WorldWideScience

Sample records for volatility instrument hevi

  1. Development of a PTR-TOFMS instrument for real-time measurements of volatile organic compounds in air

    Science.gov (United States)

    Tanimoto, Hiroshi; Aoki, Nobuyuki; Inomata, Satoshi; Hirokawa, Jun; Sadanaga, Yasuhiro

    2007-05-01

    A proton transfer reaction-time-of-flight mass spectrometer (PTR-TOFMS) has been developed for real-time measurements of volatile organic compounds in air. The instrument is designed to be operated with a hollow cathode discharge ion source and an ion drift tube at relatively high pressures. Each component of the system, an ion source, a drift tube, an ion transfer region, and a time-of-flight mass spectrometer, are in detail characterized by a number of laboratory experiments. The optimized instrumental configuration enables us to gain high intensities of hydronium (H3O+) ions, typically ~7 × 105 counts for 1-min integration at a drift tube pressure of ~5 Torr. It also suppresses background signals, and interferences from sample air (NO+ and O2+), which undergo fast reactions with volatile organic compounds, to ~0.5% of those of H3O+ ions. We find that the use of the custom-built discharge source show higher overall sensitivities than of a commercially available radioactive source. Potentials to detect oxygenated VOCs (aldehydes, ketones, and alcohols), halocarbons, and amines are also suggested. The detection limits for acetaldehyde, acetone, isoprene, benzene, toluene, and p-xylene were determined to be at the sub-ppbv levels for a 1-min integration time. A good linear response at trace levels is certified, but slight sensitivity dependency on water vapor contents is revealedE We finally demonstrate that the instrument can be used for on-line monitoring to detect large variations from emission sources in real-time.

  2. Development of a portable instrument for the continuous analysis of volatile organic compounds (VOCs) and its application to environmental monitoring.

    Science.gov (United States)

    Yamada, Etsu; Matsushita, Kazumasa; Nakamura, Mitsuaki; Fuse, Yasuro; Miki, Sadao; Fujimoto, Kiyoomi; Morita, Hiroyoshi; Shimada, Osamu

    2006-01-01

    A small, time efficient and sensitive instrument for the continuous analysis of very volatile organic compounds (VOCs) with a boiling point lower than 100 degrees C in addition to the analysis of VOCs with a boiling point in the range of 100-150 degrees C was developed and applied to the measurement of VOCs in the course of university research and environmental monitoring. VOCs, such as n-hexane, acetone, ethyl acetate, alcohols, benzene, toluene and xylene, were continuously measured once every 30 min. The detection limits of hexane, ethyl acetate, benzene and toluene at a preconcentration time of 10 min were 0.41 microg/m(3) (0.12 ppb), 0.67 microg/m(3) (0.19 ppb), 0.22 microg/m(3) (0.07 ppb) and 0.22 microg/m(3) (0.06 ppb), respectively. The relative standard deviations of VOCs were less than 5%. The sensitivities of the present method VOCs were higher than those of the conventional method. The temporal changes in VOC concentrations in several laboratories and at a plant for the disposal of organic liquid wastes were measured, and the behavior of VOCs was analyzed. All the VOC concentrations, except that of ethyl acetate, determined using the portable instrument were slightly lower than those determined using a passive sampler. The portable instrument developed in the course of this study can be used for the risk assessment and management of chemicals.

  3. Detecting The Expected Rate of Return Volatility of Financing Instruments of Indonesian Islamic Banking through GARCH Modeling (Generalized Autoregressive Conditional Heteroscedasticity

    Directory of Open Access Journals (Sweden)

    Nurul Huda

    2015-04-01

    Full Text Available Objective - Islamic banks are banks which its activities, both fund raising and funds distribution are on the basis of Islamic principles, namely buying and selling and profit sharing. Islamic banking is aimed at supporting the implementation of national development in order to improve justice, togetherness, and equitable distribution of welfare. In pursuit of supporting the implementation of national development, Islamic banking often faced stability problems of financing instruments being operated. In this case, it is measured by the gap between the actual rate of return and the expected rate of return. The individual actual RoR of this instrument will generate an expected rate of return. This raises the gap or difference between the actual rate of return and the expected rate of return of individual instruments, which in this case is called the abnormal rate of return. The stability of abnormal rate of return of individual instruments is certainly influenced by the stability of the expected rate of return. Expected rate of return has a volatility or fluctuation levels for each financing instrument. It is also a key element or material basis for the establishment of a variance of individual instruments. Variance in this case indicates the level of uncertainty of the rate of return. Individual variance is the origin of the instrument base for variance in the portfolio finance that further a portfolio analysis. So, this paper is going to analyze the level of expected RoR volatility as an initial step to see and predict the stability of the fluctuations in the rate of return of Indonesian Islamic financing instruments.Methods – Probability of Occurence, Expected Rate of Return (RoR and GARCH (Generalized Autoregressive Conditional Heteroscedasticity.Results - The expected RoR volatility of the murabaha and istishna financing instruments tend to be more volatile than expected RoR volatility of musharaka and qardh financing instruments

  4. 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.

  5. Instrumentation

    Institute of Scientific and Technical Information of China (English)

    2015-01-01

    Journal Scope:Instrumentation is a high quality open access peer reviewed research journal.Authors are solicited to contribute to these journals by submitting articles that illustrate most up-to-date research results,projects,surveying works and industrial experiences that describe significant advances in the instrumental science.The mission of the Instrumentation is

  6. Instrumentation

    Institute of Scientific and Technical Information of China (English)

    2016-01-01

    Journal Scope:Instrumentation is a high quality open access peer reviewed research journal.Authors are solicited to contribute to these journals by submitting articles that illustrate most up-to-date research results,projects,surveying works and industrial experiences that describe significant advances in the instrumental science.The mission of the Instrumentation is to provide a platform for the researchers,academicians,

  7. Impact of Thermal Decomposition on Thermal Desorption Instruments: Advantage of Thermogram Analysis for Quantifying Volatility Distributions of Organic Species.

    Science.gov (United States)

    Stark, Harald; Yatavelli, Reddy L N; Thompson, Samantha L; Kang, Hyungu; Krechmer, Jordan E; Kimmel, Joel R; Palm, Brett B; Hu, Weiwei; Hayes, Patrick L; Day, Douglas A; Campuzano-Jost, Pedro; Canagaratna, Manjula R; Jayne, John T; Worsnop, Douglas R; Jimenez, Jose L

    2017-08-01

    We present results from a high-resolution chemical ionization time-of-flight mass spectrometer (HRToF-CIMS), operated with two different thermal desorption inlets, designed to characterize the gas and aerosol composition. Data from two field campaigns at forested sites are shown. Particle volatility distributions are estimated using three different methods: thermograms, elemental formulas, and measured partitioning. Thermogram-based results are consistent with those from an aerosol mass spectrometer (AMS) with a thermal denuder, implying that thermal desorption is reproducible across very different experimental setups. Estimated volatilities from the detected elemental formulas are much higher than from thermograms since many of the detected species are thermal decomposition products rather than actual SOA molecules. We show that up to 65% of citric acid decomposes substantially in the FIGAERO-CIMS, with ∼20% of its mass detected as gas-phase CO2, CO, and H2O. Once thermal decomposition effects on the detected formulas are taken into account, formula-derived volatilities can be reconciled with the thermogram method. The volatility distribution estimated from partitioning measurements is very narrow, likely due to signal-to-noise limits in the measurements. Our findings indicate that many commonly used thermal desorption methods might lead to inaccurate results when estimating volatilities from observed ion formulas found in SOA. The volatility distributions from the thermogram method are likely the closest to the real distributions.

  8. Instrumentation

    Energy Technology Data Exchange (ETDEWEB)

    Decreton, M

    2001-04-01

    SCK-CEN's research and development programme on instrumentation involves the assessment and the development of sensitive measurement systems used within a radiation environment. Particular emphasis is on the assessment of optical fibre components and their adaptability to radiation environments. The evaluation of ageing processes of instrumentation in fission plants, the development of specific data evaluation strategies to compensate for ageing induced degradation of sensors and cable performance form part of these activities. In 2000, particular emphasis was on in-core reactor instrumentation applied to fusion, accelerator driven and water-cooled fission reactors. This involved the development of high performance instrumentation for irradiation experiments in the BR2 reactor in support of new instrumentation needs for MYRRHA, and for diagnostic systems for the ITER reactor.

  9. Instrumentation

    Energy Technology Data Exchange (ETDEWEB)

    Decreton, M

    2002-04-01

    SCK-CEN's R and D programme on instrumentation involves the development of advanced instrumentation systems for nuclear applications as well as the assessment of the performance of these instruments in a radiation environment. Particular emphasis is on the use of optical fibres as umbilincal links of a remote handling unit for use during maintanance of a fusion reacor, studies on the radiation hardening of plasma diagnostic systems; investigations on new instrumentation for the future MYRRHA accelerator driven system; space applications related to radiation-hardened lenses; the development of new approaches for dose, temperature and strain measurements; the assessment of radiation-hardened sensors and motors for remote handling tasks and studies of dose measurement systems including the use of optical fibres. Progress and achievements in these areas for 2001 are described.

  10. Instrumentation

    Energy Technology Data Exchange (ETDEWEB)

    Decreton, M

    2000-07-01

    SCK-CEN's research and development programme on instrumentation aims at evaluating the potentials of new instrumentation technologies under the severe constraints of a nuclear application. It focuses on the tolerance of sensors to high radiation doses, including optical fibre sensors, and on the related intelligent data processing needed to cope with the nuclear constraints. Main achievements in these domains in 1999 are summarised.

  11. Instruments

    Energy Technology Data Exchange (ETDEWEB)

    Buehrer, W. [Paul Scherrer Inst. (PSI), Villigen (Switzerland)

    1996-12-31

    The present paper mediates a basic knowledge of the most commonly used experimental techniques. We discuss the principles and concepts necessary to understand what one is doing if one performs an experiment on a certain instrument. (author) 29 figs., 1 tab., refs.

  12. Instrumentation

    Institute of Scientific and Technical Information of China (English)

    2015-01-01

    Journal Scope:Instrumentation is a high quality open access peer reviewed research journal,Authors are solicited to contribute to these journals by submitting articles that illustrate most up-to-date research results,projects,surveying works and industrial

  13. VAPoR - Volatile Analysis by Pyrolysis of Regolith - an Instrument for In Situ Detection of Water, Noble Gases, and Organics on the Moon

    Science.gov (United States)

    ten Kate, I. L.; Cardiff, E. H.; Feng, S. H.; Holmes, V.; Malespin, C.; Stern, J. G.; Swindle, T. D.; Glavin, D. P.

    2010-01-01

    We present the Volatile Analysis by Pyrolysis of Regolith (VAPoR) instrument design and demonstrate the validity of an in situ pyrolysis mass spectrometer for evolved gas analyses of lunar and planetary regolith samples. In situ evolved gas analyses of the lunar regolith have not yet been carried out and no atmospheric or evolved gas measurements have been made at the lunar poles. VAPoR is designed to do both kinds of measurements, is currently under development at NASA's Goddard Space Flight Center, and will be able to heat powdered regolith samples or rock drill fines up to 1400 C in vacuo. To validate the instrument concept, evolved gas species released from different planetary analogs were determined as a function of temperature using a laboratory breadboard. Evolved gas measurements of an Apollo 16 regolith sample and a fragment of the carbonaceous meteorite Murchison were made by VAPoR and our results compared with existing data. The results imply that in situ evolved gas measurements of the lunar regolith at the polar regions by VAPoR will be a very powerful tool for identifying water and other volatile signatures of lunar or exogenous origin as potential resources for future human exploration.

  14. IFRSs for financial instruments, quality of information and capital market’s volatility: an empirical assessment for Eurozone

    OpenAIRE

    Cuzman, Ioan; Dima, Bogdan; Dima(Cristea), Stefana Maria

    2010-01-01

    This study examines the Eurozone stock markets’ reaction to a number of events associated with the post-implementation amendments of the IFRSs regarding financial instruments (IFRS 7, IFRS 9, IAS 32 and IAS 39). The adoption of these IFRSs is probably one of the most important recent changes in financial information environment. However, in order to contribute to an increase in financial stability, it is necessary to ensure an ex post stability of the regulatory framework. Based on this meta-...

  15. 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...

  16. Volatile Metabolites

    Directory of Open Access Journals (Sweden)

    Daryl D. Rowan

    2011-11-01

    Full Text Available Volatile organic compounds (volatiles comprise a chemically diverse class of low molecular weight organic compounds having an appreciable vapor pressure under ambient conditions. Volatiles produced by plants attract pollinators and seed dispersers, and provide defense against pests and pathogens. For insects, volatiles may act as pheromones directing social behavior or as cues for finding hosts or prey. For humans, volatiles are important as flavorants and as possible disease biomarkers. The marine environment is also a major source of halogenated and sulfur-containing volatiles which participate in the global cycling of these elements. While volatile analysis commonly measures a rather restricted set of analytes, the diverse and extreme physical properties of volatiles provide unique analytical challenges. Volatiles constitute only a small proportion of the total number of metabolites produced by living organisms, however, because of their roles as signaling molecules (semiochemicals both within and between organisms, accurately measuring and determining the roles of these compounds is crucial to an integrated understanding of living systems. This review summarizes recent developments in volatile research from a metabolomics perspective with a focus on the role of recent technical innovation in developing new areas of volatile research and expanding the range of ecological interactions which may be mediated by volatile organic metabolites.

  17. 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.

  18. Virtual volatility

    OpenAIRE

    A. Christian Silva; Prange, Richard E.

    2006-01-01

    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 st...

  19. Plant volatiles.

    Science.gov (United States)

    Baldwin, Ian T

    2010-05-11

    Plant volatiles are the metabolites that plants release into the air. The quantities released are not trivial. Almost one-fifth of the atmospheric CO2 fixed by land plants is released back into the air each day as volatiles. Plants are champion synthetic chemists; they take advantage of their anabolic prowess to produce volatiles, which they use to protect themselves against biotic and abiotic stresses and to provide information - and potentially disinformation - to mutualists and competitors alike. As transferors of information, volatiles have provided plants with solutions to the challenges associated with being rooted in the ground and immobile.

  20. 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 i...

  1. Unstable volatility

    DEFF Research Database (Denmark)

    Casas, Isabel; Gijbels, Irène

    2012-01-01

    The objective of this paper is to introduce the break-preserving local linear (BPLL) estimator for the estimation of unstable volatility functions for independent and asymptotically independent processes. Breaks in the structure of the conditional mean and/or the volatility functions are common i...

  2. 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...... 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....

  3. Volatility Risk

    OpenAIRE

    Zhiguang Wang

    2009-01-01

    Classical capital asset pricing theory tells us that riskaverse investors would require higher returns to compensate for higher risk on an investment. One type of risk is price (return) risk, which reflects uncertainty in the price level and is measured by the volatility (standard deviation) of asset returns. Volatility itself is also known to be random and hence is perceived as another type of risk. Investors can bear price risk in exchange for a higher return. But are investors willing to p...

  4. 英文摘要%House Price Volatility, the Selection of Monetary Policy Instruments and the Stability of Macro-economy: Theory and Empirical Evidence

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    LI Cheng, LI Ke-jun, MA Wen-tao (School of Economics and Finance, Xi'an Jiaotong University, Xi'an 710061, China) Abstract: This paper applies the simulation method on the basis of Dynamic Stochastic General Equilibrium Model with house sector and the test of spillover effect based on VAR GARCH( 1,1 ) -ABEKK Model to analyze the relationship between monetary policy and house price. The results show that when monetary policy regulates and controls house market, the central bank should focus on quantity instrument of monetary policy.

  5. Emissions biogéniques de composés organiques volatils en région méditerranéenne - développement instrumental, mesures et modélisation

    OpenAIRE

    Baghi, Romain

    2013-01-01

    Volatile Organic Compounds (VOC) play an important role in atmospheric chemistry and are involved in the formation of secondary atmospheric pollutants as ozone and organic aerosols. Biogenic emissions of volatile organic compounds are tenfold greater than anthropogenic emissions on a global scale but their characterization remains uncertain regionally. Advances in atmospheric chemistry modeling rely on better emission inventory which needs in situ flux measurement. This work focuses on biogen...

  6. Volatile Organic Compounds (VOCs)

    Science.gov (United States)

    ... Contact Us Share Volatile Organic Compounds' Impact on Indoor Air Quality On this page: Introduction Sources Health Effects Levels in Homes Steps to Reduce Exposure Standards or Guidelines Additional Resources Introduction Volatile organic compounds ( ...

  7. The Lunar Volatiles Orbiter: A Discovery Class Lunar Water Mission

    Science.gov (United States)

    Lucey, P. G.; Sun, X.; Petro, N.; Farrell, W.; Abshire, J. B.; Mazarico, E.; Neumann, G. A.; Green, R.; Thompson, D. E.; Greenberger, R.; Hurley, D.; McClanahan, T. P.; Smith, D. E.; Zuber, M. T.

    2016-11-01

    The Lunar Volatiles Orbiter is a Discovery Class mission concept aimed at characterizing the nature and mobility of water on the Moon. Its instruments include a laser spectrometer, an infrared hyperspectral imager, and a neutral mass spectrometer.

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

    Directory of Open Access Journals (Sweden)

    Shu Wing Ho

    2011-12-01

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

  9. Possible Sources of Polar Volatiles

    Science.gov (United States)

    Schultz, P. H.

    2011-12-01

    Extensive analyses of returned Apollo samples demonstrated that the Moon is extremely volatile poor. While this conclusion remains true, various measurements since the late 90's implicated the presence of water: e.g., enhanced reflection of circularly polarized radar signals and suppression of epithermal neutrons near the poles. More recently, traces of H2O have been discovered inside volcanic glass, along with more significant amounts residing in hydrous minerals (apatite) returned from both highland and mare landing sites. Three recent lunar missions (DIXI, M3, Cassini) identified hydrous phases on/near the lunar surface, whereas the LCROSS probe detected significant quantities of volatiles (OH, H2O and other volatiles) excavated by the Centaur impact. These new mission results and sample studies, however, now allow testing different hypotheses for the generation, trapping, and replenishment of these volatiles. Solar-proton implantation must contribute to the hydrous phases in the lunar regolith in order to account for the observed time-varying abundances and occurrence near the lunar equator. This also cannot be the entire story. The relatively low speed LCROSS-Centaur impact (2.5km/s) could not vaporize such hydrous minerals, yet emissions lines of OH (from the thermal disassociation of H2O), along with other compounds (CO2, NH2) were detected within the first second, before ejecta could reach sunlight. Telescopic observations by Potter and Morgan (1985) discovered a tenuous lunar atmosphere of Na, but the LCROSS UV/Vis spectrometer did not detect the Na-D line until after the ejecta reached sunlight (along with a line pair attributed to Ag). With time, other volatile species emerged (OH, CO). The LAMP instrument on the Lunar Reconnaissance Orbiter had a different viewpoint from the side (rather than from above) and detected many other atomic species release by the LCROSS-Centaur impact. Consequently, it appears that there is a stratigraphy for trapped species

  10. Changes in dark chocolate volatiles during storage.

    Science.gov (United States)

    Nightingale, Lia M; Cadwallader, Keith R; Engeseth, Nicki J

    2012-05-09

    Chocolate storage is critical to the quality of the final product. Inadequate storage, especially with temperature fluctuations, may lead to a change in crystal structure, which may eventually cause fat bloom. Bloom is the main cause of quality loss in the chocolate industry. The impact of various storage conditions on the flavor quality of dark chocolate was determined. Dark chocolate was stored in different conditions leading to either fat or sugar bloom and analyzed at 0, 4, and 8 weeks of storage. Changes in chocolate flavor were determined by volatile analysis and descriptive sensory evaluation. Results were analyzed by analysis of variance (ANOVA), cluster analysis, principal component analysis (PCA), and linear partial least-squares regression analysis (PLS). Volatile concentration and loss were significantly affected by storage conditions. Chocolates stored at high temperature were the most visually and texturally compromised, but volatile concentrations were affected the least, whereas samples stored at ambient, frozen, and high relative humidity conditions had significant volatile loss during storage. It was determined that high-temperature storage caused a change in crystal state due to the polymorphic shift to form VI, leading to an increase in sample hardness. Decreased solid fat content (SFC) during high-temperature storage increased instrumentally determined volatile retention, although no difference was detected in chocolate flavor during sensory analysis, possibly due to instrumental and sensory sampling techniques. When all instrumental and sensory data had been taken into account, the storage condition that had the least impact on texture, surface roughness, grain size, lipid polymorphism, fat bloom formation, volatile concentrations, and sensory attributes was storage at constant temperature and 75% relative humidity.

  11. 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.

  12. Emerging Equity Market Volatility

    OpenAIRE

    Geert Bekaert; Harvey, Campbell R.

    1995-01-01

    Returns in emerging capital markets are very different from returns in developed markets. While most previous research has focused on average returns, we analyze the volatility of the returns in emerging equity markets. We characterize the time-series of volatility in emerging markets and explore the distributional foundations of the variance process. Of particular interest is evidence of asymmetries in volatility and the evolution of the variance process after periods of capital market refor...

  13. 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......, 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....

  14. Radioisotope instruments

    CERN Document Server

    Cameron, J F; Silverleaf, D J

    1971-01-01

    International Series of Monographs in Nuclear Energy, Volume 107: Radioisotope Instruments, Part 1 focuses on the design and applications of instruments based on the radiation released by radioactive substances. The book first offers information on the physical basis of radioisotope instruments; technical and economic advantages of radioisotope instruments; and radiation hazard. The manuscript then discusses commercial radioisotope instruments, including radiation sources and detectors, computing and control units, and measuring heads. The text describes the applications of radioisotop

  15. 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 time. Wi

  16. 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

  17. 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

  18. Volatile metabolites from actinomycetes

    DEFF Research Database (Denmark)

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

    2002-01-01

    Twenty-six Streptomyces spp. were screened for their volatile production capacity on yeast starch agar. The volatile organic compounds (VOCs) were concentrated on a porous polymer throughout an 8-day growth period. VOCs were analyzed by gas chromatography with flame ionization detection and ident...

  19. Volatile and Isotopic Imprints of Ancient Mars

    Science.gov (United States)

    Mahaffy, Paul R.; Conrad, Pamela G.

    2015-01-01

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

  20. 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......In this paper, we scrutinize the cross-sectional relation between idiosyncratic volatility and stock returns. As a novelty, the idiosyncratic volatility is obtained by conditioning upon macro-Önance factors as well as upon traditional asset pricing factors. The macro-Önance factors are constructed...

  1. Microwave Extraction of Volatiles for Mars Science and ISRU

    Science.gov (United States)

    Ethridge, Edwin C.; Kaulker, William F.

    2012-01-01

    The greatest advantage of microwave heating for volatiles extraction is that excavation can be greatly reduced. Surface support operations would be simple consisting of rovers with drilling capability for insertion of microwaves down bore holes to heat at desired depths. The rovers would also provide support to scientific instruments for volatiles analysis and for volatiles collection and storage. The process has the potential for a much lower mass and a less complex system than other in-situ processes. Microwave energy penetrates the surface heating within with subsequent sublimation of water or decomposition of volatile containing minerals. On Mars the volatiles should migrate to the surface to be captured with a cold trap. The water extraction and transport process coupled with atmospheric CO2 collection could readily lead to a propellant production process, H2O + CO2 yields CH4 + O2.

  2. On guidance and volatility

    NARCIS (Netherlands)

    Billings, M.B.; Jennings, R.; Lev, B.

    2013-01-01

    Survey evidence suggests that managers voluntarily disclose information, particularly earnings guidance, with an aim toward dampening share price volatility. Yet, consultants and influential institutions advise against providing guidance — citing fears of litigation and market penalties associated w

  3. Dynamic Volatility Arbitrage

    DEFF Research Database (Denmark)

    Dorn, Jochen

    profit on well-developed markets. Dynamic participation features on cross asset portfolios are at rst sight a remedy to that dilemma. Based on volatility thresholds and portfolio re-balancing, the fund engineers try to create a "volatility guaranteed" investment opportunity by surfing on the unusual high...... concepts, next to nothing is known about position reverting strategies and how, and -even more important- in which context they are applied in practice. In the recent market downturn only one sector generated signicant profits for the leading investment banks: Volatility trading activities, namely on Forex......, interest rates and commodities. If an investor positions himself on the (volatility) market within a long/short trading framework, he typically bets on a traditional mispricing arbitrage. However as this corresponds to a call spread with equal exercise prices, this strategy alone would not generate enough...

  4. It’s all about volatility of volatility

    DEFF Research Database (Denmark)

    Grassi, Stefano; Santucci de Magistris, Paolo

    2015-01-01

    for the realized volatility series. It emerges that during the recent financial crisis the relative weight of the daily component dominates over the monthly term. The estimates of the two factor stochastic volatility model suggest that the change in the dynamic structure of the realized volatility during...... the financial crisis is due to the increase in the volatility of the persistent volatility term. A set of Monte Carlo simulations highlights the robustness of the methodology adopted in tracking the dynamics of the parameters....

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

    Science.gov (United States)

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

    2016-10-01

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

  6. Volatility in crude oil futures. A comparison of the predictive ability of GARCH and implied volatility models

    Energy Technology Data Exchange (ETDEWEB)

    Agnolucci, Paolo [University of Cambridge, Department of Land Economy, Cambridge Centre for Climate Change Mitigation Research (4CMR), 19 Silver Street, Cambridge CB3 9EP (United Kingdom)

    2009-03-15

    The WTI future contract quoted at the NYMEX is the most actively traded instrument in the energy sector. This paper compares the predictive ability of two approaches which can be used to forecast volatility: GARCH-type models where forecasts are obtained after estimating time series models, and an implied volatility model where forecasts are obtained by inverting one of the models used to price options. Although the main scope of the research discussed here is to evaluate which model produces the best forecast of volatility for the WTI future contract, evaluated according to statistical and regression-based criteria, we also investigate whether volatility of the oil futures are affected by asymmetric effects, whether parameters of the GARCH models are influenced by the distribution of the errors and whether allowing for a time-varying long-run mean in the volatility produces any improvement on the forecast obtained from GARCH models. (author)

  7. 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.

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

    Energy Technology Data Exchange (ETDEWEB)

    Vo, Minh, E-mail: minh.vo@metrostate.edu

    2011-09-15

    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.

  9. Different methods for volatile sampling in mammals.

    Science.gov (United States)

    Kücklich, Marlen; Möller, Manfred; Marcillo, Andrea; Einspanier, Almuth; Weiß, Brigitte M; Birkemeyer, Claudia; Widdig, Anja

    2017-01-01

    Previous studies showed that olfactory cues are important for mammalian communication. However, many specific compounds that convey information between conspecifics are still unknown. To understand mechanisms and functions of olfactory cues, olfactory signals such as volatile compounds emitted from individuals need to be assessed. Sampling of animals with and without scent glands was typically conducted using cotton swabs rubbed over the skin or fur and analysed by gas chromatography-mass spectrometry (GC-MS). However, this method has various drawbacks, including a high level of contaminations. Thus, we adapted two methods of volatile sampling from other research fields and compared them to sampling with cotton swabs. To do so we assessed the body odor of common marmosets (Callithrix jacchus) using cotton swabs, thermal desorption (TD) tubes and, alternatively, a mobile GC-MS device containing a thermal desorption trap. Overall, TD tubes comprised most compounds (N = 113), with half of those compounds being volatile (N = 52). The mobile GC-MS captured the fewest compounds (N = 35), of which all were volatile. Cotton swabs contained an intermediate number of compounds (N = 55), but very few volatiles (N = 10). Almost all compounds found with the mobile GC-MS were also captured with TD tubes (94%). Hence, we recommend TD tubes for state of the art sampling of body odor of mammals or other vertebrates, particularly for field studies, as they can be easily transported, stored and analysed with high performance instruments in the lab. Nevertheless, cotton swabs capture compounds which still may contribute to the body odor, e.g. after bacterial fermentation, while profiles from mobile GC-MS include only the most abundant volatiles of the body odor.

  10. Different methods for volatile sampling in mammals

    Science.gov (United States)

    Möller, Manfred; Marcillo, Andrea; Einspanier, Almuth; Weiß, Brigitte M.

    2017-01-01

    Previous studies showed that olfactory cues are important for mammalian communication. However, many specific compounds that convey information between conspecifics are still unknown. To understand mechanisms and functions of olfactory cues, olfactory signals such as volatile compounds emitted from individuals need to be assessed. Sampling of animals with and without scent glands was typically conducted using cotton swabs rubbed over the skin or fur and analysed by gas chromatography-mass spectrometry (GC-MS). However, this method has various drawbacks, including a high level of contaminations. Thus, we adapted two methods of volatile sampling from other research fields and compared them to sampling with cotton swabs. To do so we assessed the body odor of common marmosets (Callithrix jacchus) using cotton swabs, thermal desorption (TD) tubes and, alternatively, a mobile GC-MS device containing a thermal desorption trap. Overall, TD tubes comprised most compounds (N = 113), with half of those compounds being volatile (N = 52). The mobile GC-MS captured the fewest compounds (N = 35), of which all were volatile. Cotton swabs contained an intermediate number of compounds (N = 55), but very few volatiles (N = 10). Almost all compounds found with the mobile GC-MS were also captured with TD tubes (94%). Hence, we recommend TD tubes for state of the art sampling of body odor of mammals or other vertebrates, particularly for field studies, as they can be easily transported, stored and analysed with high performance instruments in the lab. Nevertheless, cotton swabs capture compounds which still may contribute to the body odor, e.g. after bacterial fermentation, while profiles from mobile GC-MS include only the most abundant volatiles of the body odor. PMID:28841690

  11. Instrumentation Facility

    Data.gov (United States)

    Federal Laboratory Consortium — Provides instrumentation support for flight tests of prototype weapons systems using a vast array of airborne sensors, transducers, signal conditioning and encoding...

  12. Understanding Interest Rate Volatility

    DEFF Research Database (Denmark)

    Volker, Desi

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

  13. Volatiles in protoplanetary disks

    CERN Document Server

    Pontoppidan, Klaus M; Bergin, Edwin A; Brittain, Sean; Marty, Bernard; Mousis, Olvier; Oberg, Karin L

    2014-01-01

    Volatiles are compounds with low sublimation temperatures, and they make up most of the condensible mass in typical planet-forming environments. They consist of relatively small, often hydrogenated, molecules based on the abundant elements carbon, nitrogen and oxygen. Volatiles are central to the process of planet formation, forming the backbone of a rich chemistry that sets the initial conditions for the formation of planetary atmospheres, and act as a solid mass reservoir catalyzing the formation of planets and planetesimals. This growth has been driven by rapid advances in observations and models of protoplanetary disks, and by a deepening understanding of the cosmochemistry of the solar system. Indeed, it is only in the past few years that representative samples of molecules have been discovered in great abundance throughout protoplanetary disks - enough to begin building a complete budget for the most abundant elements after hydrogen and helium. The spatial distributions of key volatiles are being mapped...

  14. Stochastic volatility selected readings

    CERN Document Server

    Shephard, Neil

    2005-01-01

    Neil Shephard has brought together a set of classic and central papers that have contributed to our understanding of financial volatility. They cover stocks, bonds and currencies and range from 1973 up to 2001. Shephard, a leading researcher in the field, provides a substantial introduction in which he discusses all major issues involved. General Introduction N. Shephard. Part I: Model Building. 1. A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices, (P. K. Clark). 2. Financial Returns Modelled by the Product of Two Stochastic Processes: A Study of Daily Sugar Prices, 1961-7, S. J. Taylor. 3. The Behavior of Random Variables with Nonstationary Variance and the Distribution of Security Prices, B. Rosenberg. 4. The Pricing of Options on Assets with Stochastic Volatilities, J. Hull and A. White. 5. The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor ARCH Model, F. X. Diebold and M. Nerlove. 6. Multivariate Stochastic Variance Models. 7. Stochastic Autoregressive...

  15. 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...... 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...... 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....

  16. 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.......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...... 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...

  17. Dynamic Volatility Arbitrage

    DEFF Research Database (Denmark)

    Dorn, Jochen

    concepts, next to nothing is known about position reverting strategies and how, and -even more important- in which context they are applied in practice. In the recent market downturn only one sector generated signicant profits for the leading investment banks: Volatility trading activities, namely on Forex...

  18. Lunar Beagle: An Experimental Package for Measuring Polar Ice and Volatiles Beneath the Lunar Surface

    Science.gov (United States)

    Gibson, E. K.; Pillinger, C. T.; McKay, D. S.; Wright, I. P.; Sims, M. R.; Richter, L.; Waugh, L.; Lunar Beagle Consortium

    2008-07-01

    Lunar Beagle payload has the capabilities of determining the presence of polar ice and volatiles in the permanently shadowed regions of the moon. The instrument suite can provide critical information to assist "living off the land".

  19. Stock markets liberalization affects volatility?

    OpenAIRE

    Ioan Alin NISTOR; Maria-Lenuţa CIUPAC-ULICI; GHERMAN Mircea-Cristian

    2012-01-01

    Regarding the impact of liberalization, the results show that, in general, market opening is accompanied by a significant increase in market volatility. In particular, volatility tends to decrease due to large capital inflows and domestic growth.The study analyzes the impact of stock market liberalization on volatility in six emerging stock markets by using GARCH methodology. Theory on the effects of financial liberalization on volatility has been ambiguous, and empirical work has yielded con...

  20. Luminescence Instrumentation

    DEFF Research Database (Denmark)

    Jain, Mayank; Bøtter-Jensen, Lars

    2014-01-01

    This chapter gives an introduction to instrumentation for stimulated luminescence studies, with special focus on luminescence dating using the natural dosimeters, quartz and feldspars. The chapter covers basic concepts in luminescence detection, and thermal and optical stimulation, and reference...

  1. 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.

  2. Plant volatiles and the environment

    NARCIS (Netherlands)

    Loreto, F.; Dicke, M.; Schnitzler, J.P.; Turlings, T.C.J.

    2014-01-01

    Volatile organic compounds emitted by plants represent the largest part of biogenic volatile organic compounds (BVOCs) released into our atmosphere. Plant volatiles are formed through many biochemical pathways, constitutively and after stress induction. In recent years, our understanding of the func

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

    DEFF Research Database (Denmark)

    Bach, Christian; Christensen, Bent Jesper

    We include simultaneously both realized volatility measures based on high-frequency asset returns and implied volatilities backed out of individual traded at the money option prices in a state space approach to the analysis of true underlying volatility. We model integrated volatility as a latent...... fi…rst order Markov process and show that our model is closely related to the CEV and Barndorff-Nielsen & Shephard (2001) models for local volatility. We show that if measurement noise in the observable volatility proxies is not accounted for, then the estimated autoregressive parameter in the latent...... 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 ($/£ )....

  4. Scaling Foreign Exchange Volatility

    OpenAIRE

    Jonathan Batten; Craig Ellis

    2001-01-01

    When asset returns are normally distributed the risk of an asset over a long return interval may be estimated by scaling the risk from shorter return intervals. While it is well known that asset returns are not normally distributed a key empirical question concerns the effect that scaling the volatility of dependent processes will have on the pricing of related financial assets. This study provides an insight into this issue by investigating the return properties of the most important currenc...

  5. Instrumented SSH

    Energy Technology Data Exchange (ETDEWEB)

    Campbell, Scott; Campbell, Scott

    2009-05-27

    NERSC recently undertook a project to access and analyze Secure Shell (SSH) related data. This includes authentication data such as user names and key fingerprints, interactive session data such as keystrokes and responses, and information about noninteractive sessions such as commands executed and files transferred. Historically, this data has been inaccessible with traditional network monitoring techniques, but with a modification to the SSH daemon, this data can be passed directly to intrusion detection systems for analysis. The instrumented version of SSH is now running on all NERSC production systems. This paper describes the project, details about how SSH was instrumented, and the initial results of putting this in production.

  6. Active instruments

    DEFF Research Database (Denmark)

    Lim, Miguel Antonio; Ørberg, Jakob Williams

    2017-01-01

    ) show the dynamic nature of policy processes, and (3) consider the search for policy reference points among the different actors. We present rankers in motion, policies in motion, and finally the complex nature of the ranking device that needs to be both a relevant and malleable policy instrument...

  7. Volatile Analysis by Pyrolysis of Regolith for Planetary Resource Exploration

    Science.gov (United States)

    Glavin, Daniel P.; Malespin, Charles; ten Kate, Inge L.; Getty, Stephanie A.; Holmes, Vincent E.; Mumm, Erik; Franz, Heather B.; Noreiga, Marvin; Dobson, Nick; Southard, Adrian E.; hide

    2012-01-01

    The extraction and identification of volatile resources that could be utilized by humans including water, oxygen, noble gases, and hydrocarbons on the Moon, Mars, and small planetary bodies will be critical for future long-term human exploration of these objects. Vacuum pyrolysis at elevated temperatures has been shown to be an efficient way to release volatiles trapped inside solid samples. In order to maximize the extraction of volatiles, including oxygen and noble gases from the breakdown of minerals, a pyrolysis temperature of 1400 C or higher is required, which greatly exceeds the maximum temperatures of current state-of-the-art flight pyrolysis instruments. Here we report on the recent optimization and field testing results of a high temperature pyrolysis oven and sample manipulation system coupled to a mass spectrometer instrument called Volatile Analysis by Pyrolysis of Regolith (VAPoR). VAPoR is capable of heating solid samples under vacuum to temperatures above 1300 C and determining the composition of volatiles released as a function of temperature.

  8. Option Pricing using Realized Volatility

    DEFF Research Database (Denmark)

    Stentoft, Lars Peter

    In the present paper we suggest to model Realized Volatility, an estimate of daily volatility based on high frequency data, as an Inverse Gaussian distributed variable with time varying mean, and we examine the joint properties of Realized Volatility and asset returns. We derive the appropriate...... benchmark model estimated on return data alone. Hence the paper provides evidence on the value of using high frequency data for option pricing purposes....

  9. Option Pricing using Realized Volatility

    DEFF Research Database (Denmark)

    Stentoft, Lars Peter

    In the present paper we suggest to model Realized Volatility, an estimate of daily volatility based on high frequency data, as an Inverse Gaussian distributed variable with time varying mean, and we examine the joint properties of Realized Volatility and asset returns. We derive the appropriate d...... benchmark model estimated on return data alone. Hence the paper provides evidence on the value of using high frequency data for option pricing purposes....

  10. Volatile signals during pregnancy.

    Science.gov (United States)

    Vaglio, Stefano

    2010-01-01

    Scents play a key role in mediating reproductive interactions in many vertebrates including mammals. Nowadays, several studies indicate that humans seem to use remarkably olfactory communication and are even able to produce and perceive pheromones. Furthermore, over the past several years, it became increasingly clear that pheromone-like chemical signals probably play a role in offspring identification and mother recognition. Recently developed technical procedures (solid-phase microextraction and dynamic headspace extraction) now allow investigators to characterize volatile compounds with high reliability. We analyzed the volatile compounds in sweat patch samples collected from the para-axillary and nipple-areola regions of women during pregnancy and after childbirth. We hypothesized that, at the time of birth and during the first weeks of life, the distinctive olfactory pattern of the para-axillary area is probably useful to newborn babies for recognizing and distinguishing their own mother, whereas the characteristic pattern of the nipple-areola region is probably useful as a guide to nourishment.

  11. Molecular plant volatile communication.

    Science.gov (United States)

    Holopainen, Jarmo K; Blande, James D

    2012-01-01

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

  12. Consistent ranking of volatility models

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2006-01-01

    We show that the empirical ranking of volatility models can be inconsistent for the true ranking if the evaluation is based on a proxy for the population measure of volatility. For example, the substitution of a squared return for the conditional variance in the evaluation of ARCH-type models can...

  13. Political institutions and economic volatility

    NARCIS (Netherlands)

    Klomp, Jeroen; de Haan, Jakob

    2009-01-01

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

  14. 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.

  15. Governmentally amplified output volatility

    Science.gov (United States)

    Funashima, Yoshito

    2016-11-01

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

  16. Volatility Exposure for Strategic Asset Allocation

    OpenAIRE

    Briere, Marie; Burgues, Alexandre; Signori, Ombretta

    2010-01-01

    The authors examine the advantages of incorporating strategic exposure to equity volatility into the investment opportunity set of a long-term equity investor. They consider two standard volatility investments: implied volatility and volatility risk premium strategies. An analytical framework, which offers pragmatic solutions for long-term investors who seek exposure to volatility, is used to calibrate and assess the risk-return profiles of portfolios. The benefit of volatility exposure for a...

  17. Reduced Heart Rate Volatility

    Science.gov (United States)

    Grogan, Eric L.; Morris, John A.; Norris, Patrick R.; France, Daniel J.; Ozdas, Asli; Stiles, Renée A.; Harris, Paul A.; Dawant, Benoit M.; Speroff, Theodore

    2004-01-01

    Objective: To determine if using dense data capture to measure heart rate volatility (standard deviation) measured in 5-minute intervals predicts death. Background: Fundamental approaches to assessing vital signs in the critically ill have changed little since the early 1900s. Our prior work in this area has demonstrated the utility of densely sampled data and, in particular, heart rate volatility over the entire patient stay, for predicting death and prolonged ventilation. Methods: Approximately 120 million heart rate data points were prospectively collected and archived from 1316 trauma ICU patients over 30 months. Data were sampled every 1 to 4 seconds, stored in a relational database, linked to outcome data, and de-identified. HR standard deviation was continuously computed over 5-minute intervals (CVRD, cardiac volatility–related dysfunction). Logistic regression models incorporating age and injury severity score were developed on a test set of patients (N = 923), and prospectively analyzed in a distinct validation set (N = 393) for the first 24 hours of ICU data. Results: Distribution of CVRD varied by survival in the test set. Prospective evaluation of the model in the validation set gave an area in the receiver operating curve of 0.81 with a sensitivity and specificity of 70.1 and 80.0, respectively. CVRD predict death as early as 24 hours in the validation set. Conclusions: CVRD identifies a subgroup of patients with a high probability of dying. Death is predicted within first 24 hours of stay. We hypothesize CVRD is a surrogate for autonomic nervous system dysfunction. PMID:15319726

  18. Analytical methods for volatile compounds in wheat bread.

    Science.gov (United States)

    Pico, Joana; Gómez, Manuel; Bernal, José; Bernal, José Luis

    2016-01-08

    Bread aroma is one of the main requirements for its acceptance by consumers, since it is one of the first attributes perceived. Sensory analysis, crucial to be correlated with human perception, presents limitations and needs to be complemented with instrumental analysis. Gas chromatography coupled to mass spectrometry is usually selected as the technique to determine bread volatile compounds, although proton-transfer reaction mass spectrometry begins also to be used to monitor aroma processes. Solvent extraction, supercritical fluid extraction and headspace analysis are the main options for the sample treatment. The present review focuses on the different sample treatments and instrumental alternatives reported in the literature to analyse volatile compounds in wheat bread, providing advantages and limitations. Usual parameters employed in these analytical methods are also described.

  19. 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

  20. Fourier-Malliavin volatility estimation theory and practice

    CERN Document Server

    Mancino, Maria Elvira; Sanfelici, Simona

    2017-01-01

    This volume is a user-friendly presentation of the main theoretical properties of the Fourier-Malliavin volatility estimation, allowing the readers to experience the potential of the approach and its application in various financial settings. Readers are given examples and instruments to implement this methodology in various financial settings and applications of real-life data. A detailed bibliographic reference is included to permit an in-depth study. .

  1. Optical Instruments

    Science.gov (United States)

    1990-01-01

    Precision Lapping and Optical Co. has developed a wide variety of hollow retroreflector systems for applications involving the entire optical spectrum; they are, according to company literature, cheaper, more accurate, lighter and capable of greater size than solid prisms. Precision Lapping's major customers are aerospace and defense companies, government organizations, R&D and commercial instrument companies. For example, Precision Lapping supplies hollow retroreflectors for the laser fire control system of the Army's Abrams tank, and retroreflectors have been and are being used in a number of space tests relative to the Air Force's Strategic Defense Initiative research program. An example of a customer/user is Chesapeake Laser Systems, producer of the Laser Tracker System CMS-2000, which has applications in SDI research and industrial robotics. Another customer is MDA Scientific, Inc., manufacturer of a line of toxic gas detection systems used to monitor hazardous gases present in oil fields, refineries, offshore platforms, chemical plants, waste storage sites and other locations where gases are released into the environment.

  2. Implied Volatility Futures Trading Activity and Impacts on Asian Stock Market: An Empirical study

    OpenAIRE

    Pham, Duc Nam Trung

    2014-01-01

    This study analyzes impacts of the adoption of a new type of derivatives instrument in the Asian stock market- the implied volatility futures. Furthermore, the analysis is carried on to the preferences of hedging tools in the two pioneering markets in such adoption, Hong Kong and Japan. Unlike other conventional derivatives, the relationship derivatives on volatility and its underlying assets is almost impossible to be modeled, thus creates several difficulties in pricing as well as researchi...

  3. Comparison of Methanol and Tetraglyme as Extraction Solvents for Determination of Volatile Organics in Soil

    Science.gov (United States)

    1987-11-01

    determining volatile organics in soil can be classified into thefollowing groups: 1. Static or dynamic headspace analysis 2. Solvent extraction-direct...methods based on the dynamic headspace method whereby the volatiles are stripped from a soil/water slurry using a conventional purge-and-trap instrument...651. Brazell, R.S. and MP. Maskarinec (1981) Dynamic headspace analysis of solid waste materials. Journal of High Resolution Chromatography and

  4. 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...

  5. On forecasting Exchange Rate Volatility.

    OpenAIRE

    Hafner, Christian

    2003-01-01

    In an efficient market, foreign exchange rates have to guarantee absence of triangular arbitrage. This note shows that the no-arbitrage condition can be exploited for forecasting the volatility of a single rate by using the information contained in the other rates. Linearly transforming the volatility forecasts of a bivariate model is shown to be more efficient than using a univariate model for the cross-rate.

  6. atmospheric volatile organic compounds

    Directory of Open Access Journals (Sweden)

    A. R. Koss

    2016-07-01

    organic compounds (VOCs that cannot be ionized with H3O+ ions (e.g., in a PTR-MS or H3O+ CIMS instrument. Here we describe the adaptation of a high-resolution time-of-flight H3O+ CIMS instrument to use NO+ primary ion chemistry. We evaluate the NO+ technique with respect to compound specificity, sensitivity, and VOC species measured compared to H3O+. The evaluation is established by a series of experiments including laboratory investigation using a gas-chromatography (GC interface, in situ measurement of urban air using a GC interface, and direct in situ measurement of urban air. The main findings are that (1 NO+ is useful for isomerically resolved measurements of carbonyl species; (2 NO+ can achieve sensitive detection of small (C4–C8 branched alkanes but is not unambiguous for most; and (3 compound-specific measurement of some alkanes, especially isopentane, methylpentane, and high-mass (C12–C15 n-alkanes, is possible with NO+. We also demonstrate fast in situ chemically specific measurements of C12 to C15 alkanes in ambient air.

  7. Recent Advances in Volatiles of Teas

    Directory of Open Access Journals (Sweden)

    Xin-Qiang Zheng

    2016-03-01

    Full Text Available Volatile compounds are important components of tea aroma, a key attribute of sensory quality. The present review examines the formation of aromatic volatiles of various kinds of teas and factors influencing the formation of tea volatiles, including tea cultivar, growing environment and agronomic practices, processing method and storage of tea. The determination of tea volatiles and the relationship of active-aroma volatiles with the sensory qualities of tea are also discussed in the present paper.

  8. Spiral mining for lunar volatiles

    Science.gov (United States)

    Schmitt, H. H.; Kulcinski, G. L.; Sviatoslavsky, I. N.; Carrier, W. D., III

    Lunar spiral mining, extending outward from a periodically mobile central power and processing station represents an alternative for comparison with more traditional mining schemes. In this concept, a mining machine would separate regolith fines and extract the contained volatiles. Volatiles then would be pumped along the miner's support arm to the central station for refining and for export or storage. The basic architecture of the central processing station would be cylindrical. A central core area could house the power subsystem of hydrogen-oxygen engines or fuel cells. Habitat sections and other crew occupied areas could be arranged around the power generation core. The outer cylinder could include all volatile refining subsystems. Solar thermal power collectors and reflectors would be positioned on top of the central station. Long term exploitation of a volatile resource region would begin with establishment of a support base at the center of a long boundary of the region. The mining tract for each spiral mining system would extend orthogonal to this boundary. New spiral mining systems would be activated along parallel tracts as demand for lunar He-3 and other solar wind volatiles increased.

  9. RICE PRICE VOLATILITY IN EAST JAVA

    Directory of Open Access Journals (Sweden)

    Wati R.Y.E.

    2017-09-01

    Full Text Available The purpose of the research is analyzing the volatility and volatility spillover of monthly price of paddy at the level of farmers and consumers in 2010-2016. ARCH/GARCH used to analyze volatility and GARCH BEKK-model is used to analyze the volatility spillover. The results of the analysis show that price volatility at the farmer level is very high (extremely high volatility, price volatility at the consumer level is low (low volatility, and volatility spillover does not occur between the farmers and the consumers market. The need to guarantee an effective floor price as well as information disclosure related to the market commodity prices so that the pattern of prices transmission among interrelated markets can be symmetrical.

  10. 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...

  11. Observability of market daily volatility

    Science.gov (United States)

    Petroni, Filippo; Serva, Maurizio

    2016-02-01

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

  12. Consistent ranking of volatility models

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2006-01-01

    result in an inferior model being chosen as "best" with a probability that converges to one as the sample size increases. We document the practical relevance of this problem in an empirical application and by simulation experiments. Our results provide an additional argument for using the realized...... variance in out-of-sample evaluations rather than the squared return. We derive the theoretical results in a general framework that is not specific to the comparison of volatility models. Similar problems can arise in comparisons of forecasting models whenever the predicted variable is a latent variable.......We show that the empirical ranking of volatility models can be inconsistent for the true ranking if the evaluation is based on a proxy for the population measure of volatility. For example, the substitution of a squared return for the conditional variance in the evaluation of ARCH-type models can...

  13. RESOLVE (Regolith & Environmental Science Oxygen & Lunar Volatile Extraction) Project

    Science.gov (United States)

    Parker, Ray; Coan, Mary; Captain, Janine; Cryderman, Kate; Quinn, Jacqueline

    2015-01-01

    The RESOLVE Project is a lunar prospecting mission whose primary goal is to characterize water and other volatiles in lunar regolith. The Lunar Advanced Volatiles Analysis (LAVA) subsystem is comprised of a fluid subsystem that transports flow to the gas chromatograph - mass spectrometer (GC-MS) instruments that characterize volatiles and the Water Droplet Demonstration (WDD) that will capture and display water condensation in the gas stream. The LAVA Engineering Test Unit (ETU) is undergoing risk reduction testing this summer and fall within a vacuum chamber to understand and characterize component and integrated system performance. Testing of line heaters, printed circuit heaters, pressure transducers, temperature sensors, regulators, and valves in atmospheric and vacuum environments was done. Test procedures were developed to guide experimental tests and test reports to analyze and draw conclusions from the data. In addition, knowledge and experience was gained with preparing a vacuum chamber with fluid and electrical connections. Further testing will include integrated testing of the fluid subsystem with the gas supply system, near-infrared spectrometer for the Surge Tank (NIRST), WDD, Sample Delivery System, and GC-MS in the vacuum chamber. Since LAVA is a scientific subsystem, the near infrared spectrometer and GC-MS instruments will be tested during the ETU testing phase.

  14. Development and Characterization of a Thermodenuder for Aerosol Volatility Measurements

    Energy Technology Data Exchange (ETDEWEB)

    Dr. Timothy Onasch

    2009-09-09

    This SBIR Phase I project addressed the critical need for improved characterization of carbonaceous aerosol species in the atmosphere. The proposed work focused on the development of a thermodenuder (TD) system capable of systematically measuring volatility profiles of primary and secondary organic aerosol species and providing insight into the effects of absorbing and nonabsorbing organic coatings on particle absorption properties. This work provided the fundamental framework for the generation of essential information needed for improved predictions of ambient aerosol loadings and radiative properties by atmospheric chemistry models. As part of this work, Aerodyne Research, Inc. (ARI) continued to develop and test, with the final objective of commercialization, an improved thermodenuder system that can be used in series with any aerosol instrument or suite of instruments (e.g., aerosol mass spectrometers-AMS, scanning mobility particle sizers-SMPS, photoacoustic absorption spectrometers-PAS, etc.) to obtain aerosol chemical, physical, and optical properties as a function of particle volatility. In particular, we provided the proof of concept for the direct coupling of our improved TD design with a full microphysical model to obtain volatility profiles for different organic aerosol components and to allow for meaningful comparisons between different TD-derived aerosol measurements. In a TD, particles are passed through a heated zone and a denuding (activated charcoal) zone to remove semi-volatile material. Changes in particle size, number concentration, optical absorption, and chemical composition are subsequently detected with aerosol instrumentation. The aerosol volatility profiles provided by the TD will strengthen organic aerosol emission inventories, provide further insight into secondary aerosol formation mechanisms, and provide an important measure of particle absorption (including brown carbon contributions and identification, and absorption enhancements

  15. 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...

  16. Rhenium volatilization in waste glasses

    Energy Technology Data Exchange (ETDEWEB)

    Xu, Kai; Pierce, David A. [Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Hrma, Pavel, E-mail: pavel.hrma@pnnl.gov [Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Schweiger, Michael J. [Pacific Northwest National Laboratory, Richland, WA 99352 (United States); Kruger, Albert A. [U.S. Department of Energy, Office of River Protection, Richland, WA 99352 (United States)

    2015-09-15

    Highlights: • Re did not volatilize from a HLW feed until 1000 °C. • Re began to volatilize from LAW feeds at ∼600 °C. • The vigorous foaming and generation of gases from salts enhanced Re evaporation in LAW feeds. • The HLW glass with less foaming and salts is a promising medium for Tc immobilization. - Abstract: We investigated volatilization of rhenium (Re), sulfur, cesium, and iodine during the course of conversion of high-level waste melter feed to glass and compared the results for Re volatilization with those in low-activity waste borosilicate glasses. Whereas Re did not volatilize from high-level waste feed heated at 5 K min{sup −1} until 1000 °C, it began to volatilize from low-activity waste borosilicate glass feeds at ∼600 °C, a temperature ∼200 °C below the onset temperature of evaporation from pure KReO{sub 4}. Below 800 °C, perrhenate evaporation in low-activity waste melter feeds was enhanced by vigorous foaming and generation of gases from molten salts as they reacted with the glass-forming constituents. At high temperatures, when the glass-forming phase was consolidated, perrhenates were transported to the top surface of glass melt in bubbles, typically together with sulfates and halides. Based on the results of this study (to be considered preliminary at this stage), the high-level waste glass with less foaming and salts appears a promising medium for technetium immobilization.

  17. 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.

  18. Factors affecting the volatilization of volatile organic compounds from wastewater

    Directory of Open Access Journals (Sweden)

    Junya Intamanee

    2006-09-01

    Full Text Available This study aimed to understand the influence of the wind speed (U10cm, water depth (h and suspended solids (SS on mass transfer coefficient (KOLa of volatile organic compounds (VOCs volatilized from wastewater. The novelty of this work is not the method used to determine KOLa but rather the use of actual wastewater instead of pure water as previously reported. The influence of U10cm, h, and SS on KOLa was performed using a volatilization tank with the volume of 100-350 L. Methyl Ethyl Ketone (MEK was selected as a representative of VOCs investigated here in. The results revealed that the relationship between KOLa and the wind speeds falls into two regimes with a break at the wind speed of 2.4 m/s. At U10cm 2.4 m/s, KOLa increased more rapidly. The relationship between KOLa and U10cm was also linear but has a distinctly higher slope. For the KOLa dependency on water depth, the KOLa decreased significantly with increasing water depth up to a certain water depth after that the increase in water depth had small effect on KOLa. The suspended solids in wastewater also played an important role on KOLa. Increased SS resulted in a significant reduction of KOLa over the investigated range of SS. Finally, the comparison between KOLa obtained from wastewater and that of pure water revealed that KOLa from wastewater were much lower than that of pure water which was pronounced at high wind speed and at small water depth. This was due the presence of organic mass in wastewater which provided a barrier to mass transfer and reduced the degree of turbulence in the water body resulting in low volatilization rate and thus KOLa. From these results, the mass transfer model for predicting VOCs emission from wastewater should be developed based on the volatilization of VOCs from wastewater rather than that from pure water.

  19. Evaluating musical instruments

    Energy Technology Data Exchange (ETDEWEB)

    Campbell, D. Murray

    2014-04-01

    Scientific measurements of sound generation and radiation by musical instruments are surprisingly hard to correlate with the subtle and complex judgments of instrumental quality made by expert musicians.

  20. Modeling the Volatility in Global Fertilizer Prices

    NARCIS (Netherlands)

    P-Y. Chen (Ping-Yu); C-L. Chang (Chia-Lin); C-C. Chen (Chi-Chung); M.J. McAleer (Michael)

    2010-01-01

    textabstractThe main purpose of this paper is to estimate the volatility in global fertilizer prices. The endogenous structural breakpoint unit root test and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARC

  1. Fluctuation behaviors of financial return volatility duration

    Science.gov (United States)

    Niu, Hongli; Wang, Jun; Lu, Yunfan

    2016-04-01

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

  2. A Fractionally Integrated Wishart Stochastic Volatility Model

    NARCIS (Netherlands)

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

    2013-01-01

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

  3. Stochastic Volatility and DSGE Models

    DEFF Research Database (Denmark)

    Andreasen, Martin Møller

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

  4. Beagle 2 the Moon: An Experimental Package to Measure Polar Ice and Volatiles in Permanently Shadowed Areas or Beneath the Lunar Surface

    Science.gov (United States)

    Gibson, E. K.; McKay, D. S.; Pillinger, C. T.; Wright, I. P.; Sims, M. R.; Richter, L.

    2008-03-01

    The Gas Analysis Package and associated instruments from Beagle 2 is the ideal payload to measure the abundances and isotopic compositions of ice and volatiles found in the polar regions of the Moon. The hardware has already been flight qualified.

  5. Business Cycles, Financial Crises, and Stock Volatility

    OpenAIRE

    G. William Schwert

    1989-01-01

    This paper shows that stock volatility increases during recessions and financial crises from 1834-1987. The evidence reinforces the notion that stock prices are an important business cycle indicator. Using two different statistical models for stock volatility, I show that volatility increases after major financial crises. Moreover. stock volatility decreases and stock prices rise before the Fed increases margin requirements. Thus, there is little reason to believe that public policies can con...

  6. Decomposing European bond and equity volatility

    DEFF Research Database (Denmark)

    Christiansen, Charlotte

    The paper investigates volatility spillover from US and aggregate European asset markets into European national asset markets. A main contribution is that bond and equity volatilities are analyzed simultaneously. A new model belonging to the "volatilityspillover" family is suggested: The conditio...... (stock) volatilities are mainly influenced by bond (stock) effects. Global, regional, and local volatility effects are all important. The introduction of the euro is associated with a structural break....

  7. The january effect across volatility regimes

    OpenAIRE

    Agnani, Betty; Aray, Henry

    2007-01-01

    Using a Markov regime switching model, this article presents evidence on the well-known January effect on stock returns. The specification allows a distinction to be drawn between two regimes, one with high volatility and other with low volatility. We obtain a time-varying January effect that is, in general, positive and significant in both volatility regimes. However, this effect is larger in the high volatility regime. In sharp contrast with most previous literature we find two major result...

  8. Exponential Smoothing, Long Memory and Volatility Prediction

    DEFF Research Database (Denmark)

    Proietti, Tommaso

    Extracting and forecasting the volatility of financial markets is an important empirical problem. The paper provides a time series characterization of the volatility components arising when the volatility process is fractionally integrated, and proposes a new predictor that can be seen as extensi...... methods for forecasting realized volatility, and that the estimated model confidence sets include the newly proposed fractional lag predictor in all occurrences....

  9. 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.

  10. Analysis of volatile components in herbal pair herba schizonepetae-ramulus cinnamomi

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Analysis of volatile components in herbal pair (HP) herba schizonepetae-ramulus cinnamomi (HS-RC),single herb HS and RC was carried out by gas chromatography-mass spectrometry (GC-MS) data and chemometric resolution method (CRM).The two-dimensional data obtained from GC-MS instruments were resolved into a pure chromatogram and a mass spectrum of each chemical compound by CRM.In total,47,61 and 51 chemical components in volatile oil of HS,RC,and HP HS-RC were respectively determined qualitatively and quantitatively,accounting for 90.52%,88.37%,and 88.72% total contents of volatile oil of HS,RC,and HP HS-RC,respectively.The number of the volatile components of HP HS-RC is almost the addition of that of two single herbs,but their relative contents are changed.

  11. 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 r...

  12. Volatiles in inter-specific bacterial interactions

    NARCIS (Netherlands)

    Tyc, O.; Zweers, H.; De Boer, W.; Garbeva, P.V.

    2015-01-01

    The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been focused on volatiles produced by monocultures o

  13. Volatiles in inter-specific bacterial interactions

    NARCIS (Netherlands)

    Tyc, O.; Zweers, H.; De Boer, W.; Garbeva, P.V.

    2015-01-01

    The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been focused on volatiles produced by monocultures

  14. Ammonia volatilization from intensively managed dairy pastures.

    NARCIS (Netherlands)

    Bussink, D.W.

    1996-01-01

    The objectives of this thesis are (i) to quantify NH 3 volatilization from grassland, (ii) to gain understanding of the NH3 volatilization processes on grassland and (iii) to study measures how to reduce NH 3 volatilization from gra

  15. 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 r...

  16. Cost Linkages Transmit Volatility Across Markets

    DEFF Research Database (Denmark)

    Nguyen, Daniel Xuyen; Schaur, Georg

    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...

  17. Automated signal processing applied to volatile-based inspection of greenhouse crops

    NARCIS (Netherlands)

    Jansen, R.M.C.; Hofstee, J.W.; Bouwmeester, H.J.; Henten, van E.J.

    2010-01-01

    Gas chromatograph–mass spectrometers (GC-MS) have been used and shown utility for volatile-based inspection of greenhouse crops. However, a widely recognized difficulty associated with GC-MS application is the large and complex data generated by this instrument. As a consequence, experienced analyst

  18. IOT Overview: IR Instruments

    Science.gov (United States)

    Mason, E.

    In this instrument review chapter the calibration plans of ESO IR instruments are presented and briefly reviewed focusing, in particular, on the case of ISAAC, which has been the first IR instrument at VLT and whose calibration plan served as prototype for the coming instruments.

  19. Mantle Volatiles - Distribution and Consequences

    Science.gov (United States)

    Luth, R. W.

    2003-12-01

    Volatiles in the mantle have, for many years, been the subject of intensive study from a number of perspectives. They are of interest because of their potential effects on melting relationships, on transport of major and trace elements, and on the rheological and other physical properties of the mantle. By convention, "volatiles" in this context are constituents that are liquid or gaseous at normal Earth surface conditions. This review will look at the behavior of C-O-H-S-halogen volatiles, beginning with H2O and C-O volatiles.There have been tremendous strides made recently towards understanding how volatiles in general and water in particular is transported and stored in the mantle. This progress is based on research on a number of fronts: studies of mantle-derived samples have provided insight into the nature and occurrence of hydrous phases such as amphibole, mica, and chlorite, and have provided constraints on the capacity of nominally anhydrous minerals (NAMs) such as olivine, pyroxenes, and garnet to contain "water" by a variety of substitution mechanisms. Experimental studies on mantle-derived magmas have provided constraints on volatile contents in their source regions. Other studies have constrained the pressure, temperature, and composition conditions over which hydrous phases are stable in the mantle.Fundamental questions remain about the geochemical cycling of volatiles in the mantle, and between the mantle and the surface. Much attention has focused on the capability of hydrous phases such as amphibole, mica, serpentine, chlorite, and a family of "dense hydrous magnesian silicates" (DHMSs) to act as carriers of water in subducting slabs back into the mantle. It has been clear since the work of Ito et al. (1983) that there is a discrepancy between the amount of volatiles subducted into the mantle and those returned to the surface by arc magmatism. A recent overview of volatile cycling in subduction systems by Bebout (1996) suggests that 5-15% of the H2

  20. Level Shifts in Volatility and the Implied-Realized Volatility Relation

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; de Magistris, Paolo Santucci

    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....

  1. Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables

    Science.gov (United States)

    2016-01-01

    Knowledge of contagion among economies is a relevant issue in economics. The canonical model of contagion is an alternative in this case. Given the existence of endogenous variables in the model, instrumental variables can be used to decrease the bias of the OLS estimator. In the presence of heteroskedastic disturbances this paper proposes the use of conditional volatilities as instruments. Simulation is used to show that the homoscedastic and heteroskedastic estimators which use them as instruments have small bias. These estimators are preferable in comparison with the OLS estimator and their asymptotic distribution can be used to construct confidence intervals. PMID:28030628

  2. The economic value of realized volatility

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris

    2014-01-01

    Many studies have documented that daily realized volatility estimates based on intraday returns provide volatility forecasts that are superior to forecasts constructed from daily returns only. We investigate whether these forecasting improvements translate into economic value added. To do so, we...... develop a new class of affine discrete-time option valuation models that use daily returns as well as realized volatility. We derive convenient closed-form option valuation formulas, and we assess the option valuation properties using Standard & Poor’s (S&P) 500 return and option data. We find...... that realized volatility reduces the pricing errors of the benchmark model significantly across moneyness, maturity, and volatility levels....

  3. Arbitrage and Volatility in Chinese Stock's Markets

    Science.gov (United States)

    Lu, Shu Quan; Ito, Takao; Zhang, Jianbo

    From the point of view of no-arbitrage pricing, what matters is how much volatility the stock has, for volatility measures the amount of profit that can be made from shorting stocks and purchasing options. With the short-sales constraints or in the absence of options, however, high volatility is likely to mean arbitrage from stock market. As emerging stock markets for China, investors are increasingly concerned about volatilities of Chinese two stock markets. We estimate volatility's models for Chinese stock markets' indexes using Markov chain Monte Carlo (MCMC) method and GARCH. We find that estimated values of volatility parameters are very high for all data frequencies. It suggests that stock returns are extremely volatile even at long term intervals in Chinese markets. Furthermore, this result could be considered that there seems to be arbitrage opportunities in Chinese stock markets.

  4. 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)

  5. Influence of semi-volatile aerosol on physical and optical properties of aerosol in Kathmandu valley

    Science.gov (United States)

    Shrestha, Sujan; Praveen, Ps; Adhikary, Bhupesh; Shrestha, Kundan; Panday, Arnico

    2016-04-01

    A field study was conducted in the urban atmosphere of Kathmandu valley to study the influence of the semi-volatile aerosol fraction on physical and optical properties of aerosols. The study was carried out during the 2015 pre-monsoon period. Experimental setup consisted of air from an ambient air inlet being split to two sets of identical sampling instruments. The first instrument received the ambient sample directly, while the second instrument received the air sample through a thermodenuder (TDD). Four sets of experiments were conducted to understand aerosol number, size distribution, scattering and absorption properties using Condensation Particle Counter (CPC), Scanning Mobility Particle Sizer (SMPS), Aethalometer (AE33) and Nephelometer. The influence of semi-volatile aerosols was calculated from the fraction of particles evaporated in the TDD at set temparetures: room temperature, 50°C, 100°C, 150°C, 200°C, 250°C and 300°C. Results show that, with increasing temperature, the evaporated fraction of semi-volatile aerosol also increased. At room temperature the fraction of semi-volatile aerosols was 12% while at 300°C it was as high as to 49%. Aerosol size distribution analysis shows that with an increase in TDD temperature from 50°C to 300°C, peak mobility diameter of particles shifted from around 60nm to 40nm. However we found little change in effective diameter of aerosol size distribution with increase in set TDD temperature. The change in size of aerosols due to loss of semi-volatile component has a stronger influence (~70%) in higher size bins when compared to at lower size bins (~20%). Studies using the AE33 showed that absorption by black carbon (BC) is amplified due to influence of semi-volatile aerosols by upto 37% at 880nm wavelength. Similarly nephelometer measurements showed that upto 71% of total scattering was found to be contributed by semi-volatile aerosol fraction. The scattering Angstrom Exponent (SAE) of semi-volatile aerosol

  6. Sovereign CDS Contagion in the European Union: A Multivariate GARCH-in-Variables Analysis of Volatility Spill-Overs

    OpenAIRE

    Oliveira, Maria Alberta; Santos, Carlos

    2014-01-01

    GARCH-with-variables model is used to assess volatility contagion in the Eurozone Debt Crisis. Credit Default Swaps on sovereign debt with 3 years maturity are used as a reference financial instrument, covering the sample period from 2008-2013. Daily data on Credit Default Swaps is used. We conclude that there is strong statistical evidence of volatility contagion in CDS spreads from the Eurozone periphery to its core. However, the direction of contagion is contingent on the periphery and cor...

  7. Chirospecific analysis of plant volatiles

    Energy Technology Data Exchange (ETDEWEB)

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

    2007-10-31

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

  8. Chirospecific analysis of plant volatiles

    Science.gov (United States)

    Tkachev, A. V.

    2007-10-01

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

  9. Volatiles in Inter-Specific Bacterial Interactions.

    Science.gov (United States)

    Tyc, Olaf; Zweers, Hans; de Boer, Wietse; Garbeva, Paolina

    2015-01-01

    The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been focused on volatiles produced by monocultures of well-described bacterial genera. In this study we aimed to understand how inter-specific bacterial interactions affect the composition, production and activity of volatiles. Four phylogenetically different bacterial species namely: Chryseobacterium, Dyella, Janthinobacterium, and Tsukamurella were selected. Earlier results had shown that pairwise combinations of these bacteria induced antimicrobial activity in agar media whereas this was not the case for monocultures. In the current study, we examined if these observations were also reflected by the production of antimicrobial volatiles. Thus, the identity and antimicrobial activity of volatiles produced by the bacteria were determined in monoculture as well in pairwise combinations. Antimicrobial activity of the volatiles was assessed against fungal, oomycetal, and bacterial model organisms. Our results revealed that inter-specific bacterial interactions affected volatiles blend composition. Fungi and oomycetes showed high sensitivity to bacterial volatiles whereas the effect of volatiles on bacteria varied between no effects, growth inhibition to growth promotion depending on the volatile blend composition. In total 35 volatile compounds were detected most of which were sulfur-containing compounds. Two commonly produced sulfur-containing volatile compounds (dimethyl disulfide and dimethyl trisulfide) were tested for their effect on three target bacteria. Here, we display the importance of inter-specific interactions on bacterial volatiles production and their antimicrobial activities.

  10. Volatiles in inter-specific bacterial interactions

    Directory of Open Access Journals (Sweden)

    Olaf eTyc

    2015-12-01

    Full Text Available The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been focused on volatiles produced by monocultures of well described bacterial genera. In this study we aimed to understand how inter-specific bacterial interactions affect the composition, production and activity of volatiles. Four phylogenetically different bacterial species namely: Chryseobacterium, Dyella, Janthinobacterium and Tsukamurella were selected. Earlier results had shown that pairwise combinations of these bacteria induced antimicrobial activity in agar media whereas this was not the case for monocultures. In the current study, we examined if these observations were also reflected by the production of antimicrobial volatiles. Thus, the identity and antimicrobial activity of volatiles produced by the bacteria were determined in monoculture as well in pairwise combinations. Antimicrobial activity of the volatiles was assessed against fungal, oomycetal and bacterial model organisms. Our results revealed that inter-specific bacterial interactions affected volatiles blend composition. Fungi and oomycetes showed high sensitivity to bacterial volatiles whereas the effect of volatiles on bacteria varied between no effects, growth inhibition to growth promotion depending on the volatile blend composition. In total 35 volatile compounds were detected most of which were sulfur-containing compounds. Two commonly produced sulfur-containing volatile compounds (dimethyl disulfide and dimethyl trisulfide were tested for their effect on three target bacteria. Here we display the importance of inter-specific interactions on bacterial volatiles production and their antimicrobial activities.

  11. Money, banks and endogenous volatility

    OpenAIRE

    Pere Gomis-Porqueras

    2000-01-01

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

  12. Volatility at Karachi Stock Exchange

    OpenAIRE

    Aslam Farid; Javed Ashraf

    1995-01-01

    Frequent “crashes” of the stock market reported during the year 1994 suggest that the Karachi bourse is rapidly converting into a volatile market. This cannot be viewed as a positive sign for this developing market of South Asia. Though heavy fluctuations in stock prices are not an unusual phenomena and it has been observed at almost all big and small exchanges of the world. Focusing on the reasons for such fluctuations is instructive and likely to have important policy implications. Proponen...

  13. 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.

  14. Sample Analysis at Mars Instrument Simulator

    Science.gov (United States)

    Benna, Mehdi; Nolan, Tom

    2013-01-01

    The Sample Analysis at Mars Instrument Simulator (SAMSIM) is a numerical model dedicated to plan and validate operations of the Sample Analysis at Mars (SAM) instrument on the surface of Mars. The SAM instrument suite, currently operating on the Mars Science Laboratory (MSL), is an analytical laboratory designed to investigate the chemical and isotopic composition of the atmosphere and volatiles extracted from solid samples. SAMSIM was developed using Matlab and Simulink libraries of MathWorks Inc. to provide MSL mission planners with accurate predictions of the instrument electrical, thermal, mechanical, and fluid responses to scripted commands. This tool is a first example of a multi-purpose, full-scale numerical modeling of a flight instrument with the purpose of supplementing or even eliminating entirely the need for a hardware engineer model during instrument development and operation. SAMSIM simulates the complex interactions that occur between the instrument Command and Data Handling unit (C&DH) and all subsystems during the execution of experiment sequences. A typical SAM experiment takes many hours to complete and involves hundreds of components. During the simulation, the electrical, mechanical, thermal, and gas dynamics states of each hardware component are accurately modeled and propagated within the simulation environment at faster than real time. This allows the simulation, in just a few minutes, of experiment sequences that takes many hours to execute on the real instrument. The SAMSIM model is divided into five distinct but interacting modules: software, mechanical, thermal, gas flow, and electrical modules. The software module simulates the instrument C&DH by executing a customized version of the instrument flight software in a Matlab environment. The inputs and outputs to this synthetic C&DH are mapped to virtual sensors and command lines that mimic in their structure and connectivity the layout of the instrument harnesses. This module executes

  15. 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.

  16. A new Loan-Stock Financial Instrument

    CERN Document Server

    Morozovsky, A; Kholodenko, Y; Morozovsky, Alexander; Narasimhan, Rajan; Kholodenko, Yuri

    2000-01-01

    A new financial instrument (a new kind of a loan) is introduced. The loan-stock instrument (LSI) combines fixed rate instruments (loans, etc.) with other financial instruments that have higher volatilities and returns (stocks, mutual funds, currencies, derivatives, options, etc.). This new loan depends on the value of underlying security (for example, stock) in such a way that when underlying security increases, the value of loan decreases and backwards. The procedure to create a risk free portfolio and a technique to fairly price the LSI is described. The philosophy behind this procedure is quite similar to the Black-Scholes formalism in option theory. Creation of the risk free portfolio is possible because the change in the underlying security offsets the change in the value of the loan (or the amount that the borrower has to repay). The new financial instrument takes an advantage of the fact that on average the stock market grows in time. It is beneficial for both the borrower and the lender. The LSI is mo...

  17. Lunar Advanced Volatile Analysis Subsystem: Pressure Transducer Trade Study

    Science.gov (United States)

    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).

  18. 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.

  19. Instrument Modeling and Synthesis

    Science.gov (United States)

    Horner, Andrew B.; Beauchamp, James W.

    During the 1970s and 1980s, before synthesizers based on direct sampling of musical sounds became popular, replicating musical instruments using frequency modulation (FM) or wavetable synthesis was one of the “holy grails” of music synthesis. Synthesizers such as the Yamaha DX7 allowed users great flexibility in mixing and matching sounds, but were notoriously difficult to coerce into producing sounds like those of a given instrument. Instrument design wizards practiced the mysteries of FM instrument design.

  20. Performing the Super Instrument

    DEFF Research Database (Denmark)

    Kallionpaa, Maria

    2016-01-01

    The genre of contemporary classical music has seen significant innovation and research related to new super, hyper, and hybrid instruments, which opens up a vast palette of expressive potential. An increasing number of composers, performers, instrument designers, engineers, and computer programmers...... provides the performer extensive virtuoso capabilities in terms of instrumental range, harmony, timbre, or spatial, textural, acoustic, technical, or technological qualities. The discussion will be illustrated by a composition case study involving augmented musical instrument electromagnetic resonator...

  1. Performing the Super Instrument

    DEFF Research Database (Denmark)

    Kallionpaa, Maria

    2016-01-01

    provides the performer extensive virtuoso capabilities in terms of instrumental range, harmony, timbre, or spatial, textural, acoustic, technical, or technological qualities. The discussion will be illustrated by a composition case study involving augmented musical instrument electromagnetic resonator......The genre of contemporary classical music has seen significant innovation and research related to new super, hyper, and hybrid instruments, which opens up a vast palette of expressive potential. An increasing number of composers, performers, instrument designers, engineers, and computer programmers...

  2. Aeroacoustics of Musical Instruments

    NARCIS (Netherlands)

    Fabre, B.; Gilbert, J.; Hirschberg, A.; Pelorson, X.

    2012-01-01

    We are interested in the quality of sound produced by musical instruments and their playability. In wind instruments, a hydrodynamic source of sound is coupled to an acoustic resonator. Linear acoustics can predict the pitch of an instrument. This can significantly reduce the trial-and-error process

  3. Regolith and Environment Science and Oxygen and Lunar Volatile Extraction (RESOLVE): Lunar Advanced Volatile Analysis (LAVA) Integration and Testing - Evaluation of Lee Valve

    Science.gov (United States)

    Bower, Hannah; Cryderman, Kate; Captain, Janine

    2016-01-01

    The Resource Prospector (RP) mission with the Regolith and Environment Science and Oxygen and Lunar Volatile Extraction (RESOLVE) payload will prospect for water within the lunar regolith and provide a proof of concept for In-Situ Resource Utilization (ISRU) techniques, which could be used on future lunar and Martian missions. One system within the RESOLVE payload is the Lunar Advanced Volatiles Analysis (LAVA) subsystem, which consists of a Fluid Sub System (FSS) that transports volatiles to the Gas Chromatograph-Mass Spectrometer (GC-MS) instrument. In order for the FSS to transport precise and accurate amounts of volatiles to the GC-MS instrumentation, high performance valves are used within the system. The focus of this investigation is to evaluate the redesigned Lee valve. Further work is needed to continue to evaluate the Lee valve. Initial data shows that the valve could meet our requirements however further work is required to raise the TRL to an acceptable level to be included in the flight design of the system. At this time the risk is too high to change our baseline design to include these non-latching Lee solenoid valves.

  4. 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.

  5. 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.

  6. Milk Price Volatility and its Determinants

    OpenAIRE

    Dong, Fengxia; Du, Xiaodong; Gould, Brian W.

    2011-01-01

    The classified pricing of fluid milk under the Federal Milk Marketing Orders (FMMO) system combined with the cash settlement feature of Class IIII milk futures contracts generate a unique volatility pattern of these futures markets in the sense that the volatility gradually decreases as the USDA price announcement dates approaching in the month. Focusing on the evolution of volatility in Class III milk futures market, this study quantifies the relative importance of a set of factors driving m...

  7. DOES VOLATILITY RESPOND ASYMMETRIC TO PAST SHOCKS?

    OpenAIRE

    Claudiu Botoc

    2014-01-01

    The main aim of the paper is to examine if the stock market volatility exhibits asymmetric or an asymmetric response to past shocks, for certain CEE countries (Romania,Hungary, Bulgaria, Poland) over the period May 2004 - September 2014. For the stock marketsfrom East Europe the results are in line with the symmetric volatility, i.e. volatility is similaraffected by both positive and negative returns with the same magnitude. For the stock marketsfrom Central Europe the results are consistent ...

  8. The Determinants of Public Deficit Volatility

    OpenAIRE

    2009-01-01

    This paper empirically analyzes the political, institutional and economic sources of public deficit volatility. Using the system-GMM estimator for linear dynamic panel data models and a sample of 125 countries analyzed from 1980 to 2006, we show that higher public deficit volatility is typically associated with higher levels of political instability and less democracy. In addition, public deficit volatility tends to be magnified for small countries, in the outcome of hyper-inflation episodes ...

  9. Exchange Rate Volatility in BRICS Countries

    OpenAIRE

    2012-01-01

    This paper measures the impact of bilateral exchange rates, the world agricultural GDP and third-country exchange rate volatilities (Yen/USD and Euro/USD) on the BRICS agricultural exports using a vector autoregressive (VAR) model. Two measures of volatility are used: the standard deviation and the coefficient of variation of the rates of change of the real exchange rates. We found that most variables are integrated of order two except the third-country exchange rate volatilities which are st...

  10. Volatiles Which Increase Magma Viscosity

    Science.gov (United States)

    Webb, S.

    2015-12-01

    The standard model of an erupting volcano is one in which the viscosity of a decompressing magma increases as the volatiles leave the melt structure to form bubbles. It has now been observed that the addition of the "volatiles" P, Cl and F result in an increase in silicate melt viscosity. This observation would mean that the viscosity of selected degassing magmas would decrease rather than increase. Here we look at P, Cl and F as three volatiles which increase viscosity through different structural mechanisms. In all three cases the volatiles increase the viscosity of peralkaline composition melts, but appear to always decrease the viscosity of peraluminous melts. Phosphorus causes the melt to unmix into a Na-P rich phase and a Na-poor silicate phase. Thus as the network modifying Na (or Ca) are removed to the phosphorus-rich melt, the matrix melt viscosity increases. With increasing amounts of added phosphorus (at network modifying Na ~ P) the addition of further phosphorus causes a decrease in viscosity. The addition of chlorine to Fe-free aluminosilicate melts results in an increase in viscosity. NMR data on these glass indicates that the chlorine sits in salt-like structures surrounded by Na and/or Ca. Such structures would remove network-modifying atoms from the melt structure and thus result in an increase in viscosity. The NMR spectra of fluorine-bearing glasses shows that F takes up at least 5 different structural positions in peralkaline composition melts. Three of these positions should result in a decrease in viscosity due to the removal of bridging oxygens. Two of the structural positons of F, however, should result in an increase in viscosity as they require the removal of network-modifying atoms from the melt structure (with one of the structures being that observed for Cl). This would imply that increasing amounts of F might result in an increase in viscosity. This proposed increase in viscosity with increasing F has now been experimentally confirmed.

  11. Volatile halogenated hydrocarbons in foods

    Energy Technology Data Exchange (ETDEWEB)

    Miyahara, Makoto; Toyoda, Masatake; Saito, Yukio [National Institute of Health Services, Tokyo (Japan)] [and others

    1995-02-01

    Volatile halogenated organic compounds were determined in foods. Statistical treatment of the data for 13 sampled from 20 families living in suburban Tokyo (Saitama prefecture) indicated that the foods were contaminated by water pollution and/or substances introduced by the process of food production. Butter and margarine were contaminated by chlorinated ethylene, ethane, and related compounds released by dry cleaning and other operations. Soybean sprouts and tofu (soybean curd) contained chloroform and related trihalomethanes absorbed during the production process. 27 refs., 6 figs., 5 tabs.

  12. Volatile Constituents of Zhumaria Majdae

    Directory of Open Access Journals (Sweden)

    Yazdanparst

    1993-07-01

    Full Text Available Capillary gas chromatography mass spectrometry (GC- MS analyses of a sample of essential oil of zhumaria Linalool ned by simple water distillation of the pulverized air - dired leaves and flowers of the plant indicated that Linalool and comphor are the two major constituents of the volatile oil. Sylvestrene , y -terpinene, a- Pinene, b - carene, camphene, and Epiborneol constitute the other main components of the essential oil. The GC - MS chromatogram indicated the presence of more than fifty - components in the oil, most of them were present in trace amounts. In this study, the chemical structures of twenty of these consti tuents were elucidated using GC - MS analysis.

  13. Mars Accreted a Volatile Element-Depleted Late Veneer Indicating Early Delivery of Martian Volatiles

    Science.gov (United States)

    Becker, H.; Wang, Z.

    2016-08-01

    Chalcophile elements in SNC meteorites are used to constrain abundances in the Martian mantle. Strong depletion of Te relative to highly siderophile elements suggests a volatile element-depleted late veneer, requiring that volatiles arrived earlier.

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

    Science.gov (United States)

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

    2015-02-01

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

  15. CAM Stochastic Volatility Model for Option Pricing

    Directory of Open Access Journals (Sweden)

    Wanwan Huang

    2016-01-01

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

  16. Assessing Relative Volatility/Intermittency/Energy Dissipation

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Pakkanen, Mikko; Schmiegel, Jürgen

    We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency even when the data of interest are generated by a non-semimartingale, or a Brownian semistationary...... process in particular. While this estimation method is motivated by the assessment of relative energy dissipation in empirical data of turbulence, we apply it also to energy price data. Moreover, we develop a probabilistic asymptotic theory for relative power variations of Brownian semistationary...... processes and Ito semimartingales and discuss how it can be used for inference on relative volatility/intermittency....

  17. Online measurements of the emissions of intermediate-volatility and semi-volatile organic compounds from aircraft

    Directory of Open Access Journals (Sweden)

    E. S. Cross

    2013-08-01

    Full Text Available A detailed understanding of the climate and air quality impacts of aviation requires measurements of the emissions of intermediate-volatility and semi-volatile organic compounds (I/SVOCs from aircraft. Currently both the amount and chemical composition of aircraft I/SVOC emissions remain poorly characterized. Here we characterize I/SVOC emissions from aircraft, using a novel instrument for the online, quantitative measurement of the mass loading and composition of low-volatility organic vapors. Emissions from the NASA DC8 aircraft were sampled on the ground 143 m downwind of the engines and characterized as a function of engine power from idle (4% maximum rated thrust through 85% power. Results show that I/SVOC emissions are highest during engine idle operating conditions, with decreasing but non-zero I/SVOC emissions at higher engine powers. Comparison of I/SVOC emissions with total hydrocarbon (THC measurements, VOC measurements, and an established emissions profile indicates that I/SVOCs comprise 10–20% of the total organic gas-phase emissions at idle, and an increasing fraction of the total gas-phase organic emissions at higher powers. Positive matrix factorization of online mass spectra is used to identify three distinct types of I/SVOC emissions: aliphatic, aromatic and oxygenated. The volatility and chemical composition of the emissions suggest that unburned fuel is the dominant source of I/SVOCs at idle, while pyrolysis products make up an increasing fraction of the I/SVOCs at higher powers. Oxygenated I/SVOC emissions were detected at lower engine powers (≤30% and may be linked to cracked, partially oxidized or unburned fuel components.

  18. Online measurements of the emissions of intermediate-volatility and semi-volatile organic compounds from aircraft

    Directory of Open Access Journals (Sweden)

    E. S. Cross

    2013-03-01

    Full Text Available A detailed understanding of the climate and air quality impacts of aviation requires detailed measurements of the emissions of intermediate-volatility and semi-volatile organic compounds (I/SVOCs from aircraft. Currently both the amount and chemical composition of aircraft I/SVOC emissions remain poorly characterized. Here we characterize I/SVOC emissions from aircraft, using a novel instrument for the online, quantitative measurement of the mass loading and composition of low-volatility organic vapors. Emissions from the NASA DC8 aircraft were sampled on the ground, 143 m downwind of the engines and characterized as a function of engine power from ground idle (~4% maximum rated thrust through 85% power. Results show that I/SVOC emissions are highest during engine-idle operating conditions, with decreasing but non-zero I/SVOC emissions at higher engine powers. Comparison of I/SVOC emissions with total hydrocarbon (THC measurements, VOC measurements, and an established emissions profile indicates that I/SVOCs comprise 10–20% of the total organic gas phase emissions at idle, and an increasing fraction of the total gas phase organic emissions at higher powers. Positive matrix factorization of online mass spectra is used to identify three distinct types of I/SVOC emissions: aliphatic, aromatic and oxygenated. The volatility and chemical composition of the emissions suggest that unburned fuel is the dominant source of I/SVOCs at idle, while pyrolysis products make up an increasing fraction of the I/SVOCs at higher powers. Oxygenated I/SVOC emissions were detected at lower engine powers (≤30% and may be linked to cracked, partially oxidized or unburned fuel components.

  19. Investigation of the volatile species in the lunar soil

    Science.gov (United States)

    Wurz, Peter; Hofer, Lukas; Tulej, Marek; Lasi, Davide; Cabane, Michel; Cosica, David; Gerasimov, Mikhail; Rodinov, Daniel

    2013-04-01

    Two spacecraft, Luna-Glob and Luna-Resource of Roskosmos (Russia), will be landing on the lunar south pole in 2016 and 2018, respectively. These spacecraft will carry a complex scientific payload. Part of the scientific instrumentation is the gas-chromatographic mass-spectrometric complex, which combines a Thermal Differential Analyser (TDA), a Gas Chromatograph (GC), and a mass spectrometer (MS). This instrument is dedicated to the investigation of the volatiles in the lunar soil, its chemical composition, the fraction of water and organic species, and the identification of noble gases. Measurement of isotopic composition will be performed of CHON elements (13C/12C, D/H, 17O/16O, 18O/16O, 15N/14N) and noble gases. We developed a prototype GC-MS instrument for these missions where the GC part is heritage from the Phobos Grunt mission of Roskosmos and the MS part is a complete new development for the Luna missions. We have carried out several GC-MS measurements on calibration gas mixtures that demonstrate that this instrument fulfills the scientific requirements for the Luna missions.

  20. Gas Phase Chromatography of some Group 4, 5, and 6 Halides

    Energy Technology Data Exchange (ETDEWEB)

    Sylwester, Eric Robert [Univ. of California, Berkeley, CA (United States)

    1998-10-01

    Gas phase chromatography using The Heavy Element Volatility Instrument (HEVI) and the On Line Gas Apparatus (OLGA III) was used to determine volatilities of ZrBr4, HfBr4, RfBr4, NbBr5, TaOBr3, HaCl5, WBr6, FrBr, and BiBr3. Short-lived isotopes of Zr, Hf, Rf, Nb, Ta, Ha, W, and Bi were produced via compound nucleus reactions at the 88-Inch Cyclotron at Lawrence Berkeley National Laboratory and transported to the experimental apparatus using a He gas transport system. The isotopes were halogenated, separated from the other reaction products, and their volatilities determined by isothermal gas phase chromatography. Adsorption Enthalpy (ΔHa) values for these compounds were calculated using a Monte Carlo simulation program modeling the gas phase chromatography column. All bromides showed lower volatility than molecules of similar molecular structures formed as chlorides, but followed similar trends by central element. Tantalum was observed to form the oxybromide, analogous to the formation of the oxychloride under the same conditions. For the group 4 elements, the following order in volatility and ΔHa was observed: RfBr4 > ZrBr4 > HfBr4. The ΔHa values determined for the group 4, 5, and 6 halides are in general agreement with other experimental data and theoretical predictions. Preliminary experiments were performed on Me-bromides. A new measurement of the half-life of 261Rf was performed. 261Rf was produced via the 248Cm(18O, 5n) reaction and observed with a half-life of 74-6+7 seconds, in excellent agreement with the previous measurement of 78-6+11 seconds. We recommend a new half-life of 75±7 seconds for 261Rf based on these two measurements. Preliminary studies in transforming HEVI from an isothermal (constant

  1. VIRUS instrument enclosures

    Science.gov (United States)

    Prochaska, T.; Allen, R.; Mondrik, N.; Rheault, J. P.; Sauseda, M.; Boster, E.; James, M.; Rodriguez-Patino, M.; Torres, G.; Ham, J.; Cook, E.; Baker, D.; DePoy, Darren L.; Marshall, Jennifer L.; Hill, G. J.; Perry, D.; Savage, R. D.; Good, J. M.; Vattiat, Brian L.

    2014-08-01

    The Visible Integral-Field Replicable Unit Spectrograph (VIRUS) instrument will be installed at the Hobby-Eberly Telescope† in the near future. The instrument will be housed in two enclosures that are mounted adjacent to the telescope, via the VIRUS Support Structure (VSS). We have designed the enclosures to support and protect the instrument, to enable servicing of the instrument, and to cool the instrument appropriately while not adversely affecting the dome environment. The system uses simple HVAC air handling techniques in conjunction with thermoelectric and standard glycol heat exchangers to provide efficient heat removal. The enclosures also provide power and data transfer to and from each VIRUS unit, liquid nitrogen cooling to the detectors, and environmental monitoring of the instrument and dome environments. In this paper, we describe the design and fabrication of the VIRUS enclosures and their subsystems.

  2. Gemini Instrument Upgrade Program

    Science.gov (United States)

    Diaz, Ruben; Goodsell, Stephen; Kleinman, Scot

    2016-08-01

    The Gemini Observatory* remains committed to keeping its operational instrumentation competitive and serving the needs of its user community. Currently the observatory operates a 4 instruments + 1 AO system at each site. At Gemini North the GMOS-N, GNIRS, NIFS and NIRI instruments are offered supported by the ALTAIR AO system. In the south, GMOS-S, F-2, GPI and GSAOI are offered instrumentation and GeMS is the provided AO System. This paper reviews our strategy to keep our instrumentation suite competitive, examines both our current funded upgrade projects and our potential future enhancements. We summarize the work done and the results so far obtained within the instrument upgrade program.

  3. Instrumentation a reader

    CERN Document Server

    Pope, P

    1990-01-01

    This book contains a selection of papers and articles in instrumentation previously pub­ lished in technical periodicals and journals of learned societies. Our selection has been made to illustrate aspects of current practice and applications of instrumentation. The book does not attempt to be encyclopaedic in its coverage of the subject, but to provide some examples of general transduction techniques, of the sensing of particular measurands, of components of instrumentation systems and of instrumentation practice in two very different environments, the food industry and the nuclear power industry. We have made the selection particularly to provide papers appropriate to the study of the Open University course T292 Instrumentation. The papers have been chosen so that the book covers a wide spectrum of instrumentation techniques. Because of this, the book should be of value not only to students of instrumen­ tation, but also to practising engineers and scientists wishing to glean ideas from areas of instrumen...

  4. Belief biases and volatility of assets

    Science.gov (United States)

    Lei-Sun, Wen-Zou, Hui

    2014-10-01

    Based on an overlapping generation model, this paper introduces the noise traders with belief biases and rational traders. With an equilibrium analysis, this paper examines the volatility of risky asset. The results show that the belief biases, the probability of economy state, and the domain capability are all the factors that have effects on the volatility of the market.

  5. Explaining output volatility: The case of taxation

    DEFF Research Database (Denmark)

    Posch, Olaf

    empirical link between e ective tax rates and output volatility, with some evidence of a cointegrating relationship. In accordance with theory, taxes on labor income and corporate income empirically are found to be negatively related to volatility of macro aggregates whereas the capital tax ratio has...

  6. Effects of Idiosyncratic Volatility in Asset Pricing

    Directory of Open Access Journals (Sweden)

    André Luís Leite

    2016-04-01

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

  7. Some recent developments in stochastic volatility modelling

    DEFF Research Database (Denmark)

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

    2002-01-01

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

  8. Volatility Determination in an Ambit Process Setting

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Graversen, Svend-Erik

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

  9. Analyzing volatile compounds in dairy products

    Science.gov (United States)

    Volatile compounds give the first indication of the flavor in a dairy product. Volatiles are isolated from the sample matrix and then analyzed by chromatography, sensory methods, or an electronic nose. Isolation may be performed by solvent extraction or headspace analysis, and gas chromatography i...

  10. Stock market volatility and macroeconomic uncertainty

    NARCIS (Netherlands)

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

    2006-01-01

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

  11. Stock market volatility and macroeconomic uncertainty

    NARCIS (Netherlands)

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

    2006-01-01

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

  12. Fundamental uncertainty and stock market volatility

    NARCIS (Netherlands)

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

    2008-01-01

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

  13. 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.

  14. Aircrew Screening Instruments Review

    Science.gov (United States)

    2007-09-01

    available tools . Several vendors indicated that they will have new selection instruments available within a few months. These are not listed. As noted...AFCAPS-FR-2011-0012 AIRCREW SCREENING INSTRUMENTS REVIEW Diane L. Damos Damos Aviation Services, Inc...June 2007 – August 2007 4. TITLE AND SUBTITLE Aircrew Screening Instruments Review 5a. CONTRACT NUMBER FA3089-06-F-0385 5b. GRANT NUMBER 5c

  15. Instrumentation in Earthquake Seismology

    Science.gov (United States)

    Havskov, Jens; Alguacil, Gerardo

    Here is unique and comprehensive coverage of modern seismic instrumentation, based on the authors' practical experience of a quarter-century in seismology and geophysics. Their goal is to provide not only detailed information on the basics of seismic instruments but also to survey equipment on the market, blending this with only the amount of theory needed to understand the basic principles. Seismologists and technicians working with seismological instruments will find here the answers to their practical problems.

  16. Price volatility in wind dominant electricity markets

    DEFF Research Database (Denmark)

    Farashbashi-Astaneh, Seyed-Mostafa; Chen, Zhe

    2013-01-01

    High penetration of intermittent renewable energy sources causes price volatility in future electricity markets. This is specially the case in European countries that plan high penetration levels. This highlights the necessity for revising market regulations and mechanisms in accordance to genera......High penetration of intermittent renewable energy sources causes price volatility in future electricity markets. This is specially the case in European countries that plan high penetration levels. This highlights the necessity for revising market regulations and mechanisms in accordance...... electricity markets. High price volatility is unappreciated because it imposes high financial risk levels to both electricity consumers and producers. Additionally high price variations impede tracking price signals by consumers in future smart grid and jeopardize implementation of demand response concepts....... The main contribution of this paper is to quantify volatility patterns of electricity price, as penetration level of wind power increases. Results explain a direct relationship between wind penetration and electricity price volatility in a quantitative manner....

  17. [Controlling instruments in radiology].

    Science.gov (United States)

    Maurer, M

    2013-10-01

    Due to the rising costs and competitive pressures radiological clinics and practices are now facing, controlling instruments are gaining importance in the optimization of structures and processes of the various diagnostic examinations and interventional procedures. It will be shown how the use of selected controlling instruments can secure and improve the performance of radiological facilities. A definition of the concept of controlling will be provided. It will be shown which controlling instruments can be applied in radiological departments and practices. As an example, two of the controlling instruments, material cost analysis and benchmarking, will be illustrated.

  18. Ocean Optics Instrumentation Systems

    Data.gov (United States)

    Federal Laboratory Consortium — FUNCTION: Provides instrumentation suites for a wide variety of measurements to characterize the ocean’s optical environment. These packages have been developed to...

  19. Networked Instrumentation Element

    Data.gov (United States)

    National Aeronautics and Space Administration — Armstrong researchers have developed a networked instrumentation system that connects modern experimental payloads to existing analog and digital communications...

  20. Satellite oceanography - The instruments

    Science.gov (United States)

    Stewart, R. H.

    1981-01-01

    It is pointed out that no instrument is sensitive to only one oceanographic variable; rather, each responds to a combination of atmospheric and oceanic phenomena. This complicates data interpretation and usually requires that a number of observations, each sensitive to somewhat different phenomena, be combined to provide unambiguous information. The distinction between active and passive instruments is described. A block diagram illustrating the steps necessary to convert data from satellite instruments into oceanographic information is included, as is a diagram illustrating the operation of a radio-frequency radiometer. Attention is also given to the satellites that carry the various oceanographic instruments.

  1. Volatility smile as relativistic effect

    Science.gov (United States)

    Kakushadze, Zura

    2017-06-01

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

  2. Clustered volatility in multiagent dynamics

    CERN Document Server

    Youssefmir, M; Youssefmir, Michael; Huberman, Bernardo

    1995-01-01

    Large distributed multiagent systems are characterized by vast numbers of agents trying to gain access to limited resources in an unpredictable environment. Agents in these system continuously switch strategies in order to opportunistically find improvements in their utilities. We have analyzed the fluctuations around equilibrium that arise from strategy switching and discovered the existence of a new phenomenon. It consists of the appearance of sudden bursts of activity that punctuate the fixed point, and is due to an effective random walk consistent with overall stability. This clustered volatility is followed by relaxation to the fixed point but with different strategy mixes from the previous one. This phenomenon is quite general for systems in which agents explore strategies in search of local improvements.

  3. Forecasting Exchange Rate Volatility in the Presence of Jumps

    DEFF Research Database (Denmark)

    Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard

    of exchange rate futures options, allowingcalculation of option implied volatility. We find that implied volatility is an informationallyefficient but biased forecast of future realized exchange rate volatility. Furthermore,we show that log-normality is an even better distributional approximation...... for impliedvolatility than for realized volatility in this market. Finally, we show that the jump componentof future realized exchange rate volatility is to some extent predictable, and thatoption implied volatility is the dominant forecast of the future jump component....

  4. Ambient Volatility of Triethyl Phosphate

    Science.gov (United States)

    2017-08-01

    The saturators were submerged in Neslab model RTE-140 temperature-controlled, circulating ethylene glycol –water baths (Neslab Instruments; Portsmouth...an official endorsement of any commercial products . This report may not be cited for purposes of advertisement. Data reported herein are

  5. Instrumentation Design and Development Facilities

    Data.gov (United States)

    Federal Laboratory Consortium — RTTC has facilities for design, development and fabrication of: custominstrumentation, mobile instrumentation, miniaturized instrumentation, wirelessinstrumentation,...

  6. BAA instrument no. 93

    Science.gov (United States)

    Marriott, R. A.

    2006-12-01

    Instrument no. 93 has been in almost continual use for more than a hundred years. Since it left the workshop of its maker, George Calver, it has kept company with several other notable instruments and has been used by many eminent astronomers. It was added to the Association's collection in 1945.

  7. Instrumentation in endourology

    OpenAIRE

    Khanna, Rakesh; Monga,Manoj

    2011-01-01

    Success with endourological procedures requires expertise and instrumentation. This review focuses on the instrumentation required for ureteroscopy and percutaneous nephrolithotomy, and provides a critical assessment of in vitro and clinical studies that have evaluated the comparative effectiveness of these medical devices.

  8. L-VRAP—A lunar volatile resources analysis package for lunar exploration

    Science.gov (United States)

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

    2012-12-01

    The Lunar Volatile Resources Analysis Package (L-VRAP) has been conceived to deliver some of the objectives of the proposed Lunar Lander mission currently being studied by the European Space Agency. The purpose of the mission is to demonstrate and develop capability; the impetus is very much driven by a desire to lay the foundations for future human exploration of the Moon. Thus, L-VRAP has design goals that consider lunar volatiles from the perspective of both their innate scientific interest and also their potential for in situ utilisation as a resource. The device is a dual mass spectrometer system and is capable of meeting the requirements of the mission with respect to detection, quantification and characterisation of volatiles. Through the use of appropriate sampling techniques, volatiles from either the regolith or atmosphere (exosphere) can be analysed. Furthermore, since L-VRAP has the capacity to determine isotopic compositions, it should be possible for the instrument to determine the sources of the volatiles that are found on the Moon (be they lunar per se, extra-lunar, or contaminants imparted by the mission itself).

  9. Headspace GC-MS Analysis of Halogenated Volatile Organic Compounds in Aqueous Samples: An Experiment for General Chemistry Laboratory

    Science.gov (United States)

    Keller, John W.; Fabbri, Cindy E.

    2012-01-01

    Analysis of halogenated volatile organic compounds (HVOCs) by GC-MS demonstrates the use of instrumentation in the environmental analysis of pollutant molecules and enhances student understanding of stable isotopes in nature. In this experiment, students separated and identified several HVOCs that have been implicated as industrial groundwater…

  10. Flower volatiles, crop varieties and bee responses.

    Directory of Open Access Journals (Sweden)

    Björn K Klatt

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

  11. Volatility Forecast in Crises and Expansions

    Directory of Open Access Journals (Sweden)

    Sergii Pypko

    2015-08-01

    Full Text Available We build a discrete-time non-linear model for volatility forecasting purposes. This model belongs to the class of threshold-autoregressive models, where changes in regimes are governed by past returns. The ability to capture changes in volatility regimes and using more accurate volatility measures allow outperforming other benchmark models, such as linear heterogeneous autoregressive model and GARCH specifications. Finally, we show how to derive closed-form expression for multiple-step-ahead forecasting by exploiting information about the conditional distribution of returns.

  12. 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.

  13. Securing non-volatile memory regions

    Science.gov (United States)

    Faraboschi, Paolo; Ranganathan, Parthasarathy; Muralimanohar, Naveen

    2013-08-20

    Methods, apparatus and articles of manufacture to secure non-volatile memory regions are disclosed. An example method disclosed herein comprises associating a first key pair and a second key pair different than the first key pair with a process, using the first key pair to secure a first region of a non-volatile memory for the process, and using the second key pair to secure a second region of the non-volatile memory for the same process, the second region being different than the first region.

  14. VISTA: A μ-Thermogravimeter for Investigation of Volatile Compounds in Planetary Environments

    Science.gov (United States)

    Palomba, Ernesto; Longobardo, Andrea; Dirri, Fabrizio; Zampetti, Emiliano; Biondi, David; Saggin, Bortolino; Bearzotti, Andrea; Macagnano, Antonella

    2016-06-01

    This paper presents the VISTA (Volatile In Situ Thermogravimetry Analyser) instrument, conceived to perform planetary in-situ measurements. VISTA can detect and quantify the presence of volatile compounds of astrobiological interest, such as water and organics, in planetary samples. These measurements can be particularly relevant when performed on primitive asteroids or comets, or on targets of potential astrobiological interest such as Mars or Jupiter's satellite Europa. VISTA is based on a micro-thermogravimetry technique, widely used in different environments to study absorption and sublimation processes. The instrument core is a piezoelectric crystal microbalance, whose frequency variations are affected by variations of the mass of the deposited sample, due to chemical processes such as sublimation, condensation or absorption/desorption. The low mass (i.e. 40 g), the low volume (less than 10 cm3) and the low power (less than 1 W) required makes this kind of instrument very suitable for space missions. This paper discusses the planetary applications of VISTA, and shows the calibration operations performed on the breadboard, as well as the performance tests which demonstrate the capability of the breadboard to characterize volatile compounds of planetary interests.

  15. Instrumentation reference book

    CERN Document Server

    Boyes, Walt

    2002-01-01

    Instrumentation is not a clearly defined subject, having a 'fuzzy' boundary with a number of other disciplines. Often categorized as either 'techniques' or 'applications' this book addresses the various applications that may be needed with reference to the practical techniques that are available for the instrumentation or measurement of a specific physical quantity or quality. This makes it of direct interest to anyone working in the process, control and instrumentation fields where these measurements are essential.* Comprehensive and authoritative collection of technical information* Writte

  16. Jones' instrument technology

    CERN Document Server

    Jones, Ernest Beachcroft; Kingham, Edward G; Radnai, Rudolf

    1985-01-01

    Jones' Instrument Technology, Volume 5: Automatic Instruments and Measuring Systems deals with general trends in automatic instruments and measuring systems. Specific examples are provided to illustrate the principles of such devices. A brief review of a considerable number of standards is undertaken, with emphasis on the IEC625 Interface System. Other relevant standards are reviewed, including the interface and backplane bus standards. This volume is comprised of seven chapters and begins with a short introduction to the principles of automatic measurements, classification of measuring system

  17. Medical instruments in museums

    DEFF Research Database (Denmark)

    Söderqvist, Thomas; Arnold, Ken

    2011-01-01

    This essay proposes that our understanding of medical instruments might benefit from adding a more forthright concern with their immediate presence to the current historical focus on simply decoding their meanings and context. This approach is applied to the intriguingly tricky question of what...... actually is meant by a "medical instrument." It is suggested that a pragmatic part of the answer might lie simply in reconsidering the holdings of medical museums, where the significance of the physical actuality of instruments comes readily to hand....

  18. Mass spectrometers: instrumentation

    Science.gov (United States)

    Cooks, R. G.; Hoke, S. H., II; Morand, K. L.; Lammert, S. A.

    1992-09-01

    Developments in mass spectrometry instrumentation over the past three years are reviewed. The subject is characterized by an enormous diversity of designs, a high degree of competition between different laboratories working with either different or similar techniques and by extremely rapid progress in improving analytical performance. Instruments can be grouped into genealogical charts based on their physical and conceptual interrelationships. This is illustrated using mass analyzers of different types. The time course of development of particular instrumental concepts is illustrated in terms of the s-curves typical of cell growth. Examples are given of instruments which are at the exponential, linear and mature growth stages. The prime examples used are respectively: (i) hybrid instruments designed to study reactive collisions of ions with surfaces: (ii) the Paul ion trap; and (iii) the triple quadrupole mass spectrometer. In the area of ion/surface collisions, reactive collisions such as hydrogen radical abstraction from the surface by the impinging ion are studied. They are shown to depend upon the chemical nature of the surface through the use of experiments which utilize self-assembled monolayers as surfaces. The internal energy deposited during surface-induced dissociation upon collision with different surfaces in a BEEQ instrument is also discussed. Attention is also given to a second area of emerging instrumentation, namely technology which allows mass spectrometers to be used for on-line monitoring of fluid streams. A summary of recent improvements in the performance of the rapidly developing quadrupole ion trap instrument illustrates this stage of instrument development. Improvements in resolution and mass range and their application to the characterization of biomolecules are described. The interaction of theory with experiment is illustrated through the role of simulations of ion motion in the ion trap. It is emphasized that mature instruments play a

  19. Manual of Surgical Instruments

    Directory of Open Access Journals (Sweden)

    Olga Lidia Sánchez Sarría

    2014-10-01

    Full Text Available Surgical instruments are the group of tools used in surgical procedures. They are very expensive and sophisticated. Consequently, a standardized and meticulous care is essential; they should go through the decontamination, cleaning and sterilization process. These instruments are designed in order to provide surgeons with tools that help them to perform a basic surgical procedure; there are multiple variations and the design depends on their function. This paper aims at showing all surgical instruments that can be used in an operating room during surgery and are not generally included in the medical literature.

  20. Biomedical Sensors and Instruments

    CERN Document Server

    Tagawa, Tatsuo

    2011-01-01

    The living body is a difficult object to measure: accurate measurements of physiological signals require sensors and instruments capable of high specificity and selectivity that do not interfere with the systems under study. As a result, detailed knowledge of sensor and instrument properties is required to be able to select the "best" sensor from one of the many designed to meet these challenges. From the underlying principles to practical applications, this updated edition of Biomedical Sensors and Instruments provides an easy-to-understand introduction to the various kinds of biome

  1. 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.

  2. Study on Volatile Organic Components from Chinese Fir Wood

    Institute of Scientific and Technical Information of China (English)

    HUANG Luohua; QIN Tefu; OHIRA Tatsuro

    2006-01-01

    The volatile organic compounds(VOCs) are emitted by a wide array of products, which include a variety of chemicals, some of them may have short- and long-term adverse health effects. Several analytical instrument including gas chromatograph, high preferment liquid chromatograph, mass spectrometry and solid phase microextraction (SPME) technique were used in this study. The results showed the aldehyde and ketone components of Chinese fir wood were little composed of formaldehyde, syn-acetaldehyde, anti-acetadehyde and acrolein, VOCs obtained by Tenax GR absorber consisted of the major component cedrene (42.92%) and another 28 components, and the major components of the VOCs from the sample by using solid phase microextraction (SPME) technique were cedrene and cedrol.

  3. Does Energy Consumption Volatility Affect Real GDP Volatility? An Empirical Analysis for the UK

    OpenAIRE

    Abdul Rashid; Ozge Kandemir Kocaaslan

    2013-01-01

    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...

  4. Lunar In-Situ Volatile Extraction Project

    Data.gov (United States)

    National Aeronautics and Space Administration — A method of extracting volatile resources from the Lunar regolith is proposed to reduce the launch mass and cost of bringing such resources from the Earth to enable...

  5. Food commodity price volatility and food insecurity

    National Research Council Canada - National Science Library

    Alexander Sarris

    2013-01-01

      The paper first reviews several issues relevant to global food commodity market volatility as it pertains to food security, and food importing developing countries, and then discusses international...

  6. Volatility and the natural resource curse

    NARCIS (Netherlands)

    van der Ploeg, F.; Poelhekke, S.

    2009-01-01

    We provide cross-country evidence that rejects the traditional interpretation of the natural resource curse. First, growth depends negatively on volatility of unanticipated output growth independent of initial income, investment, human capital, trade openness, natural resource dependence, and popula

  7. Volatile compounds in meat and meat products

    Directory of Open Access Journals (Sweden)

    Monika KOSOWSKA

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

  8. Volatile profile of wine Teran PTP

    Directory of Open Access Journals (Sweden)

    Helena BAŠA ČESNIK

    2015-11-01

    Full Text Available Teran PTP is a protected wine with a recognized traditional denomination produced from a grapevine variety ‘Refošk’ in winegrowing district Kras in Slovenia (European Union, 2009; Pravilnik, 2008. The aromatic profile of 82 Teran PTP wines produced in years 2011, 2012 and 2013 was monitored. Intotal the content of 16 volatile compounds was determined. The volatile compounds from wine were extracted following the liquid-liquid extraction and determined with a GC-MS method. The odour activity values and relative odour contributions were calculated for each volatile compound identified. Among sensorial important volatiles the highest odour activity values were determined for ethyl octanoate, ethyl hexanoate, isoamyl acetate and ethyl butyrate. Other research papers also showed, that all red wines investigated except one contained ethyl octanoate, ethyl hexanoate, isoamyl acetate and ethyl butyrate above sensory thresholds.

  9. STOCK MARKET VOLATILITY: DEVELOPED AND EMERGING MARKETS

    National Research Council Canada - National Science Library

    Mohammad Athar Noor; Mohd Asif Khan

    2012-01-01

      This paper examines the general patterns of recent global stock market returns and the volatility of such returns using 17 global stock indexes of countries classified into developed and emerging...

  10. International trade and exchange rate volatility

    NARCIS (Netherlands)

    J.M.A. Viaene (Jean-Marie); C.G. de Vries (Casper)

    1992-01-01

    textabstractFor currencies with well developed forward markets several papers have investigated the conjectured negative relationship between trade and short term exchange rate volatility, without being very successful. A theoretical explanation for the empirical anomalies is provided by solving

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

    African Journals Online (AJOL)

    kshale

    2013-05-15

    May 15, 2013 ... spectrometry. K. Shale1*, J. Mukamugema2, R. J. Lues1, P. Venter3 and K. K. Mokoena1 ..... Cajka T, Riddellova K, Tomaniova M, Hajslova J (2010). Recognition of ... volatile organic compounds of coniferous needle litter.

  12. Assessing relative volatility/intermittency/energy dissipation

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole E.; Pakkanen, Mikko S.; Schmiegel, Jürgen

    2014-01-01

    We introduce the notion of relative volatility/intermittency and demonstrate how relative volatility statistics can be used to estimate consistently the temporal variation of volatility/intermittency when the data of interest are generated by a non-semimartingale, or a Brownian semistationary...... process in particular. This estimation method is motivated by the assessment of relative energy dissipation in empirical data of turbulence, but it is also applicable in other areas. We develop a probabilistic asymptotic theory for realised relative power variations of Brownian semistationary processes......, and introduce inference methods based on the theory. We also discuss how to extend the asymptotic theory to other classes of processes exhibiting stochastic volatility/intermittency. As an empirical application, we study relative energy dissipation in data of atmospheric turbulence....

  13. Challenges in marine instrumentation

    Digital Repository Service at National Institute of Oceanography (India)

    Afzulpurkar, S.; Desa, E.; Joseph, A.; Chakraborty, B.; Nayak, M.R.; Ranade, G.

    . Acoustic and optical instrumentation combined on the same platform would be able to address these problems. For this autonomous vehicles with extremely low power requirements, long term deployment and data transmission capability via satellites after...

  14. UV and EUV Instruments

    CERN Document Server

    Werner, K

    2010-01-01

    We describe telescopes and instruments that were developed and used for astronomical research in the ultraviolet (UV) and extreme ultraviolet (EUV) regions of the electromagnetic spectrum. The wavelength ranges covered by these bands are not uniquely defined. We use the following convention here: The EUV and UV span the regions ~100-912 and 912-3000 Angstroem respectively. The limitation between both ranges is a natural choice, because the hydrogen Lyman absorption edge is located at 912 Angstroem. At smaller wavelengths, astronomical sources are strongly absorbed by the interstellar medium. It also marks a technical limit, because telescopes and instruments are of different design. In the EUV range, the technology is strongly related to that utilized in X-ray astronomy, while in the UV range the instruments in many cases have their roots in optical astronomy. We will, therefore, describe the UV and EUV instruments in appropriate conciseness and refer to the respective chapters of this volume for more technic...

  15. Fiber Optics Instrumentation Development

    Science.gov (United States)

    Chan, Patrick Hon Man; Parker, Allen R., Jr.; Richards, W. Lance

    2010-01-01

    This is a general presentation of fiber optics instrumentation development work being conducted at NASA Dryden for the past 10 years and recent achievements in the field of fiber optics strain sensors.

  16. Instrumentation for Materials Research

    Science.gov (United States)

    Claassen, Richard S.

    1976-01-01

    Discusses how sophisticated instrumentation techniques yield practical results in three typical materials problems: fracture analysis, joining, and compatibility. Describes techniques such as scanning and transmission electron microscopy, and Auger spectroscopy. (MLH)

  17. Hetdex: Virus Instrument

    Science.gov (United States)

    Lee, Hanshin; Hill, G. J.; DePoy, D. L.; Tuttle, S.; Marshall, J. L.; Vattiat, B. L.; Prochaska, T.; Chonis, T. S.; Allen, R.; HETDEX Collaboration

    2012-01-01

    The Visible Integral-field-unit Replicable Unit Spectrograph (VIRUS) instrument is made up of 150+ individually compact and identical spectrographs, each fed by a fiber integral-field unit. The instrument provides integral field spectroscopy at wavelengths between 350nm and 550nm of over 33,600 spatial elements per observation, each 1.8 sq. arcsec on the sky, at R 700. The instrument will be fed by a new wide-field corrector (WFC) of the Hobby-Eberly Telescope (HET) with increased science field of view as large as 22arcmin diameter and telescope aperture of 10m. This will enable the HETDEX, a large area blind survey of Lyman-alpha emitting galaxies at redshift z VIRUS instrument construction is summarized.

  18. Long memory and tail dependence in trading volume and volatility

    DEFF Research Database (Denmark)

    Rossi, Eduardo; Santucci de Magistris, Paolo

    2013-01-01

    We investigate the relationship between volatility, measured by realized volatility, and trading volume for 25 NYSE stocks. We show that volume and volatility are long memory but not fractionally cointegrated in most cases. We also find right tail dependence in the volatility and volume innovations...

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

    Directory of Open Access Journals (Sweden)

    Feng Wei

    2016-11-01

    Full Text Available Using annual data from 1997–2014 of 30 provinces, municipalities, and autonomous regions, subdividing trended and cyclical volatility of macroeconomics and inflation, considering different indicators of financial development and financial structure, this paper investigated the impact of financial development and financial structure on macroeconomic volatility. The empirical results found that (1 the trended and cyclical volatility of the previous macroeconomic period had a significantly positive impact on that of the current period, and the impact of trended volatility was greater than that of cyclical volatility; (2 financial development had a significantly negative impact on macroeconomic cyclical volatility through inflation cyclical volatility, but inflation trended volatility would amplify macroeconomic volatility; financial markets have no significant effect on macroeconomic volatility; financial structure measured with the ratio of stock market turnover and the efficiency of the financial development had a significant positive impact on macroeconomic cyclical volatility; and (3 inflation trended volatility had a significantly negative impact on macroeconomic cyclical volatility and trended volatility, while inflation cyclical volatility had a significantly positive impact on macroeconomic cyclical volatility.

  20. Long memory and tail dependence in trading volume and volatility

    DEFF Research Database (Denmark)

    Rossi, Eduardo; Santucci de Magistris, Paolo

    2013-01-01

    We investigate the relationship between volatility, measured by realized volatility, and trading volume for 25 NYSE stocks. We show that volume and volatility are long memory but not fractionally cointegrated in most cases. We also find right tail dependence in the volatility and volume innovations...

  1. Essays on Economic Volatility and Financial Frictions

    OpenAIRE

    Zhao, Hongyan

    2012-01-01

    This dissertation consists of three essays in macroeconomics. The first one essay discusses the reasons of Chinese huge foreign reserves holdings. It contributes to the literature of sudden stops, precautionary saving and foreign assets holdings. In the second essay, I study the price volatility of commodities and manufactured goods. I measure the price volatility of each individual goods but not on the aggregated level and therefore the results complete the related study. The third essay exp...

  2. Examining Moderate Volatile Loss through Lunar History

    Science.gov (United States)

    Saxena, Prabal; Killen, Rosemary M.; Airapetian, Vladimir; Petro, Noah; Mandell, Avi

    2017-06-01

    While the Moon and bulk silicate earth (BSE) share many compositional similarities, a notable difference is the apparent depletion of moderate volatiles in lunar samples. Depletion of elements such as sodium and potassium relative to BSE composition has been observed in Apollo samples. The source of these depletions is poorly understood but may be a result of preferential accretion of volatile-rich melt in the inner disk to the Earth during Moon formation.However, recent Kepler data has indicated that stellar analogues to our Sun experience enhanced flare activity early in their evolution. This implies that the Sun may have had a higher frequency and energy of flares and associated Coronal Mass Ejections (CME) in its distant past. We examine the potential impacts of this increased activity on lunar exosphere generation and specifically on potential loss of moderate volatiles including sodium and potassium.We use a surface bounded exosphere model that incorporates multiple processes including photon stimulated desorption, kinetic sputtering and impact vaporization in order to study potential moderate volatile loss under a variety of different conditions. This model is informed by appropriate solar wind and CME properties, which includes CMEs of different energies. We also incorporate regolith overturn to determine ranges of potential bulk depletion of moderate volatiles from the lunar regolith.Our work is aimed at determining the potential impact of solar activity on the depletion of moderate volatiles in the lunar regolith. Such a contribution is important to ascertain in order to isolate the depletion of volatiles due to disk processes and may thus help constrain details of the Moon's formation. Finally, we also examine the potential of lunar abundances of moderate volatiles as an observational tracer of past solar activity.

  3. Anticipating Long-Term Stock Market Volatility

    OpenAIRE

    Conrad, Christian; Loch, Karin

    2012-01-01

    We investigate the relationship between long-term U.S. stock market risks and the macroeconomic environment using a two component GARCH-MIDAS model. Our results provide strong evidence in favor of counter-cyclical behavior of long-term stock market volatility. Among the various macro variables in our dataset the term spread, housing starts, corporate profits and the unemployment rate have the highest predictive ability for stock market volatility . While the term spread and housing starts are...

  4. 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.

  5. VIRUS instrument collimator assembly

    Science.gov (United States)

    Marshall, Jennifer L.; DePoy, Darren L.; Prochaska, Travis; Allen, Richard D.; Williams, Patrick; Rheault, Jean-Philippe; Li, Ting; Nagasawa, Daniel Q.; Akers, Christopher; Baker, David; Boster, Emily; Campbell, Caitlin; Cook, Erika; Elder, Alison; Gary, Alex; Glover, Joseph; James, Michael; Martin, Emily; Meador, Will; Mondrik, Nicholas; Rodriguez-Patino, Marisela; Villanueva, Steven; Hill, Gary J.; Tuttle, Sarah; Vattiat, Brian; Lee, Hanshin; Chonis, Taylor S.; Dalton, Gavin B.; Tacon, Mike

    2014-07-01

    The Visual Integral-Field Replicable Unit Spectrograph (VIRUS) instrument is a baseline array 150 identical fiber fed optical spectrographs designed to support observations for the Hobby-Eberly Telescope Dark Energy Experiment (HETDEX). The collimator subassemblies of the instrument have been assembled in a production line and are now complete. Here we review the design choices and assembly practices used to produce a suite of identical low-cost spectrographs in a timely fashion using primarily unskilled labor.

  6. Modeling of Musical Instruments

    Science.gov (United States)

    Bader, Rolf; Hansen, Uwe

    Signal processing techniques in acoustics address many concerns. Included are such things as wave propagation variables, amplitude considerations, spectral content, wavelength, and phase. Phase is primarily of concern when waves interact with each other, as well as with a medium, and the imposition of boundary conditions leads to normal mode vibrations. Such conditions are prevalent in all musical instruments, and thus relevant signal processing techniques are essential to both understanding and modeling the structure of musical instruments and the sound radiated.

  7. Market volatility modeling for short time window

    Science.gov (United States)

    de Mattos Neto, Paulo S. G.; Silva, David A.; Ferreira, Tiago A. E.; Cavalcanti, George D. C.

    2011-10-01

    The gain or loss of an investment can be defined by the movement of the market. This movement can be estimated by the difference between the magnitudes of two stock prices in distinct periods and this difference can be used to calculate the volatility of the markets. The volatility characterizes the sensitivity of a market change in the world economy. Traditionally, the probability density function (pdf) of the movement of the markets is analyzed by using power laws. The contributions of this work is two-fold: (i) an analysis of the volatility dynamic of the world market indexes is performed by using a two-year window time data. In this case, the experiments show that the pdf of the volatility is better fitted by exponential function than power laws, in all range of pdf; (ii) after that, we investigate a relationship between the volatility of the markets and the coefficient of the exponential function based on the Maxwell-Boltzmann ideal gas theory. The results show an inverse relationship between the volatility and the coefficient of the exponential function. This information can be used, for example, to predict the future behavior of the markets or to cluster the markets in order to analyze economic patterns.

  8. Multifractal diffusion entropy analysis on stock volatility in financial markets

    Science.gov (United States)

    Huang, Jingjing; Shang, Pengjian; Zhao, Xiaojun

    2012-11-01

    This paper introduces a generalized diffusion entropy analysis method to analyze long-range correlation then applies this method to stock volatility series. The method uses the techniques of the diffusion process and Rényi entropy to focus on the scaling behaviors of regular volatility and extreme volatility respectively in developed and emerging markets. It successfully distinguishes their differences where regular volatility exhibits long-range persistence while extreme volatility reveals anti-persistence.

  9. The keyboard instruments.

    Science.gov (United States)

    Manchester, Ralph A

    2014-06-01

    Now that the field of performing arts medicine has been in existence for over three decades, we are approaching a key point: we should start to see more articles that bring together the data that have been collected from several studies in order to draw more robust conclusions. Review articles and their more structured relative, the meta-analysis, can help to improve our understanding of a particular topic, comparing and synthesizing the results of previous research that has been done on that subject area. One way this could be done would be to review the research that has been carried out on the performance-related problems associated with playing a particular instrument or group of instruments. While I am not going to do that myself, I hope that others will. In this editorial, I will do a very selective review of the playing-related musculoskeletal disorders (PRMDs) associated with one instrument group (the keyboard instruments), focusing on the most played instrument in that group (the piano;).

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

    Directory of Open Access Journals (Sweden)

    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

  11. Phase partitioning and volatility of secondary organic aerosol components formed from α-pinene ozonolysis and OH oxidation: the importance of accretion products and other low volatility compounds

    Directory of Open Access Journals (Sweden)

    F. D. Lopez-Hilfiker

    2015-02-01

    Full Text Available We measured a large suite of gas and particle phase multi-functional organic compounds with a Filter Inlet for Gases and AEROsols (FIGAERO coupled to a high-resolution time-of-flight chemical ionization mass spectrometer (HR-ToF-CIMS developed at the University of Washington. The instrument was deployed on environmental simulation chambers to study monoterpene oxidation as a secondary organic aerosol (SOA source. We focus here on results from experiments utilizing an ionization method most selective towards acids (acetate negative ion proton transfer, but our conclusions are based on more general physical and chemical properties of the SOA. Hundreds of compounds were observed in both gas and particle phases, the latter being detected upon temperature programmed thermal desorption of collected particles. Particulate organic compounds detected by the FIGAERO HR-ToF-CIMS are highly correlated with, and explain at least 25–50% of, the organic aerosol mass measured by an Aerodyne Aerosol Mass Spectrometer (AMS. Reproducible multi-modal structures in the thermograms for individual compounds of a given elemental composition reveal a significant SOA mass contribution from large molecular weight organics and/or oligomers (i.e. multi-phase accretion reaction products. Approximately 50% of the HR-ToF-CIMS particle phase mass is associated with compounds having effective vapor pressures 4 or more orders of magnitude lower than commonly measured monoterpene oxidation products. The relative importance of these accretion-type and other extremely low volatility products appears to vary with photochemical conditions. We present a desorption temperature based framework for apportionment of thermogram signals into volatility bins. The volatility-based apportionment greatly improves agreement between measured and modeled gas–particle partitioning for select major and minor components of the SOA, consistent with thermal decomposition during desorption causing

  12. Characterization of volatile and non-volatile compounds of fresh pepper (Capsicum annuum)

    NARCIS (Netherlands)

    Eggink, P.M.; Haanstra, J.P.W.; Tikunov, Y.M.; Bovy, A.G.; Visser, R.G.F.

    2010-01-01

    In this study volatile and non-volatile compounds and several agronomical important parameters were measured in mature fruits of elite sweet pepper breeding lines and hybrids and several genebank accessions from different Capsicum species. The sweet pepper breeding lines and hybrids were chosen to

  13. 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...

  14. Volatility Spillover and 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)

    2016-01-01

    textabstractThis paper applies two measures to assess spillovers across markets: the Diebold Yilmaz (2012) Spillover Index and the Hafner and Herwartz (2006) analysis of multivariate GARCH models using volatility impulse response analysis. We use two sets of data, daily realized volatility estimates

  15. Biochemistry Instrumentation Core Technology Center

    Data.gov (United States)

    Federal Laboratory Consortium — The UCLA-DOE Biochemistry Instrumentation Core Facility provides the UCLA biochemistry community with easy access to sophisticated instrumentation for a wide variety...

  16. Heat Flux Instrumentation Laboratory (HFIL)

    Data.gov (United States)

    Federal Laboratory Consortium — Description: The Heat Flux Instrumentation Laboratory is used to develop advanced, flexible, thin film gauge instrumentation for the Air Force Research Laboratory....

  17. Aethalometer™ Instrument Handbook

    Energy Technology Data Exchange (ETDEWEB)

    Sedlacek, Arthur J [Brookhaven National Lab. (BNL), Upton, NY (United States)

    2016-04-01

    The Aethalometer is an instrument that provides a real-time readout of the concentration of “Black” or “Elemental” carbon aerosol particles (BC or E) in an air stream (see Figure 1 and Figure 2). It is a self-contained instrument that measures the rate of change of optical transmission through a spot on a filter where aerosol is being continuously collected and uses the information to calculate the concentration of optically absorbing material in the sampled air stream. The instrument measures the transmitted light intensities through the “sensing” portion of the filter, on which the aerosol spot is being collected, and a “reference” portion of the filter as a check on the stability of the optical source. A mass flowmeter monitors the sample air flow rate. The data from these three measurements is used to determine the mean BC content of the air stream.

  18. 3D Spectroscopic Instrumentation

    CERN Document Server

    Bershady, Matthew A

    2009-01-01

    In this Chapter we review the challenges of, and opportunities for, 3D spectroscopy, and how these have lead to new and different approaches to sampling astronomical information. We describe and categorize existing instruments on 4m and 10m telescopes. Our primary focus is on grating-dispersed spectrographs. We discuss how to optimize dispersive elements, such as VPH gratings, to achieve adequate spectral resolution, high throughput, and efficient data packing to maximize spatial sampling for 3D spectroscopy. We review and compare the various coupling methods that make these spectrographs ``3D,'' including fibers, lenslets, slicers, and filtered multi-slits. We also describe Fabry-Perot and spatial-heterodyne interferometers, pointing out their advantages as field-widened systems relative to conventional, grating-dispersed spectrographs. We explore the parameter space all these instruments sample, highlighting regimes open for exploitation. Present instruments provide a foil for future development. We give an...

  19. Micro mushroom instrumentation system

    Science.gov (United States)

    Davidson, W. F.

    1986-01-01

    An electronics circuit which provides for the recording of instrumentation data on an optical disk is disclosed. The optical disk is formatted in a spiral format instead of concentric tracks. The spiral format allows data to be recorded without the gaps that would be associated with concentric tracks. The instrumentation system provides each channel with a program instrumentation amplifier, a six pole lowpass switched capacitor filter, a sample and hold amplifier, and a digital to analog converter to provide automatic offset capability. Since each channel has its own components, simultaneous samples of every channel can be captured. All of the input signal's channel variables can be captured. All of the input signal's channel variables can be changed under software control without hardware changes. A single board computer is used for a system controller.

  20. ISSUERS OF FINANCIAL INSTRUMENTS

    Directory of Open Access Journals (Sweden)

    Cristian GHEORGHE

    2016-05-01

    Full Text Available The rules laid down by Romanian Capital Market Law and the regulations put in force for its implementation apply to issuers of financial instruments admitted to trading on the regulated market established in Romania. But the issuers remain companies incorporated under Company Law of 1990. Such dual regulations need increased attention in order to observe the legal status of the issuers/companies and financial instruments/shares. Romanian legislator has chosen to implement in Capital Market Law special rules regarding the administration of the issuers of financial instruments, not only rules regarding admitting and maintaining to a regulated market. Thus issuers are, in Romanian Law perspective, special company that should comply special rule regarding board of administration and general shareholders meeting.

  1. Calibration of Geodetic Instruments

    Directory of Open Access Journals (Sweden)

    Marek Bajtala

    2005-06-01

    Full Text Available The problem of metrology and security systems of unification, correctness and standard reproducibilities belong to the preferred requirements of theory and technical practice in geodesy. Requirements on the control and verification of measured instruments and equipments increase and the importance and up-to-date of calibration get into the foreground. Calibration possibilities of length-scales (of electronic rangefinders and angle-scales (of horizontal circles of geodetic instruments. Calibration of electronic rangefinders on the linear comparative baseline in terrain. Primary standard of planar angle – optical traverse and its exploitation for calibration of the horizontal circles of theodolites. The calibration equipment of the Institute of Slovak Metrology in Bratislava. The Calibration process and results from the calibration of horizontal circles of selected geodetic instruments.

  2. Combination of volatile and non-volatile functions in a single memory cell and its scalability

    Science.gov (United States)

    Kim, Hyungjin; Hwang, Sungmin; Lee, Jong-Ho; Park, Byung-Gook

    2017-04-01

    A single memory cell which combines volatile memory and non-volatile memory functions has been demonstrated with an independent asymmetric dual-gate structure. Owing to the second gate whose dielectric is composed of oxide/nitride/oxide layers, floating body effect was observed even on a fully depleted silicon-on-insulator device and the non-volatile memory function was measured. In addition, read retention characteristics of the volatile memory function depending on the non-volatile memory state were evaluated and analyzed. Further scalability in body thickness was also verified through simulation studies. These results indicate that the proposed device is a promising candidate for high-density embedded memory applications.

  3. Implicit Volatility versus Statistical Volatility: an Exercise Using Options and Telemar S.A. Stock

    Directory of Open Access Journals (Sweden)

    Marcelo Savino Portugal

    2004-06-01

    Full Text Available The main goal this article was to find the best way of making forecast about future volatility using implicit or statistic forecast. The work is based on Telemar S.A. shares data from 21/09/1998 to 21/10/2002 and Telemar S.A. shares data from 2/10/2000 to 21/10/2002. The implicit volatility was obtained using back-out procedure from the Black-Scholes model. The statistics forecasts were obtained using weighted moving average models, GARCH, EGARCH and FIGARCH models. The Wald statistic shows that EGARCH and FIGARCH models are efficient and are not biased forecasts for Telemar S.A. absolute variation between t and t + 1. The volatility evaluation during the maturity time of an option, rejects the hypothesis that implicit volatility is the best forecast to future volatility and the Wald statistic show that FIGARCH model is an efficient and not biased forecast.

  4. Virtual Sensor Test Instrumentation

    Science.gov (United States)

    Wang, Roy

    2011-01-01

    Virtual Sensor Test Instrumentation is based on the concept of smart sensor technology for testing with intelligence needed to perform sell-diagnosis of health, and to participate in a hierarchy of health determination at sensor, process, and system levels. A virtual sensor test instrumentation consists of five elements: (1) a common sensor interface, (2) microprocessor, (3) wireless interface, (4) signal conditioning and ADC/DAC (analog-to-digital conversion/ digital-to-analog conversion), and (5) onboard EEPROM (electrically erasable programmable read-only memory) for metadata storage and executable software to create powerful, scalable, reconfigurable, and reliable embedded and distributed test instruments. In order to maximize the efficient data conversion through the smart sensor node, plug-and-play functionality is required to interface with traditional sensors to enhance their identity and capabilities for data processing and communications. Virtual sensor test instrumentation can be accessible wirelessly via a Network Capable Application Processor (NCAP) or a Smart Transducer Interlace Module (STIM) that may be managed under real-time rule engines for mission-critical applications. The transducer senses the physical quantity being measured and converts it into an electrical signal. The signal is fed to an A/D converter, and is ready for use by the processor to execute functional transformation based on the sensor characteristics stored in a Transducer Electronic Data Sheet (TEDS). Virtual sensor test instrumentation is built upon an open-system architecture with standardized protocol modules/stacks to interface with industry standards and commonly used software. One major benefit for deploying the virtual sensor test instrumentation is the ability, through a plug-and-play common interface, to convert raw sensor data in either analog or digital form, to an IEEE 1451 standard-based smart sensor, which has instructions to program sensors for a wide variety of

  5. Standard NIM instrumentation system

    CERN Document Server

    1990-01-01

    NIM is a standard modular instrumentation system that is in wide use throughout the world. As the NIM system developed and accommodations were made to a dynamic instrumentation field and a rapidly advancing technology, additions, revisions and clarifications were made. These were incorporated into the standard in the form of addenda and errata. This standard is a revision of the NIM document, AEC Report TID- 20893 (Rev 4) dated July 1974. It includes all the addenda and errata items that were previously issued as well as numerous additional items to make the standard current with modern technology and manufacturing practice.

  6. Animation of MARDI Instrument

    Science.gov (United States)

    2008-01-01

    [figure removed for brevity, see original site] Click on image to view the animation This animation shows a zoom into the Mars Descent Imager (MARDI) instrument onboard NASA's Phoenix Mars Lander. The Phoenix team will soon attempt to use a microphone on the MARDI instrument to capture sounds of Mars. The Phoenix Mission is led by the University of Arizona, Tucson, on behalf of NASA. Project management of the mission is by NASA's Jet Propulsion Laboratory, Pasadena, Calif. Spacecraft development is by Lockheed Martin Space Systems, Denver.

  7. Virtual Reality Musical Instruments

    DEFF Research Database (Denmark)

    Serafin, Stefania; Erkut, Cumhur; Kojs, Juraj

    2016-01-01

    The rapid development and availability of low-cost technologies have created a wide interest in virtual reality. In the field of computer music, the term “virtual musical instruments” has been used for a long time to describe software simulations, extensions of existing musical instruments......, and ways to control them with new interfaces for musical expression. Virtual reality musical instruments (VRMIs) that include a simulated visual component delivered via a head-mounted display or other forms of immersive visualization have not yet received much attention. In this article, we present a field...

  8. Spectroelectrochemical Instrument Measures TOC

    Science.gov (United States)

    Kounaves, Sam

    2011-01-01

    A spectroelectrochemical instrument has been developed for measuring the total organic carbon (TOC) content of an aqueous solution. Measurements of TOC are frequently performed in environmental, clinical, and industrial settings. Until now, techniques for performing such measurements have included, various ly, the use of hazardous reagents, ultraviolet light, or ovens, to promote reactions in which the carbon contents are oxidized. The instrument now being developed is intended to be a safer, more economical means of oxidizing organic carbon and determining the TOC levels of aqueous solutions and for providing a low power/mass unit for use in planetary missions.

  9. [Hardening of dental instruments].

    Science.gov (United States)

    Gerasev, G P

    1981-01-01

    The possibility of prolonging the service life of stomatological instruments by the local hardening of their working parts is discussed. Such hardening should be achieved by using hard and wear-resistant materials. The examples of hardening dental elevators and hard-alloy dental drills are given. New trends in the local hardening of instruments are the treatment of their working parts with laser beams, the application of coating on their surface by the gas-detonation method. The results of research work and trials are presented.

  10. Celadon Figurines Play Instruments

    Institute of Scientific and Technical Information of China (English)

    1995-01-01

    This group of figurines, each 0.15m tall, were unearthed from a Tang Dynasty tomb in Changsha in 1977. Music was very developed in the Tang Dynasty. Colorful musical instruments and dances were popular both among the people and in the palace. These vivid-looking figurines wear pleated skirts with small sleeves and open chest, a style influenced by the non-Han nationalities living in the north and west of China. Some of the musical instruments were brought from the Western Regions. The figurines are playing the xiao (a vertical bamboo flute), the konghou (an

  11. Virtual Reality Musical Instruments

    DEFF Research Database (Denmark)

    Serafin, Stefania; Erkut, Cumhur; Kojs, Juraj

    2016-01-01

    The rapid development and availability of low-cost technologies have created a wide interest in virtual reality. In the field of computer music, the term “virtual musical instruments” has been used for a long time to describe software simulations, extensions of existing musical instruments......, and ways to control them with new interfaces for musical expression. Virtual reality musical instruments (VRMIs) that include a simulated visual component delivered via a head-mounted display or other forms of immersive visualization have not yet received much attention. In this article, we present a field...

  12. Optimal directional volatile transport in retronasal olfaction

    Science.gov (United States)

    Ni, Rui; Michalski, Mark H.; Brown, Elliott; Doan, Ngoc; Zinter, Joseph; Ouellette, Nicholas T.; Shepherd, Gordon M.

    2015-01-01

    The ability of humans to distinguish the delicate differences in food flavors depends mostly on retronasal smell, in which food volatiles entrained into the airway at the back of the oral cavity are transported by exhaled air through the nasal cavity to stimulate the olfactory receptor neurons. Little is known whether food volatiles are preferentially carried by retronasal flow toward the nasal cavity rather than by orthonasal flow into the lung. To study the differences between retronasal and orthonasal flow, we obtained computed tomography (CT) images of the orthonasal airway from a healthy human subject, printed an experimental model using a 3D printer, and analyzed the flow field inside the airway. The results show that, during inhalation, the anatomical structure of the oropharynx creates an air curtain outside a virtual cavity connecting the oropharynx and the back of the mouth, which prevents food volatiles from being transported into the main stream toward the lung. In contrast, during exhalation, the flow preferentially sweeps through this virtual cavity and effectively enhances the entrainment of food volatiles into the main retronasal flow. This asymmetrical transport efficiency is also found to have a nonmonotonic Reynolds number dependence: The asymmetry peaks at a range of an intermediate Reynolds number close to 800, because the air curtain effect during inhalation becomes strongest in this range. This study provides the first experimental evidence, to our knowledge, for adaptations of the geometry of the human oropharynx for efficient transport of food volatiles toward the olfactory receptors in the nasal cavity. PMID:26553982

  13. A bacterial volatile signal for biofilm formation

    Directory of Open Access Journals (Sweden)

    Yun Chen

    2015-09-01

    Full Text Available Bacteria constantly monitor the environment they reside in and respond to potential changes in the environment through a variety of signal sensing and transduction mechanisms in a timely fashion. Those signaling mechanisms often involve application of small, diffusible chemical molecules. Volatiles are a group of small air-transmittable chemicals that are produced universally by all kingdoms of organisms. Past studies have shown that volatiles can function as cell-cell communication signals not only within species, but also cross-species. However, little is known about how the volatile-mediated signaling mechanism works. In our recent study (Chen, et al. mBio (2015, 6: e00392-15, we demonstrated that the soil bacterium Bacillus subtilis uses acetic acid as a volatile signal to coordinate the timing of biofilm formation within physically separated cells in the community. We also showed that the bacterium possesses an intertwined gene network to produce, secrete, sense, and respond to acetic acid, in stimulating biofilm formation. Interestingly, many of those genes are highly conserved in other bacterial species, raising the possibility that acetic acid may act as a volatile signal for cross-species communication.

  14. A bacterial volatile signal for biofilm formation

    Science.gov (United States)

    Chen, Yun; Gozzi, Kevin; Chai, Yunrong

    2015-01-01

    Bacteria constantly monitor the environment they reside in and respond to potential changes in the environment through a variety of signal sensing and transduction mechanisms in a timely fashion. Those signaling mechanisms often involve application of small, diffusible chemical molecules. Volatiles are a group of small air-transmittable chemicals that are produced universally by all kingdoms of organisms. Past studies have shown that volatiles can function as cell-cell communication signals not only within species, but also cross-species. However, little is known about how the volatile-mediated signaling mechanism works. In our recent study (Chen, et al. mBio (2015), 6: e00392-15), we demonstrated that the soil bacterium Bacillus subtilis uses acetic acid as a volatile signal to coordinate the timing of biofilm formation within physically separated cells in the community. We also showed that the bacterium possesses an intertwined gene network to produce, secrete, sense, and respond to acetic acid, in stimulating biofilm formation. Interestingly, many of those genes are highly conserved in other bacterial species, raising the possibility that acetic acid may act as a volatile signal for cross-species communication.

  15. Modeling and forecasting petroleum futures volatility

    Energy Technology Data Exchange (ETDEWEB)

    Sadorsky, Perry [York Univ., Schulich School of Business, Toronto, ON (Canada)

    2006-07-15

    Forecasts of oil price volatility are important inputs into macroeconometric models, financial market risk assessment calculations like value at risk, and option pricing formulas for futures contracts. This paper uses several different univariate and multivariate statistical models to estimate forecasts of daily volatility in petroleum futures price returns. The out-of-sample forecasts are evaluated using forecast accuracy tests and market timing tests. The TGARCH model fits well for heating oil and natural gas volatility and the GARCH model fits well for crude oil and unleaded gasoline volatility. Simple moving average models seem to fit well in some cases provided the correct order is chosen. Despite the increased complexity, models like state space, vector autoregression and bivariate GARCH do not perform as well as the single equation GARCH model. Most models out perform a random walk and there is evidence of market timing. Parametric and non-parametric value at risk measures are calculated and compared. Non-parametric models outperform the parametric models in terms of number of exceedences in backtests. These results are useful for anyone needing forecasts of petroleum futures volatility. (author)

  16. A conservative discontinuous target volatility strategy

    Directory of Open Access Journals (Sweden)

    Simone Cirelli

    2017-07-01

    Full Text Available The asset management sector is constantly looking for a reliable investment strategy, which is able to keep its promises. One of the most used approaches is the target volatility strategy that combines a risky asset with a risk-free trying to maintain the portfolio volatility constant over time. Several analyses highlight that such target is fulfilled on average, but in periods of crisis, the portfolio still suffers market’s turmoils. In this paper, the authors introduce an innovative target volatility strategy: the discontinuous target volatility. Such approach turns out to be more conservative in high volatility periods. Moreover, the authors compare the adoption of the VIX Index as a risk measure instead of the classical standard deviation and show whether the former is better than the latter. In the last section, the authors also extend the analysis to remove the risk-free assumption and to include the correlation structure between two risky assets. Empirical results on a wide time span show the capability of the new proposed strategy to enhance the portfolio performance in terms of standard measures and according to stochastic dominance theory.

  17. Optimal directional volatile transport in retronasal olfaction.

    Science.gov (United States)

    Ni, Rui; Michalski, Mark H; Brown, Elliott; Doan, Ngoc; Zinter, Joseph; Ouellette, Nicholas T; Shepherd, Gordon M

    2015-11-24

    The ability of humans to distinguish the delicate differences in food flavors depends mostly on retronasal smell, in which food volatiles entrained into the airway at the back of the oral cavity are transported by exhaled air through the nasal cavity to stimulate the olfactory receptor neurons. Little is known whether food volatiles are preferentially carried by retronasal flow toward the nasal cavity rather than by orthonasal flow into the lung. To study the differences between retronasal and orthonasal flow, we obtained computed tomography (CT) images of the orthonasal airway from a healthy human subject, printed an experimental model using a 3D printer, and analyzed the flow field inside the airway. The results show that, during inhalation, the anatomical structure of the oropharynx creates an air curtain outside a virtual cavity connecting the oropharynx and the back of the mouth, which prevents food volatiles from being transported into the main stream toward the lung. In contrast, during exhalation, the flow preferentially sweeps through this virtual cavity and effectively enhances the entrainment of food volatiles into the main retronasal flow. This asymmetrical transport efficiency is also found to have a nonmonotonic Reynolds number dependence: The asymmetry peaks at a range of an intermediate Reynolds number close to 800, because the air curtain effect during inhalation becomes strongest in this range. This study provides the first experimental evidence, to our knowledge, for adaptations of the geometry of the human oropharynx for efficient transport of food volatiles toward the olfactory receptors in the nasal cavity.

  18. 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.

  19. Near Real Time Prospecting for Lunar Volatiles: Demonstrating RESOLVE Science in the Field

    Science.gov (United States)

    Elphic, Richard; Colaprete, Anthony; Heldmann, Jennifer; Mattes, Gregory W.; Ennico, Kimberly; Sanders, Gerald; Quinn, Jacqueline; Tegnerud, Erin Leigh; Marinova, Margarita; Larson, William E.; Picard, Martin; Morse, Stephanie

    2012-01-01

    The Regolith and Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) project aims to demonstrate the utility of "in situ resource utilization". In situ resource utilization (ISRU) is a way to rebalance the economics of spaceflight by reducing or eliminating materials that must be brought up from Earth and placed on the surface of the Moon for human use. RESOLVE is developing a rover-borne payload that (1) can locate near subsurface volatiles, (2) excavate and analyze samples of the volatile-bearing regolith, and (3) demonstrate the form, extractability and usefulness of the materials. Such investigations are important not only for ISRU but are also critically important for understanding the scientific nature of these intriguing lunar polar volatile deposits. Temperature models and orbital data suggest near surface volatile concentrations may exist at briefly lit lunar polar locations outside persistently shadowed regions. A lunar rover could be remotely operated at some of these locations for the 4-7 days of expected sunlight at relatively low cost. In July 2012 the RESOLVE project conducted a full-scale field demonstration. In particular, the ability to perform the real-time measurement analysis necessary to search for volatiles and the ability to combine the various measurement techniques to meet the mission measurement and science goals. With help from the Pacific International Space Center for Exploration Systems (PISCES), a lunar rover prototype (provided by the Canadian Space Agency) was equipped with prospecting instruments (neutron spectrometer and near-infrared spectrometer), subsurface access and sampling tools, including both an auger and coring drill (provided by CSA) and subsurface sample analysis instrumentation, including a sample oven system, the Oxygen and Volatile Extraction Node (OVEN), and Gas Chromatograph / Mass Spectrometer system, the Lunar Advanced Volatile Analysis (LAVA) system. Given the relatively short time period this

  20. Near Real-Time Prospecting for Lunar Volatiles: Demonstrating RESOLVE Science in the Field

    Science.gov (United States)

    Elphic, R. C.; Colaprete, A.; Heldmann, J. L.; Mattes, G.; Ennico, K.; Sanders, G. B.; Quinn, J.; Fritzler, E.; Marinova, M.; Roush, T. L.; Stoker, C.; Larson, W.; Picard, M.; McMurray, R.; Morse, S.

    2012-12-01

    The Regolith and Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) project aims to demonstrate the utility of "in situ resource utilization". In situ resource utilization (ISRU) is a way to rebalance the economics of spaceflight by reducing or eliminating materials that must be brought up from Earth and placed on the surface of the Moon for human use. RESOLVE is developing a rover-borne payload that (1) can locate near subsurface volatiles, (2) excavate and analyze samples of the volatile-bearing regolith, and (3) demonstrate the form, extractability and usefulness of the materials. Such investigations are important not only for ISRU but are also critically important for understanding the scientific nature of these intriguing lunar polar volatile deposits. Temperature models and orbital data suggest near surface volatile concentrations may exist at briefly lit lunar polar locations outside persistently shadowed regions. A lunar rover could be remotely operated at some of these locations for the 4-7 days of expected sunlight at relatively low cost. In July 2012 the RESOLVE project conducted a full-scale field demonstration. In particular, the ability to perform the real-time measurement analysis necessary to search for volatiles and the ability to combine the various measurement techniques to meet the mission measurement and science goals. With help from the Pacific International Space Center for Exploration Systems (PISCES), a lunar rover prototype (provided by the Canadian Space Agency) was equipped with prospecting instruments (neutron spectrometer and near-infrared spectrometer), subsurface access and sampling tools, including both an auger and coring drill (provided by CSA) and subsurface sample analysis instrumentation, including a sample oven system, the Oxygen and Volatile Extraction Node (OVEN), and Gas Chromatograph / Mass Spectrometer system, the Lunar Advanced Volatile Analysis (LAVA) system. Given the relatively short time period this

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

    Directory of Open Access Journals (Sweden)

    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.

  2. Volatile compounds in dry dog foods and their influence on sensory aromatic profile.

    Science.gov (United States)

    Koppel, Kadri; Adhikari, Koushik; Di Donfrancesco, Brizio

    2013-02-27

    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.

  3. Economic Policy Instruments

    DEFF Research Database (Denmark)

    Klemmensen, Børge

    2007-01-01

    Økonomiske instrumenter begrundes med behovet for politiske indgreb, der muliggør internaliseringen af omkostningerne ved de miljøpåvirkninger, produktion and levevis afstedkommer, således at hensyntagen til miljøet bliver en del af virksomheders og husholdningers omkostninger og dermed en tilsky...

  4. The ozone monitoring instrument

    NARCIS (Netherlands)

    Levelt, P.F.; Oord, G.H.J. van den; Dobber, M.R.; Mälkki, A.; Visser, H.; Vries, J. de; Stammes, P.; Lundell, J.O.V.; Saari, H.

    2006-01-01

    The Ozone Monitoring Instrument (OMI) flies on the National Aeronautics and Space Adminsitration's Earth Observing System Aura satellite launched in July 2004. OMI is a ultraviolet/visible (UV/VIS) nadir solar backscatter spectrometer, which provides nearly global coverage in one day with a spatial

  5. Creating a Super Instrument

    DEFF Research Database (Denmark)

    Kallionpää, Maria; Gasselseder, Hans-Peter

    2015-01-01

    Thanks to the development of new technology, musical instruments are no more tied to their existing acoustic or technical limitations as almost all parameters can be augmented or modified in real time. An increasing number of composers, performers, and computer programmers have thus become intere...

  6. Neutron instrumentation for biology

    Energy Technology Data Exchange (ETDEWEB)

    Mason, S.A. [Institut Laue-Langevin, Grenoble (France)

    1994-12-31

    In the October 1994 round of proposals at the ILL, the external biology review sub- committee was asked to allocate neutron beam time to a wide range of experiments, on almost half the total number of scheduled neutron instruments: on 3 diffractometers, on 3 small angle scattering instruments, and on some 6 inelastic scattering spectrometers. In the 3.5 years since the temporary reactor shutdown, the ILL`s management structure has been optimized, budgets and staff have been trimmed, the ILL reactor has been re-built, and many of the instruments up-graded, many powerful (mainly Unix) workstations have been introduced, and the neighboring European Synchrotron Radiation Facility has established itself as the leading synchrotron radiation source and has started its official user program. The ILL reactor remains the world`s most intense dedicated neutron source. In this challenging context, it is of interest to review briefly the park of ILL instruments used to study the structure and energetics of small and large biological systems. A brief summary will be made of each class of experiments actually proposed in the latest ILL proposal round.

  7. Advanced instrumentation and teleoperation

    Energy Technology Data Exchange (ETDEWEB)

    Decreton, M

    1998-07-01

    SCK-CEN's advanced instrumentation and teleoperation project aims at evaluating the potential of a telerobotic approach in a nuclear environment and, in particular, the use of remote-perception systems. Main achievements in 1997 in the areas of R and D on radiation tolerance for remote sensing, optical fibres and optical-fibre sensors, and computer-aided teleoperation are reported.

  8. Economic Policy Instruments

    DEFF Research Database (Denmark)

    Klemmensen, Børge

    2007-01-01

    Økonomiske instrumenter begrundes med behovet for politiske indgreb, der muliggør internaliseringen af omkostningerne ved de miljøpåvirkninger, produktion and levevis afstedkommer, således at hensyntagen til miljøet bliver en del af virksomheders og husholdningers omkostninger og dermed en...

  9. Instrument for assaying radiation

    Energy Technology Data Exchange (ETDEWEB)

    Coleman, Jody Rustyn; Farfan, Eduardo B.

    2016-03-22

    An instrument for assaying radiation includes a flat panel detector having a first side opposed to a second side. A collimated aperture covers at least a portion of the first side of the flat panel detector. At least one of a display screen or a radiation shield may cover at least a portion of the second side of the flat panel detector.

  10. Integrating Nephelometer Instrument Handbook

    Energy Technology Data Exchange (ETDEWEB)

    Uin, J. [Brookhaven National Lab. (BNL), Upton, NY (United States)

    2016-03-01

    The Integrating Nephelometer (Figure 1) is an instrument that measures aerosol light scattering. It measures aerosol optical scattering properties by detecting (with a wide angular integration – from 7 to 170°) the light scattered by the aerosol and subtracting the light scattered by the carrier gas, the instrument walls and the background noise in the detector (zeroing). Zeroing is typically performed for 5 minutes every day at midnight UTC. The scattered light is split into red (700 nm), green (550 nm), and blue (450 nm) wavelengths and captured by three photomultiplier tubes. The instrument can measure total scatter as well as backscatter only (from 90 to 170°) (Heintzenberg and Charlson 1996; Anderson et al. 1996; Anderson and Ogren 1998; TSI 3563 2015) At ARM (Atmospheric Radiation Measurement), two identical Nephelometers are usually run in series with a sample relative humidity (RH) conditioner between them. This is possible because Nephelometer sampling is non-destructive and the sample can be passed on to another instrument. The sample RH conditioner scans through multiple RH values in cycles, treating the sample. This kind of setup allows to study how aerosol particles’ light scattering properties are affected by humidification (Anderson et al. 1996). For historical reasons, the two Nephelometers in this setup are labeled “wet” and “dry”, with the “dry” Nephelometer usually being the one before the conditioner and sampling ambient air (the names are switched for the MAOS measurement site due to the high RH of the ambient air).

  11. Instruments of Transformative Governance

    DEFF Research Database (Denmark)

    Borrás, Susana

    production and distribution channels. PDPs aim at overcoming current market and government failures by pooling resources in the attempt to solve this global social challenge. Thus, PDPs are a case of instruments of transformative research and innovation, operating in a transnational governance context...

  12. The tropospheric monitoring instrument

    NARCIS (Netherlands)

    Voert, M.J. te; Brakel, R. van; Witvoet, G.

    2014-01-01

    Thermal and opto-mechanical design and analysis work has been done on the Tropospheric Monitoring Instrument (TROPOMI), a spectrometer on the Copernicus Sentinel 5 Precursor satellite. To verify compliance with the stringent opto-mechanical stability requirements, detailed thermal and thermo-mechani

  13. Virtual reality musical instruments

    DEFF Research Database (Denmark)

    Serafin, Stefania; Erkut, Cumhur; Kojs, Juraj

    2016-01-01

    The rapid development and availability of low cost technologies has created a wide interest in virtual reality (VR), but how to design and evaluate multisensory interactions in VR remains as a challenge. In this paper, we focus on virtual reality musical instruments, present an overview of our...

  14. The ozone monitoring instrument

    NARCIS (Netherlands)

    Levelt, P.F.; Oord, G.H.J. van den; Dobber, M.R.; Mälkki, A.; Visser, H.; Vries, J. de; Stammes, P.; Lundell, J.O.V.; Saari, H.

    2006-01-01

    The Ozone Monitoring Instrument (OMI) flies on the National Aeronautics and Space Adminsitration's Earth Observing System Aura satellite launched in July 2004. OMI is a ultraviolet/visible (UV/VIS) nadir solar backscatter spectrometer, which provides nearly global coverage in one day with a spatial

  15. Payment Instrument Characteristics

    DEFF Research Database (Denmark)

    Holst, Jacques; Kjeldsen, Martin; Hedman, Jonas

    2015-01-01

    payment innovations. Using the Repertory Grid technique to explore 15 payers’ perception of six payment instruments, including coins, banknotes, debit cards, credit cards, mobile payments, and on-line banking, we identify 16 payment characteristics. The characteristics aggregate seventy-six unique...

  16. Specification for Instrumentation

    DEFF Research Database (Denmark)

    Margheritini, Lucia; Kofoed, Jens Peter

    This paper is intended to give an overview on instrumentation for monitoring the efficiency of the Converter and the performance of the device. Real-time control of plant and data monitoring and storage are the main objectives of the control system....

  17. Removal Of Volatile Impurities From Copper Concentrates

    Energy Technology Data Exchange (ETDEWEB)

    Winkel, L.; Schuler, A.; Frei, A.; Sturzenegger, M.

    2005-03-01

    To study the removal of volatile impurities from two different copper concentrates they have been heated on a thermo balance to temperatures between 900 and 1500 C. This sample treatment revealed that both concentrates undergo strong weight losses at 500 and 700 C. They were attributed to the removal of sulfur. Elemental analyses of the residues by ICP spectrometry have shown that the thermal treatment efficiently removes the volatile impurities. Already below 900 C most of the arsenic is removed by evaporation, the largest fraction of lead and zinc is removed in the temperature interval of 1300-1500 C. It was observed that quartz in the concentrate leads to the formation of a silicon-enriched phase besides a metal rich sulfide phase. The former is interpreted as an early stage of a silicate slag. Elemental analysis showed that the formation of this distinct slag phase does not hinder the efficient removal of volatile impurities. (author)

  18. Volatility jumps and their economic determinants

    DEFF Research Database (Denmark)

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

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

  19. 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...... features for representing the surface and its dynamics: a general dynamic factor model, restricted factor models designed to capture the key features of the surface along the moneyness and maturity dimensions, and in-between spline-based methods. Key findings are that: (i) the restricted and spline......-based models are both rejected against the general dynamic factor model, (ii) the factors driving the surface are highly persistent, (iii) for the restricted models option Delta is preferred over the more often used strike relative to spot price as measure for moneyness....

  20. The volatility of stock market prices.

    Science.gov (United States)

    Shiller, R J

    1987-01-02

    If the volatility of stock market prices is to be understood in terms of the efficient markets hypothesis, then there should be evidence that true investment value changes through time sufficiently to justify the price changes. Three indicators of change in true investment value of the aggregate stock market in the United States from 1871 to 1986 are considered: changes in dividends, in real interest rates, and in a direct measure of intertemporal marginal rates of substitution. Although there are some ambiguities in interpreting the evidence, dividend changes appear to contribute very little toward justifying the observed historical volatility of stock prices. The other indicators contribute some, but still most of the volatility of stock market prices appears unexplained.

  1. Volatile components and continental material of planets

    Science.gov (United States)

    Florenskiy, K. P.; Nikolayeva, O. V.

    1986-01-01

    It is shown that the continental material of the terrestrial planets varies in composition from planet to planet according to the abundances and composition of true volatiles (H20, CO2, etc.) in the outer shells of the planets. The formation of these shells occurs very early in a planet's evolution when the role of endogenous processes is indistinct and continental materials are subject to melting and vaporizing in the absence of an atmosphere. As a result, the chemical properties of continental materials are related not only to fractionation processes but also to meltability and volatility. For planets retaining a certain quantity of true volatile components, the chemical transformation of continental material is characterized by a close interaction between impact melting vaporization and endogeneous geological processes.

  2. Volatile species retention during metallic fuel casting

    Science.gov (United States)

    Fielding, Randall S.; Porter, Douglas L.

    2013-10-01

    Metallic nuclear fuels are candidate transmutation fuel forms for advanced fuel cycles. Through the operation of the Experimental Breeder Reactor II metallic nuclear fuels have been shown to be robust and easily manufactured. However, concerns have been raised concerning loss of americium during the casting process because of its high vapor pressure. In order to address these concerns a gaseous diffusion model was developed and a series of experiments using both manganese and samarium as surrogates for americium were conducted. The modeling results showed that volatility losses can be controlled to essentially no losses with a modest overpressure. Experimental results also showed volatile species retention down to no detectable losses through overpressure, and although the loss values varied from the model results the same trend was seen. Based on these results it is very probable that americium losses through volatility can be controlled to no detectable losses through application of a modest overpressure during casting.

  3. The Science of String Instruments

    CERN Document Server

    Rossing, Thomas D

    2010-01-01

    Many performing musicians, as well as instrument builders, are coming to realize the importance of understanding the science of musical instruments. This book explains how string instruments produce sound. It presents basic ideas in simple language, and it also translates some more sophisticated ideas in non-technical language. It should be of interest to performers, researchers, and instrument makers alike.

  4. Volatile compound formation during argan kernel roasting.

    Science.gov (United States)

    El Monfalouti, Hanae; Charrouf, Zoubida; Giordano, Manuela; Guillaume, Dominique; Kartah, Badreddine; Harhar, Hicham; Gharby, Saïd; Denhez, Clément; Zeppa, Giuseppe

    2013-01-01

    Virgin edible argan oil is prepared by cold-pressing argan kernels previously roasted at 110 degrees C for up to 25 minutes. The concentration of 40 volatile compounds in virgin edible argan oil was determined as a function of argan kernel roasting time. Most of the volatile compounds begin to be formed after 15 to 25 minutes of roasting. This suggests that a strictly controlled roasting time should allow the modulation of argan oil taste and thus satisfy different types of consumers. This could be of major importance considering the present booming use of edible argan oil.

  5. Local Volatility Calibration Using An Adjoint Proxy

    Directory of Open Access Journals (Sweden)

    Gabriel TURINICI

    2008-11-01

    Full Text Available We document the calibration of the local volatility in a framework similar to Coleman, Li and Verma. The quality of a surface is assessed through a functional to be optimized; the specificity of the approach is to separate the optimization (performed with any suitable optimization algorithm from the computation of the functional where we use an adjoint (as in L. Jiang et. al. to obtain an approximation; moreover our main calibration variable is the implied volatility (the procedure can also accommodate the Greeks. The procedure performs well on benchmarks from the literature and on FOREX data.

  6. Instrumentation for studying binder burnout in an immobilized plutonium ceramic wasteform

    Energy Technology Data Exchange (ETDEWEB)

    Mitchell, M; Pugh, D; Herman, C

    2000-04-21

    The Plutonium Immobilization Program produces a ceramic wasteform that utilizes organic binders. Several techniques and instruments were developed to study binder burnout on full size ceramic samples in a production environment. This approach provides a method for developing process parameters on production scale to optimize throughput, product quality, offgas behavior, and plant emissions. These instruments allow for offgas analysis, large-scale TGA, product quality observation, and thermal modeling. Using these tools, results from lab-scale techniques such as laser dilametry studies and traditional TGA/DTA analysis can be integrated. Often, the sintering step of a ceramification process is the limiting process step that controls the production throughput. Therefore, optimization of sintering behavior is important for overall process success. Furthermore, the capabilities of this instrumentation allows better understanding of plant emissions of key gases: volatile organic compounds (VOCs), volatile inorganics including some halide compounds, NO{sub x}, SO{sub x}, carbon dioxide, and carbon monoxide.

  7. UC Merced NMR Instrumentation Acquisition

    Science.gov (United States)

    2015-06-18

    UC Merced NMR Instrumentation Acquisition For the UC Merced NMR Instrumentation Acquisition proposal, a new 400 MHz and an upgraded 500 MHz NMR ...UC Merced NMR Instrumentation Acquisition Report Title For the UC Merced NMR Instrumentation Acquisition proposal, a new 400 MHz and an upgraded 500...MHz NMR have been delivered, installed, and incorporated into research and two lab courses. While no results from these instruments have been

  8. netherland hydrological modeling instrument

    Science.gov (United States)

    Hoogewoud, J. C.; de Lange, W. J.; Veldhuizen, A.; Prinsen, G.

    2012-04-01

    Netherlands Hydrological Modeling Instrument A decision support system for water basin management. J.C. Hoogewoud , W.J. de Lange ,A. Veldhuizen , G. Prinsen , The Netherlands Hydrological modeling Instrument (NHI) is the center point of a framework of models, to coherently model the hydrological system and the multitude of functions it supports. Dutch hydrological institutes Deltares, Alterra, Netherlands Environmental Assessment Agency, RWS Waterdienst, STOWA and Vewin are cooperating in enhancing the NHI for adequate decision support. The instrument is used by three different ministries involved in national water policy matters, for instance the WFD, drought management, manure policy and climate change issues. The basis of the modeling instrument is a state-of-the-art on-line coupling of the groundwater system (MODFLOW), the unsaturated zone (metaSWAP) and the surface water system (MOZART-DM). It brings together hydro(geo)logical processes from the column to the basin scale, ranging from 250x250m plots to the river Rhine and includes salt water flow. The NHI is validated with an eight year run (1998-2006) with dry and wet periods. For this run different parts of the hydrology have been compared with measurements. For instance, water demands in dry periods (e.g. for irrigation), discharges at outlets, groundwater levels and evaporation. A validation alone is not enough to get support from stakeholders. Involvement from stakeholders in the modeling process is needed. There fore to gain sufficient support and trust in the instrument on different (policy) levels a couple of actions have been taken: 1. a transparent evaluation of modeling-results has been set up 2. an extensive program is running to cooperate with regional waterboards and suppliers of drinking water in improving the NHI 3. sharing (hydrological) data via newly setup Modeling Database for local and national models 4. Enhancing the NHI with "local" information. The NHI is and has been used for many

  9. Developments in analytical instrumentation

    Science.gov (United States)

    Petrie, G.

    The situation regarding photogrammetric instrumentation has changed quite dramatically over the last 2 or 3 years with the withdrawal of most analogue stereo-plotting machines from the market place and their replacement by analytically based instrumentation. While there have been few new developments in the field of comparators, there has been an explosive development in the area of small, relatively inexpensive analytical stereo-plotters based on the use of microcomputers. In particular, a number of new instruments have been introduced by manufacturers who mostly have not been associated previously with photogrammetry. Several innovative concepts have been introduced in these small but capable instruments, many of which are aimed at specialised applications, e.g. in close-range photogrammetry (using small-format cameras); for thematic mapping (by organisations engaged in environmental monitoring or resources exploitation); for map revision, etc. Another innovative and possibly significant development has been the production of conversion kits to convert suitable analogue stereo-plotting machines such as the Topocart, PG-2 and B-8 into fully fledged analytical plotters. The larger and more sophisticated analytical stereo-plotters are mostly being produced by the traditional mainstream photogrammetric systems suppliers with several new instruments and developments being introduced at the top end of the market. These include the use of enlarged photo stages to handle images up to 25 × 50 cm format; the complete integration of graphics workstations into the analytical plotter design; the introduction of graphics superimposition and stereo-superimposition; the addition of correlators for the automatic measurement of height, etc. The software associated with this new analytical instrumentation is now undergoing extensive re-development with the need to supply photogrammetric data as input to the more sophisticated G.I.S. systems now being installed by clients, instead

  10. Instrumentation problems for physicians.

    Science.gov (United States)

    Turner, G O

    1980-01-01

    The physician has, for whatever reasons, diminished his or her level of involvement on the team dedicated to developing, refining, and evaluating medical technology. As a result, the challenge confronting the physician and the technology development team today is to orchestrate a team structure that will ensure the greatest input and commitment from physicians and other professionals during current and future technology development. The charges of cost escalation and dehumanization in our system of health care delivery will also be discussed, as will the lack of, or confusion about, access to data concerning cost of a given instrument, and fuzzy semantics and perspectives on technology and instrumentation. The author suggests answers to, or means to ameliorate, the problems.

  11. KEKB beam instrumentation systems

    Science.gov (United States)

    Arinaga, M.; Flanagan, J.; Hiramatsu, S.; Ieiri, T.; Ikeda, H.; Ishii, H.; Kikutani, E.; Mimashi, T.; Mitsuhashi, T.; Mizuno, H.; Mori, K.; Tejima, M.; Tobiyama, M.

    2003-02-01

    For the stable high-luminosity operation and luminosity increase, the electron and positron storage rings of the KEK B-Factory (KEKB) is equipped with various beam instrumentations, which have been working well since the start of the commissioning in December, 1998. Details and performance of the beam-position monitor system based on the spectrum analysis using DSPs, the turn-by-turn BPM with four-dimensional function available for measurements of the individual bunch position, phase and intensity, the parametric beam-DCCTs designed so as to avoid the magnetic-core-selection problems for the parametric flux modulation, the bunch-by-bunch feedback system indispensable to suppress the strong multibunch instabilities in KEKB, the various optical beam diagnostic systems, such as synchrotron radiation interferometers for precise beam-size measurement, the tune meters, the bunch length monitors and the beam-loss monitors are described. Delicate machine tuning of KEKB is strongly supported by these instrumentations.

  12. Data acquisition instruments: Psychopharmacology

    Energy Technology Data Exchange (ETDEWEB)

    Hartley, D.S. III

    1998-01-01

    This report contains the results of a Direct Assistance Project performed by Lockheed Martin Energy Systems, Inc., for Dr. K. O. Jobson. The purpose of the project was to perform preliminary analysis of the data acquisition instruments used in the field of psychiatry, with the goal of identifying commonalities of data and strategies for handling and using the data in the most advantageous fashion. Data acquisition instruments from 12 sources were provided by Dr. Jobson. Several commonalities were identified and a potentially useful data strategy is reported here. Analysis of the information collected for utility in performing diagnoses is recommended. In addition, further work is recommended to refine the commonalities into a directly useful computer systems structure.

  13. Eloquence is The Key – the Impact of Monetary Policy Speeches on Exchange Rate Volatility

    Directory of Open Access Journals (Sweden)

    Adrian Cantemir Călin

    2015-06-01

    Full Text Available During the last years the monetary policy initiatives of the main central banks have been profoundly influenced by quantitative easing (QE. Blessing, curse, effective instruments or a simple fad, these unconventional measures have occupied the center stage of academic and public attention. In this context, this paper focuses on a wide set of public speeches delivered by officials belonging to the most relevant central banks. These statements cover a large pallet of topics including areas such as QE, tapering, financial stability, unemployment or interest rates. The aim of this study is to investigate the impact that these speeches have on the volatility of exchange rates. For this purpose, the methodology relies on an econometric event study that incorporates three volatility models and intraday five-minute frequencies. The results indicate the fact that public statements have a clear, evident, significant and robust impact on the observed assets.

  14. Forecasting Exchange Rate Volatility in the Presence of Jumps

    DEFF Research Database (Denmark)

    Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard

    of exchange rate futures options, allowingcalculation of option implied volatility. We find that implied volatility is an informationallyefficient but biased forecast of future realized exchange rate volatility. Furthermore,we show that log-normality is an even better distributional approximation...... for impliedvolatility than for realized volatility in this market. Finally, we show that the jump componentof future realized exchange rate volatility is to some extent predictable, and thatoption implied volatility is the dominant forecast of the future jump component.......We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniquesto compute realized return volatility and its separate continuous sample path and jumpcomponents, and measures based on prices...

  15. Volatility of an Indian stock market A random matrix approach

    CERN Document Server

    Kulkarni, V

    2005-01-01

    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 ...

  16. An ice lithography instrument

    Science.gov (United States)

    Han, Anpan; Chervinsky, John; Branton, Daniel; Golovchenko, J. A.

    2011-06-01

    We describe the design of an instrument that can fully implement a new nanopatterning method called ice lithography, where ice is used as the resist. Water vapor is introduced into a scanning electron microscope (SEM) vacuum chamber above a sample cooled down to 110 K. The vapor condenses, covering the sample with an amorphous layer of ice. To form a lift-off mask, ice is removed by the SEM electron beam (e-beam) guided by an e-beam lithography system. Without breaking vacuum, the sample with the ice mask is then transferred into a metal deposition chamber where metals are deposited by sputtering. The cold sample is then unloaded from the vacuum system and immersed in isopropanol at room temperature. As the ice melts, metal deposited on the ice disperses while the metals deposited on the sample where the ice had been removed by the e-beam remains. The instrument combines a high beam-current thermal field emission SEM fitted with an e-beam lithography system, cryogenic systems, and a high vacuum metal deposition system in a design that optimizes ice lithography for high throughput nanodevice fabrication. The nanoscale capability of the instrument is demonstrated with the fabrication of nanoscale metal lines.

  17. Impact dynamics instrumentation

    Science.gov (United States)

    Mccormck, R. F.

    1986-01-01

    One of the tasks specified in the NASA Langley controlled impact demonstration (CID) work package was to furnish dynamic instrumentation sensors. The types of instrumentation sensors required were accelerometers for aircraft structural loads measurements, seat belt load cells to measure anthropomorphic dummy responses to the aircraft impact, and strain gage bending bridges to measure the aircraft fuselage and wing bending during impact. The objective in the selection of dynamic instrumentation for the CID was to provide 352 of the highest quality transducers and remain within budget allocation. The transducers that were selected for the CID evaluation process were each subjected to rigorous laboratory acceptance tests and to aircraft fuselage section drop tests at the LaRC Impact Dynamics Research Facility. Data compiled from this series of tests showed the selected transducers to be best suited for the CID mission requirement. The transducers installation technique on the airframe proved successful. The transducer quality assurance was guaranteed through rigorous acceptance testing. Data acquired was 97.0%.

  18. Volatile components from Anthriscus sylvestris (L.) Hoffm

    NARCIS (Netherlands)

    Bos, R.; Koulman, A; Woerdenbag, H.J.; Quax, Wim; Pras, N.

    2002-01-01

    The volatile components of fresh leaves and roots from Anthriscus sylvestris (L.) Hoffm., obtained through hydrodistillation, were analysed by GC and GC-MS. This was compared to dichloromethane extracts of both fresh and dried leaf and root material. The monoterpene fraction (69-70%) dominated, whil

  19. Volatile organic compound emissions from silage systems

    Science.gov (United States)

    As a precursor to smog, emission of volatile organic compounds (VOCs) to the atmosphere is an environmental concern in some regions. The major source from farms is silage, with emissions coming from the silo face, mixing wagon, and feed bunk. The major compounds emitted are alcohols with other impor...

  20. Volatile-mediated interactions in the rhizosphere

    NARCIS (Netherlands)

    Cordovez da Cunha, Viviane

    2016-01-01

    Plants and microorganisms are constantly engaged in highly dynamic interactions both above- and belowground. Several of these interactions are mediated by volatile organic compounds (VOCs), small carbon-based compounds with high vapor pressure at ambient temperature. In the rhizosphere, VOCs have an

  1. Linux Incident Response Volatile Data Analysis Framework

    Science.gov (United States)

    McFadden, Matthew

    2013-01-01

    Cyber incident response is an emphasized subject area in cybersecurity in information technology with increased need for the protection of data. Due to ongoing threats, cybersecurity imposes many challenges and requires new investigative response techniques. In this study a Linux Incident Response Framework is designed for collecting volatile data…

  2. The economic value of realized volatility

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunou, Bruno; Jacobs, Kris

    2014-01-01

    develop a new class of affine discrete-time option valuation models that use daily returns as well as realized volatility. We derive convenient closed-form option valuation formulas, and we assess the option valuation properties using Standard & Poor’s (S&P) 500 return and option data. We find...

  3. Permeation of volatile compounds through starch films

    NARCIS (Netherlands)

    Yilmaz, G.; Jongboom, R.O.J.; Feil, H.; Dijk, van C.; Hennink, W.E.

    2004-01-01

    The aim of this study was to gain insight into the factors that affect the permeation of volatiles through starch films. These films were obtained by casting gelatinized starch/water/glycerol mixtures. The films were dried and conditioned under different conditions (temperature and relative humidity

  4. Ammonia volatilization from coated urea forms

    Directory of Open Access Journals (Sweden)

    Carlos Antonio Costa do Nascimento

    2013-08-01

    Full Text Available Nitrogen fertilization is a major component of the cost of agricultural production, due to the high cost and low efficiency of fertilizers. In the case of urea, the low efficiency is mainly due to losses by volatilization, which are more pronounced in cultivation systems in which plant residues are left on the soil. The objective of this work was to compare the influence of urea coated with sulfur or boric acid and copper sulfate with conventional N fertilizers on N volatilization losses in sugar cane harvested after stubble burning. The sources urea, sulfur-coated urea, urea coated with boric acid and copper sulfate, as well as nitrate and ammonium sulfate, were tested at amounts containing N rates of 120 kg ha-1 N. The integration of new technologies in urea fertilization can reduce N losses by volatilization. These losses were most reduced when using nitrate and ammonium sulfate. The application of a readily acidified substance (boric acid to urea was more efficient in reducing volatilization losses and nutrient removal by sugar cane than that of a substance with gradual acidification (elemental sulfur.

  5. Do Macroeconomic Announcements Cause Asymetric Volatility?

    NARCIS (Netherlands)

    P. de Goeij (Peter); W.A. Marquering (Wessel)

    2002-01-01

    textabstractIn this paper we study the impact of macroeconomic news announcements on the conditional volatility of stock and bond returns. Using daily returns on the S&P 500 index, the NASDAQ index, and the 1 and 10 year U.S. Treasury bonds, for January 1982 - August 2001, some interesting results e

  6. Volatility and conditional distribution in financial markets

    OpenAIRE

    Abberger, Klaus

    1995-01-01

    There are various parametric models to analyse the volatility in time series of financial market data. For maximum likelihood estimation these parametric methods require the assumption of a known conditional distribution. In this paper we examine the conditional distribution of daily DAX returns with the help of nonparametric methods. We use kernel estimators for conditional quantiles resulting from a kernel estimation of conditional distributions.

  7. There's more to volatility than volume

    CERN Document Server

    Gillemot, L; Lillo, F; Gillemot, Laszlo; Lillo, Fabrizio

    2005-01-01

    It is widely believed that fluctuations in transaction volume, as reflected in the number of transactions and to a lesser extent their size, are the main cause of clustered volatility. Under this view bursts of rapid or slow price diffusion reflect bursts of frequent or less frequent trading, which cause both clustered volatility and heavy tails in price returns. We investigate this hypothesis using tick by tick data from the New York and London Stock Exchanges and show that only a small fraction of volatility fluctuations are explained in this manner. Clustered volatility is still very strong even if price changes are recorded on intervals in which the total transaction volume or number of transactions is held constant. In addition the distribution of price returns conditioned on volume or transaction frequency being held constant is similar to that in real time, making it clear that neither of these are the principal cause of heavy tails in price returns. We analyze recent results of Ane and Geman (2000) an...

  8. Measuring volatility with the realized range

    NARCIS (Netherlands)

    M.P.E. Martens (Martin); D.J.C. van Dijk (Dick)

    2006-01-01

    textabstractRealized variance, being the summation of squared intra-day returns, has quickly gained popularity as a measure of daily volatility. Following Parkinson (1980) we replace each squared intra-day return by the high-low range for that period to create a novel and more efficient estimator

  9. Bayesian Vector Autoregressions with Stochastic Volatility

    NARCIS (Netherlands)

    Uhlig, H.F.H.V.S.

    1996-01-01

    This paper proposes a Bayesian approach to a vector autoregression with stochastic volatility, where the multiplicative evolution of the precision matrix is driven by a multivariate beta variate.Exact updating formulas are given to the nonlinear filtering of the precision matrix.Estimation of the au

  10. Volatile components from Anthriscus sylvestris (L.) Hoffm

    NARCIS (Netherlands)

    Bos, R.; Koulman, A; Woerdenbag, H.J.; Quax, Wim; Pras, N.

    2002-01-01

    The volatile components of fresh leaves and roots from Anthriscus sylvestris (L.) Hoffm., obtained through hydrodistillation, were analysed by GC and GC-MS. This was compared to dichloromethane extracts of both fresh and dried leaf and root material. The monoterpene fraction (69-70%) dominated, whil

  11. Recovery of volatile bioproducts by pervaporation

    Energy Technology Data Exchange (ETDEWEB)

    Boeddeker, K.W.

    1994-01-01

    Organophilic prevaporation is linkened to steam distillation in the recovery of volatile bioproducts of fermentation or plant origin. Potential applications are to biosynthetic chemicals (e.g., EtOH; BuOH), aroma compounds (e.g., gamma-decalactone; 6-pentyl-2-pyrone), and essential oils. Unlike steam distillation, pervaporation may be combined with an active fermenter. (orig.)

  12. Volatility Spillover Effects in European Equity Markets

    NARCIS (Netherlands)

    Baele, L.

    2003-01-01

    This paper quantifies the magnitude and time-varying nature of volatility spillovers from the aggregate European (EU) and US market to 13 local European equity markets.I develop a shock spillover model that decomposes local unexpected returns into a country speciffic shock, a regional European shock

  13. Volume, Volatility and Public News Announcements

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Li, Jia; Xue, Yuan

    We provide new empirical evidence for the way in which financial markets process information. Our results are based on high-frequency intraday data along with new econometric techniques for making inference on the relationship between trading intensity and spot volatility around public news...

  14. Explaining output volatility: The case of taxation

    DEFF Research Database (Denmark)

    Posch, Olaf

    the second moment of output growth rates without (long-run) effects on the first moment. Taking the model to the data, we exploit observed heterogeneity patterns to estimate effects of tax rates on macro volatility using panel estimation, explicitly modeling the unobserved variance process. We find a strong...

  15. Acid volatile sulfide (AVS)- a comment

    NARCIS (Netherlands)

    Meysman, F.J.R.; Middelburg, J.J.

    2005-01-01

    The review by Rickard and Morse (this volume) adequately summarizes our current understanding with respect to acid-volatile sulfides (AVS). At the same time, this review addresses some of the misunderstandings with regard to measurements and dynamics of this important sedimentary sulfur pool. In

  16. Bayesian Vector Autoregressions with Stochastic Volatility

    NARCIS (Netherlands)

    Uhlig, H.F.H.V.S.

    1996-01-01

    This paper proposes a Bayesian approach to a vector autoregression with stochastic volatility, where the multiplicative evolution of the precision matrix is driven by a multivariate beta variate.Exact updating formulas are given to the nonlinear filtering of the precision matrix.Estimation of the

  17. Volatile terpenoids from aeciospores of Cronartium fusiforme.

    Science.gov (United States)

    Laseter, J. L.; Weete, J. D.; Walkinshaw, C. H.

    1973-01-01

    Identification of the terpenoids present in the volatile fraction from aeciospores of the gall rust fungus Cronartium fusiforme. The major monoterpenoid hydrocarbons found to be present with only traces of camphene include alpha-pinene, beta-pinene, delta(3)-carene, myrcene, linonene, beta-phellandrene, and delta-terpinene. A number of monoterpenoid alcohols, acyclic sesquiterpenes, and aromatic compounds were also present.

  18. Linux Incident Response Volatile Data Analysis Framework

    Science.gov (United States)

    McFadden, Matthew

    2013-01-01

    Cyber incident response is an emphasized subject area in cybersecurity in information technology with increased need for the protection of data. Due to ongoing threats, cybersecurity imposes many challenges and requires new investigative response techniques. In this study a Linux Incident Response Framework is designed for collecting volatile data…

  19. On multi-scaling in volatility processes

    NARCIS (Netherlands)

    Capobianco, E.

    2002-01-01

    Among the statistical features of financial volatility processes, the most challenging for statistical inference purposes are non-gaussianity and non-stationarity. In this study I present results from experiments aimed to empirically modeling return generating processes in which the underlying volat

  20. Acid Volatile Sulfide (AVS) als instrument bij de risicobeoordeling van waterbodems

    NARCIS (Netherlands)

    Hoop MAGT van den; Peijnenburg WJGM; Sijm DTHM; Berg GA van den; Heijdt LM van der; Zwolsman JJG; Rijksinstituut voor Integraal; LAC; ECO; CSR

    2000-01-01

    Risk assessment of sediments is primarily based on the determination of total content of polluted components. Analysis of sediment composition in the Netherlands, both at present and expected in the future, shows that heavy metals, especially Zn, Cu and Ni, appear to be the main compounds determinin

  1. Advancements in Actuated Musical Instruments

    DEFF Research Database (Denmark)

    Overholt, Daniel; Berdahl, Edgar; Hamilton, Robert

    2011-01-01

    This article presents recent developments in actuated musical instruments created by the authors, who also describe an ecosystemic model of actuated performance activities that blur traditional boundaries between the physical and virtual elements of musical interfaces. Actuated musical instrument...... that these instruments enable. We look at some of the conceptual and perceptual issues introduced by actuated musical instruments, and finally we propose some directions in which such research may be headed in the future.......This article presents recent developments in actuated musical instruments created by the authors, who also describe an ecosystemic model of actuated performance activities that blur traditional boundaries between the physical and virtual elements of musical interfaces. Actuated musical instruments...... are physical instruments that have been endowed with virtual qualities controlled by a computer in real-time but which are nevertheless tangible. These instruments provide intuitive and engaging new forms of interaction. They are different from traditional (acoustic) and fully automated (robotic) instruments...

  2. FHR Process Instruments

    Energy Technology Data Exchange (ETDEWEB)

    Holcomb, David Eugene [ORNL

    2015-01-01

    Fluoride salt-cooled High temperature Reactors (FHRs) are entering into early phase engineering development. Initial candidate technologies have been identified to measure all of the required process variables. The purpose of this paper is to describe the proposed measurement techniques in sufficient detail to enable assessment of the proposed instrumentation suite and to support development of the component technologies. This paper builds upon the instrumentation chapter of the recently published FHR technology development roadmap. Locating instruments outside of the intense core radiation and high-temperature fluoride salt environment significantly decreases their environmental tolerance requirements. Under operating conditions, FHR primary coolant salt is a transparent, low-vapor-pressure liquid. Consequently, FHRs can employ standoff optical measurements from above the salt pool to assess in-vessel conditions. For example, the core outlet temperature can be measured by observing the fuel s blackbody emission. Similarly, the intensity of the core s Cerenkov glow indicates the fission power level. Short-lived activation of the primary coolant provides another means for standoff measurements of process variables. The primary coolant flow and neutron flux can be measured using gamma spectroscopy along the primary coolant piping. FHR operation entails a number of process measurements. Reactor thermal power and core reactivity are the most significant variables for process control. Thermal power can be determined by measuring the primary coolant mass flow rate and temperature rise across the core. The leading candidate technologies for primary coolant temperature measurement are Au-Pt thermocouples and Johnson noise thermometry. Clamp-on ultrasonic flow measurement, that includes high-temperature tolerant standoffs, is a potential coolant flow measurement technique. Also, the salt redox condition will be monitored as an indicator of its corrosiveness. Both

  3. Does implied volatility of currency futures option imply volatility of exchange rates?

    Science.gov (United States)

    Wang, Alan T.

    2007-02-01

    By investigating currency futures options, this paper provides an alternative economic implication for the result reported by Stein [Overreactions in the options market, Journal of Finance 44 (1989) 1011-1023] that long-maturity options tend to overreact to changes in the implied volatility of short-maturity options. When a GARCH process is assumed for exchange rates, a continuous-time relationship is developed. We provide evidence that implied volatilities may not be the simple average of future expected volatilities. By comparing the term-structure relationship of implied volatilities with the process of the underlying exchange rates, we find that long-maturity options are more consistent with the exchange rates process. In sum, short-maturity options overreact to the dynamics of underlying assets rather than long-maturity options overreacting to short-maturity options.

  4. THREE-POINT VOLATILITY SMILE CLASSIFICATION: EVIDENCE FROM THE WARSOW STOCK EXCHANGE DURING VOLATILE SUMMER 2011

    Directory of Open Access Journals (Sweden)

    García-Machado, Juan J.

    2015-01-01

    Full Text Available This paper studies the behavior of the smile in the Warsaw Stock Exchange (WSE during the volatile summer of 2011.We investigate the volatility smile derived from liquid call and put options on the Polish WIG20 index which option series expired on September 2011. In this period, the polish index has dropped about 20% in two weeks time. By linear interpolation, implied volatilities for moneyness points needed were calculated, then we construct 355 smile curves for calls and puts options to study and make some kind of smile-types classification. We propose seventeen types-smiles which represent all possible cases of three points (three moneynesses graphical patterns. This classification is made basing upon relationship higher/equal/lower values of implied volatility for each of three points. Furthermore, we distinguish the convexity of pattern. We can note that smiles, smirks and ups are convex in shape, while reversed ones and downs are concave functions.

  5. Implied volatility transmissions between Thai and selected advanced stock markets

    OpenAIRE

    Thakolsri, Supachok; Sethapramote, Yuthana; Jiranyakul, Komain

    2015-01-01

    This paper investigates the impacts of changes in the U. S. implied volatility on the changes in implied volatilities of the Euro and Thai stock markets. For that purpose, volatilities implicit in stock index option prices from the U. S., Euro and Thai stock markets are analyzed using the standard Granger causality test, impulse response analysis, and variance decompositions. The results found in this study suggest that the U. S. stock market is the leading source of volatility transmissions ...

  6. Forecasting Exchange Rate Volatility in the Presence of Jumps

    OpenAIRE

    Busch, Thomas; Christensen, Bent Jesper; Nielsen, Morten Ørregaard

    2005-01-01

    We study measures of foreign exchange rate volatility based on high-frequency (5-minute) $/DM exchange rate returns using recent nonparametric statistical techniques to compute realized return volatility and its separate continuous sample path and jump components, and measures based on prices of exchange rate futures options, allowing calculation of option implied volatility. We find that implied volatility is an informationally efficient but biased forecast of future realized exchange rate v...

  7. Volatile Analysis by Pyrolysis of Regolith (Vapor) on the Moon using Mass Spectrometry

    Science.gov (United States)

    Glavin, D. P.; Kate, I. L. ten; Brinckerhoff, W.; Cardiff, E.; Dworkin, J. P.; Feng, S.; Getty, S.; Gorevan, S.; Harpold, D.; Jones, A. L.; King, T.; Mahaffy, P. R.; Martin, D.; Moore, M.; Roberts, D.; Robman, P.; Simmons, C.; Stephenson, T.; Swindle, T.

    2008-01-01

    The identification of lunar resources such as water is a fundamental component of the the NASA Vision for Space Exploration. The Lunar Prospector mission detected high concentrations of hydrogen at the lunar poles that may indicate the presence of water or other volatiles in the lunar regolith [1]. One explanation for the presence of enhanced hydrogen in permanently shadowed crater regions is long term trapping of water-ice delivered by comets, asteroids, and other meteoritic material that have bombarded the Moon over the last 4 billion years [2]. It is also possible that the hydrogen signal at the lunar poles is due to hydrogen implanted by the solar wind which is delayed from diffusing out of the regolith by the cold temperatures [3]. Previous measurements of the lunar atmosphere by the LACE experiment on Apollo 17, suggested the presence of cold trapped vola'tiles that were expelled by solar heating [4]. In situ composition and isotopic analyses of the lunar regolith will be required to establish the abundance, origin, and distribution of water-ice and other volatiles at the lunar poles. Volatile Analysis by Pyrolysis of Regolith (VAPoR) on the Moon using mass spectrometry is one technique that should be considered. The VAPoR pyrolysis-mass spectrometer (pyr-MS) instrument concept study was selected for funding in 2007 by the NASA Lunar Sortie Science Opportunities (LSSO) Program. VAPoR is a miniature version of the Sample Analysis at Mars (SAM) instrument suite currently being developed at NASA Goddard for the 2009 Mars Science Laboratory mission (Fig. 1).

  8. Fast analysis of volatile organic compounds and disinfection by-products in drinking water using solid-phase microextraction-gas chromatography/time-of-flight mass spectrometry.

    Science.gov (United States)

    Niri, Vadoud H; Bragg, Leslie; Pawliszyn, Janusz

    2008-08-08

    A fast method was developed for the extraction and analysis of volatile organic compounds, including disinfection by-products (DBPs), with headspace solid-phase microextraction (HS-SPME) and gas chromatography/mass spectrometry (GC/MS) techniques. A GC/time-of-flight (TOF)-MS instrument, which had fast acquisition rates and powerful deconvolution software, was used. Under optimum conditions total runtime was 45s. Volatile organic compounds (VOCs), including purgeable A and B compounds (listed in US Environmental Protection Agency method 624), were identified in standard water samples. Extraction times were 1min for more volatile compounds and 2min for less volatile compounds. The method was applied to the analysis of water samples treated under different disinfection processes and the results were compared with those from a liquid-liquid extraction method.

  9. CARMENES instrument overview

    Science.gov (United States)

    Quirrenbach, A.; Amado, P. J.; Caballero, J. A.; Mundt, R.; Reiners, A.; Ribas, I.; Seifert, W.; Abril, M.; Aceituno, J.; Alonso-Floriano, F. J.; Ammler-von Eiff, M.; Antona Jiménez, R.; Anwand-Heerwart, H.; Azzaro, M.; Bauer, F.; Barrado, D.; Becerril, S.; Béjar, V. J. S.; Benítez, D.; Berdiñas, Z. M.; Cárdenas, M. C.; Casal, E.; Claret, A.; Colomé, J.; Cortés-Contreras, M.; Czesla, S.; Doellinger, M.; Dreizler, S.; Feiz, C.; Fernández, M.; Galadí, D.; Gálvez-Ortiz, M. C.; García-Piquer, A.; García-Vargas, M. L.; Garrido, R.; Gesa, L.; Gómez Galera, V.; González Álvarez, E.; González Hernández, J. I.; Grözinger, U.; Guàrdia, J.; Guenther, E. W.; de Guindos, E.; Gutiérrez-Soto, J.; Hagen, H.-J.; Hatzes, A. P.; Hauschildt, P. H.; Helmling, J.; Henning, T.; Hermann, D.; Hernández Castaño, L.; Herrero, E.; Hidalgo, D.; Holgado, G.; Huber, A.; Huber, K. F.; Jeffers, S.; Joergens, V.; de Juan, E.; Kehr, M.; Klein, R.; Kürster, M.; Lamert, A.; Lalitha, S.; Laun, W.; Lemke, U.; Lenzen, R.; López del Fresno, Mauro; López Martí, B.; López-Santiago, J.; Mall, U.; Mandel, H.; Martín, E. L.; Martín-Ruiz, S.; Martínez-Rodríguez, H.; Marvin, C. J.; Mathar, R. J.; Mirabet, E.; Montes, D.; Morales Muñoz, R.; Moya, A.; Naranjo, V.; Ofir, A.; Oreiro, R.; Pallé, E.; Panduro, J.; Passegger, V.-M.; Pérez-Calpena, A.; Pérez Medialdea, D.; Perger, M.; Pluto, M.; Ramón, A.; Rebolo, R.; Redondo, P.; Reffert, S.; Reinhardt, S.; Rhode, P.; Rix, H.-W.; Rodler, F.; Rodríguez, E.; Rodríguez-López, C.; Rodríguez-Pérez, E.; Rohloff, R.-R.; Rosich, A.; Sánchez-Blanco, E.; Sánchez Carrasco, M. A.; Sanz-Forcada, J.; Sarmiento, L. F.; Schäfer, S.; Schiller, J.; Schmidt, C.; Schmitt, J. H. M. M.; Solano, E.; Stahl, O.; Storz, C.; Stürmer, J.; Suárez, J. C.; Ulbrich, R. G.; Veredas, G.; Wagner, K.; Winkler, J.; Zapatero Osorio, M. R.; Zechmeister, M.; Abellán de Paco, F. J.; Anglada-Escudé, G.; del Burgo, C.; Klutsch, A.; Lizon, J. L.; López-Morales, M.; Morales, J. C.; Perryman, M. A. C.; Tulloch, S. M.; Xu, W.

    2014-07-01

    This paper gives an overview of the CARMENES instrument and of the survey that will be carried out with it during the first years of operation. CARMENES (Calar Alto high-Resolution search for M dwarfs with Exoearths with Near-infrared and optical Echelle Spectrographs) is a next-generation radial-velocity instrument under construction for the 3.5m telescope at the Calar Alto Observatory by a consortium of eleven Spanish and German institutions. The scientific goal of the project is conducting a 600-night exoplanet survey targeting ~ 300 M dwarfs with the completed instrument. The CARMENES instrument consists of two separate echelle spectrographs covering the wavelength range from 0.55 to 1.7 μm at a spectral resolution of R = 82,000, fed by fibers from the Cassegrain focus of the telescope. The spectrographs are housed in vacuum tanks providing the temperature-stabilized environments necessary to enable a 1 m/s radial velocity precision employing a simultaneous calibration with an emission-line lamp or with a Fabry-Perot etalon. For mid-M to late-M spectral types, the wavelength range around 1.0 μm (Y band) is the most important wavelength region for radial velocity work. Therefore, the efficiency of CARMENES has been optimized in this range. The CARMENES instrument consists of two spectrographs, one equipped with a 4k x 4k pixel CCD for the range 0.55 - 1.05 μm, and one with two 2k x 2k pixel HgCdTe detectors for the range from 0.95 - 1.7μm. Each spectrograph will be coupled to the 3.5m telescope with two optical fibers, one for the target, and one for calibration light. The front end contains a dichroic beam splitter and an atmospheric dispersion corrector, to feed the light into the fibers leading to the spectrographs. Guiding is performed with a separate camera; on-axis as well as off-axis guiding modes are implemented. Fibers with octagonal cross-section are employed to ensure good stability of the output in the presence of residual guiding errors. The

  10. Volatile hydrocarbons inhibit methanogenic crude oil degradation

    Directory of Open Access Journals (Sweden)

    Angela eSherry

    2014-04-01

    Full Text Available Methanogenic degradation of crude oil in subsurface sediments occurs slowly, but without the need for exogenous electron acceptors, is sustained for long periods and has enormous economic and environmental consequences. Here we show that volatile hydrocarbons are inhibitory to methanogenic oil biodegradation by comparing degradation of an artificially weathered crude oil with volatile hydrocarbons removed, with the same oil that was not weathered. Volatile hydrocarbons (nC5-nC10, methylcyclohexane, benzene, toluene and xylenes were quantified in the headspace of microcosms. Aliphatic (n-alkanes nC12-nC34 and aromatic hydrocarbons (4-methylbiphenyl, 3-methylbiphenyl, 2-methylnaphthalene, 1-methylnaphthalene were quantified in the total hydrocarbon fraction extracted from the microcosms. 16S rRNA genes from key microorganisms known to play an important role in methanogenic alkane degradation (Smithella and Methanomicrobiales were quantified by quantitative PCR. Methane production from degradation of weathered oil in microcosms was rapid (1.1 ± 0.1 µmol CH4/g sediment/day with stoichiometric yields consistent with degradation of heavier n-alkanes (nC12-nC34. For non-weathered oil, degradation rates in microcosms were significantly lower (0.4 ± 0.3 µmol CH4/g sediment/day. This indicated that volatile hydrocarbons present in the non-weathered oil inhibit, but do not completely halt, methanogenic alkane biodegradation. These findings are significant with respect to rates of biodegradation of crude oils with abundant volatile hydrocarbons in anoxic, sulphate-depleted subsurface environments, such as contaminated marine sediments which have been entrained below the sulfate-reduction zone, as well as crude oil biodegradation in petroleum reservoirs and contaminated aquifers.

  11. The Volatility Effect: Lower Risk without Lower Return

    NARCIS (Netherlands)

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

    2007-01-01

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

  12. 21 CFR 573.914 - Salts of volatile fatty acids.

    Science.gov (United States)

    2010-04-01

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

  13. Emerald ash borer responses to induced plant volatiles

    Science.gov (United States)

    Cesar Rodriguez-Saona; Therese M. Poland; James Miller; Lukasz Stelinski; Linda Buchan; Gary Grant; Peter de Groot; Linda MacDonald

    2007-01-01

    Herbivore feeding and methyl jasmonate, a volatile derivative of the stress-eliciting plant hormone, jasmonic acid, induce responses in plants which include the synthesis and emission of volatiles. These induced volatiles can serve to attract or repel herbivores; therefore, they may have potential use in pest management programs. The exotic emerald ash borer (EAB),...

  14. 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.

  15. Another Look at the Volatility of Stock Prices

    Science.gov (United States)

    Maruszewski, Richard F., Jr.

    2007-01-01

    Investors are interested in the volatility of a stock for various reasons. One investor may desire to purchase a low volatility stock for peace of mind. Another may be interested in a high volatility stock in order to have the opportunity to buy low and sell high as the price of the stock oscillates. This author had the fortunate timing of reading…

  16. Factor Structure in Commodity Futures Return and Volatility

    DEFF Research Database (Denmark)

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

    Using data on more than 750 million futures trades during 2004-2013, we analyze eight stylized facts of commodity price and volatility dynamics in the post financialization period. We pay particular attention to the factor structure in returns and volatility and to commodity market integration...... volatility indicates a nontrivial degree of market integration....

  17. On the non-causal link between volatility and growth

    DEFF Research Database (Denmark)

    Posch, Olaf; Wälde, Klaus

    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...

  18. 40 CFR 53.66 - Test procedure: Volatility test.

    Science.gov (United States)

    2010-07-01

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

  19. Use of an autosampler for dynamic headspace extraction of volatile compounds from grains and effect of added water on the extraction.

    Science.gov (United States)

    Ram, M S; Seitz, L M; Rengarajan, R

    1999-10-01

    An autosampler attached to a purge and trap instrument was used to aid routine analyses of grain samples for volatile compounds associated with off-odors. Trapped volatiles were transferred to a gas chromatograph/mass spectrometer instrument for separation and detection. Dynamic extraction of volatiles from approximately 18 g of whole grain at 80 degrees C was accomplished by purging helium through a sample vial with a Teflon-lined septum on each end. The autosampler automatically added internal standard to the sample before purging began, which required the addition of 1 mL of water for complete transfer of the standard to the sample. The added water enhanced extraction of 1-octen-3-ol, 1-octen-3-one, and some other compounds from soybeans but not from starchy grains such as corn and wheat. Addition of a free radical scavenger, such as citric acid, greatly diminished the recovery of 1-octen-3-ol and 1-octen-3-one from soybeans.

  20. Volatility transmission and volatility impulse response functions in European electricity forward markets

    Energy Technology Data Exchange (ETDEWEB)

    Le Pen, Yannick [Institut d' Economie et de Management de Nantes - IAE, Universite de Nantes, Chemin de la Censive du Tertre, BP 52231, 44322 Nantes cedex 3 (France); Sevi, Benoit [Universite d' Angers (GRANEM), Faculte de Droit, Economie et Gestion, Universite d' Angers, 13 allee Francois Mitterrand, BP 13633, 49036 Angers cedex 01 (France)

    2010-07-15

    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 a consequence of the non-storability of power. Finally, we estimate the density of the VIRF at different forecast horizons. These fitted distributions are asymmetric and show that large increases in expected conditional volatilities are possible even if their probability is low. These results have interesting implications for market participants whose risk management policy depends on option prices which themselves depend on the characteristics of volatility. (author)

  1. Tool – Material, Metaphor – Metonymy, Instrument(ness)

    DEFF Research Database (Denmark)

    Bertelsen, Olav Wedege; Breinbjerg, Morten; Pold, Søren

    2008-01-01

    This paper, presents in an abbreviated form the argument presented in an earlier paper[1], and tries to relate it to the theme, "retro in the interface". We introduce the concept instrumentness as a quality of human-computer interfaces. Instrumentness points to the way musical instruments are con...

  2. Analysis of volatile components in herbal pair Semen Persicae-Flos Carthami by GC-MS and chemometric resolution.

    Science.gov (United States)

    Fu, Jiangang; Li, Xiaoru; Lu, Hongmei; Liang, Yizeng

    2012-11-01

    Analysis of volatile components in herbal pair (HP) Semen Persicae-Flos Carthami (SP-FC) was performed by GC-MS coupled with chemometric resolution method (CRM). Furthermore, temperature-programmed retention indices were used together with mass spectra for identification of the volatile components. With the help of CRM, the two-dimensional data obtained from GC-MS instruments were resolved into a pure chromatogram and a mass spectrum of each chemical compound. By use of these methods upon two-dimensional data, 26, 49, and 59 volatile chemical components in essential oils of single herb Semen Persicae, Flos Carthami, and HP SP-FC were determined qualitatively and quantitatively, accounting for 78.42, 81.08, and 82.48% total contents of essential oil of single herb Semen Persicae, Flos Carthami, and HP SP-FC, respectively. It is shown that the accuracy of qualitative and quantitative analysis can be enhanced greatly by means of CRM. It is further demonstrated that the numbers of volatile chemical components of HP SP-FC are almost the addition of those of two single herbs, but the main volatile chemical components of the former are completely different from those of single herb Semen Persicae or Flos Carthami because of chemical reactions and physical changes occurring in the process of decocting two single herbs. This means that chemical components especially pharmacologically active compounds in the recipe might be different from those of single herbs.

  3. ZBLAN Viscosity Instrumentation

    Science.gov (United States)

    Kaukler, William

    2001-01-01

    The past year's contribution from Dr. Kaukler's experimental effort consists of these 5 parts: a) Construction and proof-of-concept testing of a novel shearing plate viscometer designed to produce small shear rates and operate at elevated temperatures; b) Preparing nonlinear polymeric materials to serve as standards of nonlinear Theological behavior; c) Measurements and evaluation of above materials for nonlinear rheometric behavior at room temperature using commercial spinning cone and plate viscometers available in the lab; d) Preparing specimens from various forms of pitch for quantitative comparative testing in a Dynamic Mechanical Analyzer, Thermal Mechanical Analyzer; and Archeological Analyzer; e) Arranging to have sets of pitch specimens tested using the various instruments listed above, from different manufacturers, to form a baseline of the viscosity variation with temperature using the different test modes offered by these instruments by compiling the data collected from the various test results. Our focus in this project is the shear thinning behavior of ZBLAN glass over a wide range of temperature. Experimentally, there are no standard techniques to perform such measurements on glasses, particularly at elevated temperatures. Literature reviews to date have shown that shear thinning in certain glasses appears to occur, but no data is available for ZBLAN glass. The best techniques to find shear thinning behavior require the application of very low rates of shear. In addition, because the onset of the thinning behavior occurs at an unknown elevated temperature, the instruments used in this study must provide controlled low rates of shear and do so for temperatures approaching 600 C. In this regard, a novel shearing parallel plate viscometer was designed and a prototype built and tested.

  4. Payment Instrument Characteristics

    DEFF Research Database (Denmark)

    Holst, Jacques; Kjeldsen, Martin; Hedman, Jonas;

    2015-01-01

    Over the last decade, we have witnessed payment innovations that fundamentally have changed the ways we pay. Payment innovations, such as mobile payments and on-line banking, include characteristics or features that are essential to understand if we want to know how and why payers choose among...... payment innovations. Using the Repertory Grid technique to explore 15 payers’ perception of six payment instruments, including coins, banknotes, debit cards, credit cards, mobile payments, and on-line banking, we identify 16 payment characteristics. The characteristics aggregate seventy-six unique...

  5. Beam Instrumentation and Diagnostics

    CERN Document Server

    Strehl, Peter

    2006-01-01

    This treatise covers all aspects of the design and the daily operations of a beam diagnostic system for a large particle accelerator. A very interdisciplinary field, it involves contributions from physicists, electrical and mechanical engineers and computer experts alike so as to satisfy the ever-increasing demands for beam parameter variability for a vast range of operation modi and particles. The author draws upon 40 years of research and work, most of them spent as the head of the beam diagnostics group at GSI. He has illustrated the more theoretical aspects with many real-life examples that will provide beam instrumentation designers with ideas and tools for their work.

  6. Pesticide reducing instruments

    DEFF Research Database (Denmark)

    Jacobsen, Lars-Bo; Jensen, Jørgen Dejgård; Andersen, Martin

    2005-01-01

    the cost and to calculate general economic and sectoral consequences. This CGE model is linked to an agricultural sector model calculating the optimal use of land, and the agricultural sector model is then linked to a biological agent based simulation model (ABM) calculating changes in the population...... for improving bio-diversity and securing drinking water. That is, combining economic modeling with physical biological modeling and geological evaluation allows us to select unsprayed field margins as the most effective instrument. Sensitivity analysis conducted on bio-diversity suggest that this result...

  7. Beam Instrument Development System

    Energy Technology Data Exchange (ETDEWEB)

    2016-01-08

    Beam Instrumentation Development System (BIDS) is a collection of common support libraries and modules developed during a series of Low-Level Radio Frequency (LLRF) control and timing/synchronization projects. BIDS includes a collection of Hardware Description Language (HDL) libraries and software libraries. The BIDS can be used for the development of any FPGA-based system, such as LLRF controllers. HDL code in this library is generic and supports common Digital Signal Processing (DSP) functions, FPGA-specific drivers (high-speed serial link wrappers, clock generation, etc.), ADC/DAC drivers, Ethernet MAC implementation, etc.

  8. 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...

  9. 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...

  10. Proteomic and metabolomic analyses provide insight into production of volatile and non-volatile flavor components in mandarin hybrid fruit

    Science.gov (United States)

    Although many of the volatile constituents of flavor and aroma in citrus have been identified, the molecular mechanism and regulation of volatile production is not well understood. Our aim was to understand mechanisms of flavor volatile production and regulation in mandarin fruit. To this end fruits...

  11. Calibration of "Babyline" RP instruments

    CERN Multimedia

    2015-01-01

      If you have old RP instrumentation of the “Babyline” type, as shown in the photo, please contact the Radiation Protection Group (Joffrey Germa, 73171) to have the instrument checked and calibrated. Thank you. Radiation Protection Group

  12. Keyboard Emulation For Computerized Instrumentation

    Science.gov (United States)

    Wiegand, P. M.; Crouch, S. R.

    1989-01-01

    Keyboard emulator has interface at same level as manual keyboard entry. Since communication and control take place at high intelligence level in instrument, all instrument circuitry fully utilized. Little knowledge of instrument circuitry necessary, since only task interface performs is key closure. All existing logic and error checking still performed by instrument, minimizing workload of laboratory microcomputer. Timing constraints for interface operation minimal at keyboard entry level.

  13. Visualization of electrolyte volatile phenomenon in DIR-MCFC

    Science.gov (United States)

    Sugiura, Kimihiko; Yodo, Tadakatsu; Yamauchi, Makoto; Tanimoto, Kazumi

    Volatilization of molten salt is one of the factors that control the performance of molten carbonate fuel cells (MCFC). Volatilization of molten salt promotes cross-leakage and the corrosion of metallic components. Moreover, piping blockage is caused by the solidification of volatile matter. Because reforming catalysts filling the anode channel are polluted by molten salt volatile matter in direct internal reforming molten carbonate fuel cells (DIR-MCFC), the volatilization of molten salt is an especially serious subject. However, neither the behaviour nor the volatilization volume of molten salt volatile matter has heretofore been elucidated on. Because molten salt volatile matter that has strong alkalinity cannot be supplied directly to an analyzer, its volatilization volume is small, and analytical accuracy is poor. Therefore, an attempt has been made to elucidate about the electrolyte volatile phenomenon in an MCFC by using a non-contact image measurement technique. A 16 cm 2 MCFC single cell frame has an observation window and an irradiation window. The image of the volatile phenomenon is shown by irradiating a YAG laser light sheet 2 mm thick from an irradiation window into the anode channel, and taking measurements from an observation window with a high spatial resolution video camera (12 bit). As a result, though the volatile matter is not observed in an anode channel at OCV, the volatile matter flows in a belt-like manner from the inlet side near the electrode toward the outlet at a current density of 150 mA cm -2. In addition, volatile matter is difficult to observe with the conventional thickness of an anode electrode. Because the composition of these volatile matters is 15Li 2CO 3/85K 2CO 3 (the result of conversion into molten salt) by ion chromatography analysis, it is not an electrolyte (62Li 2CO 3/38K 2CO 3) but rather the volatile matter of potassium, such as KOH. Therefore, it is understood that the volatile matter K 2CO 3 is generated as KOH

  14. Advancements in Actuated Musical Instruments

    DEFF Research Database (Denmark)

    Overholt, Daniel; Berdahl, Edgar; Hamilton, Robert

    2011-01-01

    are physical instruments that have been endowed with virtual qualities controlled by a computer in real-time but which are nevertheless tangible. These instruments provide intuitive and engaging new forms of interaction. They are different from traditional (acoustic) and fully automated (robotic) instruments...

  15. Electronic Instruments -- Played or Used?

    Science.gov (United States)

    Ulveland, Randall Dana

    1998-01-01

    Compares the experience of playing an acoustic instrument to an electronic instrument by analyzing the constant structures and relationships between the experiences. Concludes that students' understanding of the physical experience of making music increases when experiences with acoustic instruments precede their exposure to electronic…

  16. Mallet Instruments Challenge Beginning Percussionists.

    Science.gov (United States)

    Grumley, Fred

    1983-01-01

    Orff mallet instruments should be used in beginning band classes. Adding mallet instruments would expand a beginner's concept of percussion instruments. Just as important, the percussion section would provide a solid melodic and harmonic foundation to assist beginning wind instrumentalists with their insecurities about pitch. (RM)

  17. An Instrumental Innovation

    Science.gov (United States)

    1978-01-01

    Think of guitars and you think of rock and country music, or the vigorous rhythms of the gypsy flamenco, or perhaps the classical strumming of a Segovia. About the last thing you would associate with guitars is aerospace technology. Yet there is a connection. A whole family of quality guitars is an outgrowth of helicopter rotor research conducted for the military services and NASA by an aerospace contractor. These musical spinoffs, commercially available and rapidly gaining in popularity, are the Ovation guitar line, manufactured by Ovation Instruments, Inc., Bloomfield, Connecticut. Ovation Instruments is a subsidiary of Kaman Corporation, a diversified company originally formed to develop and build helicopters. A helicopter's rotor system, with thousands of moving parts, is highly susceptible to vibration. For rotor efficiency, vibration must be "dampened," or reduced. Like other helicopter builders, Kaman Corporation spent years of research toward that end. The technology thus developed, together with the availability of staff experts in vibration engineering, sparked an idea in the mind of the company's president and founder, Charles H. Karnan. A guitarist of professional caliber, Kaman reasoned that vibration-dampening technology could be turned around to enhance vibration and thereby produce a guitar with superior sound.

  18. The QUIET Instrument

    Energy Technology Data Exchange (ETDEWEB)

    Bischoff, C.; et al.

    2012-07-01

    The Q/U Imaging ExperimenT (QUIET) is designed to measure polarization in the Cosmic Microwave Background, targeting the imprint of inflationary gravitational waves at large angular scales ({approx}1{sup o}). Between 2008 October and 2010 December, two independent receiver arrays were deployed sequentially on a 1.4m side-fed Dragonian telescope. The polarimeters which form the focal planes use a highly compact design based on High Electron Mobility Transistors (HEMTs) that provides simultaneous measurements of the Stokes parameters Q, U, and I in a single module. The 17-element Q-band polarimeter array, with a central frequency of 43.1 GHz, has the best sensitivity (69 {mu}Ks{sup 1/2}) and the lowest instrumental systematic errors ever achieved in this band, contributing to the tensor-to-scalar ratio at r < 0:1. The 84-element W-band polarimeter array has a sensitivity of 87 {mu}Ks{sup 1/2} at a central frequency of 94.5 GHz. It has the lowest systematic errors to date, contributing at r < 0:01. The two arrays together cover multipoles in the range {ell} {approx} 25 -- 975. These are the largest HEMT-based arrays deployed to date. This article describes the design, calibration, performance of, and sources of systematic error for the instrument.

  19. Balances instruments, manufacturers, history

    CERN Document Server

    Robens, Erich; Kiefer, Susanne

    2014-01-01

    The book deals mainly with direct mass determination by means of a conventional balances. It covers the history of the balance from the beginnings in Egypt earlier than 3000 BC to recent developments. All balance types are described with emphasis on scientific balances. Methods of indirect mass determination, which are applied to very light objects like molecules and the basic particles of matter and celestial bodies, are included.  As additional guidance, today’s manufacturers are listed and the profile of important companies is reviewed. Several hundred photographs, reproductions and drawings show instruments and their uses. This book includes commercial weighing instruments for merchandise and raw materials in workshops as well as symbolic weighing in the ancient Egyptian’s ceremony of ‘Weighing of the Heart’, the Greek fate balance, the Roman  Justitia, Juno Moneta and Middle Ages scenes of the Last Judgement with Jesus or St. Michael and of modern balances. The photographs are selected from the...

  20. Instrument Remote Control via the Astronomical Instrument Markup Language

    Science.gov (United States)

    Sall, Ken; Ames, Troy; Warsaw, Craig; Koons, Lisa; Shafer, Richard

    1998-01-01

    The Instrument Remote Control (IRC) project ongoing at NASA's Goddard Space Flight Center's (GSFC) Information Systems Center (ISC) supports NASA's mission by defining an adaptive intranet-based framework that provides robust interactive and distributed control and monitoring of remote instruments. An astronomical IRC architecture that combines the platform-independent processing capabilities of Java with the power of Extensible Markup Language (XML) to express hierarchical data in an equally platform-independent, as well as human readable manner, has been developed. This architecture is implemented using a variety of XML support tools and Application Programming Interfaces (API) written in Java. IRC will enable trusted astronomers from around the world to easily access infrared instruments (e.g., telescopes, cameras, and spectrometers) located in remote, inhospitable environments, such as the South Pole, a high Chilean mountaintop, or an airborne observatory aboard a Boeing 747. Using IRC's frameworks, an astronomer or other scientist can easily define the type of onboard instrument, control the instrument remotely, and return monitoring data all through the intranet. The Astronomical Instrument Markup Language (AIML) is the first implementation of the more general Instrument Markup Language (IML). The key aspects of our approach to instrument description and control applies to many domains, from medical instruments to machine assembly lines. The concepts behind AIML apply equally well to the description and control of instruments in general. IRC enables us to apply our techniques to several instruments, preferably from different observatories.

  1. Extended Research on Detection of Deception Using Volatile Organic Compound (VOC) Emissions

    Energy Technology Data Exchange (ETDEWEB)

    Center for Human Reliability Studies

    2006-06-01

    A system that captures and analyzes volatile organic compound (VOC) emissions from skin surfaces may offer a viable alternative method to the polygraph instrument currently in use for detecting deception in U.S. government settings. Like the involuntary autonomic central nervous system response data gathered during polygraph testing, VOC emissions from the skin may provide data that can be used to detect stress caused by deception. Detecting VOCs, then, may present a noninvasive, non-intrusive method for observing, recording, and quantifying evidence of stress or emotional change.

  2. The fate of volatiles in mid-ocean ridge magmatism

    CERN Document Server

    Keller, Tobias; Hirschmann, Marc M

    2016-01-01

    Deep-Earth volatile cycles couple the mantle with near-surface reservoirs. Volatiles are emitted by volcanism and, in particular, from mid-ocean ridges, which are the most prolific source of basaltic volcanism. Estimates of volatile extraction from the asthenosphere beneath ridges typically rely on measurements of undegassed lavas combined with simple petrogenetic models of the mean degree of melting. Estimated volatile fluxes have large uncertainties; this is partly due to a poor understanding of how volatiles are transported by magma in the asthenosphere. Here, we assess the fate of mantle volatiles through numerical simulations of melting and melt transport at mid-ocean ridges. Our simulations are based on two-phase, magma/mantle dynamics theory coupled to an idealised thermodynamic model of mantle melting in the presence of water and carbon dioxide. We combine simulation results with catalogued observations of all ridge segments to estimate a range of likely volatile output from the global mid-ocean ridge...

  3. Modeling and Forecasting the Volatility of Eastern European Emerging Markets

    Directory of Open Access Journals (Sweden)

    Sang Hoon Kang

    2009-06-01

    Full Text Available This study has attempted to seek a volatility forecasting model that can reflect sufficiently the long memory characteristic in the volatility of four Eastern European emerging stock markets, naThis study has attempted to seek a volatility forecasting model that can reflect sufficiently the long memory characteristic in the volatility of four Eastern European emerging stock markets, namely, Hungary, Poland, Russia, and Slovakia. From the results of our empirical analysis, we found that the FIGARCH model is better equipped to capture the long memory property in the volatility of these markets than the GARCH and IGARCH models. More importantly, the FIGARCH model is found to provide superior performance in one-day-ahead volatility forecasts. Thus, this study recommends researchers, portfolio managers, and traders to use the long memory FIGARCH model in analyzing and forecasting the volatility dynamics of Eastern European emerging markets.

  4. Aspects of volatility targeting for South African equity investors

    Directory of Open Access Journals (Sweden)

    Bhekinkosi Khuzwayo

    2014-11-01

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

  5. Volatile compounds of commercial Milano salami.

    Science.gov (United States)

    Meynier, A; Novelli, E; Chizzolini, R; Zanardi, E; Gandemer, G

    1999-02-01

    The relationship between extracted volatiles of Milano salami, one of the main dry-cured sausages produced in Italy, and their olfactory properties was studied. Volatile compounds were extracted by a purge-and-trap method, quantified using a flame ionisation detector and identified by mass spectrometry. Olfactory analysis was performed by sniffing the gas chromatographic effluent. Nearly 80 compounds were identified and quantified: most came from spices (60.5%), 18.9% from lipid oxidation, 11.8% from amino acid catabolism and 4.9% from fermentation processes. Panellists detected 19 odours by sniffing. These odours were associated with spices, lipid oxidation or fermentation and were in agreement with the contributions of each reaction to the overall aroma of the product.

  6. Recent developments in volatility modeling and applications

    Directory of Open Access Journals (Sweden)

    A. Thavaneswaran

    2006-01-01

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

  7. Water on The Moon, III. Volatiles & Activity

    CERN Document Server

    Crotts, Arlin

    2012-01-01

    For centuries some scientists have argued that there is activity on the Moon (or water, as recounted in Parts I & II), while others have thought the Moon is simply a dead, inactive world. The question comes in several forms: is there a detectable atmosphere? Does the surface of the Moon change? What causes interior seismic activity? From a more modern viewpoint, we now know that as much carbon monoxide as water was excavated during the LCROSS impact, as detailed in Part I, and a comparable amount of other volatiles were found. At one time the Moon outgassed prodigious amounts of water and hydrogen in volcanic fire fountains, but released similar amounts of volatile sulfur (or SO2), and presumably large amounts of carbon dioxide or monoxide, if theory is to be believed. So water on the Moon is associated with other gases. We review what is known (and touch on what is unknown) about outgassing of various gases from the Moon.

  8. 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.

  9. Selenium Uptake and Volatilization by Marine Algae

    Science.gov (United States)

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

    2015-04-01

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

  10. Multifractal Models, Intertrade Durations and Return Volatility

    OpenAIRE

    Segnon, Mawuli Kouami

    2015-01-01

    This thesis covers the application of multifractal processes in modeling financial time series. It aims to demonstrate the capacity and the robustness of the multifractal processes to better model return volatility and ultra high frequency financial data than both the generalized autoregressive conditional heteroscedasticity (GARCH)-type and autoregressive conditional duration (ACD) models currently used in research and practice. The thesis is comprised of four main parts that ...

  11. Parametric Portfolio Policies with Common Volatility Dynamics

    OpenAIRE

    Ergemen, Yunus Emre; Taamouti, Abderrahim

    2015-01-01

    A parametric portfolio policy function is considered that incorporates common stock volatility dynamics to optimally determine portfolio weights. Reducing dimension of the traditional portfolio selection problem significantly, only a number of policy parameters corresponding to first- and second-order characteristics are estimated based on a standard method-of-moments technique. The method, allowing for the calculation of portfolio weight and return statistics, is illustrated with an empirica...

  12. Back to Basics: Instrument Cleaning.

    Science.gov (United States)

    Spruce, Lisa

    2017-03-01

    Adequately cleaning and processing surgical instruments may be challenging for perioperative team members; however, the cleaning and processing of instruments are critical steps in making instruments safe to use on patients and achieving an appropriately safe OR environment. Instruments that are cleaned properly have had organic debris and soil removed, rendering them ready for sterilization or disinfection. This Back to Basics article covers the basic steps and considerations for cleaning and processing instruments before sterilization. Copyright © 2017 AORN, Inc. Published by Elsevier Inc. All rights reserved.

  13. Plume composition and volatile flux from Nyamulagira volcano

    Science.gov (United States)

    Calabrese, Sergio; Bobrowski, Nicole; Giuffrida, Giovanni Bruno; Scaglione, Sarah; Liotta, Marcello; Brusca, Lorenzo; D'Alessandro, Walter; Arellano, Santiago; Yalire, Matiew; Galle, Bo; Tedesco, Dario

    2015-04-01

    Nyamulagira, in the Virunga volcanic province (VVP), Democratic Republic of Congo, is one of the most active volcanoes in Africa. The volcano is located about 25 km north-northwest of Lake Kivu in the Western Branch of the East African Rift System (EARS). The activity is characterized by frequent eruptions (on average, one eruption every 2-4 years) which occur both from the summit crater and from the flanks (31 flank eruptions over the last 110 years). Due to the peculiar low viscosity of its lava and its location in the floor of the rift, Nyamulagira morphology is characterized by a wide lava field that covers over 1100 km2 and contains more than 100 flank cones. Indeed, Nyamulagira is a SiO2- undersaturated and alkali-rich basaltic shield volcano with a 3058 m high summit caldera with an extension of about 2 km in diameter. In November 2014 a field expedition was carried out at Nyamulagira volcano and we report here the first assessment of the plume composition and volatile flux from Nyamulagira volcano. Helicopter flights and field observations allowed us to recognize the presence of lava fountains inside an about 350-meter wide pit crater. The lava fountains originated from an extended area of about 20 to 40 m2, in the northeast sector of the central caldera. A second smaller source, close to the previous described one, was clearly visible with vigorous spattering activity. There was no evidence of a lave lake but the persistence of intense activity and the geometry of the bottom of the caldera might evolve in a new lava lake. Using a variety of in situ and remote sensing techniques, we determined the bulk plume concentrations of major volatiles, halogens and trace elements. We deployed a portable MultiGAS station at the rim of Nyamulagira crater, measuring (at 0.5 Hz for about 3 hours) the concentrations of major volcanogenic gas species in the plume (H2O, CO2, SO2, H2S). Simultaneously, scanning differential optical absorption spectroscopy instruments were

  14. Mass Spectrometry in Jupiter's Atmosphere: Vertical Variation of Volatile Vapors

    Science.gov (United States)

    Wong, Michael H.; Atreya, Sushil K.; Mahaffy, Paul R.

    2014-05-01

    The Galileo Probe made the first and only in situ measurements of composition in Jupiter's atmosphere, led by the Galileo Probe Mass Spectrometer, or GPMS [1]. The major contribution from this instrument was the measurement of abundances and isotope ratios of the noble gases, as well as the volatile gases CH4, NH3, H2O, and H2S [2,3]. These initial results were further refined by detailed laboratory calibrations for the noble gases [4] and the volatiles [5]. The probe measurements resulted in the first determination of the heavy element abundances (except carbon that was known previously) and He/H ratio, which provide critical constraints to models of the formation of Jupiter and the origin of its atmosphere [6,7]. The condensable volatiles, or CVs (ammonia, H2S, and water), increased with depth in the probe entry site. This vertical variation was observed at levels much deeper than the modeled cloud bases, as predicted by one-dimensional chemical equilibrium models. The discrepancy is due to the probe's entry into a dry region known as a 5-μm hot spot. The 5-μm hot spots are part of an atmospheric wave system that encircles Jupiter just north of the equator. Despite the anomalous meteorology, the bulk abundances of NH3 and H2S were measured by the probe, and found to be enriched with respect to solar composition (similarly to the non-condensable volatile CH4). The deepest water mixing ratio, however, was observed to be depleted relative to solar composition. We review an updated context for the CV vertical profiles measured by the GPMS, based on the latest results from remote sensing, simulation, and reinterpretation of Galileo Probe measurements. In particular, we find that (1) the bulk abundance of water in Jupiter's atmosphere must be greater than the subsolar abundance derived from the deepest GPMS measurements [8], and that (2) CV mixing ratios are controlled by a range of processes in addition to condensation of the ices NH3, NH4SH, and H2O [5-9]. Both

  15. The Sample Analysis at Mars Investigation and Instrument Suite

    Science.gov (United States)

    Mahaffy, Paul R.; Webster, Christopher R.; Cabane, Michel; Conrad, Pamela G.; Coll, Patrice; Atreya, Sushil K.; Arvey, Robert; Barciniak, Michael; Benna, Mehdi; Bleacher, Lora; Brinckerhoff, William B.; Eigenbrode, Jennifer L.; Carignan, Daniel; Cascia, Mark; Chalmers, Robert A.; Dworkin, Jason P.; Errigo, Therese; Everson, Paula; Franz, Heather; Farley, Rodger; Feng, Steven; Frazier, Gregory; Freissinet, Caroline; Glavin, Daniel P.; Harpold, Daniel N.; Hawk, Douglas; Holmes, Vincent; Johnson, Christopher S.; Jones, Andrea; Jordan, Patrick; Kellogg, James; Lewis, Jesse; Lyness, Eric; Malespin, Charles A.; Martin, David K.; Maurer, John; McAdam, Amy C.; McLennan, Douglas; Nolan, Thomas J.; Noriega, Marvin; Pavlov, Alexander A.; Prats, Benito; Raaen, Eric; Sheinman, Oren; Sheppard, David; Smith, James; Stern, Jennifer C.; Tan, Florence; Trainer, Melissa; Ming, Douglas W.; Morris, Richard V.; Jones, John; Gundersen, Cindy; Steele, Andrew; Wray, James; Botta, Oliver; Leshin, Laurie A.; Owen, Tobias; Battel, Steve; Jakosky, Bruce M.; Manning, Heidi; Squyres, Steven; Navarro-González, Rafael; McKay, Christopher P.; Raulin, Francois; Sternberg, Robert; Buch, Arnaud; Sorensen, Paul; Kline-Schoder, Robert; Coscia, David; Szopa, Cyril; Teinturier, Samuel; Baffes, Curt; Feldman, Jason; Flesch, Greg; Forouhar, Siamak; Garcia, Ray; Keymeulen, Didier; Woodward, Steve; Block, Bruce P.; Arnett, Ken; Miller, Ryan; Edmonson, Charles; Gorevan, Stephen; Mumm, Erik

    2012-09-01

    The Sample Analysis at Mars (SAM) investigation of the Mars Science Laboratory (MSL) addresses the chemical and isotopic composition of the atmosphere and volatiles extracted from solid samples. The SAM investigation is designed to contribute substantially to the mission goal of quantitatively assessing the habitability of Mars as an essential step in the search for past or present life on Mars. SAM is a 40 kg instrument suite located in the interior of MSL's Curiosity rover. The SAM instruments are a quadrupole mass spectrometer, a tunable laser spectrometer, and a 6-column gas chromatograph all coupled through solid and gas processing systems to provide complementary information on the same samples. The SAM suite is able to measure a suite of light isotopes and to analyze volatiles directly from the atmosphere or thermally released from solid samples. In addition to measurements of simple inorganic compounds and noble gases SAM will conduct a sensitive search for organic compounds with either thermal or chemical extraction from sieved samples delivered by the sample processing system on the Curiosity rover's robotic arm.

  16. The Sample Analysis at Mars Investigation and Instrument Suite

    Science.gov (United States)

    Mahaffy, Paul; Webster, Christopher R.; Conrad, Pamela G.; Arvey, Robert; Bleacher, Lora; Brinckerhoff, William B.; Eigenbrode, Jennifer L.; Chalmers, Robert A.; Dworkin, Jason P.; Errigo, Therese; Farley, Rodger; Feng, Steven; Frazier, Gregory; Glavin, Daniel P.; Harpold, Daniel N.; Jordan, Partick; Kellogg, James; Lewis, Jesse; Martin, David K.; Maurer, John; McAdam, Amy C.; McLennan, Douglas; Pavlov, Alexander A.; Raaen, Eric; Schinman, Oren

    2012-01-01

    The Sample Analysis at Mars (SAM) investigation of the Mars Science Laboratory (MSL) addresses the chemical and isotopic composition of the atmosphere and volatiles extracted from solid samples. The SAM investigation is designed to contribute substantially to the mission goal of quantitatively assessing the habitability of Mars as an essential step in the search for past or present life on Mars. SAM is a 40 kg instrument suite located in the interior of MSL's Curiosity rover. The SAM instruments are a quadrupole mass spectrometer, a tunable laser spectrometer, and a 6-column gas chromatograph all coupled through solid and gas processing systems to provide complementary information on the same samples. The SAM suite is able to measure a suite of light isotopes and to analyze volatiles directly from the atmosphere or thermally released from solid samples. In addition to measurements of simple inorganic compounds and noble gases SAM will conduct a sensitive search for organic compounds with either thermal or chemical extraction from sieved samples delivered by the sample processing system on the Curiosity rover's robotic arm,

  17. Unexpected uncertainty, volatility and decision-making

    Directory of Open Access Journals (Sweden)

    Amy Rachel Bland

    2012-06-01

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

  18. Subduction and volatile recycling in Earth's mantle

    Science.gov (United States)

    King, S. D.; Ita, J. J.; Staudigel, H.

    1994-01-01

    The subduction of water and other volatiles into the mantle from oceanic sediments and altered oceanic crust is the major source of volatile recycling in the mantle. Until now, the geotherms that have been used to estimate the amount of volatiles that are recycled at subduction zones have been produced using the hypothesis that the slab is rigid and undergoes no internal deformation. On the other hand, most fluid dynamical mantle flow calculations assume that the slab has no greater strength than the surrounding mantle. Both of these views are inconsistent with laboratory work on the deformation of mantle minerals at high pressures. We consider the effects of the strength of the slab using two-dimensional calculations of a slab-like thermal downwelling with an endothermic phase change. Because the rheology and composition of subducting slabs are uncertain, we consider a range of Clapeyron slopes which bound current laboratory estimates of the spinel to perovskite plus magnesiowustite phase transition and simple temperature-dependent rheologies based on an Arrhenius law diffusion mechanism. In uniform viscosity convection models, subducted material piles up above the phase change until the pile becomes gravitationally unstable and sinks into the lower mantle (the avalanche). Strong slabs moderate the 'catastrophic' effects of the instabilities seen in many constant-viscosity convection calculations; however, even in the strongest slabs we consider, there is some retardation of the slab descent due to the presence of the phase change.

  19. Astronomical Instrumentation System Markup Language

    Science.gov (United States)

    Goldbaum, Jesse M.

    2016-05-01

    The Astronomical Instrumentation System Markup Language (AISML) is an Extensible Markup Language (XML) based file format for maintaining and exchanging information about astronomical instrumentation. The factors behind the need for an AISML are first discussed followed by the reasons why XML was chosen as the format. Next it's shown how XML also provides the framework for a more precise definition of an astronomical instrument and how these instruments can be combined to form an Astronomical Instrumentation System (AIS). AISML files for several instruments as well as one for a sample AIS are provided. The files demonstrate how AISML can be utilized for various tasks from web page generation and programming interface to instrument maintenance and quality management. The advantages of widespread adoption of AISML are discussed.

  20. Reconfigurable laser ranging instrument

    Science.gov (United States)

    Schneiter, John

    1994-03-01

    This paper describes the design and operation of a fast, flexible, non-contact, eye-safe laser ranging instrument useful in a variety of industrial metrology situations, such as in-process machining control and part inspection. The system has variable computer-controlled standoff and depth of field, and can obtain 3-D images of surfaces within a range of from 1.5 ft to almost 10 ft from the final optical element. The minimum depth of field is about 3.5 in. at 1.5 ft and about 26 in. at the far range. The largest depth of field for which useful data are available is about 41 in. Resolution, with appropriate averaging, is about one part in 4000 of the depth of field, which implies a best case resolution for this prototype of 0.00075 in. System flexibility is achieved by computer controlled relative positioning of optical components.

  1. Portable musical instrument amplifier

    Energy Technology Data Exchange (ETDEWEB)

    Christian, David E. (Danbury, CT)

    1990-07-24

    The present invention relates to a musical instrument amplifier which is particularly useful for electric guitars. The amplifier has a rigid body for housing both the electronic system for amplifying and processing signals from the guitar and the system's power supply. An input plug connected to and projecting from the body is electrically coupled to the signal amplifying and processing system. When the plug is inserted into an output jack for an electric guitar, the body is rigidly carried by the guitar, and the guitar is operatively connected to the electrical amplifying and signal processing system without use of a loose interconnection cable. The amplifier is provided with an output jack, into which headphones are plugged to receive amplified signals from the guitar. By eliminating the conventional interconnection cable, the amplifier of the present invention can be used by musicians with increased flexibility and greater freedom of movement.

  2. The MICE PID Instrumentation

    CERN Document Server

    Bonesini, M

    2008-01-01

    The international Muon Ionization Cooling Experiment (MICE) will carry out a systematic investigation of ionization cooling of a muon beam. As the emittance measurement will be done on a particle-by-particle basis, sophisticated beam instrumentation is needed to measure particle coordinates and timing vs RF. A PID system based on three time-of-flight stations, two Aerogel Cerenkov detectors and a KLOE-like calorimeter has been constructed in order to keep beam contamination ($e, \\pi$) well below 1%. The MICE time-of-flight system will measure timing with a resolution better than 70 ps per plane, in a harsh environment due to high particle rates, fringe magnetic fields and electron backgrounds from RF dark current.

  3. Instrumented Architectural Simulation System

    Science.gov (United States)

    Delagi, B. A.; Saraiya, N.; Nishimura, S.; Byrd, G.

    1987-01-01

    Simulation of systems at an architectural level can offer an effective way to study critical design choices if (1) the performance of the simulator is adequate to examine designs executing significant code bodies, not just toy problems or small application fragements, (2) the details of the simulation include the critical details of the design, (3) the view of the design presented by the simulator instrumentation leads to useful insights on the problems with the design, and (4) there is enough flexibility in the simulation system so that the asking of unplanned questions is not suppressed by the weight of the mechanics involved in making changes either in the design or its measurement. A simulation system with these goals is described together with the approach to its implementation. Its application to the study of a particular class of multiprocessor hardware system architectures is illustrated.

  4. Instrumented Pipeline Initiative

    Energy Technology Data Exchange (ETDEWEB)

    Thomas Piro; Michael Ream

    2010-07-31

    This report summarizes technical progress achieved during the cooperative agreement between Concurrent Technologies Corporation (CTC) and U.S. Department of Energy to address the need for a for low-cost monitoring and inspection sensor system as identified in the Department of Energy (DOE) National Gas Infrastructure Research & Development (R&D) Delivery Reliability Program Roadmap.. The Instrumented Pipeline Initiative (IPI) achieved the objective by researching technologies for the monitoring of pipeline delivery integrity, through a ubiquitous network of sensors and controllers to detect and diagnose incipient defects, leaks, and failures. This report is organized by tasks as detailed in the Statement of Project Objectives (SOPO). The sections all state the objective and approach before detailing results of work.

  5. In Situ Analysis of the Volatiles in the Lunar Regolith with the Gas Analytical Package Experiment: Calibration of a GCMS Protoype

    Science.gov (United States)

    Coscia, David; Szopa, Cyril; Gerasimov, Mikhail; Wurz, Peter; Hofer, Lukas; cabane, Michel; Coll, Patrice; Buch, Arnaud; Fausch, Rico; Sap gir, S. A.; Aseev, Sergei; Zaitsev, Maxim; GAC Team

    2016-10-01

    Volatiles were recently shown to be present at the Lunar pole. They probably come from meteorites and micrometeorites which continuously deliver their material at the surface of the satellite. Thus, their characterisation would enable to better constrain the nature of the species brought by the meteorites to the solar system bodies, evaluate their evolution under Moon surface conditions. Within a few years, it could be done in situ with the Gas Analytical Package experiment onboard the Russian Luna Ressource mission, in part devoted to analyse regolith samples. With this aim, our team proposes an instrumentation to characterize in situ the content of volatiles in the lunar soil and rocks. This instrumentation would provide important reference data about the samples collected. It is based on pyrolysis coupled with gas chromatography and mass spectrometry, and could have the capability to: extract volatile materials (either condensed or present in the minerals) from the solid samples, separate the volatile and analyze their structure for identification and quantification, and analyze isotopic ratios in a certain extent. This instrumentation is based on an inheritance of the GAP instrument that was present onboard the late Phobos-Grunt probe. The instrumentation would be composed of : i. a pyrolyzer capable to heat the samples up to about 1000°C, and developed by IKI (Rus), which is also in charge to the whole instrument (PI M. Gerasimov); ii. a gas chromatograph devoted to separate and detect the volatile species released from the samples, developed by LATMOS and LISA (Fr.) ; iii. a time of flight mass spectrometer for the structural identification of the molecules, developed by the University of Bern (Sw.). This instrumentation should allow the identification of inorganic volatile molecules and small organic molecules (up to about benzene). This communication aims at presenting this instrumentation that should be onboard the Luna Ressource probe to the lunar South

  6. 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.

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

    Directory of Open Access Journals (Sweden)

    M. S. T. Barroso

    2011-06-01

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

  8. 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

  9. Ideology as instrument.

    Science.gov (United States)

    Glassman, Michael; Karno, Donna

    2007-12-01

    Comments on the article by J. T. Jost, which argued that the end-of-ideology claims that emerged in the aftermath of World War II were both incorrect and detrimental to the field of political psychology. M. Glassman and D. Karno make three critical points. First, Jost objectified ideology as a grand strategy implemented at the individual level, rather than as an instrument used for a specific purpose in activity. In doing so, he set ideology up as an "object" that guides human behavior rather than as a rational part of human experience. Second, they take issue with the idea that, because somebody acts in a manner that can be categorized as ideological, there actually is such a thing as ideology separate from that event and/or political experience and that psychologists ought to understand the meaning of ideology in order to understand future human activities as outside observers. Third, Jost seems to see this objective ideology as a unidirectional, causal mechanism for activity, a mechanism that assumes individuals act according to ideology, which eclipses the possibility that immediate ideological positions are the residue of purposeful activity. Glassman and Karno suggest that it may be better to take a pluralistic view of ideology in human action. Where ideology does exist, it is as a purposeful instrument--part of a logically based action to meet some ends-in-view--a mixture of immediate goals tied to secondary belief systems (which have been integrated to serve the material purposes of the purveyors of these ideologies). So if we are to understand ideology, we can only understand it through its use in human activity. (Copyright) 2007 APA.

  10. Aprendizaje instrumental en anfibios

    Directory of Open Access Journals (Sweden)

    Rubén N. Muzio

    1999-01-01

    Full Text Available Este trabajo presenta una revisión de los estudios realizados acerca de los mecanismos de aprendizaje en anfibios. Se conoce muy poco acerca de los procesos de aprendizaje en anfibios, y aún menos respecto de las relaciones cerebro-aprendizaje. Recientemente hemos comenzado el estudio sistemático del aprendizaje instrumental en el sapo Bufo arenarum dentro de un marco comparativo. Se observaron diversos fenómenos de aprendizaje comunes a una amplia variedad de vertebrados, tales como la adquisición bajo condiciones de entrenamiento masivo y espaciado, la extinción, la recuperación espontánea, el efecto subsiguiente al refuerzo, y el efecto en al adquisición de la magnitud del reforzamiento. Además, comenzamos el análisis de los efectos sobre el aprendizaje de las lesiones del pallium medial (estructura postulada como homóloga al hipocampo de los mamíferos. La lesión del paIlium medial no tuvo efectos sobre el desempeño ni sobre la tasa de captación de agua durante la adquisición. Pero retardó significativamente la extinción de la respuesta instrumental en un corredor recto. Estos datos sugieren que el palli um medial de los sapos juega un papel en la inhibición de respuestas previamente aprendidas. Los resultados de nuestros estudios en el sapo Bufo arenarum aportan datos origi na1es a la limitada información disponible sobre aprendizaje en anfibios.

  11. Characterisation of calamansi (Citrus microcarpa). Part II: volatiles, physicochemical properties and non-volatiles in the juice.

    Science.gov (United States)

    Cheong, Mun Wai; Zhu, Danping; Sng, Jingting; Liu, Shao Quan; Zhou, Weibiao; Curran, Philip; Yu, Bin

    2012-09-15

    Calamansi juices from three countries (Malaysia, the Philippines and Vietnam) were characterised through measuring volatiles, physicochemical properties and non-volatiles (sugars, organic acids and phenolic acids). The volatile components of manually squeezed calamansi juices were extracted using dichloromethane and headspace solid-phase microextraction, and then analysed using gas chromatography-mass spectrometry/flame ionisation detector, respectively. A total of 60 volatile compounds were identified. The results indicated that the Vietnam calamansi juice contained the highest amount of volatiles. Two principal components obtained from principal component analysis (PCA) represented 89.65% of the cumulative total variations of the volatiles. Among the non-volatile components, these three calamansi juices could be, to some extent, differentiated according to fructose and glucose concentrations. Hence, this study of calamansi juices could lead to a better understanding of calamansi fruits.

  12. Signatures of volatiles in the lunar proton albedo

    Science.gov (United States)

    Schwadron, N. A.; Wilson, J. K.; Looper, M. D.; Jordan, A. P.; Spence, H. E.; Blake, J. B.; Case, A. W.; Iwata, Y.; Kasper, J. C.; Farrell, W. M.; Lawrence, D. J.; Livadiotis, G.; Mazur, J.; Petro, N.; Pieters, C.; Robinson, M. S.; Smith, S.; Townsend, L. W.; Zeitlin, C.

    2016-07-01

    We find evidence for hydrated material in the lunar regolith using "albedo protons" measured with the Cosmic Ray Telescope for the Effects of Radiation (CRaTER) on the Lunar Reconnaissance Orbiter (LRO). Fluxes of these albedo protons, which are emitted from the regolith due to steady bombardment by high energy radiation (Galactic Cosmic Rays), are observed to peak near the poles, and are inconsistent with the latitude trends of heavy element enrichment (e.g., enhanced Fe abundance). The latitudinal distribution of albedo protons anti-correlates with that of epithermal or high energy neutrons. The high latitude enhancement may be due to the conversion of upward directed secondary neutrons from the lunar regolith into tertiary protons due to neutron-proton collisions in hydrated regolith that is more prevalent near the poles. The CRaTER instrument may thus provide important measurements of volatile distributions within regolith at the Moon and potentially, with similar sensors and observations, at other bodies within the Solar System.

  13. Volatility and dividend risk in perpetual American options

    Science.gov (United States)

    Montero, Miquel

    2007-04-01

    American options are financial instruments that can be exercised at any time before expiration. In this paper we study the problem of pricing this kind of derivatives within a framework in which some of the properties—volatility and dividend policy—of the underlaying stock can change at a random instant of time, but in such a way that we can forecast their final values. Under this assumption we can model actual market conditions because some of the most relevant facts that may potentially affect a firm will entail sharp predictable effects. We will analyse the consequences of this potential risk on perpetual American derivatives, a topic connected with a wide class of recurrent problems in physics: holders of American options must look for the fair price and the optimal exercise strategy at once, a typical question of free absorbing boundaries. We present explicit solutions to the most common contract specifications and derive analytical expressions concerning the mean and higher moments of the exercise time.

  14. Signatures of Volatiles in the Lunar Proton Albedo

    Science.gov (United States)

    Schwadron, N. A.; Wilson, J. K.; Looper, M. D.; Jordan, A. P.; Spence, H. E.; Blake, J. B.; Case, A. W.; Iwata, Y.; Kasper, J. C.; Farrell, W. M.; hide

    2015-01-01

    We find evidence for hydrated material in the lunar regolith using "albedo protons" measured with the Cosmic Ray Telescope for the Effects of Radiation (CRaTER) on the Lunar Reconnaissance Orbiter (LRO). Fluxes of these albedo protons, which are emitted from the regolith due to steady bombardment by high energy radiation (Galactic Cosmic Rays), are observed to peak near the poles, and are inconsistent with the latitude trends of heavy element enrichment (e.g., enhanced Fe abundance). The latitudinal distribution of albedo protons anti-correlates with that of epithermal or high energy neutrons. The high latitude enhancement may be due to the conversion of upward directed secondary neutrons from the lunar regolith into tertiary protons due to neutron-proton collisions in hydrated regolith that is more prevalent near the poles. The CRaTER instrument may thus provide important measurements of volatile distributions within regolith at the Moon and potentially, with similar sensors and observations, at other bodies within the Solar System.

  15. [Ion mobility spectrometry for the isomeric volatile organic compounds].

    Science.gov (United States)

    Han, Hai-yan; Jia, Xian-de; Huang, Guo-dong; Wang, Hong-mei; Li, Jian-quan; Jin, Shun-ping; Jiang, Hai-he; Chu, Yan-nan; Zhou, Shi-kang

    2007-10-01

    Ion mobility spectrometry (IMS) is based on determining the drift velocities, which the ionized sample molecules attain in the weak electric field of a drift tube at atmospheric pressure. The drift behavior can be affected by structural differences of the analytes, so that ion mobility spectrometry has the ability to separated isomeric compounds. In the present article, an introduction to IMS is given, followed by a description of the instrument used for the experiments to differentiate isomeric compounds. Positive ion mobility spectras of three kinds of isomeric volatile organic compounds were studied in a homemade high-resolution IMS apparatus with a discharge ionization source. The study includes the differences in the structure of carbon chain, the style of function group, and the position of function group. The reduced mobility values were determined, which are in very good agreement with the previously reported theoretical values using neural network theory. The influence of the structural features of the substances and including the size and shape of the molecule has been investigated. The reduced mobility values increases in the order: alcohols ion mobility spectra of the constitutional isomers studied reflect the influence of structural features. In order to calibrate or determine the detection limits and the sensitivity of the ion mobility spectrometry, the exponential dilution flask (EDF) was used. Using this method, the detection limit of the analytes can reach the order of magnitude of ng x L(-1).

  16. Signatures of Volatiles in the Lunar Proton Albedo

    Science.gov (United States)

    Schwadron, N. A.; Wilson, J. K.; Looper, M. D.; Jordan, A. P.; Spence, H. E.; Blake, J. B.; Case, A. W.; Iwata, Y.; Kasper, J. C.; Farrell, W. M.; Petro, N.

    2015-01-01

    We find evidence for hydrated material in the lunar regolith using "albedo protons" measured with the Cosmic Ray Telescope for the Effects of Radiation (CRaTER) on the Lunar Reconnaissance Orbiter (LRO). Fluxes of these albedo protons, which are emitted from the regolith due to steady bombardment by high energy radiation (Galactic Cosmic Rays), are observed to peak near the poles, and are inconsistent with the latitude trends of heavy element enrichment (e.g., enhanced Fe abundance). The latitudinal distribution of albedo protons anti-correlates with that of epithermal or high energy neutrons. The high latitude enhancement may be due to the conversion of upward directed secondary neutrons from the lunar regolith into tertiary protons due to neutron-proton collisions in hydrated regolith that is more prevalent near the poles. The CRaTER instrument may thus provide important measurements of volatile distributions within regolith at the Moon and potentially, with similar sensors and observations, at other bodies within the Solar System.

  17. Incidence of instrument separation using LightSpeed rotary instruments.

    Science.gov (United States)

    Knowles, Kenneth I; Hammond, Nathan B; Biggs, Stephen G; Ibarrola, Jose L

    2006-01-01

    The use of nickel-titanium rotary instrument systems has gained popularity over the past 10 years. One of these instrument systems is the LightSpeed (LightSpeed Technology, Inc, San Antonio, TX). One drawback for all nickel-titanium rotary instruments is the incidence of instrument separation. The purpose of this study was to evaluate the incidence of nonretrievable instrument separation using the LightSpeed system in a clinical setting. A total of 3543 canals were treated over a 24 month period and during that time, 46 LightSpeed instruments were separated and found to be nonretrievable, resulting in a separation rate of 1.30%. This rate was lower than previous reported studies.

  18. Tool – Material, Metaphor – Metonymy, Instrument(ness)

    DEFF Research Database (Denmark)

    Bertelsen, Olav Wedege; Breinbjerg, Morten; Pold, Søren

    2008-01-01

    This paper, presents in an abbreviated form the argument presented in an earlier paper[1], and tries to relate it to the theme, "retro in the interface". We introduce the concept instrumentness as a quality of human-computer interfaces. Instrumentness points to the way musical instruments are con...... pointing to alternative values, differing from traditional usability, which are also relevant in creative work outside art and music composition.......This paper, presents in an abbreviated form the argument presented in an earlier paper[1], and tries to relate it to the theme, "retro in the interface". We introduce the concept instrumentness as a quality of human-computer interfaces. Instrumentness points to the way musical instruments...... are controlled and conceptualized through values such as virtuosity and palyability, which are important for computer-mediated creative work supporting development in use beyond what is initially designed for. The papet performs a conceptual investigation into qualities in software interfaces that support...

  19. An improved method for the analysis of volatile polyfluorinated alkyl substances in environmental air samples

    Energy Technology Data Exchange (ETDEWEB)

    Jahnke, Annika; Ahrens, Lutz [Institute for Coastal Research, GKSS Research Centre, Department of Environmental Chemistry, Geesthacht (Germany); University of Lueneburg, Institute for Ecology and Environmental Chemistry, Faculty of Environmental Sciences, Lueneburg (Germany); Ebinghaus, Ralf; Temme, Christian [Institute for Coastal Research, GKSS Research Centre, Department of Environmental Chemistry, Geesthacht (Germany); Berger, Urs [Norwegian Institute for Air Research (NILU), Polar Environmental Centre, Tromsoe (Norway); Stockholm University, Department of Applied Environmental Science (ITM), Stockholm (Sweden); Barber, Jonathan L. [Lancaster University, Department of Environmental Science, Faculty of Science and Technology, Lancaster (United Kingdom)

    2007-02-15

    This article describes the optimisation and validation of an analytical method for the determination of volatile polyfluorinated alkyl substances (PFAS) in environmental air samples. Airborne fluorinated telomer alcohols (FTOHs) as well as fluorinated sulfonamides and sulfonamidoethanols (FOSAs/FOSEs) were enriched on glass-fibre filters (GFFs), polyurethane foams (PUFs) and XAD-2 resin by means of high-volume air samplers. Sensitive and selective determination was performed using gas chromatography/chemical ionisation-mass spectrometry (GC/CI-MS). Five mass-labelled internal standard (IS) compounds were applied to ensure the accuracy of the analytical results. No major blank problems were encountered. Recovery experiments were performed, showing losses of the most volatile compounds during extraction and extract concentration as well as strong signal enhancement for FOSEs due to matrix effects. Breakthrough experiments revealed losses of the most volatile FTOHs during sampling, while FOSAs/FOSEs were quantitatively retained. Both analyte losses and matrix effects could be remediated by application of adequate mass-labelled IS. Method quantification limits (MQLs) of the optimised method ranged from 0.2 to 2.5 pg/m{sup 3} for individual target compounds. As part of the method validation, an interlaboratory comparison of instrumental quantification methods was conducted. The applicability of the method was demonstrated by means of environmental air samples from an urban and a rural location in Northern Germany. (orig.)

  20. Uncorrelated Volatile Behavior During the 2011 Apparition of Comet C/2009 P1 Garradd

    CERN Document Server

    Feaga, Lori M; Farnham, Tony L; Bodewits, Dennis; Sunshine, Jessica M; Gersch, Alan M; Protopapa, Silvia; Yang, Bin; Drahus, Michal; Schleicher, David G

    2013-01-01

    The High Resolution Instrument Infrared Spectrometer (HRI-IR) onboard the Deep Impact Flyby spacecraft detected H2O, CO2, and CO in the coma of the dynamically young Oort cloud comet C/2009 P1 (Garradd) post-perihelion at a heliocentric distance of 2 AU. Production rates were derived for the parent volatiles, QH2O = 4.6e28, QCO2 = 3.9e27, and QCO = 2.9e28 molecules s-1, and are consistent with the trends seen by other observers and within the error bars of measurements acquired during a similar time period. When compiled with other observations of the dominant volatiles of Garradd, unexpected behavior was seen in the release of CO. The H2O outgassing of Garradd, increasing and peaking pre-perihelion and then steadily decreasing, is more typical than that of CO, which monotonically increased throughout the entire apparition. Due to the temporal asymmetry in volatile release, Garradd exhibited the highest CO to H2O abundance ratio ever observed for any comet inside the water snow line at 60 percent during the H...

  1. Overview of one transistor type of hybrid organic ferroelectric non-volatile memory

    Institute of Scientific and Technical Information of China (English)

    Young; Tea; Chun; Daping; Chu

    2015-01-01

    Organic ferroelectric memory devices based on field effect transistors that can be configured between two stable states of on and off have been widely researched as the next generation data storage media in recent years.This emerging type of memory devices can lead to a new instrument system as a potential alternative to previous non-volatile memory building blocks in future processing units because of their numerous merits such as cost-effective process,simple structure and freedom in substrate choices.This bi-stable non-volatile memory device of information storage has been investigated using several organic or inorganic semiconductors with organic ferroelectric polymer materials.Recent progresses in this ferroelectric memory field,hybrid system have attracted a lot of attention due to their excellent device performance in comparison with that of all organic systems.In this paper,a general review of this type of ferroelectric non-volatile memory is provided,which include the device structure,organic ferroelectric materials,electrical characteristics and working principles.We also present some snapshots of our previous study on hybrid ferroelectric memories including our recent work based on zinc oxide nanowire channels.

  2. Volatile Composition of Essential Oils from Different Aromatic Herbs Grown in Mediterranean Regions of Spain

    Directory of Open Access Journals (Sweden)

    Hussein El-Zaeddi

    2016-05-01

    Full Text Available Volatile composition of essential oils from dill, parsley, coriander, and mint were investigated at different harvest dates to determine the most suitable harvest time for each these herbs. Hydrodistillation (HD, using a Deryng system, was used for isolating the essential oils. Isolation and identification of the volatile compounds were performed using gas chromatography-mass spectrometry (GC-MS instrument. The results of gas chromatography-flame ionization detector (GC-FID analysis (quantification showed that the main components in the essential oil of dill shoots were α-phellandrene, dill ether, and β-phellandrene, and the optimal harvest date was D2 (second harvest, fourth week of February 2015. For parsley shoots, the main compounds were 1,3,8-p-menthatriene, β-phellandrene, and P1 (first harvest, third week of November 2014 was the sample with the highest essential oil. For coriander, the main compounds were E-2-dodecenal, dodecanal, and octane and the highest contents were found at C2 (second harvest, 5 February 2015; while, the main two components of mint essential oil were carvone and limonene, and the highest contents were found at M1 (first harvest, second week of December 2014. The present study was the first one reporting data on descriptive sensory analysis of aromatic herbs at this optimal harvest date according to the content of volatile compounds of their essential oils.

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

    Institute of Scientific and Technical Information of China (English)

    Zhang qiang

    2014-01-01

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

  4. 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

  5. Ex-core instrumentation; Instrumentation hors coeur des reacteurs

    Energy Technology Data Exchange (ETDEWEB)

    Burel, J.P. [Schneider Electric S.A., 92 - Boulogne-Billancourt (France)

    1999-01-01

    The safety and the control of the reactor need to master the nuclear power from the core radiation measurement. According to the reactor dimensions and conception, the nuclear parameters monitoring is realized through two instrumentation systems: the ex-core instrumentation system which use detector placed outside of the core and the in-core instrumentation system. This paper deals with the ex-core systems based on neutronic measurements and details the detectors choice, the treatment circuits, data processing, realizations in France and also example of the Wwr reactor instrumentation. (A.L.B.)

  6. Pancreatitis Quality of Life Instrument: Development of a new instrument

    Directory of Open Access Journals (Sweden)

    Wahid Wassef

    2014-02-01

    Full Text Available Objectives: The goal of this project was to develop the first disease-specific instrument for the evaluation of quality of life in chronic pancreatitis. Methods: Focus groups and interview sessions were conducted, with chronic pancreatitis patients, to identify items felt to impact quality of life which were subsequently formatted into a paper-and-pencil instrument. This instrument was used to conduct an online survey by an expert panel of pancreatologists to evaluate its content validity. Finally, the modified instrument was presented to patients during precognitive testing interviews to evaluate its clarity and appropriateness. Results: In total, 10 patients were enrolled in the focus groups and interview sessions where they identified 50 items. Once redundant items were removed, the 40 remaining items were made into a paper-and-pencil instrument referred to as the Pancreatitis Quality of Life Instrument. Through the processes of content validation and precognitive testing, the number of items in the instrument was reduced to 24. Conclusions: This marks the development of the first disease-specific instrument to evaluate quality of life in chronic pancreatitis. It includes unique features not found in generic instruments (economic factors, stigma, and spiritual factors. Although this marks a giant step forward, psychometric evaluation is still needed prior to its clinical use.

  7. PARAMETER ESTIMATION FOR A DISCRETELY OBSERVED STOCHASTIC VOLATILITY MODEL WITH JUMPS IN THE VOLATILITY

    Institute of Scientific and Technical Information of China (English)

    2003-01-01

    In this paper a stochastic volatility model is considered. That is, a log price process Y whichis given in terms of a volatility process V is studied. The latter is defined such that the logprice possesses some of the properties empirically observed by Barndorff-Nielsen & Jiang[6]. Inthe model there are two sets of unknown parameters, one set corresponding to the marginaldistribution of V and one to autocorrelation of V. Based on discrete time observations ofthe log price the authors discuss how to estimate the parameters appearing in the marginaldistribution and find the asymptotic properties.

  8. Industrial instrumentation principles and design

    CERN Document Server

    Padmanabhan, Tattamangalam R

    2000-01-01

    Pneumatic, hydraulic and allied instrumentation schemes have given way to electronic schemes in recent years thanks to the rapid strides in electronics and allied areas. Principles, design and applications of such state-of-the-art instrumentation schemes form the subject matter of this book. Through representative examples, the basic building blocks of instrumentation schemes are identified and each of these building blocks discussed in terms of its design and interface characteristics. The common generic schemes synthesized with such building blocks are dealt with subsequently. This forms the scope of Part I. The focus in Part II is on application. Displacement and allied instrumentation, force and allied instrumentation and process instrumentation in terms of temperature, flow, pressure level and other common process variables are dealt with separately and exhaustively. Despite the diversity in the sensor principles and characteristics and the variety in the applications and their environments, it is possib...

  9. Instruments to assess integrated care

    DEFF Research Database (Denmark)

    Lyngsø, Anne Marie; Godtfredsen, Nina Skavlan; Høst, Dorte

    2014-01-01

    abstracts were independently reviewed by two investigators. RESULTS: We identified 23 measurement instruments and, within these, eight organisational elements were found. No measurement instrument covered all organisational elements, but almost all studies include well-defined structural and process aspects......INTRODUCTION: Although several measurement instruments have been developed to measure the level of integrated health care delivery, no standardised, validated instrument exists covering all aspects of integrated care. The purpose of this review is to identify the instruments concerning how...... to measure the level of integration across health-care sectors and to assess and evaluate the organisational elements within the instruments identified. METHODS: An extensive, systematic literature review in PubMed, CINAHL, PsycINFO, Cochrane Library, Web of Science for the years 1980-2011. Selected...

  10. Detectors for Tomorrow's Instruments

    Science.gov (United States)

    Moseley, Harvey

    2009-01-01

    Cryogenically cooled superconducting detectors have become essential tools for a wide range of measurement applications, ranging from quantum limited heterodyne detection in the millimeter range to direct searches for dark matter with superconducting phonon detectors operating at 20 mK. Superconducting detectors have several fundamental and practical advantages which have resulted in their rapid adoption by experimenters. Their excellent performance arises in part from reductions in noise resulting from their low operating temperatures, but unique superconducting properties provide a wide range of mechanisms for detection. For example, the steep dependence of resistance with temperature on the superconductor/normal transition provides a sensitive thermometer for calorimetric and bolometric applications. Parametric changes in the properties of superconducting resonators provides a mechanism for high sensitivity detection of submillimeter photons. From a practical point of view, the use of superconducting detectors has grown rapidly because many of these devices couple well to SQUID amplifiers, which are easily integrated with the detectors. These SQUID-based amplifiers and multiplexers have matured with the detectors; they are convenient to use, and have excellent noise performance. The first generation of fully integrated large scale superconducting detection systems are now being deployed. I will discuss the prospects for a new generation of instruments designed to take full advantage of the revolution in detector technology.

  11. The Clementine instrument complement

    Science.gov (United States)

    Lucey, Paul G.

    1993-01-01

    The recent successes of the Galileo solid-state imaging (SSI) experiment at the Moon and Gaspra show the utility of multispectral imaging of planetary objects. 'Clementine' is the planetary community's 'code name' for the SDIO (Space Defense Initiative Organization), mission to the Moon and the asteroid Geographos. This mission is designed as a long term stressing test on sensors and space systems developed for SDIO. In the course of this test Clementine will obtain science data using a varied and powerful array of remote sensing instruments which were developed by or for Lawrence Livermore National Laboratory in Livermore, California. Clementine carries five cameras, one for navigation and four for science experiments. In addition, a laser ranger is included which will serve as a laser altimeter. The Clementine cameras cover a wider range of spatial resolutions and wavelength range than did Galileo and are almost ideally suited to mapping of mafic rock types as are present on the Moon and expected at Geographos. Calibration of the cameras will occur at the sensor calibration laboratory at LLNL. In flight calibrations, using standard stars and other standards should improve the stated accuracies. Signal-to-noise ratios (SNRs) include the following noise sources: shot noise, calibration error, digitization noise, readout noise, and frame transfer noise (where applicable). The achieved SNRs are a balance between detector saturation and acceptable image smear. The 'worst' case uses the longest possible integration times.

  12. Impact Disdrometers Instrument Handbook

    Energy Technology Data Exchange (ETDEWEB)

    Bartholomew, Mary Jane [Brookhaven National Lab. (BNL), Upton, NY (United States)

    2016-03-01

    To improve the quantitative description of precipitation processes in climate models, the U.S. Department of Energy’s Atmospheric Radiation Measurement (ARM) Climate Research Facility has been collecting observations of the drop size spectra of rain events since early in 2006. Impact disdrometers were the initial choice due to their reliability, ease of maintenance, and relatively low cost. Each of the two units deployed was accompanied by a nearby tipping bucket. In 2010, the tipping buckets were replaced by weighing buckets rain gauges. Five video disdrometers were subsequently purchased and are described in ARM’s VDIS Handbook.1 As of April 2011, three of the weighing bucket instruments were deployed, one was to travel with the second ARM Mobile Facility, and the fifth was a spare. Two of the video disdrometers were deployed, a third was to be deployed later in the spring of 2011, one was to travel with the second ARM Mobile Facility, and the last was a spare. Detailed descriptions of impact disdrometers and their datastreams are provided in this document.

  13. Halo vest instrumentation

    Science.gov (United States)

    Huston, Dryver R.; Krag, Martin

    1996-05-01

    The halo vest is a head and neck immobilization system that is often used on patients that are recovering from cervical trauma or surgery. The halo vest system consists of a rigid halo that is firmly attached to the skull, an upright support structure for stabilization and immobilization, and a torso-enveloping vest. The main purpose of this study was to measure the forces that are carried by the halo-vest structure as the subject undergoes various activities of daily living and external loading for different vest designs. A tethered strain gage load cell based instrumentation system was used to take these load measurements on ten different subjects. Three different halo-vest systems were evaluated. The primary difference between the vests was the amount of torso coverage and the use of shoulder straps. The loads were measured, analyzed and used to compare the vests and to create a model of halo-vest-neck mechanics. Future applications of this technology to standalone data logging, pin-load measuring and biofeedback applications are discussed.

  14. Correlation between instrumental and sensory analysis for the characterization of Vitis vinifera wines

    OpenAIRE

    Vilanova, Mar; Genisheva, Zlatina Asenova; Masa, Antón; Oliveira, J. M.

    2009-01-01

    In this work, sensory analysis of was used to evaluate the wine aroma character with different aroma attributes according to Norm ISO 11035.1 In parallel wine volatiles were identified and quantified by gas chromatography according the methodology proposed by Oliveira et al. (2006).2 The objective of this work was to study the correlation between instrumental analysis and sensory perception of wine constituents. Thirty-five Albariño white young wines from 2006 vintage were e...

  15. Measurement, instrumentation, and sensors handbook

    CERN Document Server

    Eren, Halit

    2014-01-01

    The Second Edition of the bestselling Measurement, Instrumentation, and Sensors Handbook brings together all aspects of the design and implementation of measurement, instrumentation, and sensors. Reflecting the current state of the art, it describes the use of instruments and techniques for performing practical measurements in engineering, physics, chemistry, and the life sciences and discusses processing systems, automatic data acquisition, reduction and analysis, operation characteristics, accuracy, errors, calibrations, and the incorporation of standards for control purposes. Organized acco

  16. Experimenting with string musical instruments

    Science.gov (United States)

    LoPresto, Michael C.

    2012-03-01

    What follows are several investigations involving string musical instruments developed for and used in a Science of Sound & Light course. The experiments make use of a guitar, orchestral string instruments and data collection and graphing software. They are designed to provide students with concrete examples of how mathematical formulae, when used in physics, represent reality that can actually be observed, in this case, the operation of string musical instruments.

  17. Logical Varieties of Instrumental Reasons

    OpenAIRE

    Spielthenner, Georg

    2012-01-01

    Instrumental reasons play a central role in our practical deliberations because we apply the distinction between reasonable and unreasonable not only to beliefs, but to actions also. The question of what one has an instrumental reason to do is an important substantive question that is relevant to the general theory of practical reasoning and to ethics, too. It will be my object in the present study to show that we have different kinds of instrumental reasons, which depend solely on their logi...

  18. Assessing Requirements Volatility and Risk Using Bayesian Networks

    Science.gov (United States)

    Russell, Michael S.

    2010-01-01

    There are many factors that affect the level of requirements volatility a system experiences over its lifecycle and the risk that volatility imparts. Improper requirements generation, undocumented user expectations, conflicting design decisions, and anticipated / unanticipated world states are representative of these volatility factors. Combined, these volatility factors can increase programmatic risk and adversely affect successful system development. This paper proposes that a Bayesian Network can be used to support reasonable judgments concerning the most likely sources and types of requirements volatility a developing system will experience prior to starting development and by doing so it is possible to predict the level of requirements volatility the system will experience over its lifecycle. This assessment offers valuable insight to the system's developers, particularly by providing a starting point for risk mitigation planning and execution.

  19. Detecting instability in the volatility of carbon prices

    Energy Technology Data Exchange (ETDEWEB)

    Chevallier, Julien [Univ. Paris Dauphine (France)

    2011-01-15

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

  20. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

    /estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases......A two-step estimation method of stochastic volatility models is proposed: In the first step, we nonparametrically estimate the (unobserved) instantaneous volatility process. In the second step, standard estimation methods for fully observed diffusion processes are employed, but with the filtered...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

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

    CERN Document Server

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

    2014-01-01

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

  2. Asymmetry Effects of shocks in Chinese Stock Markets Volatility

    DEFF Research Database (Denmark)

    Hou, Ai Jun

    2013-01-01

    The unique characteristics of the Chinese stock markets make it difficult to assume a particular distribution for innovations in returns and the specification form of the volatility process when modelling return volatility with the parametric GARCH family models. This paper therefore applies a ge...... nonparametric model demonstrates a better performance for return volatility forecasts, particularly for the out-of-sample forecast. The results from this paper have important implications in risk management, portfolio selection, and hedging strategy.......The unique characteristics of the Chinese stock markets make it difficult to assume a particular distribution for innovations in returns and the specification form of the volatility process when modelling return volatility with the parametric GARCH family models. This paper therefore applies...... a generalized additive nonparametric smoothing technique to examine the volatility of the Chinese stock markets. The empirical results indicate that an asymmetric effect of negative news exists in the Chinese stock markets. Furthermore, compared with other parametric models, the generalized additive...

  3. Variation of volatile compounds among wheat varieties and landraces.

    Science.gov (United States)

    Starr, G; Petersen, M A; Jespersen, B M; Hansen, Å S

    2015-05-01

    Analysis of volatile compounds was performed on 81 wheat varieties and landraces, grown under controlled greenhouse conditions, in order to investigate the possibility of differentiating wheat varieties according to their volatile compound profiles. Volatile compounds from wheat samples were extracted by dynamic headspace extraction and analysed by gas chromatography-mass spectrometry. Seventy-two volatile compounds were identified in the wheat samples. Multivariate analysis of the data showed a large diversity in volatile profiles between samples. Differences occurred between samples from Austria compared to British, French and Danish varieties. Landraces were distinguishable from modern varieties and they were characterised by higher averaged peak areas for esters, alcohols, and some furans. Modern varieties were characterised by higher averaged peak areas for terpenes, pyrazines and straight-chained aldehydes. Differences in volatile profiles are demonstrated between wheat samples for the first time, based on variety. These results are significant to plant breeders and commercial users of wheat.

  4. A Jump-Diffusion Model with Stochastic Volatility and Durations

    DEFF Research Database (Denmark)

    Wei, Wei; Pelletier, Denis

    Market microstructure theories suggest that the durations between transactions carry information about volatility. This paper puts forward a model featuring stochastic volatility, stochastic conditional duration, and jumps to analyze high frequency returns and durations. Durations affect price...... jumps in two ways: as exogenous sampling intervals, and through the interaction with volatility. We adopt a bivariate Ornstein-Ulenbeck process to model intraday volatility and conditional duration. We develop a MCMC algorithm for the inference on irregularly spaced multivariate processes with jumps....... The algorithm provides smoothed estimates of the latent variables such as spot volatility, conditional duration, jump times, and jump sizes. We apply this model to IBM data and find that volatility and conditional duration are interdependent. We also find that jumps play an important role in return variation...

  5. Documenting Surface and Sub-surface Volatiles While Drilling in Frozen Lunar Simulant

    Science.gov (United States)

    Roush, T. L.; Cook, A. M.; Colaprete, A.; Bielawski, R.; Fritzler, E.; Benton, J.; White, B.; Forgione, J.; Kleinhenz, J.; Smith, J.; Paulsen, G.; Zacny, K.; McMurray, R.

    2017-01-01

    NASA's Resource Prospector (RP) mission is intended to characterize the three-dimensional nature of volatiles in lunar polar regions and permanently shadowed regions. RP is slated to carry two instruments for prospecting purposes. These include the Neutron Spectrometer System (NSS) and Near-Infrared Volatile Spectrometer System (NIRVSS). A Honybee Robotics drill (HRD) is intended to sample to depths of 1 m, and deliver a sample to a crucible that is processed by the Oxygen Volatile Extraction Node (OVEN) where the soil is heated and evolved gas is delivered to the gas chromatograph / mass spectrometer of the Lunar Advanced Volatile Analysis system (LAVA). For several years, tests of various sub-systems have been undertaken in a large cryo-vacuum chamber facility (VF-13) located at Glenn Research Center. In these tests a large tube (1.2 m high x 25.4 cm diameter) is filled with lunar simulant, NU-LHT-3M, prepared with known abundances of water. There are thermo-couples embedded at different depths, and also across the surface of the soil tube. The soil tube is placed in the chamber and cooled with LN2 as the pressure is reduced to approx.5-6x10(exp -6) Torr. Here we discuss May 2016 tests where two soil tubes were prepared and placed in the chamber. Also located in the chamber were 5 crucibles, an Inficon mass spectrometer, and a trolly permitting x-y translation, where the HRD and NIRVSS, were mounted. The shroud surrounding the soil tube was held at different temperatures for each tube to simulate a warm and cold lunar environment.

  6. Survey of Cold Water Lines in Protoplanetary Disks: Indications of Systematic Volatile Depletion

    Science.gov (United States)

    Du, Fujun; Bergin, Edwin Anthony; Hogerheijde, Michiel; van Dishoeck, Ewine F.; Blake, Geoff; Bruderer, Simon; Cleeves, Ilse; Dominik, Carsten; Fedele, Davide; Lis, Dariusz C.; Melnick, Gary; Neufeld, David; Pearson, John; Yıldız, Umut

    2017-06-01

    We performed very deep searches for 2 ground-state water transitions in 13 protoplanetary disks with the HIFI instrument on board the Herschel Space Observatory, with integration times up to 12 hr per line. We also searched for, with shallower integrations, two other water transitions that sample warmer gas. The detection rate is low, and the upper limits provided by the observations are generally much lower than predictions of thermo-chemical models with canonical inputs. One ground-state transition is newly detected in the stacked spectrum of AA Tau, DM Tau, LkCa 15, and MWC 480. We run a grid of models to show that the abundance of gas-phase oxygen needs to be reduced by a factor of at least ∼ 100 to be consistent with the observational upper limits (and positive detections) if a dust-to-gas mass ratio of 0.01 were to be assumed. As a continuation of previous ideas, we propose that the underlying reason for the depletion of oxygen (hence the low detection rate) is the freeze-out of volatiles such as water and CO onto dust grains followed by grain growth and settling/migration, which permanently removes these gas-phase molecules from the emissive upper layers of the outer disk. Such depletion of volatiles is likely ubiquitous among different disks, though not necessarily to the same degree. The volatiles might be returned back to the gas phase in the inner disk (≲ 15 au), which is consistent with current constraints. Comparison with studies on disk dispersal due to photoevaporation indicates that the timescale for volatile depletion is shorter than that of photoevaporation.

  7. Thermal Stability of Frozen Volatiles in the North Polar Region of Mercury

    Science.gov (United States)

    Paige, David A.; Siegler, Matthew A.; Harmon, John K.; Smith, David E.; Zuber, Maria T.; Neumann, Gregory A.; Solomon, Sean C.

    2012-01-01

    Earth-based radar observations have revealed the presence on Mercury of anomalously bright, depolarizing features that appear to be localized in the permanently shadowed regions of high-latitude impact craters [1]. Observations of similar radar signatures over a range of radar wavelengths implies that they correspond to deposits that are highly transparent at radar wavelengths and extend to depths of several meters below the surface [1]. Thermal models using idealized crater topographic profiles have predicted the thermal stability of surface and subsurface water ice at these same latitudes [2]. One of the major goals of the MESSENGER mission is to characterize the nature of radar-bright craters and presumed associated frozen volatile deposits at the poles of Mercury through complementary orbital observations by a suite of instruments [3]. Here we report on an examination of the thermal stability of water ice and other frozen volatiles in the north polar region of Mercury using topographic profiles obtained by the Mercury Laser Altimeter (MLA) instrument [4] in conjunction with a three-dimensional ray-tracing thermal model previously used to study the thermal environment of polar craters on the Moon [5].

  8. Volatile loss from accreting icy protoplanets

    Science.gov (United States)

    Stevenson, D. J.

    1993-03-01

    A large self-gravitating body does not easily lose significant mass because the escape velocity is much larger than the sound speed of atmosphere-forming species under ambient thermal conditions. The most significant exceptions to this are giant impacts or impact jetting by fast-moving projectiles. A very small object (e.g. a comet) also does not easily lose significant volatile mass upon formation because the energy release associated with its accretion is so small. (It can however lose a great deal of mass if it is subsequently moved closer to the Sun.) I argue that there is an intermediate mass range (corresponding to bodies with radii of approximately 300-800 km) for which the ambient steady-state mass loss is a maximum. By ambient, I mean those conditions pertaining to the formation region of the body. By steady state, I mean to exclude infrequent traumas (giant impacts). The existence of a preferred intermediate mass arises through the competition of growing gravitational containment and growing energy release by accretion; it corresponds typically to GM/(Rcs2) approximately equals 2 to 4, where M is the protoplanet mass of radius R, and cs is the sound speed. Several factors determine the amount of volatile loss is this vulnerable zone during accretion but in general the loss is a substantial fraction of the volatiles, sometimes approaching 100 percent. The principal implication is that bodies larger than a few hundred kilometers in radius will not have a 'primitive' (i.e. cometary) composition. This is relevant for understanding Triton, Pluto, Charon, and perhaps Chiron.

  9. Volatility Measurements Of Reaction Chamber-Generated Particles

    Energy Technology Data Exchange (ETDEWEB)

    Paulsen, D. [PSI and ETH Zuerich (Switzerland); Duplissy, J.; Weingartner, E.; Alfarra, R. [University of Manchester (United Kingdom); Baltensperger, U.

    2005-03-01

    A volatility-tandem differential mobility analyzer (VTDMA) was designed to monitor the non-volatile fraction of reaction chamber-generated organic particles. Using a coiled-tube heater for particle volatilization, particle volume fraction remaining measurements were made for wall temperatures of 100, 150, and 200 C. Oligomerization of organic particles generated from irradiations of {alpha}-pinene/NO{sub x} in the reaction chamber shows a strong linear relationship with time. (author)

  10. Asymmetry Effects of shocks in Chinese Stock Markets Volatility

    DEFF Research Database (Denmark)

    Hou, Ai Jun

    2013-01-01

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

  11. Financial market volatility and inflation uncertainty: An empirical investigation

    OpenAIRE

    Döpke, Jörg; Pierdzioch, Christian

    1999-01-01

    Using monthly data for Germany from 1968 through 1998, the relationship betweenfluctuations of prices in financial markets and inflation is analyzed. The results of Granger-causality tests reveal that stock market has no predictive power volatility for inflation uncertainty, et vice versa. Regarding the subsequent volatility of short-term and of long-term interest rate. In contrast, inflation uncertainty provides some information. The hypothesis of a causality running from the volatility of t...

  12. Financial Crisis, Monetary Policy, and Stock Market Volatility in China

    OpenAIRE

    Cheng-si Zhang; Da-yin Zhang; Jeffery Breece

    2011-01-01

    This paper employs the Markov regime switching GARCH model to capture the nature of China's stock market volatility in 2003-2009. We find a significant regime shift in the volatility of the stock market when the People's Bank of China adopted an accommodative monetary policy in response to the global financial crisis of 2007-2008. After the structural change, China's stock market moved into a regime with increased volatility, which appears to be persisting into the near future. This finding s...

  13. Volatility spillover in Indonesia, USA, and Japan capital market

    OpenAIRE

    Mulyadi, Martin Surya

    2009-01-01

    Globalization and advanced information technology easing us for obtaining information from global stock markets. With that condition, volatility in domestic capital market could be affected by volatility from global stock markets. That concern will be answered in this research, about volatility spillover in Indonesia, USA, and Japan capital market. This research using daily return data from each country indices from January 2004 until December 2008 employing econometric model GARCH (1,1). ...

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

    OpenAIRE

    Lakshmi Balasubramanyan

    2005-01-01

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

  15. Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility

    OpenAIRE

    Mark J. Jensen

    2015-01-01

    Empirical volatility studies have discovered nonstationary, long-memory dynamics in the volatility of the stock market and foreign exchange rates. This highly persistent, infinite variance - but still mean reverting - behavior is commonly found with nonparametric estimates of the fractional differencing parameter d, for financial volatility. In this paper, a fully parametric Bayesian estimator, robust to nonstationarity, is designed for the fractionally integrated, autoregressive, stochastic ...

  16. Dynamic headspace analyses of residual volatiles in pharmaceuticals.

    Science.gov (United States)

    Wampler, T P; Bowe, W A; Levy, E J

    1985-02-01

    Pharmaceutical preparations may be assayed for volatile organic compounds by purging them with a stream of inert carrier gas and collecting the organics onto a suitable sorbent material, from which they may be backflushed to a gas chromatograph. Compared to solvent extraction, the process offers advantages of increased sensitivity, ease of automation, and elimination of the solvent peak. Examples are given of three major sources of volatiles in pharmaceuticals, with the development of a method for quantitating the volatiles using an internal standard.

  17. Natural Gas Price Volatility in the UK and North America

    OpenAIRE

    2012-01-01

    Lacking a commonly held definition, volatility is an often over-generalised term with different meanings to different constituencies. This does not detract from the importance of the subject. To traders volatility is a source of revenue, to energy intensive industrial end-users it is often perceived as a threat. Midstream utilities actively work to risk-manage volatility in order to deliver a ‘dampened’ price offer to end-user customers. In this working paper Sofya Alterman summarises ...

  18. Thermodynamics of Volatile Silicon Hydroxides Studied

    Science.gov (United States)

    Copland, Evan H.; Opila, Elizabeth J.; Jacobson, Nathan S.

    2001-01-01

    Silicon-based ceramics are promising candidate structural materials for heat engines. The long-term stability of these materials to environmental degradation is dependent on the formation and retention of a protective SiO2 layer. It is well known that SiO2 forms stable volatile hydroxides in the presence of water vapor at elevated temperatures. Combustion conditions, which characteristically are at high velocities, contain significant water vapor pressures, and high temperatures tend to promote continuous formation of these hydroxides with resulting material degradation. For the degradation of silicon-based ceramics to be predicted, accurate thermodynamic data on the formation of silicon hydroxides are needed.

  19. Parametric Portfolio Policies with Common Volatility Dynamics

    DEFF Research Database (Denmark)

    Ergemen, Yunus Emre; Taamouti, Abderrahim

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

  20. On the Economic Evaluation of Volatility Forecasts

    DEFF Research Database (Denmark)

    Voev, Valeri

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

  1. Three Essays on Stock Market Volatility

    OpenAIRE

    Li, Qianru

    2008-01-01

    Volatility is inherently unobservable, and thus the selection of models and their definition is crucial in financial research. This dissertation attempts to check the role of investor sentiment and forecast Value-at-Risk (VaR) of the stock market using both parametric and nonparametric approaches. In the first essay, based on daily return data of three stock indices and four individual stocks from January 1988 to December 2006, the role of day-of-the-week, as well as investor sentiment, is ex...

  2. Stability and `volatility ` of element 104 oxychloride

    Energy Technology Data Exchange (ETDEWEB)

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

    1997-09-01

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

  3. Design of Onboard Instrument Based on Virtual Instrument Technology

    Institute of Scientific and Technical Information of China (English)

    TANG Baoping; ZHONG Yuanchang; QIU Jianwei

    2006-01-01

    After analyzing and comparing the traditional automobile instrument, the onboard instrument based on virtual instrument technology is designed in this paper. The PC/104 computer was employed as the core processing unit of the onboard instrument, and the several intelligent data acquisition nodes are set and connected by the CAN bus, through which the nodes can communicate with the core processing unit. The information of the vehicle's working condition can be displayed synthetically by adopting virtual instrument technology. When the working condition goes beyond its limit, the system can emit an alarm, record and storage the abnormal condition automatically, and suggest how to deal with the abnormity urgently. The development background and design idea of onboard information system were elaborated in the paper. The software, the hardware architecture and the principle of onboard information system were introduced in detail.

  4. Determination of non-volatile and volatile organic acids in Korean traditional fermented soybean paste (Doenjang).

    Science.gov (United States)

    Shukla, Shruti; Choi, Tae Bong; Park, Hae-Kyong; Kim, Myunghee; Lee, In Koo; Kim, Jong-Kyu

    2010-01-01

    Organic acids are formed in food as a result of metabolism of large molecular mass compounds. These organic acids play an important role in the taste and aroma of fermented food products. Doenjang is a traditional Korean fermented soybean paste product that provides a major source of protein. The quantitative data for volatile and non-volatile organic acid contents of 18 samples of Doenjang were determined by comparing the abundances of each peak by gas (GC) and high performance liquid chromatography (HPLC). The mean values of volatile organic acids (acetic acid, butyric acid, propionic acid and 3-methyl butanoic acid), determined in 18 Doenjang samples, were found to be 91.73, 29.54, 70.07 and 19.80 mg%, respectively, whereas the mean values of non-volatile organic acids, such as oxalic acid, citric acid, lactic acid and succinic acid, were noted to be 14.69, 5.56, 9.95 and 0.21 mg%, respectively. Malonic and glutaric acids were absent in all the tested samples of Doenjang. The findings of this study suggest that determination of organic acid contents by GC and HPLC can be considered as an affective approach to evaluate the quality characteristics of fermented food products.

  5. Estimating and Forecasting Asset Volatility and Its Volatility: A Markov-Switching Range Model

    NARCIS (Netherlands)

    Piplack, J.

    2009-01-01

    This paper proposes a new model for modeling and forecasting the volatility of asset markets. We suggest to use the log range defined as the natural logarithm of the difference of the maximum and the minimum price observed for an asset within a certain period of time, i.e. one trading week. There is

  6. The multivariate supOU stochastic volatility model

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Stelzer, Robert

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

  7. [Synergism of plant volatiles to insect pheromones and related mechanisms].

    Science.gov (United States)

    Wang, Zhen-hua; Zhao, Hui; Li, Jin-fu; Zeng, Xian-dong; Chen, Jian-jun; Feng, Han-li; Xu, Jia-wen

    2008-11-01

    Host plant volatiles and insect pheromones are the most important semiochemicals for insects, and their synergism can modulate insect behaviors. The attraction to sex- and aggregation pheromones of insects can be greatly enhanced by specific plant volatiles through the increased electroantennogram, pheromone incepting neuron action potential, and pulse-frequency. When the specific plant volatiles are bound with octopamine receptors, the threshold of sex pheromone incepting neuron to sex pheromones is decreased, while the sensibility of sex pheromone incepting neuron is increased, which may be the main mechanism for the synergism of plant volatiles to insect pheromones.

  8. A fragrant neighborhood: volatile mediated bacterial interactions in soil.

    Science.gov (United States)

    Schulz-Bohm, Kristin; Zweers, Hans; de Boer, Wietse; Garbeva, Paolina

    2015-01-01

    There is increasing evidence that volatile organic compounds (VOCs) play essential roles in communication and competition between soil microorganisms. Here we assessed volatile-mediated interactions of a synthetic microbial community in a model system that mimics the natural conditions in the heterogeneous soil environment along the rhizosphere. Phylogenetic different soil bacterial isolates (Burkholderia sp., Dyella sp., Janthinobacterium sp., Pseudomonas sp., and Paenibacillus sp.) were inoculated as mixtures or monoculture in organic-poor, sandy soil containing artificial root exudates (ARE) and the volatile profile and growth were analyzed. Additionally, a two-compartment system was used to test if volatiles produced by inter-specific interactions in the rhizosphere can stimulate the activity of starving bacteria in the surrounding, nutrient-depleted soil. The obtained results revealed that both microbial interactions and shifts in microbial community composition had a strong effect on the volatile emission. Interestingly, the presence of a slow-growing, low abundant Paenibacillus strain significantly affected the volatile production by the other abundant members of the bacterial community as well as the growth of the interacting strains. Furthermore, volatiles released by mixtures of root-exudates consuming bacteria stimulated the activity and growth of starved bacteria. Besides growth stimulation, also an inhibition in growth was observed for starving bacteria exposed to microbial volatiles. The current work suggests that volatiles produced during microbial interactions in the rhizosphere have a significant long distance effect on microorganisms in the surrounding, nutrient-depleted soil.

  9. A fragrant neighborhood: Volatile mediated bacterial interactions in soil

    Directory of Open Access Journals (Sweden)

    Kristin eSchulz-Bohm

    2015-11-01

    Full Text Available There is increasing evidence that volatile organic compounds play essential roles in communication and competition between soil microorganisms. Here we assessed volatile-mediated interactions of a synthetic microbial community in a model system that mimics the natural conditions in the heterogeneous soil environment along the rhizosphere. Phylogenetic different soil bacterial isolates (Burkholderia sp., Dyella sp., Janthinobacterium sp., Pseudomonas sp., and Paenibacillus sp. were inoculated as mixtures or monoculture in organic-poor, sandy soil containing artificial root exudates and the volatile profile and growth were analyzed. Additionally, a two-compartment system was used to test if volatiles produced by inter-specific interactions in the rhizosphere can stimulate the activity of starving bacteria in the surrounding, nutrient-depleted soil. The obtained results revealed that both microbial interactions and shifts in microbial community composition had a strong effect on the volatile emission. Interestingly, the presence of a slow-growing, low abundant Paenibacillus strain significantly affected the volatile production by the other abundant members of the bacterial community as well as the growth of the interacting strains. Furthermore, volatiles released by mixtures of root-exudates consuming bacteria stimulated the activity and growth of starved bacteria. Besides growth stimulation, also an inhibition in growth was observed for starving bacteria exposed to microbial volatiles. The current work suggests that volatiles produced during microbial interactions in the rhizosphere have a significant long distance effect on microorganisms in the surrounding, nutrient-depleted soil.

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

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper

    , and to the separate forecasting of the realized components. We also introduce a new vector HAR (VecHAR) model for the resulting simultaneous system, controlling for possible endogeneity issues in the forecasting equations. We show that implied volatility contains incremental information about future volatility......We study the forecasting of future realized volatility in the stock, bond, and foreign exchange markets, as well as the continuous sample path and jump components of this, from variables in the information set, including implied volatility backed out from option prices. Recent nonparametric...... statistical techniques are used to separate realized volatility into its continuous and jump components, thus enhancing forecasting performance as shown by Andersen et al. (2005). We generalize the heterogeneous autoregressive (HAR) model to include implied volatility as an additional regressor...

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

    Directory of Open Access Journals (Sweden)

    V. Chirila

    2015-01-01

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

  12. 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

    This paper proposes a method for constructing a volatility risk premium, or investor risk aversion, index. The method is intuitive and simple to implement, relying on the sample moments of the recently popularized model-free realized and option-implied volatility measures. A small-scale Monte Car...... relate to a set of macro-finance state variables. We also find that the extracted volatility risk premium helps predict future stock market returns....

  13. Formación instrumental

    Directory of Open Access Journals (Sweden)

    Darío Zerrate

    2008-09-01

    Full Text Available Es el nombre dado al proyecto de investigación que un Grupo de docentes del Énfasis de Pedagogía Instrumental del Departamento de Educación Musical de la Facultad de BELLAS ARTES, propone para reflexionar sobre la Didáctica Instrumental

  14. Cryogenic Caging for Science Instrumentation

    Science.gov (United States)

    Penanen, Konstantin; Chui, Talso C.

    2011-01-01

    A method has been developed for caging science instrumentation to protect from pyro-shock and EDL (entry, descent, and landing) acceleration damage. Caging can be achieved by immersing the instrument (or its critical parts) in a liquid and solidifying the liquid by cooling. After the launch shock and/or after the payload has landed, the solid is heated up and evaporated.

  15. Autonomous Bio-Optical Instruments

    Science.gov (United States)

    2000-09-30

    Autonomous Bio -Optical Instruments Russ E. Davis Scripps Institution of Oceanography La Jolla CA 92093-0230 phone: (858) 534-4415 fax: (858) 534... Bio -Optical Instruments 5a. CONTRACT NUMBER 5b. GRANT NUMBER 5c. PROGRAM ELEMENT NUMBER 6. AUTHOR(S) 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK

  16. Instruments in science and technology

    NARCIS (Netherlands)

    Boon, Mieke; Olsen, Jan Kyrre Berg; Pedersen, Stig Andur; Hendricks, Vincent F.

    2009-01-01

    Modern science and technology are interwoven into a complex that is sometimes called 'techno-science': the progress of science is dependent on the sophistication of instrumentation, whereas the progress of ‘high-tech’ instruments and apparatus is dependent on scientific research. Yet, how scientific

  17. A Database Management Assessment Instrument

    Science.gov (United States)

    Landry, Jeffrey P.; Pardue, J. Harold; Daigle, Roy; Longenecker, Herbert E., Jr.

    2013-01-01

    This paper describes an instrument designed for assessing learning outcomes in data management. In addition to assessment of student learning and ABET outcomes, we have also found the instrument to be effective for determining database placement of incoming information systems (IS) graduate students. Each of these three uses is discussed in this…

  18. Experimenting with String Musical Instruments

    Science.gov (United States)

    LoPresto, Michael C.

    2012-01-01

    What follows are several investigations involving string musical instruments developed for and used in a "Science of Sound & Light" course. The experiments make use of a guitar, orchestral string instruments and data collection and graphing software. They are designed to provide students with concrete examples of how mathematical formulae, when…

  19. Kodaly Strategies for Instrumental Teachers.

    Science.gov (United States)

    Howard, Priscella M.

    1996-01-01

    Advocates using the singing voice and the study of folk music in instrumental instruction. Recommends instrumental teachers confer with voice teachers to coordinate ideas and terminology. Includes several excerpts of scores and musical exercises, as well as a list of selected resources. (MJP)

  20. Volatile compounds in light, medium, and dark black walnut and their influence on the sensory aromatic profile.

    Science.gov (United States)

    Lee, Jeehyun; Vázquez-Araújo, Laura; Adhikari, Koushik; Warmund, Michele; Elmore, Janelle

    2011-03-01

    Light, medium, and dark colored kernels from 3 different cultivars (Emma K, Kwik Krop, and Sparks 127) and one wild species of black walnut were studied for their aroma volatiles. Solid-phase microextraction-gas chromatography-mass spectrometry was used to determine the aromatic compounds present in the headspace of these samples. Partial least square regression was used to correlate the instrumental aromatic data with the sensory responses, obtained in a previous study, for the same samples. Thirty-four aromatic compounds were found in the black walnut cultivars, highlighting among them the presence of 14 esters. Although more than 50% of the total concentration of volatile compounds, esters were not important compounds in determining the differences in the sensory aromatic profiles of the 3 colors of the nuts. As a general trend, the concentration of total volatile compounds was always significantly higher in light black walnuts than in the medium colored samples; medium colored samples had higher volatile content than the dark black walnuts. The presence of hexanal was related to rancid and acrid aromas and was determined to differentiate the dark black walnuts from the medium and light colored samples. The data presented in this article will help understand the aromatic differences between light, medium, and dark colored kernels of domestic and wild black walnut. The aromatic profile of these nuts, not studied until this moment, can be used as a model to develop flavorings and new products by the food industries.

  1. FIELD SCREENING FOR HALOGENATED VOLATILE ORGANIC COMPOUNDS

    Energy Technology Data Exchange (ETDEWEB)

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

    2002-06-01

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

  2. TMVOC, simulator for multiple volatile organic chemicals

    Energy Technology Data Exchange (ETDEWEB)

    Pruess, Karsten; Battistelli, Alfredo

    2003-03-25

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

  3. Rand volatility and inflation in South Africa

    Directory of Open Access Journals (Sweden)

    Azwifaneli Innocentia (Mulaudzi Nemushu

    2017-01-01

    Full Text Available The floating exchange rate regime, coupled with a more open trade policy and the growth in imports, leaves South Africa vulnerable to the effects of exchange rate behaviour on import, producer and consumer prices, which all contribute to inflation. Given the central role that inflation targeting occupies in South Africa’s monetary policy, this paper examines the effect of exchange rate shocks on consumer prices using monthly data covering the period January 1994 to December 2013. Consistent with developing countries story, results show a modest exchange rate pass-through to inflation, although inflation is mainly driven by own shocks. The variance decompositions also reveal that foreign exchange rate shocks (REER contribute relatively more to inflation than money supply shocks (M3. This suggests that South African inflation process is not basically influenced by money supply changes. The practical implication is that that the volatility of the rand is not a serious threat to inflation. The SARB should therefore focus on price stability and not be unduly worried about the volatility of the rand.

  4. Asymmetric conditional volatility in international stock markets

    Science.gov (United States)

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

    2007-08-01

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

  5. A Simple Test for Causality in Volatility

    Directory of Open Access Journals (Sweden)

    Chia-Lin Chang

    2017-03-01

    Full Text Available An early development in testing for causality (technically, Granger non-causality in the conditional variance (or volatility associated with financial returns was the portmanteau statistic for non-causality in the variance of Cheng and Ng (1996. A subsequent development was the Lagrange Multiplier (LM test of non-causality in the conditional variance by Hafner and Herwartz (2006, who provided simulation results to show that their LM test was more powerful than the portmanteau statistic for sample sizes of 1000 and 4000 observations. While the LM test for causality proposed by Hafner and Herwartz (2006 is an interesting and useful development, it is nonetheless arbitrary. In particular, the specification on which the LM test is based does not rely on an underlying stochastic process, so the alternative hypothesis is also arbitrary, which can affect the power of the test. The purpose of the paper is to derive a simple test for causality in volatility that provides regularity conditions arising from the underlying stochastic process, namely a random coefficient autoregressive process, and a test for which the (quasi- maximum likelihood estimates have valid asymptotic properties under the null hypothesis of non-causality. The simple test is intuitively appealing as it is based on an underlying stochastic process, is sympathetic to Granger’s (1969, 1988 notion of time series predictability, is easy to implement, and has a regularity condition that is not available in the LM test.

  6. Analyzing Malware Based on Volatile Memory

    Directory of Open Access Journals (Sweden)

    Liang Hu

    2013-11-01

    Full Text Available To explain the necessity of comprehensive and automatically analysis process for volatile memory, this paper summarized ordinarily analyzing methods and their common points especially for concerned data source. Then, a memory analysis framework Volatiltiy-2.2 and statistical output file size are recommended. In addition, to address the limitation of plug-ins classification in analyzing procedure, a user perspective classify is necessary and proposed. Furthermore, according to target data source differences on the base of result data set volume and employed relational method is introduced for comprehensive analysis guideline procedure. Finally, a test demo including DLLs loading order list analyzing is recommend, in which DLL load list is regard as different kind of characteristics typical data source with process and convert into process behavior fingerprint. The clustering for the fingerprint is employed string similar degree algorithm model in the demo, which has a wide range applications in traditional malware behavior analysis, and it is proposed that these methods also can be applied for volatile memory

  7. Asymmetric Conditional Volatility in International Stock Markets

    CERN Document Server

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

    2006-01-01

    Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare the results for the Portuguese Stock Market Index PSI 20 with six other Stock Market Indices, namely the S&P 500, FTSE100, DAX 30, CAC 40, ASE 20, and IBEX 35. In order to assess asymmetric volatility we use autoregressive conditional heteroskedasticity specifications known as TARCH and EGARCH. We also test for asymmetry after controlling for the effect of macroeconomic factors on stock market returns using TAR and M-TAR specifications within a VAR framework. Our results show that the conditional variance is an asymmetric function of past innovations raising proportionately more during market declines, a phenomenon known as the leverage effect. However, when we control for the effect of chan...

  8. In Vitro Toxicity Assessment Technique for Volatile ...

    Science.gov (United States)

    The U.S. Environmental Protection Agency is tasked with evaluating the human health, environmental, and wildlife effects of over 80,000 chemicals registered for use in the environment and commerce. The challenge is that sparse chemical data exists; traditional toxicity testing methods are slow, costly, involve animal studies, and cannot keep up with a chemical registry that typically grows by at least 1000 chemicals every year. In recent years, High Throughput Screening (HTS) has been used in order to prioritize chemicals for traditional toxicity screening or to complement traditional toxicity studies. HTS is an in vitro approach of rapidly assaying a large number of chemicals for biochemical activity using robotics and automation. However, no method currently exists for screening volatile chemicals such as air pollutants in a HTS fashion. Additionally, significant uncertainty regarding in vitro to in in vivo extrapolation (IVIVE) remains. An approach to bridge the IVIVE gap and the current lack of ability to screen volatile chemicals in a HTS fashion is by using a probe molecule (PrM) technique. The proposed technique uses chemicals with empirical human pharmacokinetic data as PrMs to study toxicity of molecules with no known data for gas-phase analysis. We are currently studying the xenobiotic-metabolizing enzyme CYP2A6 using transfected BEAS-2B bronchial epithelial cell line. The CYP2A6 pathway activity is studied by the formation of cotinine from nicot

  9. Volatility and Uncertainty in Environmental Policy

    Science.gov (United States)

    Maniloff, Peter Taylor

    Environmental policy is increasingly implemented via market mechanisms. While this is in many ways a great success for the economics profession, a number of questions remain. In this dissertation, I empirically explore the question of what will happen as environmental outcomes are coupled to potentially volatile market phenomena, whether policies can insulate environmental outcomes and market shocks, and policymakers should act to mitigate such volatility. I use a variety of empirical methods including reduced form and structural econometrics as well as theoretical models to consider a variety of policy, market, and institutional contexts. The effectiveness of market interventions depends on the context and on the policy mechanism. In particular, energy markets are characterized by low demand elasticities and kinked supply curves which are very flat below a capacity constraint (elastic) and very steep above it (inelastic). This means that a quantity-based policy that acts on demand, such as releasing additional pollution emission allowances from a reserved fund would be an effective way to constrain price shocks in a cap-and-trade system. However, a quantity-based policy that lowers the need for inframarginal supply, such as using ethanol as an oil product substitute to mitigate oil shocks, would be ineffective. Similarly, the benefits of such interventions depends on the macroeconomic impacts of price shocks from the sector. Relatedly, I show that a liability rule designed to reduce risk from low-probability, high-consequence oil spills have very low compliance costs.

  10. Current and Nascent SETI Instruments

    CERN Document Server

    Siemion, Andrew P V; Chen, Henry; Cordes, Jim; Filiba, Terry; Foster, Griffin; Fries, Adam; Howard, Andrew; von Korff, Josh; Korpela, Eric; Lebofsky, Matt; McMahon, Peter L; Parsons, Aaron; Spitler, Laura; Wagner, Mark; Werthimer, Dan

    2011-01-01

    Here we describe our ongoing efforts to develop high-performance and sensitive instrumentation for use in the search for extra-terrestrial intelligence (SETI). These efforts include our recently deployed Search for Extraterrestrial Emissions from Nearby Developed Intelligent Populations Spectrometer (SERENDIP V.v) and two instruments currently under development; the Heterogeneous Radio SETI Spectrometer (HRSS) for SETI observations in the radio spectrum and the Optical SETI Fast Photometer (OSFP) for SETI observations in the optical band. We will discuss the basic SERENDIP V.v instrument design and initial analysis methodology, along with instrument architectures and observation strategies for OSFP and HRSS. In addition, we will demonstrate how these instruments may be built using low-cost, modular components and programmed and operated by students using common languages, e.g. ANSI C.

  11. Instrument Remote Control Application Framework

    Science.gov (United States)

    Ames, Troy; Hostetter, Carl F.

    2006-01-01

    The Instrument Remote Control (IRC) architecture is a flexible, platform-independent application framework that is well suited for the control and monitoring of remote devices and sensors. IRC enables significant savings in development costs by utilizing extensible Markup Language (XML) descriptions to configure the framework for a specific application. The Instrument Markup Language (IML) is used to describe the commands used by an instrument, the data streams produced, the rules for formatting commands and parsing the data, and the method of communication. Often no custom code is needed to communicate with a new instrument or device. An IRC instance can advertise and publish a description about a device or subscribe to another device's description on a network. This simple capability of dynamically publishing and subscribing to interfaces enables a very flexible, self-adapting architecture for monitoring and control of complex instruments in diverse environments.

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

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper

    We study the forecasting of future realized volatility in the stock, bond, and foreign exchange markets, as well as the continuous sample path and jump components of this, from variables in the information set, including implied volatility backed out from option prices. Recent nonparametric...... statistical techniques are used to separate realized volatility into its continuous and jump components, thus enhancing forecasting performance as shown by Andersen et al. (2005). We generalize the heterogeneous autoregressive (HAR) model to include implied volatility as an additional regressor...

  13. Instrumental variables and Mendelian randomization with invalid instruments

    Science.gov (United States)

    Kang, Hyunseung

    Instrumental variables (IV) methods have been widely used to determine the causal effect of a treatment, exposure, policy, or an intervention on an outcome of interest. The IV method relies on having a valid instrument, a variable that is (A1) associated with the exposure, (A2) has no direct effect on the outcome, and (A3) is unrelated to the unmeasured confounders associated with the exposure and the outcome. However, in practice, finding a valid instrument, especially those that satisfy (A2) and (A3), can be challenging. For example, in Mendelian randomization studies where genetic markers are used as instruments, complete knowledge about instruments' validity is equivalent to complete knowledge about the involved genes' functions. The dissertation explores the theory, methods, and application of IV methods when invalid instruments are present. First, when we have multiple candidate instruments, we establish a theoretical bound whereby causal effects are only identified as long as less than 50% of instruments are invalid, without knowing which of the instruments are invalid. We also propose a fast penalized method, called sisVIVE, to estimate the causal effect. We find that sisVIVE outperforms traditional IV methods when invalid instruments are present both in simulation studies as well as in real data analysis. Second, we propose a robust confidence interval under the multiple invalid IV setting. This work is an extension of our work on sisVIVE. However, unlike sisVIVE which is robust to violations of (A2) and (A3), our confidence interval procedure provides honest coverage even if all three assumptions, (A1)-(A3), are violated. Third, we study the single IV setting where the one IV we have may actually be invalid. We propose a nonparametric IV estimation method based on full matching, a technique popular in causal inference for observational data, that leverages observed covariates to make the instrument more valid. We propose an estimator along with

  14. The development of a rugged, field portable membrane introduction tandem mass spectrometer and its use as an on-line monitor for volatile and semi-volatile organic compounds in the Alberta Oil Sands

    Energy Technology Data Exchange (ETDEWEB)

    Nicholas, Davey [Applied Environmental Research Laboratories (Canada)

    2011-07-01

    In Alberta, steam assisted gravity drainage is a process often used to enhance oil recovery from open pit mining or heavy oil reservoirs. This process releases volatile and semi-volatile organic compounds (VOC/SVOC) into the atmosphere or process waters. Thus a field portable analytical instrument is needed to monitor VOC/SVOC. The aim of this paper is to present the development of such a tool and its results. A field portable membrane introduction tandem mass spectrometer was developed through a multiyear collaboration between Statoil, NTNU and Griffin. This technology can analyze both atmospheric and aqueous environmental samples. Calibrations of the system were carried out in a laboratory and the system was then tested in two field trials in the Alberta oil sands. This work gives results of these different tests and explores the use of thermally assisted membrane interfaces and in-membrane trap and release strategies.

  15. Silicon isotopes in angrites and volatile loss in planetesimals

    Science.gov (United States)

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

    2014-01-01

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

  16. Measuring the atmospheric organic aerosol volatility distribution: a theoretical analysis

    Directory of Open Access Journals (Sweden)

    E. Karnezi

    2014-01-01

    Full Text Available Organic compounds represent a significant fraction of submicrometer atmospheric aerosol mass. Even if most of these compounds are semi-volatile in atmospheric concentrations, the ambient organic aerosol volatility is quite uncertain. The most common volatility measurement method relies on the use of a thermodenuder (TD. The aerosol passes through a heated tube where its more volatile components evaporate leaving the less volatile behind in the particulate phase. The typical result of a~thermodenuder measurement is the mass fraction remaining (MFR, which depends among other factors on the organic aerosol (OA vaporization enthalpy and the accommodation coefficient. We use a new method combining forward modeling, introduction of "experimental" error and inverse modeling with error minimization for the interpretation of TD measurements. The OA volatility distribution, its effective vaporization enthalpy, the mass accommodation coefficient and the corresponding uncertainty ranges are calculated. Our results indicate that existing TD-based approaches quite often cannot estimate reliably the OA volatility distribution, leading to large uncertainties, since there are many different combinations of the three properties that can lead to similar thermograms. We propose an improved experimental approach combining TD and isothermal dilution measurements. We evaluate this experimental approach using the same model and show that it is suitable for studies of OA volatility in the lab and the field.

  17. Treasury bond volatility and uncertainty about monetary policy

    NARCIS (Netherlands)

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

    2010-01-01

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

  18. 40 CFR 60.462 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Coil Surface Coating § 60.462 Standards for volatile organic compounds. (a) On and after the date on... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.462 Section 60.462 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  19. 40 CFR 60.542 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Rubber Tire Manufacturing Industry § 60.542 Standards for volatile organic compounds. (a) On and after... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.542 Section 60.542 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  20. 40 CFR 60.442 - Standard for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standard for volatile organic compounds... Pressure Sensitive Tape and Label Surface Coating Operations § 60.442 Standard for volatile organic compounds. (a) On and after the date on which the performance test required by § 60.8 has been...

  1. 40 CFR 60.622 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Petroleum Dry Cleaners § 60.622 Standards for volatile organic compounds. (a) Each affected petroleum... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.622 Section 60.622 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  2. 40 CFR 60.582 - Standard for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standard for volatile organic compounds. 60.582 Section 60.582 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) AIR... Flexible Vinyl and Urethane Coating and Printing § 60.582 Standard for volatile organic compounds. (a)...

  3. 40 CFR 60.712 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Magnetic Tape Coating Facilities § 60.712 Standards for volatile organic compounds. Each owner or operator... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.712 Section 60.712 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  4. 40 CFR 60.432 - Standard for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standard for volatile organic compounds. 60.432 Section 60.432 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) AIR... Graphic Arts Industry: Publication Rotogravure Printing § 60.432 Standard for volatile organic...

  5. 40 CFR 60.492 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Beverage Can Surface Coating Industry § 60.492 Standards for volatile organic compounds. On or after the... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.492 Section 60.492 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  6. 40 CFR 60.392 - Standards for volatile organic compounds

    Science.gov (United States)

    2010-07-01

    ... Automobile and Light Duty Truck Surface Coating Operations § 60.392 Standards for volatile organic compounds... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds 60.392 Section 60.392 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  7. 40 CFR 60.722 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... volatile organic compounds. (a) Each owner or operator of any affected facility which is subject to the... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.722 Section 60.722 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  8. 40 CFR 60.452 - Standard for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standard for volatile organic compounds. 60.452 Section 60.452 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) AIR... Industrial Surface Coating: Large Appliances § 60.452 Standard for volatile organic compounds. On or...

  9. 40 CFR 60.602 - Standard for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standard for volatile organic compounds. 60.602 Section 60.602 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED) AIR... Synthetic Fiber Production Facilities § 60.602 Standard for volatile organic compounds. On and after...

  10. 40 CFR 60.742 - Standards for volatile organic compounds.

    Science.gov (United States)

    2010-07-01

    ... Polymeric Coating of Supporting Substrates Facilities § 60.742 Standards for volatile organic compounds. (a... 40 Protection of Environment 6 2010-07-01 2010-07-01 false Standards for volatile organic compounds. 60.742 Section 60.742 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY (CONTINUED)...

  11. 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.

  12. Volatile-mediated interactions between phylogenetically different soil bacteria

    NARCIS (Netherlands)

    Garbeva, P.; Hordijk, C.; Gerards, S.; Boer, de W.

    2014-01-01

    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 bacteri

  13. A novel Monte Carlo approach to hybrid local volatility models

    NARCIS (Netherlands)

    A.W. van der Stoep (Anton); L.A. Grzelak (Lech Aleksander); C.W. Oosterlee (Cornelis)

    2017-01-01

    textabstractWe present in a Monte Carlo simulation framework, a novel approach for the evaluation of hybrid local volatility [Risk, 1994, 7, 18–20], [Int. J. Theor. Appl. Finance, 1998, 1, 61–110] models. In particular, we consider the stochastic local volatility model—see e.g. Lipton et al. [Quant.

  14. Unstable volatility functions: the break preserving local linear estimator

    DEFF Research Database (Denmark)

    Casas, Isabel; Gijbels, Irene

    The objective of this paper is to introduce the break preserving local linear (BPLL) estimator for the estimation of unstable volatility functions. Breaks in the structure of the conditional mean and/or the volatility functions are common in Finance. Markov switching models (Hamilton, 1989) and t...

  15. The Forecast Performance of Competing Implied Volatility Measures

    DEFF Research Database (Denmark)

    Tsiaras, Leonidas

    volatility (CIV) measures are explored. For all pair-wise comparisons, it is found that a CIV measure that is closely related to the model-free implied volatility, nearly always delivers the most accurate forecasts for the majority of the firms. This finding remains consistent for different forecast horizons...

  16. Treasury bond volatility and uncertainty about monetary policy

    NARCIS (Netherlands)

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

    2010-01-01

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

  17. The Economic Value of Predicting Stock Index Returns and Volatility

    NARCIS (Netherlands)

    W.A. Marquering (Wessel); M.J.C.M. Verbeek (Marno)

    2001-01-01

    textabstractIn this paper, we analyze the economic value of predicting stock index returns as well as volatility. On the basis of simple linear models, estimated recursively, we produce genuine out-of-sample forecasts for the return on the S&P 500 index and its volatility. Using monthly data from

  18. EL NINO AND COFFEE PRICE VOLATILITY IN 1997

    OpenAIRE

    Frechette, Darren L.; Delavan, Willard

    1998-01-01

    Coffee price volatility was extreme in 1997. With no obvious drought or freezing conditions in major growing countries, market analysts blamed El Nino. Alternatively, economic theory implies that commodity price volatility should be high when inventories are low. We analyze and test these two hypotheses

  19. Option Valuation with Observable Volatility and Jump Dynamics

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunou, Bruno; Jeon, Yoontae

    Under very general conditions, the total quadratic variation of a jump-diffusion process can be decomposed into diffusive volatility and squared jump variation. We use this result to develop a new option valuation model in which the underlying asset price exhibits volatility and jump intensity dy...

  20. Shannon Entropy of Ammonia Volatilization from Fertilized Agricultural Soils

    Science.gov (United States)

    The economic loss of ammonia (NH3) volatilization from chemical N fertilizers applied to farmlands worldwide is 11.6 billion US dollars per year. The economic impact of negative environmental effects resulted from NH3 volatilization, i.e., formation of potent greenhouse gas (N2O) and PM2.5, is diffi...