hydrocarbons, nitrogen-bearing molecules, sulphur-bearing molecules, halogenated molecules and others. About 70% of these grains are depleted in water compared to the comet coma, thus, can be considered as semi-volatile dust grains, and the other about 30% are water grains. The chemical composition varies considerably from grain to grain

$1.8 Million and counting: how volatile agent education has decreased our spending $1000 per day.

Science.gov (United States)

Miller, Scott A; Aschenbrenner, Carol A; Traunero, Justin R; Bauman, Loren A; Lobell, Samuel S; Kelly, Jeffrey S; Reynolds, John E

2016-12-01

Volatile anesthetic agents comprise a substantial portion of every hospital's pharmacy budget. Challenged with an initiative to lower anesthetic drug expenditures, we developed an education-based intervention focused on reducing volatile anesthetic costs while preserving access to all available volatile anesthetics. When postintervention evaluation demonstrated a dramatic year-over-year reduction in volatile agent acquisition costs, we undertook a retrospective analysis of volatile anesthetic purchasing data using time series analysis to determine the impact of our educational initiative. We obtained detailed volatile anesthetic purchasing data from the Central Supply of Wake Forest Baptist Health from 2007 to 2014 and integrated these data with the time course of our educational intervention. Aggregate volatile anesthetic purchasing data were analyzed for 7 consecutive fiscal years. The educational initiative emphasized tissue partition coefficients of volatile anesthetics in adipose tissue and muscle and their impact on case management. We used an interrupted time series analysis of monthly cost per unit data using autoregressive integrated moving average modeling, with the monthly cost per unit being the amount spent per bottle of anesthetic agent per month. The cost per unit decreased significantly after the intervention (t=-6.73, Pper unit decreased $48 after the intervention, with 95% confidence interval of $34 to $62. As evident from the data, the purchasing of desflurane and sevoflurane decreased, whereas that of isoflurane increased. An educational initiative focused solely on the selection of volatile anesthetic agent per case significantly reduced volatile anesthetic expense at a tertiary medical center. This approach appears promising for application in other hospitals in the rapidly evolving, value-added health care environment. We were able to accomplish this with instruction on tissue partition coefficients and each agent's individual cost per MAC

Intraplate mantle oxidation by volatile-rich silicic magmas

Energy Technology Data Exchange (ETDEWEB)

Martin, Audrey M.; Médard, Etienne; Righter, Kevin; Lanzirotti, Antonio

2017-11-01

The upper subcontinental lithospheric mantle below the French Massif Central is more oxidized than the average continental lithosphere, although the origin of this anomaly remains unknown. Using iron oxidation analysis in clinopyroxene, oxybarometry, and melt inclusions in mantle xenoliths, we show that widespread infiltration of volatile (HCSO)-rich silicic melts played a major role in this oxidation. We propose the first comprehensive model of magmatism and mantle oxidation at an intraplate setting. Two oxidizing events occurred: (1) a 365–286 Ma old magmatic episode that produced alkaline vaugnerites, potassic lamprophyres, and K-rich calc-alkaline granitoids, related to the N–S Rhenohercynian subduction, and (2) < 30 Ma old magmatism related to W–E extension, producing carbonatites and hydrous potassic trachytes. These melts were capable of locally increasing the subcontinental lithospheric mantle fO2 to FMQ + 2.4. Both events originate from the melting of a metasomatized lithosphere containing carbonate + phlogopite ± amphibole. The persistence of this volatile-rich lithospheric source implies the potential for new episodes of volatile-rich magmatism. Similarities with worldwide magmatism also show that the importance of volatiles and the oxidation of the mantle in intraplate regions is underestimated.

Climate volatility deepens poverty vulnerability in developing countries

Science.gov (United States)

Ahmed, Syud A.; Diffenbaugh, Noah S.; Hertel, Thomas W.

2009-07-01

Extreme climate events could influence poverty by affecting agricultural productivity and raising prices of staple foods that are important to poor households in developing countries. With the frequency and intensity of extreme climate events predicted to change in the future, informed policy design and analysis requires an understanding of which countries and groups are going to be most vulnerable to increasing poverty. Using a novel economic-climate analysis framework, we assess the poverty impacts of climate volatility for seven socio-economic groups in 16 developing countries. We find that extremes under present climate volatility increase poverty across our developing country sample—particularly in Bangladesh, Mexico, Indonesia, and Africa—with urban wage earners the most vulnerable group. We also find that global warming exacerbates poverty vulnerability in many nations.

Climate volatility deepens poverty vulnerability in developing countries

International Nuclear Information System (INIS)

Ahmed, Syud A; Diffenbaugh, Noah S; Hertel, Thomas W

2009-01-01

Extreme climate events could influence poverty by affecting agricultural productivity and raising prices of staple foods that are important to poor households in developing countries. With the frequency and intensity of extreme climate events predicted to change in the future, informed policy design and analysis requires an understanding of which countries and groups are going to be most vulnerable to increasing poverty. Using a novel economic-climate analysis framework, we assess the poverty impacts of climate volatility for seven socio-economic groups in 16 developing countries. We find that extremes under present climate volatility increase poverty across our developing country sample-particularly in Bangladesh, Mexico, Indonesia, and Africa-with urban wage earners the most vulnerable group. We also find that global warming exacerbates poverty vulnerability in many nations.

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.

Statistical analysis in MSW collection performance assessment.

Science.gov (United States)

Teixeira, Carlos Afonso; Avelino, Catarina; Ferreira, Fátima; Bentes, Isabel

2014-09-01

The increase of Municipal Solid Waste (MSW) generated over the last years forces waste managers pursuing more effective collection schemes, technically viable, environmentally effective and economically sustainable. The assessment of MSW services using performance indicators plays a crucial role for improving service quality. In this work, we focus on the relevance of regular system monitoring as a service assessment tool. In particular, we select and test a core-set of MSW collection performance indicators (effective collection distance, effective collection time and effective fuel consumption) that highlights collection system strengths and weaknesses and supports pro-active management decision-making and strategic planning. A statistical analysis was conducted with data collected in mixed collection system of Oporto Municipality, Portugal, during one year, a week per month. This analysis provides collection circuits' operational assessment and supports effective short-term municipality collection strategies at the level of, e.g., collection frequency and timetables, and type of containers. Copyright © 2014 Elsevier Ltd. All rights reserved.

Geographical provenance of palm oil by fatty acid and volatile compound fingerprinting techniques.

Science.gov (United States)

Tres, A; Ruiz-Samblas, C; van der Veer, G; van Ruth, S M

2013-04-15

Analytical methods are required in addition to administrative controls to verify the geographical origin of vegetable oils such as palm oil in an objective manner. In this study the application of fatty acid and volatile organic compound fingerprinting in combination with chemometrics have been applied to verify the geographical origin of crude palm oil (continental scale). For this purpose 94 crude palm oil samples were collected from South East Asia (55), South America (11) and Africa (28). Partial least squares discriminant analysis (PLS-DA) was used to develop a hierarchical classification model by combining two consecutive binary PLS-DA models. First, a PLS-DA model was built to distinguish South East Asian from non-South East Asian palm oil samples. Then a second model was developed, only for the non-Asian samples, to discriminate African from South American crude palm oil. Models were externally validated by using them to predict the identity of new authentic samples. The fatty acid fingerprinting model revealed three misclassified samples. The volatile compound fingerprinting models showed an 88%, 100% and 100% accuracy for the South East Asian, African and American class, respectively. The verification of the geographical origin of crude palm oil is feasible by fatty acid and volatile compound fingerprinting. Further research is required to further validate the approach and to increase its spatial specificity to country/province scale. Copyright © 2012 Elsevier Ltd. All rights reserved.

Impulse Response of the Exchange Rate Volatility to a Foreign Exchange Intervention Shock

OpenAIRE

Hoshikawa, Takeshi

2009-01-01

This paper uses Lin's technique (1997) to report on the impulse response function analysis that traces the dynamics of exchange rate volatility from innovations in Japanese foreign exchange intervention. Using a multivariate GARCH model, we employed a volatility impulse response function based on Lin (1997) to detect the impulse response of exchange rate volatility on a one-unit foreign exchange intervention shock. The main findings of t his paper are as follows: (1) a foreign exchange inter...

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...

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

Gas Chromatographic-Ion Trap Mass Spectrometric Analysis of Volatile Organic Compounds by Ion-Molecule Reactions Using the Electron-Deficient Reagent Ion CCl{3/+}

Science.gov (United States)

Wang, Cheng-Zhong; Su, Yue; Wang, Hao-Yang; Guo, Yin-Long

2011-10-01

When using tetrachloromethane as the reagent gas in gas chromatography-ion trap mass spectrometry equipped with hybrid ionization source, the cation CCl{3/+} was generated in high abundance and further gas-phase experiments showed that such an electron-deficient reagent ion CCl{3/+} could undergo interesting ion-molecule reactions with various volatile organic compounds, which not only present some informative gas-phase reactions, but also facilitate qualitative analysis of diverse volatile compounds by providing unique mass spectral data that are characteristic of particular chemical structures. The ion-molecule reactions of the reagent ion CCl{3/+} with different types of compounds were studied, and results showed that such reactions could give rise to structurally diagnostic ions, such as [M + CCl3 - HCl]+ for aromatic hydrocarbons, [M - OH]+ for saturated cyclic ether, ketone, and alcoholic compounds, [M - H]+ ion for monoterpenes, M·+ for sesquiterpenes, [M - CH3CO]+ for esters, as well as the further fragment ions. The mechanisms of ion-molecule reactions of aromatic hydrocarbons, aliphatic ketones and alcoholic compounds with the reagent ion CCl{3/+} were investigated and proposed according to the information provided by MS/MS experiments and theoretical calculations. Then, this method was applied to study volatile organic compounds in Dendranthema indicum var. aromaticum and 20 compounds, including monoterpenes and their oxygen-containing derivatives, aromatic hydrocarbon and sesquiterpenes were identified using such ion-molecule reactions. This study offers a perspective and an alternative tool for the analysis and identification of various volatile compounds.

Volatility Informed Trading in the Options Market: Evidence from India

Directory of Open Access Journals (Sweden)

Rajesh Pathak

2015-12-01

Full Text Available The purpose of this paper is to investigate the trading activity in options market based on information about expected future volatility in spot market. We employ Common Implied Volatility as a measure of expected volatility and options volume and changes in Open Interests as measures of options trading activity. We first test for simultaneous information flow in the two markets using multiple regression technique. Next, we test for information based or hedge based use of options using Trivariate Vector-auto Regression framework. We further consider the classes of options moneyness and the market trends in our analysis to examine if the trader’s preference of options changes with change in description of options intrinsic value and market environment. We use daily closing data of S&P CNX Nifty Index options traded on National Stock Exchange, India. We, for the most part, find negative and significant relationship in contemporaneous regression suggesting active trading by arbitrageurs. A feedback relationship is observed in vector auto regression analysis suggesting that options are traded in India for both information based trading and hedging purposes. We also observe the relationship to be varying when market trends and classes of options moneyness are considered. This indicates that traders are not indifferent in their choice of trading venue when market conditions and factors change. The results of this study are helpful for traders in managing the risk and return of their portfolio based on volatility forecast. This study is distinctive as it examines the scarcely researched area of volatility informed trading in an emerging market set up.

Quantitative estimates of the volatility of ambient organic aerosol

Directory of Open Access Journals (Sweden)

C. D. Cappa

2010-06-01

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

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.

Impact of Listeria Inoculation and Aerated Steam Sanitization on Volatile Emissions of Whole Fresh Cantaloupes.

Science.gov (United States)

Forney, Charles F; Fan, Lihua; Bezanson, Gregory S; Ells, Timothy C; LeBlanc, Denyse I; Fillmore, Sherry

2018-04-01

Rapid methods to detect bacterial pathogens on food and strategies to control them are needed to mitigate consumer risk. This study assessed volatile emissions from whole cantaloupe melons (Cucumis melo) as an indicator of Listeria contamination and in response to steam vapor decontamination. Cantaloupe were inoculated with Listeria innocua, a nonpathogenic surrogate for L. monocytogenes, then exposed to 85 °C steam for 240 s (4 min) followed by rapid chilling and storage for 0, 7, 10, or 14 days at 4, 7, or 10 °C. Volatile emissions from whole melons were collected on Carbopack B/Carboxen 1000 headspace collection tubes and analyzed by gas chromatography-mass spectroscopy following thermal desorption. Introduction of L. innocua to cantaloupe rind resulted in a reduction of aromatic compound emission. However, this response was not unique to Listeria contamination in that steam vapor treatment also reduced emission of these compounds. As well, steam vapor treatment diminished the number of viable Listeria and indigenous microflora while causing physiological injury to melon rind. Heat treatment had no significant effects on flesh firmness, color, titratable acidity, or soluble solids, but the production of typical aroma volatiles during postharvest ripening was inhibited. No unique volatile compounds were detected in Listeria contaminated melons. While changes in volatile emissions were associated with Listeria inoculation, they could not be differentiated from heat treatment effects. Results indicate that volatile emissions cannot be used as a diagnostic tool to identify Listeria contamination in whole cantaloupe melons. The detection of pathogen contamination on fresh produce is a continuing challenge. Using a nondestructive screening method, the presence of surrogate Listeria innocua on fresh whole cantaloupes was shown to alter the emissions of aromatic volatiles from whole cantaloupes. However, these altered emissions were not found to be unique to Listeria

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...

Exploring heterogeneous market hypothesis using realized volatility

Science.gov (United States)

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

2013-04-01

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

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.

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

Science.gov (United States)

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

2015-12-09

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

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.

Flavour compounds in tomato fruits: identification of loci and potential pathways affecting volatile composition.

Science.gov (United States)

Mathieu, Sandrine; Cin, Valeriano Dal; Fei, Zhangjun; Li, Hua; Bliss, Peter; Taylor, Mark G; Klee, Harry J; Tieman, Denise M

2009-01-01

The unique flavour of a tomato fruit is the sum of a complex interaction among sugars, acids, and a large set of volatile compounds. While it is generally acknowledged that the flavour of commercially produced tomatoes is inferior, the biochemical and genetic complexity of the trait has made breeding for improved flavour extremely difficult. The volatiles, in particular, present a major challenge for flavour improvement, being generated from a diverse set of lipid, amino acid, and carotenoid precursors. Very few genes controlling their biosynthesis have been identified. New quantitative trait loci (QTLs) that affect the volatile emissions of red-ripe fruits are described here. A population of introgression lines derived from a cross between the cultivated tomato Solanum lycopersicum and its wild relative, S. habrochaites, was characterized over multiple seasons and locations. A total of 30 QTLs affecting the emission of one or more volatiles were mapped. The data from this mapping project, combined with previously collected data on an IL population derived from a cross between S. lycopersicum and S. pennellii populations, were used to construct a correlational database. A metabolite tree derived from these data provides new insights into the pathways for the synthesis of several of these volatiles. One QTL is a novel locus affecting fruit carotenoid content on chromosome 2. Volatile emissions from this and other lines indicate that the linear and cyclic apocarotenoid volatiles are probably derived from separate carotenoid pools.

Examining the volatility of exchange rate: Does monetary policy matter?

OpenAIRE

Lim, Shu Yi; Sek, Siok Kun

2014-01-01

We conduct empirical analysis on examining the changes in exchange rate volatility under two monetary policy regimes, i.e. the pre- and post- inflation targeting (IT) regimes. In addition, we also investigate if the monetary decisions can have impacts on the volatility of exchange rate. The study is focused in four Asian countries that experienced drastic in the switch of monetary policy from the rigid exchange rate to flexible exchange rate and inflation targeting after the Asian financial c...

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...

Characterisation of the semi-volatile component of Dissolved Organic Matter by Thermal Desorption - Proton Transfer Reaction - Mass Spectrometry

NARCIS (Netherlands)

Materić, Dušan; Peacock, Mike; Kent, Matthew; Cook, Sarah; Gauci, Vincent; Röckmann, Thomas; Holzinger, Rupert

2017-01-01

Proton Transfer Reaction - Mass Spectrometry (PTR-MS) is a sensitive, soft ionisation method suitable for qualitative and quantitative analysis of volatile and semi-volatile organic vapours. PTR-MS is used for various environmental applications including monitoring of volatile organic compounds

Volatile components associated with bacterial spoilage of tropical prawns

DEFF Research Database (Denmark)

Chinivasagam, H.N.; Bremner, Allan; Wood, A.F.

1998-01-01

Analysis of headspace volatiles by gas chromatography/mass spectrometry from king (Penaeus plebejus), banana (P. merguiensis), tiger (P. esculentus/semisulcatus) and greasy (Metapenaeus bennettae) prawns stored in ice or ice slurry, which is effectively an environment of low oxygen tension...... inoculated with a total of 15 cultures of Ps. fragi and S. putrefaciens and incubated for two weeks at 5°C, showed the presence of 17 major compounds in the headspace volatiles analysed using gas chromatography/mass spectrometry (GC/MS). These were mainly amines, sulphides, ketones and esters. Principal...

Development of volatile compounds in processed cheese during storage

DEFF Research Database (Denmark)

Sunesen, Lars Oddershede; Lund, Pia; Sørensen, J.

2002-01-01

The purpose of this work teas to study tire impact of storage conditions, such as light and temperature, on the development of volatile compounds to processed cheese. Cheese in glass containers was stored at 5, 20 or 37 degreesC in light or darkness for up to 1 yr. Dynamic headspace and gas...... chromatography/mass spectrometry leas used for quantifying 28 volatile organic compounds at eight stages during tree storage period. Through principal component analysis, three important storage parameters could be identified. Principal components 1, 2 and 3 reflected storage tinge, conditions of light...

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

Comparison of two common adsorption materials for thermal desorption gas chromatography - mass spectrometry of biogenic volatile organic compounds.

Science.gov (United States)

Marcillo, Andrea; Jakimovska, Viktorija; Widdig, Anja; Birkemeyer, Claudia

2017-09-08

Volatile organic compounds (VOCs) are commonly collected from gaseous samples by adsorption to materials such as the porous polymer Tenax TA. Adsorbed compounds are subsequently released from these materials by thermal desorption (TD) and separated then by gas chromatography (GC) with flame ionization (FID) or mass spectrometry (MS) detection. Tenax TA is known to be particularly suitable for non-polar to semipolar volatiles, however, many volatiles from environmental and biological samples possess a rather polar character. Therefore, we tested if the polymer XAD-2, which so far is widely used to adsorb organic compounds from aqueous and organic solvents, could provide a broader coverage for (semi)polar VOCs during gas-phase sampling. Mixtures of volatile compounds covering a wide range of volatility (bp. 20-256°C) and different chemical classes were introduced by liquid spiking into sorbent tubes with one of the two porous polymers, Tenax TA or XAD-2, and analyzed by TD/GC-MS. At first, an internal standard mixture composed of 17 authentic standards was used to optimize desorption temperature with respect to sorbent degradation and loading time for calibration. Secondly, we tested the detectability of a complex standard mixture composed of 57 volatiles, most of them common constituents of the body odor of mammals. Moreover, the performance of XAD-2 compared with Tenax TA was assessed as limit of quantitation and linearity for the internal standard mixture and 33 compounds from the complex standard mixture. Volatiles were analyzed in a range between 0.01-∼250ng/tube depending on the compound and material. Lower limits of quantitation were between 0.01 and 3 ng±0.9). Interestingly, we found different kinetics for compound adsorption with XAD-2, and a partially better sensitivity in comparison with Tenax TA. For these analytes, XAD-2 might be recommended as an alternative of Tenax TA for TD/GC-MS analysis. Copyright © 2017 Elsevier B.V. All rights reserved.

Volatilities, traded volumes, and the hypothesis of price increments in derivative securities

Science.gov (United States)

Lim, Gyuchang; Kim, SooYong; Scalas, Enrico; Kim, Kyungsik

2007-08-01

A detrended fluctuation analysis (DFA) is applied to the statistics of Korean treasury bond (KTB) futures from which the logarithmic increments, volatilities, and traded volumes are estimated over a specific time lag. In this study, the logarithmic increment of futures prices has no long-memory property, while the volatility and the traded volume exhibit the existence of the long-memory property. To analyze and calculate whether the volatility clustering is due to a inherent higher-order correlation not detected by with the direct application of the DFA to logarithmic increments of KTB futures, it is of importance to shuffle the original tick data of future prices and to generate a geometric Brownian random walk with the same mean and standard deviation. It was found from a comparison of the three tick data that the higher-order correlation inherent in logarithmic increments leads to volatility clustering. Particularly, the result of the DFA on volatilities and traded volumes can be supported by the hypothesis of price changes.

De novo biosynthesis of volatiles induced by insect herbivory in cotton plants

International Nuclear Information System (INIS)

Pare, P.W.; Tumlinson, J.H.

1997-01-01

In response to insect feeding on the leaves, cotton (Gossypium hirsutum L.) plants release elevated levels of volatiles, which can serve as a chemical signal that attracts natural enemies of the herbivore to the damaged plant. Pulse-labeling experiments with [13C]CO2 demonstrated that many of the volatiles released, including the acyclic terpenes (E,E)-alpha-farnesene, (E)-beta-farnesene, (E)-beta-ocimene, linalool,(E)-4,8-dimethyl-1,3,7-nonatriene, and (E,E)-4,8,12-trimethyl-1,3,7,11-tridecatetrane, as well as the shikimate pathway product indole, are biosynthesized de novo following insect damage. However, other volatile constituents, including several cyclic terpenes, butyrates, and green leaf volatiles of the lipoxygenase pathway are released from storage or synthesized from stored intermediates. Analysis of volatiles from artificially damaged plants, with and without beet armyworm (Spodoptera exigua Hubner) oral secretions exogenously applied to the leaves, as well as volatiles from beet armyworm-damaged and -undamaged control plants, demonstrated that the application of caterpillar oral secretions increased both the production and release of several volatiles that are synthesized de novo in response to insect feeding. These results establish that the plant plays an active and dynamic role in mediating the interaction between herbivores and natural enemies of herbivores

Oil price volatility: An Econometric Analysis of the WTI Market

International Nuclear Information System (INIS)

Hache, Emmanuel; Lantz, Frederic

2011-04-01

The aim of this paper is to study the oil price volatility in West Texas Intermediate (WTI) market in the US. By using statistical and econometric tools, we first attempt to identify the long-term relationship between WTI spot prices and the prices of futures contracts on the New York Mercantile Exchange (NYMEX). Subsequently we model the short-term dynamic between these two prices and this analysis points up several breaks. On this basis, a short term Markov Switching Vectorial Error Correction model (MS-VECM) with two distinct states (standard state and crisis state) has been estimated. Finally we introduce the volumes of transactions observed on the NYMEX for the WTI contracts and we estimate the influence of the non-commercial players. We conclude that the hypothesis of an influence of noncommercial players on the probability for being in the crisis state cannot be rejected. In addition, we show that the rise in liquidity of the first financial contracts, as measured by the volume of open interest, is a key element to understand the dynamics in market prices. (authors)

Headspace needle-trap analysis of priority volatile organic compounds from aqueous samples: application to the analysis of natural and waste waters.

Science.gov (United States)

Alonso, Monica; Cerdan, Laura; Godayol, Anna; Anticó, Enriqueta; Sanchez, Juan M

2011-11-11

Combining headspace (HS) sampling with a needle-trap device (NTD) to determine priority volatile organic compounds (VOCs) in water samples results in improved sensitivity and efficiency when compared to conventional static HS sampling. A 22 gauge stainless steel, 51-mm needle packed with Tenax TA and Carboxen 1000 particles is used as the NTD. Three different HS-NTD sampling methodologies are evaluated and all give limits of detection for the target VOCs in the ng L⁻¹ range. Active (purge-and-trap) HS-NTD sampling is found to give the best sensitivity but requires exhaustive control of the sampling conditions. The use of the NTD to collect the headspace gas sample results in a combined adsorption/desorption mechanism. The testing of different temperatures for the HS thermostating reveals a greater desorption effect when the sample is allowed to diffuse, whether passively or actively, through the sorbent particles. The limits of detection obtained in the simplest sampling methodology, static HS-NTD (5 mL aqueous sample in 20 mL HS vials, thermostating at 50 °C for 30 min with agitation), are sufficiently low as to permit its application to the analysis of 18 priority VOCs in natural and waste waters. In all cases compounds were detected below regulated levels. Copyright © 2011 Elsevier B.V. All rights reserved.

Selective removal of water in purge and cold-trap capillary gas chromatographic analysis of volatile organic traces in aqueous samples

NARCIS (Netherlands)

Noij, T.H.M.; van Es, A.J.J.; Cramers, C.A.M.G.; Rijks, J.A.; Dooper, R.P.M.

1987-01-01

The design and features of an on-line purge and cold-trap pre-concentration device for rapid analysis of volatile organic compounds in aqueous samples are discussed. Excessive water is removed from the purge gas by a condenser or a water permeable membrane in order to avoid blocking of the capillary

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

Optimization of the HS-SPME-GC/MS technique for the analysis of volatile compounds in caprine Coalho cheese using response surface methodology

Directory of Open Access Journals (Sweden)

Taliana Kênia Alves BEZERRA

2016-03-01

Full Text Available Abstract Caprine Coalho cheese presents great potential for a typical protected designation of origin, considering that this traditional Brazilian cheese presents a slightly salty and acid flavor, combined with a unique texture. This study optimized the HS-SPME-GC-MS methodology for volatile analysis of Coalho cheese, which can be used as a tool to help in the identification of the distinctive aroma profile of this cheese. The conditions of equilibrium time, extraction temperature and time were optimized using the statistical tool factorial experimental design 23, and applying the desirability function. After the evaluation, it was concluded that the optimum extraction conditions comprised equilibrium and extraction time of 20 and 40 minutes, respectively; and ideal extraction temperature of 45 °C. The optimum extraction of volatile compounds in goat Coalho cheese captured 32 volatile compounds: 5 alcohols, 5 esters, 3 ketones, 6 acids, 3 aldehydes, 3 terpenes, and 7 hydrocarbons.

Uncertainty of Volatility Estimates from Heston Greeks

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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.

Collecting operational event data for statistical analysis

International Nuclear Information System (INIS)

Atwood, C.L.

1994-09-01

This report gives guidance for collecting operational data to be used for statistical analysis, especially analysis of event counts. It discusses how to define the purpose of the study, the unit (system, component, etc.) to be studied, events to be counted, and demand or exposure time. Examples are given of classification systems for events in the data sources. A checklist summarizes the essential steps in data collection for statistical analysis

Relationship between sensory attributes and volatile compounds of polish dry-cured loin

Science.gov (United States)

Górska, Ewa; Nowicka, Katarzyna; Jaworska, Danuta; Przybylski, Wiesław; Tambor, Krzysztof

2017-01-01

Objective The aim of this work was to determine the relationship between objective sensory descriptors and volatile flavour compound composition of Polish traditional dry-cured loin. Methods The volatile compounds were investigated by using solid phase microextraction (SPME) and gas chromatography–mass spectrometry (GC–MS). For sensory assessment, the quantitative descriptive analysis (QDA) method was used. Results A total of 50 volatile compounds were found and assigned to 17 chemical families. Most of the detected volatile compounds derived from smoking, lipid oxidative reactions and seasoning (46.8%, 21.7%, and 18.9%, respectively). The dominant compounds were: aromatic hydrocarbon (toluene); alkanes (hexane, heptane, and 2,2,4-trimethylpentane); aldehyde (hexanal); alcohol (2-furanmethanol); ketone (3-hydroxy-2-butanone); phenol (guaiacol); and terpenes (eucalyptol, cymene, γ-terpinen, and limonene). Correlation analysis showed that some compounds derived from smoking were positively correlated with the intensity of cured meat odour and flavour and negatively with the intensity of dried meat odour and flavour, while terpenes were strongly correlated with odour and flavour of added spices. Conclusion The analysed dry-cured loins were characterized by specific and unique sensory profile. Odour and flavour of studied loins was mainly determined by volatile compounds originating from smoking, seasoning and lipid oxidation. Obtained results suggest that smoking process is a crucial stage during Polish traditional dry-cured loins production. PMID:27456422

Relationship between sensory attributes and volatile compounds of polish dry-cured loin

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Ewa Górska

2017-05-01

Full Text Available Objective The aim of this work was to determine the relationship between objective sensory descriptors and volatile flavour compound composition of Polish traditional dry-cured loin. Methods The volatile compounds were investigated by using solid phase microextraction (SPME and gas chromatography–mass spectrometry (GC–MS. For sensory assessment, the quantitative descriptive analysis (QDA method was used. Results A total of 50 volatile compounds were found and assigned to 17 chemical families. Most of the detected volatile compounds derived from smoking, lipid oxidative reactions and seasoning (46.8%, 21.7%, and 18.9%, respectively. The dominant compounds were: aromatic hydrocarbon (toluene; alkanes (hexane, heptane, and 2,2,4-trimethylpentane; aldehyde (hexanal; alcohol (2-furanmethanol; ketone (3-hydroxy-2-butanone; phenol (guaiacol; and terpenes (eucalyptol, cymene, γ-terpinen, and limonene. Correlation analysis showed that some compounds derived from smoking were positively correlated with the intensity of cured meat odour and flavour and negatively with the intensity of dried meat odour and flavour, while terpenes were strongly correlated with odour and flavour of added spices. Conclusion The analysed dry-cured loins were characterized by specific and unique sensory profile. Odour and flavour of studied loins was mainly determined by volatile compounds originating from smoking, seasoning and lipid oxidation. Obtained results suggest that smoking process is a crucial stage during Polish traditional dry-cured loins production.

Universal scaling behaviors of meteorological variables’ volatility and relations with original records

Science.gov (United States)

Lu, Feiyu; Yuan, Naiming; Fu, Zuntao; Mao, Jiangyu

2012-10-01

Volatility series (defined as the magnitude of the increments between successive elements) of five different meteorological variables over China are analyzed by means of detrended fluctuation analysis (DFA for short). Universal scaling behaviors are found in all volatility records, whose scaling exponents take similar distributions with similar mean values and standard deviations. To reconfirm the relation between long-range correlations in volatility and nonlinearity in original series, DFA is also applied to the magnitude records (defined as the absolute values of the original records). The results clearly indicate that the nonlinearity of the original series is more pronounced in the magnitude series.

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

Associations between the sensory attributes and volatile composition of Cabernet Sauvignon wines and the volatile composition of the grapes used for their production.

Science.gov (United States)

Forde, Ciarán G; Cox, Agnieszka; Williams, Emlyn R; Boss, Paul K

2011-03-23

The sensory properties of wine are influenced by the chemical composition of the grapes used to produce them. Identification of grape and wine chemical markers associated with the attributes perceived by the consumer of the wine will enable better prediction of the potential of a parcel of grapes to produce wine of a certain flavor. This study explores the relationships between Cabernet Sauvignon grape volatile composition and wine volatile profiles with the sensory properties of wines. Twenty grape samples were obtained from nine vineyard sites across three vintages and wines vinified from these parcels using controlled winemaking methods. The volatile composition of the grapes were analyzed by SBSE-GCMS, the wines were analyzed by SPME-GCMS, and these data sets were compared to that obtained from the sensory analysis of the wines. Statistical treatment of the data to account for vintage and region effects allowed underlying relationships to be seen between wine sensory attributes and wine or grape volatile components. The observed associations between grape or wine volatile compounds and wine sensory attributes has revealed target compounds and pathways whose levels may reflect the biochemical effects on grape composition by differing growth conditions during berry development and ripening. The compounds identified in this study may be useful grape or wine markers for potential wine sensory characteristics.

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

Chemical composition and seasonal variation of the volatile oils from Trembleya phlogiformis leaves

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Sarah R. Fernandes

Full Text Available ABSTRACT Trembleya phlogiformis DC., Melastomataceae, is a shrub whose leaves are used as a dye for dyeing wool and cotton. The present article aimed to carry out the morphological description of the species, to study the chemical composition of volatile oils from the leaves and flowers and the seasonal variability from the leaves during a year. Macroscopic characterization was carried out with the naked eye and with a stereoscopic microscope. Volatile oils were isolated by hydrodistillation in Clevenger apparatus and analyzed by gas chromatography/mass spectrometry. The major components of the volatile oil of T. phlogiformis flowers were: n-heneicosane (33.5%, phytol (12.3%, n-tricosane (8.4% and linoleic acid (6.1%. It was verified the existence of a large chemical variability of the volatile oils from the leaves of T. phlogiformis over the months, with the majority compound (oleic alcohol, ranging from 5.7 to 26.8% present in all samples. A combination of Cluster Analysis and Principal Component Analysis showed the existence of three main clusters, probably related to the seasons. The results suggested that the volatile oils of T. phlogiformis leaves possess high chemical variability, probably related to variation associated with rainfall and the variation in the behavior of specimens throughout the year. This research provides insights for future studies on the volatile oils obtained from the T. phlogiformis leaves and flowers, mainly related to biological markers of applications monitored in the leaves and flowers of this species.

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.

Characterisation of nano- and micron-sized airborne and collected subway particles, a multi-analytical approach.

Science.gov (United States)

Midander, Klara; Elihn, Karine; Wallén, Anna; Belova, Lyuba; Karlsson, Anna-Karin Borg; Wallinder, Inger Odnevall

2012-06-15

Continuous daily measurements of airborne particles were conducted during specific periods at an underground platform within the subway system of the city center of Stockholm, Sweden. Main emphasis was placed on number concentration, particle size distribution, soot content (analyzed as elemental and black carbon) and surface area concentration. Conventional measurements of mass concentrations were conducted in parallel as well as analysis of particle morphology, bulk- and surface composition. In addition, the presence of volatile and semi volatile organic compounds within freshly collected particle fractions of PM(10) and PM(2.5) were investigated and grouped according to functional groups. Similar periodic measurements were conducted at street level for comparison. The investigation clearly demonstrates a large dominance in number concentration of airborne nano-sized particles compared to coarse particles in the subway. Out of a mean particle number concentration of 12000 particles/cm(3) (7500 to 20000 particles/cm(3)), only 190 particles/cm(3) were larger than 250 nm. Soot particles from diesel exhaust, and metal-containing particles, primarily iron, were observed in the subway aerosol. Unique measurements on freshly collected subway particle size fractions of PM(10) and PM(2.5) identified several volatile and semi-volatile organic compounds, the presence of carcinogenic aromatic compounds and traces of flame retardants. This interdisciplinary and multi-analytical investigation aims to provide an improved understanding of reported adverse health effects induced by subway aerosols. Copyright © 2012 Elsevier B.V. All rights reserved.

Ionizing radiation effects on volatiles formation in Camellia sinensis (L) teas

International Nuclear Information System (INIS)

Fanaro, Gustavo Bernardes

2009-01-01

The aim of this study was to evaluate the effects of radiation on volatile formation in white, green, oolong and black teas. Samples were irradiated in room temperature at 60 Co source Gammacell 220 (A.E.C. Ltda) at doses of 0, 5, 10, 15 and 20 kGy. The volatiles organic compound was extracted by hydro distillation and the extract was separated and identified by gas chromatography mass spectrometry (GCMS) analysis. The results show that the volatiles formations are directly proportional to the increase of radiation dose. The white tea showed less influence of ionizing radiation, as 37.86% of the compounds were stable at all doses of radiation and formed 47.53% of new compounds after irradiation. The green tea was the tea that has the greatest influence of radiation effects, increasing 66.12% of volatiles identified in relation to the control sample and only 21.77% of volatiles found naturally were resistant to all doses of radiation. The oolong tea, despite suffering a partial enzymatic treatment, was the second tea that has least interference of radiation in increasing the formation of new volatile. >From this tea, was able to detect 49.59% of new compounds after irradiation and 30.08% of the compounds found naturally were also found after irradiation. The black tea has the second greatest influence of radiation on formation of new volatile (60.94%) and only 17.97% of all identified compounds were not degraded after radiation. (author)

Leaf Volatile Compounds and Associated Gene Expression during Short-Term Nitrogen Deficient Treatments in Cucumis Seedlings

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Jie Deng

2016-11-01

Full Text Available Nitrogen (N is an important macronutrient for plant growth and development, but the regulatory mechanism of volatile compounds in response to N deficiency is not well understood, especially in cucumber, which consumes excessive N during growth. In this study, the major volatile compounds from cucumber leaves subjected to N deficiency were analyzed by GC-MS. A total of 24 volatile components were identified including 15 aldehydes, two ketones, two alkenes, and five other volatile compounds in 9930 leaves. Principal component analysis using volatile compounds from cucumber leaves provided good separation between N-sufficient and N-deficient treatments. The main volatiles in cucumber leaves were found to be C6 and C9 aldehydes, especially (E-2-hexanal and (E,Z-2,6-nonadienal. (E-2-hexanal belonged to the C6 aldehyde and was the most abundant compound, whereas (E,Z-2,6-nonadienal was the chief component of C9 aldehydes. During N-deficient treatment, short-chain volatile content was significantly improved at 5 day, other volatiles displayed significant reduction or no significantly changes in all sampling points. Improvement of short-chain volatiles was confirmed in the six other inbred lines at 5 day after N-deficient treatments. The expression analysis of 12 cucumber LOX genes and two HPL genes revealed that CsLOX19, CsLOX20, and CsLOX22 had common up-regulated expression patterns in response to N-deficient stress in most inbred lines; meanwhile, most sample points of CsHPL1 also had significant up-regulated expression patterns. This research focused on the relationship between volatiles in cucumber and different nitrogen environments to provide valuable insight into the effect of cultivation and management of the quality of cucumber and contributes to further research on volatile metabolism in cucumber.

Adolescent Exposure to Toxic Volatile Organic Chemicals From E-Cigarettes.

Science.gov (United States)

Rubinstein, Mark L; Delucchi, Kevin; Benowitz, Neal L; Ramo, Danielle E

2018-04-01

There is an urgent need to understand the safety of e-cigarettes with adolescents. We sought to identify the presence of chemical toxicants associated with e-cigarette use among adolescents. Adolescent e-cigarette users (≥1 use within the past 30 days, ≥10 lifetime e-cigarette use episodes) were divided into e-cigarette-only users (no cigarettes in the past 30 days, urine 4-[methylnitrosamino]-1-[3-pyridyl]-1-butanol [NNAL] level 30 pg/mL; n = 16), and never-using controls ( N = 20). Saliva was collected within 24 hours of the last e-cigarette use for analysis of cotinine and urine for analysis of NNAL and levels of 8 volatile organic chemical compounds. Bivariate analyses compared e-cigarette-only users with dual users, and regression analyses compared e-cigarette-only users with dual users and controls on levels of toxicants. The participants were 16.4 years old on average. Urine excretion of metabolites of benzene, ethylene oxide, acrylonitrile, acrolein, and acrylamide was significantly higher in dual users versus e-cigarette-only users (all P < .05). Excretion of metabolites of acrylonitrile, acrolein, propylene oxide, acrylamide, and crotonaldehyde were significantly higher in e-cigarette-only users compared with controls (all P < .05). Although e-cigarette vapor may be less hazardous than tobacco smoke, our findings can be used to challenge the idea that e-cigarette vapor is safe, because many of the volatile organic compounds we identified are carcinogenic. Messaging to teenagers should include warnings about the potential risk from toxic exposure to carcinogenic compounds generated by these products. Copyright © 2018 by the American Academy of Pediatrics.

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.

Production of fungal volatile organic compounds in bedding materials

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S. LAPPALAINEN

2008-12-01

Full Text Available The high relative humidity of the air and many potential growth media, such as bedding materials, hay and grains in the horse stable, for example, provide suitable conditions for fungal growth. Metabolic activity of four common agricultural fungi incubated in peat and wood shavings at 25°C and 4°C was characterized in this study using previously specified volatile metabolites of micro-organisms and CO 2 production as indicators. The volatile organic compounds were collected into Tenax resin and analysed by gas chromatography. Several microbial volatile organic compounds (MVOCs, e.g. 1-butanol, 2-hexanone, 2-heptanone, 3-octanone, 1-octen-3-ol and 1-octanol were detected in laboratory experiments; however, these accounted for only 0.08-1.5% of total volatile organic com-pounds (TVOCs. Emission rates of MVOCs were 0.001-0.176 mg/kg of bedding materials per hour. Despite some limitations of the analytical method, certain individual MVOCs, 2-hexanone, 2-hep-tanone and 3-octanone, were also detected in concentrations of less than 4.6 mg/m 3 (0.07-0.31% of TVOC in a horse stable where peat and shavings were used as bedding materials. MVOC emission rate was estimated to be 0.2-2.0 mg/kg ´ h -1 from bedding materials in the stable, being about ten times higher than the rates found in the laboratory experiments. Some compounds, e.g. 3-octanone and 1-octen-3-ol, can be assumed to originate mainly from microbial metabolisms.;

A portable and inexpensive method for quantifying ambient intermediate volatility organic compounds

Science.gov (United States)

Bouvier-Brown, Nicole C.; Carrasco, Erica; Karz, James; Chang, Kylee; Nguyen, Theodore; Ruiz, Daniel; Okonta, Vivian; Gilman, Jessica B.; Kuster, William C.; de Gouw, Joost A.

2014-09-01

Volatile organic compounds (VOCs) and intermediate volatility VOCs (IVOCs) are gas-phase organic compounds which may participate in chemical reactions affecting air quality and climate. The development of an inexpensive, field-portable quantification method for higher molecular weight VOCs and IVOCs utilizing commercially available components could be used as a tool to survey aerosol precursors or identify and monitor air quality in various communities. We characterized the performance characteristics for the HayeSep-Q adsorbent with a representative selection of anthropogenic and biogenic VOC standards and optimized experimental conditions and procedures for field collections followed by laboratory analysis. All VOCs were analyzed using gas chromatography coupled with mass spectrometry. Precision (average 22%) and accuracy were reasonable and the limit of detection ranged from 10 to 80 pmol/mol (ppt) for the studied compounds. The method was employed at the Los Angeles site during the CalNex campaign in summer 2010 and ambient mixing ratios agreed well (slope 0.69-1.06, R2 0.67-0.71) with measurements made using an in-situ GC-MS - a distinctly different sampling and quantification method. This new technique can be applied to quantify ambient biogenic and anthropogenic C8-C15 VOCs and IVOCs.

Volatile Compounds in Dry Dog Foods and Their Influence on Sensory Aromatic Profile

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Koushik Adhikari

2013-02-01

Full Text Available The aim of this study was to determine volatile compounds in dry dog foods and their possible influence on sensory aromatic profile. Grain-free dry dog foods were compared to dry dog foods manufactured with grain, but also with different protein sources for their aromatic volatiles. Solid-phase microextraction/gas chromatography/mass spectrometry was used to determine the aromatic compounds present in the headspace of these samples. Partial Least Squares regression was performed to correlate the instrumental aromatic data with the descriptive aroma analysis data. A total of 54 aromatic compounds were tentatively identified in the dry dog food samples, with aldehydes and ketones being the most represented organic volatiles group. Grain-added products were on the average higher in total volatiles than grain-free products. Partial Least Squares regression analysis indicated possible connections with sensory aromatic profile and grain-added samples, such as rancid aroma and aldehydes, especially hexanal. The results of this study showed that dry dog foods are products with complex odor characteristics and that grain-free products are less aromatic.

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

Fourier Spot Volatility Estimator: Asymptotic Normality and Efficiency with Liquid and Illiquid High-Frequency Data

Science.gov (United States)

2015-01-01

The recent availability of high frequency data has permitted more efficient ways of computing volatility. However, estimation of volatility from asset price observations is challenging because observed high frequency data are generally affected by noise-microstructure effects. We address this issue by using the Fourier estimator of instantaneous volatility introduced in Malliavin and Mancino 2002. We prove a central limit theorem for this estimator with optimal rate and asymptotic variance. An extensive simulation study shows the accuracy of the spot volatility estimates obtained using the Fourier estimator and its robustness even in the presence of different microstructure noise specifications. An empirical analysis on high frequency data (U.S. S&P500 and FIB 30 indices) illustrates how the Fourier spot volatility estimates can be successfully used to study intraday variations of volatility and to predict intraday Value at Risk. PMID:26421617

Microbial communities related to volatile organic compound emission in automobile air conditioning units.

Science.gov (United States)

Diekmann, Nina; Burghartz, Melanie; Remus, Lars; Kaufholz, Anna-Lena; Nawrath, Thorben; Rohde, Manfred; Schulz, Stefan; Roselius, Louisa; Schaper, Jörg; Mamber, Oliver; Jahn, Dieter; Jahn, Martina

2013-10-01

During operation of mobile air conditioning (MAC) systems in automobiles, malodours can occur. We studied the microbial communities found on contaminated heat exchanger fins of 45 evaporators from car MAC systems which were operated in seven different regions of the world and identified corresponding volatile organic compounds. Collected biofilms were examined by scanning electron microscopy and fluorescent in situ hybridization. The detected bacteria were loosely attached to the metal surface. Further analyses of the bacteria using PCR-based single-strand conformation polymorphism and sequencing of isolated 16S rRNA gene fragments identified highly divergent microbial communities with multiple members of the Alphaproteobacteriales, Methylobacteria were the prevalent bacteria. In addition, Sphingomonadales, Burkholderiales, Bacillales, Alcanivorax spp. and Stenotrophomonas spp. were found among many others depending on the location the evaporators were operated. Interestingly, typical pathogenic bacteria related to air conditioning systems including Legionella spp. were not found. In order to determine the nature of the chemical compounds produced by the bacteria, the volatile organic compounds were examined by closed loop stripping analysis and identified by combined gas chromatography/mass spectrometry. Sulphur compounds, i.e. di-, tri- and multiple sulphides, acetylthiazole, aromatic compounds and diverse substituted pyrazines were detected. Mathematical clustering of the determined microbial community structures against their origin identified a European/American/Arabic cluster versus two mainly tropical Asian clusters. Interestingly, clustering of the determined volatiles against the origin of the corresponding MAC revealed a highly similar pattern. A close relationship of microbial community structure and resulting malodours to the climate and air quality at the location of MAC operation was concluded.

Exhaled volatile organic compounds for phenotyping chronic obstructive pulmonary disease: a cross-sectional study

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Basanta Maria

2012-08-01

Full Text Available Abstract Background Non-invasive phenotyping of chronic respiratory diseases would be highly beneficial in the personalised medicine of the future. Volatile organic compounds can be measured in the exhaled breath and may be produced or altered by disease processes. We investigated whether distinct patterns of these compounds were present in chronic obstructive pulmonary disease (COPD and clinically relevant disease phenotypes. Methods Breath samples from 39 COPD subjects and 32 healthy controls were collected and analysed using gas chromatography time-of-flight mass spectrometry. Subjects with COPD also underwent sputum induction. Discriminatory compounds were identified by univariate logistic regression followed by multivariate analysis: 1. principal component analysis; 2. multivariate logistic regression; 3. receiver operating characteristic (ROC analysis. Results Comparing COPD versus healthy controls, principal component analysis clustered the 20 best-discriminating compounds into four components explaining 71% of the variance. Multivariate logistic regression constructed an optimised model using two components with an accuracy of 69%. The model had 85% sensitivity, 50% specificity and ROC area under the curve of 0.74. Analysis of COPD subgroups showed the method could classify COPD subjects with far greater accuracy. Models were constructed which classified subjects with ≥2% sputum eosinophilia with ROC area under the curve of 0.94 and those having frequent exacerbations 0.95. Potential biomarkers correlated to clinical variables were identified in each subgroup. Conclusion The exhaled breath volatile organic compound profile discriminated between COPD and healthy controls and identified clinically relevant COPD subgroups. If these findings are validated in prospective cohorts, they may have diagnostic and management value in this disease.

Detection of Volatile Compounds Emitted from Nasal Secretions and Serum: Towards Non-Invasive Identification of Diseased Cattle Biomarkers

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Devin L. Maurer

2018-03-01

Full Text Available Non-invasive diagnostics and finding biomarkers of disease in humans have been a very active research area. Some of the analytical technologies used for finding biomarkers of human disease are finding their use in livestock. Non-invasive sample collection from diseased cattle using breath and headspace of fecal samples have been reported. In this work, we explore the use of volatile organic compounds (VOCs emitted from bovine nasal secretions and serum for finding biomarkers for bovine respiratory disease (BRD. One hundred nasal swabs and 100 serum samples (n = 50 for both ‘sick’ and ‘healthy’ were collected at the time of treatment for suspected BRD. Solid-phase microextraction (SPME was used to collect headspace samples that were analyzed using gas chromatography-mass spectrometry (GC-MS. It was possible to separate sick cattle using non-invasive analyses of nasal swabs and also serum samples by analyzing and comparing volatiles emitted from each group of samples. Four volatile compounds were found to be statistically significantly different between ‘sick’ and ‘normal’ cattle nasal swabs samples. Five volatile compounds were found to be significantly different between ‘sick’ and ‘normal’ cattle serum samples, with phenol being the common marker. Future studies are warranted to improve the extraction efficiency targeting VOCs preliminarily identified in this study. These findings bring us closer to the long-term goal of real-time, animal-side detection and separation of sick cattle.

The scent of colorectal cancer: detection by volatile organic compound analysis

NARCIS (Netherlands)

de Boer, Nanne K. H.; de Meij, Tim G. J.; Oort, Frank A.; Ben Larbi, Ilhame; Mulder, Chris J. J.; van Bodegraven, Adriaan A.; van der Schee, Marc P.

2014-01-01

The overall metabolic state of an individual is reflected by emitted volatile organic compounds (VOCs), which are gaseous carbon-based chemicals. In this review, we will describe the potential of VOCs as fully noninvasive markers for the detection of neoplastic lesions of the colon. VOCs are

[Analysis of the chemical constituents of volatile oils of Metasequoia glyptostroboides leave].

Science.gov (United States)

Shong, E; Lui, R

1997-10-01

The chemical constituents of volatile oils of Metasequoia glyptostroboides leave were analyzed by GC-MS-DS. 27 constituents were identified, alpha-pinene (70.65%) and caryophyllene (10.38%) of them are main components.

Aroma profile and volatiles odor activity along gold cultivar pineapple flesh.

Science.gov (United States)

Montero-Calderón, Marta; Rojas-Graü, María Alejandra; Martín-Belloso, Olga

2010-01-01

Physicochemical attributes, aroma profile, and odor contribution of pineapple flesh were studied for the top, middle, and bottom cross-sections cut along the central axis of Gold cultivar pineapple. Relationships between volatile and nonvolatile compounds were also studied. Aroma profile constituents were determined by headspace solid-phase microextraction at 30 °C, followed by gas chromatography/mass spectrometry analysis. A total of 20 volatile compounds were identified and quantified. Among them, esters were the major components which accounted for 90% of total extracted aroma. Methyl butanoate, methyl 2-methyl butanoate, and methyl hexanoate were the 3 most abundant components representing 74% of total volatiles in pineapple samples. Most odor active contributors were methyl and ethyl 2-methyl butanoate and 2,5-dimethyl 4-methoxy 3(2H)-furanone (mesifuran). Aroma profile components did not vary along the fruit, but volatile compounds content significantly varied (P fresh-cut pineapple trays, compromising consumer perception and acceptance of the product. Such finding highlighted the need to include volatiles content and SSC/TA ratio and their variability along the fruit as selection criteria for pineapples to be processed and quality assessment of the fresh-cut fruit. © 2010 Institute of Food Technologists®

[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.

Volatiles produced by Staphylococcus xylosus and Staphylococcus carnosus during growth in sausage minces

DEFF Research Database (Denmark)

Stahnke, Marie Louise Heller

1999-01-01

of air. Volatiles produced by the cultures were collected during growth, identified and quantified. The data were analysed by partial least squares regression. The results showed that oxygen in general had more influence on the aroma producing capacity of Staphylococcus xylosus than of Staphylococcus...

Toxicity assessment of volatile organic compounds and polycyclic aromatic hydrocarbons in motorcycle exhaust.

Science.gov (United States)

Chang, Chang-Tang; Chen, Bor-Yann

2008-05-30

This study investigates the toxicity of various pollutant species from motorcycle exhaust via dose-response analysis and margin of safety using Escherichia coli DH5 alpha. The toxicity evaluation of the major components of motorcycle exhaust volatile organic compounds (VOCs), collected with impinger, and polycyclic aromatic hydrocarbons (PAHs), collected with filter and XAD-2, is essential to determine emission standards for motorcycles. The toxicity of benzene (B), toluene (T), ethyl benzene (E) and xylene (X) was selected for comparison as standard VOCs emitted from motorcycles. In addition, three types of reformulated gasoline (high oxygenate and high benzene content (No. 1), low oxygen and high benzene (No. 2), and low oxygen and low benzene (No. 3) were prepared to reveal combined toxicity of individual compositions. Motorcycle exhaust is significantly more toxic than BTEX due to the highly toxic VOCs generated from incomplete combustion. Overall toxicity evaluation showed that the toxicity, indicated as EC50, was approximately as follows: PAHs>two-stroke engines>four-stroke engines>BTEX.

Toxicity assessment of volatile organic compounds and polycyclic aromatic hydrocarbons in motorcycle exhaust

International Nuclear Information System (INIS)

Chang, C.-T.; Chen, B.-Y.

2008-01-01

This study investigates the toxicity of various pollutant species from motorcycle exhaust via dose-response analysis and margin of safety using Escherichia coli DH5α. The toxicity evaluation of the major components of motorcycle exhaust volatile organic compounds (VOCs), collected with impinger, and polycyclic aromatic hydrocarbons (PAHs), collected with filter and XAD-2, is essential to determine emission standards for motorcycles. The toxicity of benzene (B), toluene (T), ethyl benzene (E) and xylene (X) was selected for comparison as standard VOCs emitted from motorcycles. In addition, three types of reformulated gasoline (high oxygenate and high benzene content (No. 1), low oxygen and high benzene (No. 2), and low oxygen and low benzene (No. 3) were prepared to reveal combined toxicity of individual compositions. Motorcycle exhaust is significantly more toxic than BTEX due to the highly toxic VOCs generated from incomplete combustion. Overall toxicity evaluation showed that the toxicity, indicated as EC 50 , was approximately as follows: PAHs > two-stroke engines > four-stroke engines > BTEX

The volatile pivalates of Y, Ba and Cu as prospective precursors for metal-organic chemical vapour deposition

Energy Technology Data Exchange (ETDEWEB)

Iljina, E. (Dept. of Chemistry, Moscow State Univ. (Russian Federation)); Korjeva, A. (Dept. of Chemistry, Moscow State Univ. (Russian Federation)); Kuzmina, N. (Dept. of Chemistry, Moscow State Univ. (Russian Federation)); Troyanov, S. (Dept. of Chemistry, Moscow State Univ. (Russian Federation)); Dunaeva, K. (Dept. of Chemistry, Moscow State Univ. (Russian Federation)); Martynenko, L. (Dept. of Chemistry, Moscow State Univ. (Russian Federation))

1993-04-15

The volatile pivalates of Y, Ba and Cu were synthesized and characterized by chemical and thermogravimetric analysis, IR spectroscopy, X-ray diffraction and mass spectrometry. The volatilities of metal pivalates was studied; the vapour pressures, thermodynamic characteristics and rates of sublimation were investigated. The volatile pivalates of Y, Ba and Cu are new prospective accessible compounds. (orig.)

Measurements of non-volatile aerosols with a VTDMA and their correlations with carbonaceous aerosols in Guangzhou, China

Science.gov (United States)

Cheung, Heidi H. Y.; Tan, Haobo; Xu, Hanbing; Li, Fei; Wu, Cheng; Yu, Jian Z.; Chan, Chak K.

2016-07-01

Simultaneous measurements of aerosol volatility and carbonaceous matters were conducted at a suburban site in Guangzhou, China, in February and March 2014 using a volatility tandem differential mobility analyzer (VTDMA) and an organic carbon/elemental carbon (OC / EC) analyzer. Low volatility (LV) particles, with a volatility shrink factor (VSF) at 300 °C exceeding 0.9, contributed 5 % of number concentrations of the 40 nm particles and 11-15 % of the 80-300 nm particles. They were composed of non-volatile material externally mixed with volatile material, and therefore did not evaporate significantly at 300 °C. Non-volatile material mixed internally with the volatile material was referred to as medium volatility (MV, 0.4 transported at low altitudes (below 1500 m) for over 40 h before arrival. Further comparison with the diurnal variations in the mass fractions of EC and the non-volatile OC in PM2.5 suggests that the non-volatile residuals may be related to both EC and non-volatile OC in the afternoon, during which the concentration of aged organics increased. A closure analysis of the total mass of LV and MV residuals and the mass of EC or the sum of EC and non-volatile OC was conducted. It suggests that non-volatile OC, in addition to EC, was one of the components of the non-volatile residuals measured by the VTDMA in this study.

Volatiles emitted from flowers of gamma-radiated and nonradiated Jasminum polyanthum Franch

DEFF Research Database (Denmark)

Christensen, Lars P; Jakobsen, Henrik B; Kristiansen, Kell

1997-01-01

Volatile compounds emitted from flowers of Jasminum polyanthum Pepita in situ were collected by dynamic headspace technique and analyzed by GC-FID and GC-MS. A total of 32 compounds were identified. The flower scent was dominated by benzyl acetate (57.8%), p-cresol (12.2%), (E)-isoeugenol (9.7%),...

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)

Distribution of volatile organic compounds over a semiconductor Industrial Park in Taiwan.

Science.gov (United States)

Chiu, Kong-Hwa; Wu, Ben-Zen; Chang, Chih-Chung; Sree, Usha; Lo, Jiunn-Guang

2005-02-15

This study examined volatile organic compounds (VOC) concentration in ambient air collected during the years 2000--2003 at several different locations of Hsinchu Science-based Industrial Park (HSIP) in Taiwan. A canister automated GC-MS system analyzed the volatile organics in ambient air grasp samples according to T0-15 method. Oxygenated volatiles were the most abundant VOC detected in HSIP followed by aromatics that are commonly used as solvents in the semiconductor industries. The major components measured in the ambient air are 2-propanol (29-135 ppbv), acetone (12-164 ppbv), benzene (0.7-1.7 ppbv), and toluene (13-20 ppbv). At some of the sampling locations, odorous compounds such as carbon disulfide and dimethyl sulfide levels exceed threshold values. The estimated toluene/benzene ratio is very high at most of the sites. However, the total amount of VOC is reduced over the years from 2000 to 2003 due to strict implementation on use and discharge of solvents in industries. There exists no definite seasonal pattern for sporadic occurrence of high levels of some of the volatile organics. Stagnant weather conditions with low wind speeds aid accumulation of toxic species at ground level. The results entail that hi-tech semiconductor industries are still a potential source for harmful organic substances to surrounding microenvironment.

Homotopy Analysis Method for Boundary-Value Problem of Turbo Warrant Pricing under Stochastic Volatility

Directory of Open Access Journals (Sweden)

Hoi Ying Wong

2013-01-01

Full Text Available Turbo warrants are liquidly traded financial derivative securities in over-the-counter and exchange markets in Asia and Europe. The structure of turbo warrants is similar to barrier options, but a lookback rebate will be paid if the barrier is crossed by the underlying asset price. Therefore, the turbo warrant price satisfies a partial differential equation (PDE with a boundary condition that depends on another boundary-value problem (BVP of PDE. Due to the highly complicated structure of turbo warrants, their valuation presents a challenging problem in the field of financial mathematics. This paper applies the homotopy analysis method to construct an analytic pricing formula for turbo warrants under stochastic volatility in a PDE framework.

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....

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

Science.gov (United States)

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

2017-10-01

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

Analysis of volatile organic compound from Elaeis guineensis inflorescences planted on different soil types in Malaysia

Science.gov (United States)

Muhamad Fahmi, M. H.; Ahmad Bukhary, A. K.; Norma, H.; Idris, A. B.

2016-11-01

The main attractant compound for Eleidobius kamerunicus to male spikelet Elaeis guineensis (oil palm) were determined by analyzing volatile organic compound extracted from E. guineenses inflorescences planted on different soil types namely peat soil, clay soil and sandy soil. Anthesizing male oil palm inflorescences were randomly choosen from palm aged between 4-5 years old age. Extraction of the volatiles from the oil palm inflorescences were performed by Accelerated Solvent Extraction method (ASE). The extracted volatile compound were determined by using gas chromatography-mass spectrometry. Out of ten identified compound, estragole was found to be a major compound in sandy soil (37.49%), clay soil (30.71%) and peat soil (27.79%). Other compound such as 9,12-octadecadieonic acid and n-hexadecanoic acid were found as major compound in peat soil (27.18%) and (7.45%); sandy soil (14.15 %) and (9.31%); and clay soil (30.23%) and (4.99%). This study shows that estragole was the predominant volatile compound detected in oil palm inflorescences with highly concentrated in palm planted in sandy soil type.

Volatility and Growth in Populations of Rural Associations

Science.gov (United States)

Wollebaek, Dag

2010-01-01

This article uses unique community-level data aggregated from censuses of associations to analyze growth and volatility in rural populations of grassroots associations. A qualitative comparative analysis (QCA) shows that the two main paths to growth were (1) centralization in polycephalous (multicentered) municipalities and (2) population growth…

Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system

Science.gov (United States)

Tsionas, Mike G.; Michaelides, Panayotis G.

2017-09-01

We use a novel Bayesian inference procedure for the Lyapunov exponent in the dynamical system of returns and their unobserved volatility. In the dynamical system, computation of largest Lyapunov exponent by traditional methods is impossible as the stochastic nature has to be taken explicitly into account due to unobserved volatility. We apply the new techniques to daily stock return data for a group of six countries, namely USA, UK, Switzerland, Netherlands, Germany and France, from 2003 to 2014, by means of Sequential Monte Carlo for Bayesian inference. The evidence points to the direction that there is indeed noisy chaos both before and after the recent financial crisis. However, when a much simpler model is examined where the interaction between returns and volatility is not taken into consideration jointly, the hypothesis of chaotic dynamics does not receive much support by the data ("neglected chaos").

Scaling and volatility of breakouts and breakdowns in stock price dynamics.

Science.gov (United States)

Liu, Lu; Wei, Jianrong; Huang, Jiping

2013-01-01

Because the movement of stock prices is not only ubiquitous in financial markets but also crucial for investors, extensive studies have been done to understand the law behind it. In particular, since the financial crisis in 2008, researchers have a more interest in investigating large market volatilities in order to grasp changing market trends. In this work, we analyze the breakouts and breakdowns of both the Standard & Poor's 500 Index in the US stock market and the Shanghai Composite Index in the Chinese stock market. The breakout usually represents an ongoing upward trend in technical analysis while the breakdown represents an ongoing downward trend. Based on the renormalization method, we introduce two parameters to quantize breakouts and breakdowns, respectively. We discover scaling behavior, characterized by power-law distributions for both the breakouts and breakdowns in the two financial markets with different power-law exponents, which reflect different market volatilities. In detail, the market volatility for breakdowns is usually larger than that for breakouts. Moreover, as an emerging market, the Chinese stock market has larger market volatilities for both the breakouts and breakdowns than the US stock market (a mature market). Further, the short-term volatilities show similar features for both the US stock market and the Chinese stock market. However, the medium-term volatilities in the US stock market are almost symmetrical for the breakouts and breakdowns, whereas those in the Chinese stock market appear to be asymmetrical for the breakouts and breakdowns. The methodology presented here provides a way to understand scaling and hence volatilities of breakouts and breakdowns in stock price dynamics. Our findings not only reveal the features of market volatilities but also make a comparison between mature and emerging financial markets.

Scaling and volatility of breakouts and breakdowns in stock price dynamics.

Directory of Open Access Journals (Sweden)

Lu Liu

Full Text Available BACKGROUND: Because the movement of stock prices is not only ubiquitous in financial markets but also crucial for investors, extensive studies have been done to understand the law behind it. In particular, since the financial crisis in 2008, researchers have a more interest in investigating large market volatilities in order to grasp changing market trends. METHODOLOGY/PRINCIPAL FINDINGS: In this work, we analyze the breakouts and breakdowns of both the Standard & Poor's 500 Index in the US stock market and the Shanghai Composite Index in the Chinese stock market. The breakout usually represents an ongoing upward trend in technical analysis while the breakdown represents an ongoing downward trend. Based on the renormalization method, we introduce two parameters to quantize breakouts and breakdowns, respectively. We discover scaling behavior, characterized by power-law distributions for both the breakouts and breakdowns in the two financial markets with different power-law exponents, which reflect different market volatilities. In detail, the market volatility for breakdowns is usually larger than that for breakouts. Moreover, as an emerging market, the Chinese stock market has larger market volatilities for both the breakouts and breakdowns than the US stock market (a mature market. Further, the short-term volatilities show similar features for both the US stock market and the Chinese stock market. However, the medium-term volatilities in the US stock market are almost symmetrical for the breakouts and breakdowns, whereas those in the Chinese stock market appear to be asymmetrical for the breakouts and breakdowns. CONCLUSIONS/SIGNIFICANCE: The methodology presented here provides a way to understand scaling and hence volatilities of breakouts and breakdowns in stock price dynamics. Our findings not only reveal the features of market volatilities but also make a comparison between mature and emerging financial markets.

Volatile profile, lipid oxidation and protein oxidation of irradiated ready-to-eat cured turkey meat products

International Nuclear Information System (INIS)

Feng, Xi; Ahn, Dong Uk

2016-01-01

Irradiation had little effects on the thiobarbituric acid reactive substances (TBARS) values in ready-to-eat (RTE) turkey meat products, while it increased protein oxidation at 4.5 kGy. The volatile profile analyses indicated that the amount of sulfur compounds increased linearly as doses increased in RTE turkey meat products. By correlation analysis, a positive correlation was found between benzene/ benzene derivatives and alcohols with lipid oxidation, while aldehydes, ketones and alkane, alkenes and alkynes were positively correlated with protein oxidation. Principle component analysis showed that irradiated meat samples can be discriminated by two categories of volatile compounds: Strecker degradation products and radiolytic degradation products. The cluster analysis of volatile data demonstrated that low-dose irradiation had minor effects on the volatile profile of turkey sausages (<1.5 kGy). However, as the doses increased, the differences between the irradiated and non-irradiated cured turkey products became significant. - Highlights: • Irradiation had little effects on lipid oxidation of ready-to-eat cured turkey. • 4.5 kGy irradiation increased protein oxidation. • Irradiated samples were isolated due to Strecker/radiolytic degradation products. • 1.5 kGy irradiation had limited effects on the volatile profile of turkey sausages. • Dimethyl disulfide can be used as a potential marker for irradiated meat products.

Composition of the earth's upper mantle. II - Volatile trace elements in ultramafic xenoliths

Science.gov (United States)

Morgan, J. W.; Wandless, G. A.; Petrie, R. K.; Irving, A. J.

1980-01-01

Radiochemical neutron activation analysis was used to determine the nine volatile elements Ag, Bi, Cd, In, Sb, Se, Te, Tl, and Zn in 19 ultramafic rocks, consisting mainly of spinel and garnet lherzolites. A sheared garnet lherzolite, PHN 1611, may approximate undepleted mantle material and tends to have a higher volatile element content than the depleted mantle material represented by spinel lherzolites. Comparisons of continental basalts with PHN 1611 and of oceanic ridge basalts with spinel lherzolites show similar basalt: source material partition factors for eight of the nine volatile elements, Sb being the exception. The strong depletion of Te and Se in the mantle, relative to lithophile elements of similar volatility, suggests that 97% of the earth's S, Se and Te may be in the outer core.

Volatility of fragrance chemicals: patch testing implications.

Science.gov (United States)

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

2009-01-01

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

Interplay between past market correlation structure changes and future volatility outbursts

Science.gov (United States)

Musmeci, Nicoló; Aste, Tomaso; Di Matteo, T.

2016-11-01

We report significant relations between past changes in the market correlation structure and future changes in the market volatility. This relation is made evident by using a measure of “correlation structure persistence” on correlation-based information filtering networks that quantifies the rate of change of the market dependence structure. We also measured changes in the correlation structure by means of a “metacorrelation” that measures a lagged correlation between correlation matrices computed over different time windows. Both methods show a deep interplay between past changes in correlation structure and future changes in volatility and we demonstrate they can anticipate market risk variations and this can be used to better forecast portfolio risk. Notably, these methods overcome the curse of dimensionality that limits the applicability of traditional econometric tools to portfolios made of a large number of assets. We report on forecasting performances and statistical significance of both methods for two different equity datasets. We also identify an optimal region of parameters in terms of True Positive and False Positive trade-off, through a ROC curve analysis. We find that this forecasting method is robust and it outperforms logistic regression predictors based on past volatility only. Moreover the temporal analysis indicates that methods based on correlation structural persistence are able to adapt to abrupt changes in the market, such as financial crises, more rapidly than methods based on past volatility.

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

Devices for collecting chemical compounds

Science.gov (United States)

Scott, Jill R; Groenewold, Gary S

2013-12-24

A device for sampling chemical compounds from fixed surfaces and related methods are disclosed. The device may include a vacuum source, a chamber and a sorbent material. The device may utilize vacuum extraction to volatilize the chemical compounds from a fixed surface so that they may be sorbed by the sorbent material. The sorbent material may then be analyzed using conventional thermal desorption/gas chromatography/mass spectrometry (TD/GC/MS) instrumentation to determine presence of the chemical compounds. The methods may include detecting release and presence of one or more chemical compounds and determining the efficacy of decontamination. The device may be useful in collection and analysis of a variety of chemical compounds, such as residual chemical warfare agents, chemical attribution signatures and toxic industrial chemicals.

Cohesiveness in financial news and its relation to market volatility.

Science.gov (United States)

Piškorec, Matija; Antulov-Fantulin, Nino; Novak, Petra Kralj; Mozetič, Igor; Grčar, Miha; Vodenska, Irena; Smuc, Tomislav

2014-05-22

Motivated by recent financial crises, significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said regarding the influence of financial news on financial markets. We propose a novel measure of collective behaviour based on financial news on the Web, the News Cohesiveness Index (NCI), and we demonstrate that the index can be used as a financial market volatility indicator. We evaluate the NCI using financial documents from large Web news sources on a daily basis from October 2011 to July 2013 and analyse the interplay between financial markets and finance-related news. We hypothesise that strong cohesion in financial news reflects movements in the financial markets. Our results indicate that cohesiveness in financial news is highly correlated with and driven by volatility in financial markets.

Cohesiveness in Financial News and its Relation to Market Volatility

Science.gov (United States)

Piškorec, Matija; Antulov-Fantulin, Nino; Novak, Petra Kralj; Mozetič, Igor; Grčar, Miha; Vodenska, Irena; Šmuc, Tomislav

2014-01-01

Motivated by recent financial crises, significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said regarding the influence of financial news on financial markets. We propose a novel measure of collective behaviour based on financial news on the Web, the News Cohesiveness Index (NCI), and we demonstrate that the index can be used as a financial market volatility indicator. We evaluate the NCI using financial documents from large Web news sources on a daily basis from October 2011 to July 2013 and analyse the interplay between financial markets and finance-related news. We hypothesise that strong cohesion in financial news reflects movements in the financial markets. Our results indicate that cohesiveness in financial news is highly correlated with and driven by volatility in financial markets. PMID:24849598

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...

Composition of volatile aromatic compounds and minerals of tarhana enriched with cherry laurel (Laurocerasus officinalis).

Science.gov (United States)

Temiz, Hasan; Tarakçı, Zekai

2017-03-01

Different concentrations of cherry laurel pulp (0, 5, 10, 15 and 20%) were used to produce tarhana samples. Volatile aromatic compounds and minor mineral content were investigated. Volatile aromatic compounds were analyzed by using GC-MS with SPME fiber and minor mineral values were evaluated with inductively coupled plasma optical emission spectrometer. The statistical analysis showed that addition of pulp affected volatile aromatic compounds and minor mineral content significantly. Thirty five volatile aromatic compounds were found in tarhana samples. The octanoic acid from acids, benzaldehyde (CAS) phenylmethanal from aldehydes, 6-methyl-5-hepten-2-one from ketones, octadecane (CAS) n -octadecane form terpenes, ethyl caprylate from esters and benzenemethanol (CAS) benzyl alcohol from alcohols had the highest percentage of volatile aromatic compounds. Tarhana samples were rich source of Mn, Cu and Fe content.

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.

Measurement and estimated health risks of volatile organic compounds and polychlorinated biphenyls in air at the Hanford Site

International Nuclear Information System (INIS)

Patton, G.W.; Cooper, A.T.; Blanton, M.L.

1994-10-01

A variety of radioactive and nonradioactive chemicals have been released in effluent streams and discharged to waste disposal facilities during the nuclear materials production period at the Hanford Site. Extensive environmental surveillance for radioactive materials has occurred at Hanford; however, only limited information is available on the types and concentrations of organic pollutants potentially present. This report describes work performed to provide the Hanford Site Surface Environmental Surveillance Project with representative air concentration data for volatile organic compounds and polychlorinated biphenyls (PCBs). US Environmental Protection Agency (USEPA) volatile organic compound sampling methods evaluated for Hanford Site use were carbon-based adsorbent traps (TO-2) and Summa air canisters (TO-14). Polychlorinated biphenyls were sampled using USEPA method (TO-4), which uses glass fiber filters and polyurethane foam adsorbent beds to collect the PCBS. This report also presents results for environmental surveillance samples collected for volatile organic compound and PCB analyses from 1990 to 1993. All measured air concentrations of volatile organic compounds and PCBs were well below applicable maximum allowable concentration standards for air contaminants. Because of the lack of ambient air concentration standards, a conservative estimate is provided of the potential human health impacts from exposure to the ambient air concentrations measured on the Hanford Site

Estimating the Volatility of Cocoa Price Return with ARCH and GARCH Models

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Lya Aklimawati

2013-08-01

Full Text Available Dynamics of market changing as a result of market liberalization have an impact on agricultural commodities price fluctuation. High volatility on cocoa price movement reflect its price and market risk. Because of price and market uncertainty, the market players face some difficulties to make a decision in determining business development. This research was conducted to 1 understand the characteristics of cocoa price movement in cocoa futures trading, and 2analyze cocoa price volatility using ARCH and GARCH type model. Research was carried out by direct observation on the pattern of cocoa price movement in the futures trading and volatility analysis based on secondary data. The data was derived from Intercontinental Exchange ( ICE Futures U.S. Reports. The analysis result showed that GARCH is the best model to predict the value of average cocoa price return volatility, because it meets criteria of three diagnostic checking, which are ARCH-LM test, residual autocorrelation test and residual normality test. Based on the ARCH-LM test, GARCH (1,1did not have heteroscedasticity, because p-value  2 (0.640139and F-statistic (0.640449 were greater than 0.05. Results of residual autocorrelation test indicated that residual value of GARCH (1,1 was random, because the statistic value of Ljung-Box (LBon the 36 th lag is smaller than the statistic value of  2. Whereas, residual normality test concluded the residual of GARCH (1,1 were normally distributed, because AR (29, MA (29, RESID (-1^2, and GARCH (-1 were significant at 5% significance level. Increasing volatility value indicate high potential risk. Price risk can be reduced by managing financial instrument in futures trading such as forward and futures contract, and hedging. The research result also give an insight to the market player for decision making and determining time of hedging. Key words: Volatility, price, cocoa, GARCH, risk, futures trading

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

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

International Nuclear Information System (INIS)

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

1993-01-01

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

Statistical properties of country risk ratings under oil price volatility: Evidence from selected oil-exporting countries

International Nuclear Information System (INIS)

Liu, Chang; Sun, Xiaolei; Chen, Jianming; Li, Jianping

2016-01-01

This paper focuses on the application of panel models for identification and analysis of influence of oil price volatility on statistical properties of country risk ratings which stem from uncertainty of macroeconomic fluctuations. Firstly, two statistical properties of country risk ratings, volatility clustering and asymmetrical revision were identified in a theoretical framework based on Cruces (2006). Secondly, considering the oil price volatility, numerical experiments were conducted based on extended models to test and verify specific properties of country risk ratings in selected oil-exporting countries. Empirical results suggest that properties of country risk remain comparatively steady despite oil price volatility. It is also found that the oil price volatility can obviously exaggerate the country risk volatility, as it happened during 2007–2009. Country clustering based on the properties of country risk ratings shows that the selected countries maintain a significant clustering tendency. These features are of great importance for estimating risk exposure of international trade and investments in oil export during extreme situations. - Highlights: •Relationship between oil price volatility and country risk is the focus. •An extended model based on Cruces (2006) is proposed. •Volatility clustering and asymmetrical revision of country risk ratings is explored. •Oil price volatility can obviously exaggerate properties of country risk volatility.

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.

Comparison analysis of volatiles from the leaves and flowers of four saururaceae species

International Nuclear Information System (INIS)

Yang, Z.H.; Sun, Y.M.; Sun, M.

2015-01-01

Saururaceae (lizard's tail family) comprises three genera and four species (Saururus chinensis (Loureiro) Baillon. (SC), Gymnotheca chinensis Decne. (GC), Gymnotheca involucrata Pei. (GI) and Houttuynia cordata Thunberg. (HC)) in eastern Asia, and they extend from the most primitive to the most evolutionary levels. The purpose of this study is to examine whether and to what extent the diversity of volatiles can support the accepted evolutionary scheme in Saururaceae for the four species. Volatiles from fresh leaves and flowers of Saururaceae species from different regions were analyzed comparatively by gas chromatography-mass spectrometry (GC-MS). The samples studied showed differences in the volatile profiles of leaves and flowers among the species. In the leaves and flowers, concentrations of all monoterpenes and oxides, all alcohols, all acids and all esters were highest in SC, lowest in HC, and the concentrations of these components for GC and GI were between those of SC and HC. Concentrations of all sesquiterpenes and oxides, all straight chain aliphatic hydrocarbons, all branched aliphatic hydrocarbons, all aldehydes, and all ketones were lowest in SC, highest in HC and the concentrations of these components for GC and GI were between those of SC and HC. The results in this study could support the accepted taxonomical scheme of four species in Saururaceae. (author)

Real-Time Measurement of Volatile Chemicals Released by Bed Bugs during Mating Activities