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Sample records for volatility tandem differential

  1. On Volatility Induced Stationarity for Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Albin, J.M.P.; Astrup Jensen, Bjarne; Muszta, Anders

    2006-01-01

    This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.......This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples....

  2. 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.

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

    Science.gov (United States)

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

    2016-07-01

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

  4. 3002 Humidified Tandem Differential Mobility Analyzer Instrument Handbook

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-03-01

    The Brechtel Manufacturing Inc. (BMI) Humidified Tandem Differential Mobility Analyzer (HT-DMA Model 3002) (Brechtel and Kreidenweis 2000a,b, Henning et al. 2005, Xerxes et al. 2014) measures how aerosol particles of different initial dry sizes grow or shrink when exposed to changing relative humidity (RH) conditions. It uses two different mobility analyzers (DMA) and a humidification system to make the measurements. One DMA selects a narrow size range of dry aerosol particles, which are exposed to varying RH conditions in the humidification system. The second (humidified) DMA scans the particle size distribution output from the humidification system. Scanning a wide range of particle sizes enables the second DMA to measure changes in size or growth factor (growth factor = humidified size/dry size), due to water uptake by the particles. A Condensation Particle Counter (CPC) downstream of the second DMA counts particles as a function of selected size in order to obtain the number size distribution of particles exposed to different RH conditions.

  5. Tandem planet formation for solar system-like planetary systems

    Directory of Open Access Journals (Sweden)

    Yusuke Imaeda

    2017-03-01

    Full Text Available We present a new united theory of planet formation, which includes magneto-rotational instability (MRI and porous aggregation of solid particles in a consistent way. We show that the “tandem planet formation” regime is likely to result in solar system-like planetary systems. In the tandem planet formation regime, planetesimals form at two distinct sites: the outer and inner edges of the MRI suppressed region. The former is likely to be the source of the outer gas giants, and the latter is the source for the inner volatile-free rocky planets. Our study spans disks with a various range of accretion rates, and we find that tandem planet formation can occur for M˙=10−7.3-10−6.9M⊙yr−1. The rocky planets form between 0.4–2 AU, while the icy planets form between 6–30 AU; no planets form in 2–6 AU region for any accretion rate. This is consistent with the gap in the solid component distribution in the solar system, which has only a relatively small Mars and a very small amount of material in the main asteroid belt from 2–6 AU. The tandem regime is consistent with the idea that the Earth was initially formed as a completely volatile-free planet. Water and other volatile elements came later through the accretion of icy material by occasional inward scattering from the outer regions. Reactions between reductive minerals, such as schreibersite (Fe3P, and water are essential to supply energy and nutrients for primitive life on Earth.

  6. Lymphatic filarial species differentiation using evolutionarily modified tandem repeats: generation of new genetic markers.

    Science.gov (United States)

    Sakthidevi, Moorthy; Murugan, Vadivel; Hoti, Sugeerappa Laxmanappa; Kaliraj, Perumal

    2010-05-01

    Polymerase chain reaction based methods are promising tools for the monitoring and evaluation of the Global Program for the Elimination of Lymphatic Filariasis. The currently available PCR methods do not differentiate the DNA of Wuchereria bancrofti or Brugia malayi by a single PCR and hence are cumbersome. Therefore, we designed a single step PCR strategy for differentiating Bancroftian infection from Brugian infection based on a newly identified gene from the W. bancrofti genome, abundant larval transcript-2 (alt-2), which is abundantly expressed. The difference in PCR product sizes generated from the presence or absence of evolutionarily altered tandem repeats in alt-2 intron-3 differentiated W. bancrofti from B. malayi. The analysis was performed on the genomic DNA of microfilariae from a number of patient blood samples or microfilariae positive slides from different Indian geographical regions. The assay gave consistent results, differentiating the two filarial parasite species accurately. This alt-2 intron-3 based PCR assay can be a potential tool for the diagnosis and differentiation of co-infections by lymphatic filarial parasites. Copyright (c) 2010 Elsevier B.V. All rights reserved.

  7. In situ detection of tandem DNA repeat length

    Energy Technology Data Exchange (ETDEWEB)

    Yaar, R.; Szafranski, P.; Cantor, C.R.; Smith, C.L. [Boston Univ., MA (United States)

    1996-11-01

    A simple method for scoring short tandem DNA repeats is presented. An oligonucleotide target, containing tandem repeats embedded in a unique sequence, was hybridized to a set of complementary probes, containing tandem repeats of known lengths. Single-stranded loop structures formed on duplexes containing a mismatched (different) number of tandem repeats. No loop structure formed on duplexes containing a matched (identical) number of tandem repeats. The matched and mismatched loop structures were enzymatically distinguished and differentially labeled by treatment with S1 nuclease and the Klenow fragment of DNA polymerase. 7 refs., 4 figs.

  8. Silver complexation and tandem mass spectrometry for differentiation of isomeric flavonoid diglycosides.

    Science.gov (United States)

    Zhang, Junmei; Brodbelt, Jennifer S

    2005-03-15

    For detection and differentiation of isomeric flavonoids, electrospray ionization mass spectrometry is used to generate silver complexes of the type (Ag + flavonoid)+. Collisionally activated dissociation (CAD) of the resulting 1:1 silver/flavonoid complexes allows isomer differentiation of flavonoids. Eighteen flavonoid diglycosides constituting seven isomeric series are distinguishable from each other based on the CAD patterns of their silver complexes. Characteristic dissociation pathways allow identification of the site of glycosylation, the type of disaccharide (rutinose versus neohesperidose), and the type of aglycon (flavonol versus flavone versus flavanone). This silver complexation method is more universal than previous metal complexation methods, as intense silver complexes are observed even for flavonoids that lack the typical metal chelation sites. To demonstrate the feasibility of using silver complexation and tandem mass spectrometry to characterize flavonoids in complex mixtures, flavonoids extracted from grapefruit juice are separated by high-performance liquid chromatography and analyzed via a postcolumn complexation ESI-MS/MS strategy. Diagnostic fragmentation pathways of the silver complexes of the individual eluting flavonoids allow successful identification of the six flavonoids in the extract.

  9. Volatility and mixing states of ultrafine particles from biomass burning

    International Nuclear Information System (INIS)

    Maruf Hossain, A.M.M.; Park, Seungho; Kim, Jae-Seok; Park, Kihong

    2012-01-01

    Highlights: ► Size distribution, volatility, and mixing states of ultrafine particles emitted from rice straw, oak, and pine burning under different burning conditions were investigated. ► Smoldering combustion emitted larger mode particles in higher numbers than smaller mode particles, while the converse was true for flaming combustion. ► While the flaming combustion and open burning results imply there is internal mixing of OC and BC, smoldering combustion in rice straw produced ultrafine particles devoid of BC. ► Mixing state of ultrafine particles from biomass burning can alter the single scattering albedo, and might even change the sign of radiative forcing. - Abstract: Fine and ultrafine carbonaceous aerosols produced from burning biomasses hold enormous importance in terms of assessing radiation balance and public health hazards. As such, volatility and mixing states of size-selected ultrafine particles (UFP) emitted from rice straw, oak, and pine burning were investigated by using volatility tandem differential mobility analyzer (VTDMA) technique in this study. Rice straw combustion produced unimodal size distributions of emitted aerosols, while bimodal size distributions from combustions of oak (hardwood) and pine (softwood) were obtained. A nearness of flue gas temperatures and a lower CO ratio of flaming combustion (FC) to smoldering combustion (SC) were characteristic differences found between softwood and hardwood. SC emitted larger mode particles in higher numbers than smaller mode particles, while the converse was true for FC. Rice straw open burning UFPs exhibited a volatilization behavior similar to that between FC and SC. In addition, internal mixing states were observed for size-selected UFPs in all biomasses for all combustion conditions, while external mixing states were only observed for rice straw combustion. Results for FC and open burning suggested there was an internal mixing of volatile organic carbon (OC) and non-volatile core (e

  10. Differential performance and parasitism of caterpillars on maize inbred lines with distinctly different herbivore-induced volatile emissions.

    Directory of Open Access Journals (Sweden)

    Thomas Degen

    Full Text Available Plant volatiles induced by insect feeding are known to attract natural enemies of the herbivores. Six maize inbred lines that showed distinctly different patterns of volatile emission in laboratory assays were planted in randomized plots in the Central Mexican Highlands to test their ability to recruit parasitic wasps under field conditions. The plants were artificially infested with neonate larvae of the fall armyworm Spodoptera frugiperda, and two of its main endoparasitoids, Campoletis sonorensis and Cotesia marginiventris, were released in the plots. Volatiles were collected from equally treated reference plants in the neighbourhood of the experimental field. The cumulative amount of 36 quantified volatile compounds determined for each line was in good accordance with findings from the laboratory; there was an almost 15-fold difference in total emission between the two extreme lines. We found significant differences among the lines with respect to the numbers of armyworms recovered from the plants, their average weight gain and parasitism rates. Average weight of the caterpillars was negatively correlated with the average total amount of volatiles released by the six inbred lines. However, neither total volatile emission nor any specific single compound within the blend could explain the differential parasitism rates among the lines, with the possible exception of (E-2-hexenal for Campoletis sonorensis and methyl salicylate for Cotesia marginiventris. Herbivore-induced plant volatiles and/or correlates thereof contribute to reducing insect damage of maize plants through direct plant defence and enhanced attraction of parasitoids, alleged indirect defence. The potential to exploit these volatiles for pest control deserves to be further evaluated.

  11. Volatile fraction composition and physicochemical parameters as tools for the differentiation of lemon blossom honey and orange blossom honey.

    Science.gov (United States)

    Kadar, Melinda; Juan-Borrás, Marisol; Carot, Jose M; Domenech, Eva; Escriche, Isabel

    2011-12-01

    Volatile fraction profile and physicochemical parameters were studied with the aim of evaluating their effectiveness for the differentiation between lemon blossom honey (Citrus limon L.) and orange blossom honey (Citrus spp.). They would be useful complementary tools to the traditional analysis based on the percentage of pollen. A stepwise discriminant analysis constructed using 37 volatile compounds (extracted by purge and trap and analysed by gas chromatography-mass spectrometry), and physicochemical and colour parameters (diastase, conductivity, Pfund colour and CIE L a b) together provided a model that permitted the correct classification of 98.3% of the original and 96.6% of the cross-validated cases, indicating its efficiency and robustness. This model proved its effectiveness in the differentiation of both types of honey with another set of batches from the following year. This model, developed from the volatile compounds, physicochemical and colour parameters, has been useful for the differentiation of lemon and orange blossom honeys. Furthermore, it may be of particular interest for the attainment of a suitable classification of orange honey in which the pollen count is very low. These capabilities imply an evident marketing advantage for the beekeeping sector, since lemon blossom honey could be commercialized as unifloral honey and not as generic citrus honey and orange blossom honey could be correctly characterized. Copyright © 2011 Society of Chemical Industry.

  12. Wintertime hygroscopicity and volatility of ambient urban aerosol particles

    Science.gov (United States)

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

    2018-04-01

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

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

    Science.gov (United States)

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

    2016-12-01

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

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

    Science.gov (United States)

    Liu, Zechang; Wang, Liping; Liu, Yumei

    2018-01-18

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

  15. Endogenous Lunar Volatiles

    Science.gov (United States)

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

    2017-01-01

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

  16. American option pricing with stochastic volatility processes

    Directory of Open Access Journals (Sweden)

    Ping LI

    2017-12-01

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

  17. Differentiation of wines according to grape variety and geographical origin based on volatiles profiling using SPME-MS and SPME-GC/MS methods.

    Science.gov (United States)

    Ziółkowska, Angelika; Wąsowicz, Erwin; Jeleń, Henryk H

    2016-12-15

    Among methods to detect wine adulteration, profiling volatiles is one with a great potential regarding robustness, analysis time and abundance of information for subsequent data treatment. Volatile fraction fingerprinting by solid-phase microextraction with direct analysis by mass spectrometry without compounds separation (SPME-MS) was used for differentiation of white as well as red wines. The aim was to differentiate between varieties used for wine production and to also differentiate wines by country of origin. The results obtained were compared to SPME-GC/MS analysis in which compounds were resolved by gas chromatography. For both approaches the same type of statistical procedure was used to compare samples: principal component analysis (PCA) followed by linear discriminant analysis (LDA). White wines (38) and red wines (41) representing different grape varieties and various regions of origin were analysed. SPME-MS proved to be advantageous in use due to better discrimination and higher sample throughput. Copyright © 2016 Elsevier Ltd. All rights reserved.

  18. Volatile compounds emitted by diverse phytopathogenic microorganisms promote plant growth and flowering through cytokinin action

    Czech Academy of Sciences Publication Activity Database

    Sanchez-Lopez, A.; Baslam, M.; De Diego, N.; Jose Munoz, F.; Bahaji, A.; Almagro, G.; Ricarte-Bermejo, A.; Garcia-Gomez, P.; Li, J.; Humplík, J.F.; Novák, Ondřej; Spíchal, L.; Doležal, Karel; Baroja-Fernandez, E.; Pozueta-Romero, J.

    2016-01-01

    Roč. 39, č. 12 (2016), s. 2592-2608 ISSN 0140-7791 R&D Projects: GA MŠk(CZ) LO1204 Institutional support: RVO:61389030 Keywords : exceptionally high-levels * tandem mass-spectrometry * arabidopsis-thaliana * nitric-oxide * bacterial volatiles * floral transition * anthocyanin biosynthesis * transgenic arabidopsis * liquid-chromatography * organic-compounds * cytokinin * flowering * growth promotion * microbial volatile compounds * photoregulation * photosynthesis * plant-microbe interaction * starch Subject RIV: EB - Genetics ; Molecular Biology Impact factor: 6.173, year: 2016

  19. A role for differential glycoconjugation in the emission of phenylpropanoid volatiles from tomato fruit discovered using a metabolic data fusion approach.

    NARCIS (Netherlands)

    Tikunov, Y.M.; Vos, de C.H.; Gonzalez Paramas, A.M.; Hall, R.D.; Bovy, A.G.

    2010-01-01

    A role for differential glycoconjugation in the emission of phenylpropanoid volatiles from ripening tomato fruit (Solanum lycopersicum) upon fruit tissue disruption has been discovered in this study. Application of a multiinstrumental analytical platform for metabolic profiling of fruits from a

  20. Differentiation of Commercial PDO Wines Produced in Istria (Croatia) According to Variety and Harvest Year Based on HS-SPME-GC/MS Volatile Aroma Compound Profiling.

    Science.gov (United States)

    Lukić, Igor; Horvat, Ivana

    2017-03-01

    To differentiate monovarietal wines made from native and introduced varieties in Istria (Croatia), samples of Malvazija istarska, Chardonnay and Muscat yellow from two harvest years (2013 and 2014) were subjected to headspace solid-phase microextraction and gas chromatographic/mass spectrometric analysis (HS-SPME-GC/MS) of volatile aroma compounds. Significant effects of variety and harvest year were determined, but their interaction complicated the differentiation. Particular compounds were consistent as markers of variety in both years: nerol for Malvazija, ethyl cinnamate and a tentatively identified isomer of dimethylbenzaldehyde for Chardonnay, and terpenes for Muscat yellow. Wines from 2013 contained higher concentrations of the majority of important volatiles. A 100% correct differentiation of Malvazija istarska and Chardonnay wines according to both variety and harvest year was achieved by stepwise linear discriminant analysis.

  1. Wintertime hygroscopicity and volatility of ambient urban aerosol particles

    Directory of Open Access Journals (Sweden)

    J. Enroth

    2018-04-01

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

  2. Downwind evolution of the volatility and mixing state of near-road aerosols near a US interstate highway

    Science.gov (United States)

    Saha, Provat K.; Khlystov, Andrey; Grieshop, Andrew P.

    2018-02-01

    We present spatial measurements of particle volatility and mixing state at a site near a North Carolina interstate highway (I-40) applying several heating (thermodenuder; TD) experimental approaches. Measurements were conducted in summer 2015 and winter 2016 in a roadside trailer (10 m from road edge) and during downwind transects at different distances from the highway under favorable wind conditions using a mobile platform. Results show that the relative abundance of semi-volatile species (SVOCs) in ultrafine particles decreases with downwind distance, which is consistent with the dilution and mixing of traffic-sourced particles with background air and evaporation of semi-volatile species during downwind transport. An evaporation kinetics model was used to derive particle volatility distributions by fitting TD data. While the TD-derived distribution apportions about 20-30 % of particle mass as semi-volatile (SVOCs; effective saturation concentration, C∗ ≥ 1µm-3) at 10 m from the road edge, approximately 10 % of particle mass is attributed to SVOCs at 220 m, showing that the particle-phase semi-volatile fraction decreases with downwind distance. The relative abundance of semi-volatile material in the particle phase increased during winter. Downwind spatial gradients of the less volatile particle fraction (that remaining after heating at 180 °C) were strongly correlated with black carbon (BC). BC size distribution and mixing state measured using a single-particle soot photometer (SP2) at the roadside trailer showed that a large fraction (70-80 %) of BC particles were externally mixed. Heating experiments with a volatility tandem differential mobility analyzer (V-TDMA) also showed that the nonvolatile fraction in roadside aerosols is mostly externally mixed. V-TDMA measurements at different distances downwind from the highway indicate that the mixing state of roadside aerosols does not change significantly (e.g., BC mostly remains externally mixed) within a

  3. Differentiation of Commercial PDO Wines Produced in Istria (Croatia According to Variety and Harvest Year Based on HS-SPME-GC/MS Volatile Aroma Compound Profiling

    Directory of Open Access Journals (Sweden)

    Igor Lukić

    2017-01-01

    Full Text Available To differentiate monovarietal wines made from native and introduced varieties in Istria (Croatia, samples of Malvazija istarska, Chardonnay and Muscat yellow from two harvest years (2013 and 2014 were subjected to headspace solid-phase microextraction and gas chromatographic/mass spectrometric analysis (HS-SPME-GC/MS of volatile aroma compounds. Significant effects of variety and harvest year were determined, but their interaction complicated the differentiation. Particular compounds were consistent as markers of variety in both years: nerol for Malvazija, ethyl cinnamate and a tentatively identified isomer of dimethylbenzaldehyde for Chardonnay, and terpenes for Muscat yellow. Wines from 2013 contained higher concentrations of the majority of important volatiles. A 100 % correct differentiation of Malvazija istarska and Chardonnay wines according to both variety and harvest year was achieved by stepwise linear discriminant analysis.

  4. Induction of conidiation by endogenous volatile compounds in Trichoderma spp.

    Science.gov (United States)

    Nemcovic, Marek; Jakubíková, Lucia; Víden, Ivan; Farkas, Vladimír

    2008-07-01

    Light and starvation are two principal environmental stimuli inducing conidiation in the soil micromycete Trichoderma spp. We observed that volatiles produced by conidiating colonies of Trichoderma spp. elicited conidiation in colonies that had not been induced previously by exposure to light. The inducing effect of volatiles was both intra- and interspecific. Chemical profiles of the volatile organic compounds (VOCs) produced by the nonconidiated colonies grown in the dark and by the conidiating colonies were compared using solid-phase microextraction of headspace samples followed by tandem GC-MS. The conidiation was accompanied by increased production of eight-carbon compounds 1-octen-3-ol and its analogs 3-octanol and 3-octanone. When vapors of these compounds were applied individually to dark-grown colonies, they elicited their conidiation already at submicromolar concentrations. It is concluded that the eight-carbon VOCs act as signaling molecules regulating development and mediating intercolony communication in Trichoderma.

  5. JAERI tandem-accelerator and tandem-booster

    Energy Technology Data Exchange (ETDEWEB)

    Yoshida, Tadashi [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

    1998-03-01

    In 1982, aiming at the new development of atomic energy research, the tandem accelerator of Japan Atomic Energy Research Institute (JAERI) was installed. In fiscal year 1993, the superconducting boosters which can increase the ion energy by up to 4 times were added, and the research in the region below 1000 MeV became possible. Those are electrostatic type accelerators which are easy to be used especially in basic research field, and are useful for future research. The tandem accelerator has been operated while maintaining the first class performance as the accelerator for various kinds of heavy ion beam. It has the special shape among electrostatic type accelerators, and is excellent in the easiness of control and stability. The main particulars of the tandem accelerator are shown. As for the ion sources of the tandem accelerator, three cesium sputter type ion sources are installed on two high voltage stands. The kinds of the ions which can be accelerated are mainly negative ions. As the improvement, electron cyclotron resonance (ECR) ion sources are expected to be adopted. As for the tandem boosters, the 1/4 wavelength type resonance hollow cylinder was adopted. The constitution of the tandem boosters is explained. The way of utilizing the tandem accelerator system and the aim for hereafter are reported. (K.I.)

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

    Directory of Open Access Journals (Sweden)

    H. H. Y. Cheung

    2016-07-01

    Full Text Available Simultaneous measurements of aerosol volatility and carbonaceous matters were conducted at a suburban site in Guangzhou, China, in February and March 2014 using a volatility tandem differential mobility analyzer (VTDMA and an organic carbon/elemental carbon (OC ∕ EC analyzer. Low volatility (LV particles, with a volatility shrink factor (VSF at 300 °C exceeding 0.9, contributed 5 % of number concentrations of the 40 nm particles and 11–15 % of the 80–300 nm particles. They were composed of non-volatile material externally mixed with volatile material, and therefore did not evaporate significantly at 300 °C. Non-volatile material mixed internally with the volatile material was referred to as medium volatility (MV, 0.4  <  VSF  <  0.9 and high volatility (HV, VSF  <  0.4 particles. The MV and HV particles contributed 57–71 % of number concentration for the particles between 40 and 300 nm in size. The average EC and OC concentrations measured by the OC ∕ EC analyzer were 3.4 ± 3.0 and 9.0 ± 6.0 µg m−3, respectively. Non-volatile OC evaporating at 475 °C or above, together with EC, contributed 67 % of the total carbon mass. In spite of the daily maximum and minimum, the diurnal variations in the volume fractions of the volatile material, HV, MV and LV residuals were less than 15 % for the 80–300 nm particles. Back trajectory analysis also suggests that over 90 % of the air masses influencing the sampling site were well aged as they were transported at low altitudes (below 1500 m for over 40 h before arrival. Further comparison with the diurnal variations in the mass fractions of EC and the non-volatile OC in PM2.5 suggests that the non-volatile residuals may be related to both EC and non-volatile OC in the afternoon, during which the concentration of aged organics increased. A closure analysis of the total mass of LV and MV residuals and the mass of EC or the

  7. 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

  8. [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.

  9. Volatile-induced magma differentiation in the plumbing system of Mt. Etna volcano (Italy): evidence from glass in tephra of the 2001 eruption

    Science.gov (United States)

    Ferlito, Carmelo; Viccaro, Marco; Cristofolini, Renato

    2008-02-01

    Mount Etna volcano was shaken during the summer 2001 by one of the most singular eruptive episodes of the last centuries. For about 3 weeks, several eruptive fractures developed, emitting lava flows and tephra that significantly modified the landscape of the southern flank of the volcano. This event stimulated the attention of the scientific community especially for the simultaneous emission of petrologically distinct magmas, recognized as coming from different segments of the plumbing system. A stratigraphically controlled sampling of tephra layers was performed at the most active vents of the eruption, in particular at the 2,100 m (CAL) and at the 2,550 m (LAG) scoria cones. Detailed scanning electron microscope and energy dispersive x-ray spectrometer (SEM-EDS) analyses performed on glasses found in tephra and comparison with lava whole rock compositions indicate an anomalous increase in Ti, Fe, P, and particularly of K and Cl in the upper layers of the LAG sequence. Mass balance and thermodynamic calculations have shown that this enrichment cannot be accounted for by “classical” differentiation processes, such as crystal fractionation and magma mixing. The analysis of petrological features of the magmas involved in the event, integrated with the volcanological evolution, has evidenced the role played by volatiles in controlling the magmatic evolution within the crustal portion of the plumbing system. Volatiles, constituted of H2O, CO2, and Cl-complexes, originated from a deeply seated magma body (DBM). Their upward migration occurred through a fracture network possibly developed by the seismic swarms during the period preceding the event. In the upper portion of the plumbing system, a shallower residing magma body (ABT) had chemical and physical conditions to receive migrating volatiles, which hence dissolved the mobilized elements producing the observed selective enrichment. This volatile-induced differentiation involved exclusively the lowest erupted

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

    Science.gov (United States)

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

    2014-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Jian-Xia Shen

    2017-01-01

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

  12. Aerosol volatility and enthalpy of sublimation of carboxylic acids.

    Science.gov (United States)

    Salo, Kent; Jonsson, Asa M; Andersson, Patrik U; Hallquist, Mattias

    2010-04-08

    The enthalpy of sublimation has been determined for nine carboxylic acids, two cyclic (pinonic and pinic acid) and seven straight-chain dicarboxylic acids (C(4) to C(10)). The enthalpy of sublimation was determined from volatility measurements of nano aerosol particles using a volatility tandem differential mobility analyzer (VTDMA) set-up. Compared to the previous use of a VTDMA, this novel method gives enthalpy of sublimation determined over an extended temperature range (DeltaT approximately 40 K). The determined enthalpy of sublimation for the straight-chain dicarboxylic acids ranged from 96 to 161 kJ mol(-1), and the calculated vapor pressures at 298 K are in the range of 10(-6)-10(-3) Pa. These values indicate that dicarboxylic acids can take part in gas-to-particle partitioning at ambient conditions and may contribute to atmospheric nucleation, even though homogeneous nucleation is unlikely. To obtain consistent results, some experimental complications in producing nanosized crystalline aerosol particles were addressed. It was demonstrated that pinonic acid "used as received" needed a further purification step before being suspended as a nanoparticle aerosol. Furthermore, it was noted from distinct differences in thermal properties that aerosols generated from pimelic acid solutions gave two types of particles. These two types were attributed to crystalline and amorphous configurations, and based on measured thermal properties, the enthalpy of vaporization was 127 kJ mol(-1) and that of sublimation was 161 kJ mol(-1). This paper describes a new method that is complementary to other similar methods and provides an extension of existing experimental data on physical properties of atmospherically relevant compounds.

  13. [Study on absorbing volatile oil with mesoporous carbon].

    Science.gov (United States)

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

    2014-11-01

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

  14. Constraining the volatile budget of the lunar interior

    Science.gov (United States)

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

    2017-12-01

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

  15. United theory of planet formation (i): Tandem regime

    Science.gov (United States)

    Ebisuzaki, Toshikazu; Imaeda, Yusuke

    2017-07-01

    to be volatile-free because of the high temperature (>1000 K) at this formation site. Such water-free rocky particles may explain the formation of enstatite chondrites, of which the Earth is likely to be primarily composed of. It is also consistent with the model in which the Earth was initially formed as a completely volatile-free planet. The water and other volatile elements came later through the accretion of icy particles by the occasional scatterings in the outer regions. Our new proposed tandem planet formation regime shows that planetesimals are formed at two distinct sites (outer and inner edges of the MRI suppressed region). The former is likely to be the source of outer gas giants and the latter inner rocky planets. The tandem regime also explains the gap in the distribution of solid components (2-4 AU), which is necessary to form a ;solar-system-like; planetary system, which has a relatively small Mars and a very small mass in the main asteroid belt. We found that this tandem regime dose not take place when the vertical magnetic field of the disk five times weaker compared with that we assumed in the present paper, since the outer MRI front shift outward beyond 100 AU. This suggests that yet other regimes exists in our united theory. It may explain the variation observed in exsoplanetary systems by variations in magnetic field and probably angular momentum of the parent molecular cloud.

  16. Novel Biochar-Plant Tandem Approach for Remediating Hexachlorobenzene Contaminated Soils: Proof-of-Concept and New Insight into the Rhizosphere.

    Science.gov (United States)

    Song, Yang; Li, Yang; Zhang, Wei; Wang, Fang; Bian, Yongrong; Boughner, Lisa A; Jiang, Xin

    2016-07-13

    Volatilization of semi/volatile persistent organic pollutants (POPs) from soils is a major source of global POPs emission. This proof-of-concept study investigated a novel biochar-plant tandem approach to effectively immobilize and then degrade POPs in soils using hexachlorobenzene (HCB) as a model POP and ryegrass (Lolium perenne L.) as a model plant growing in soils amended with wheat straw biochar. HCB dissipation was significantly enhanced in the rhizosphere and near rhizosphere soils, with the greatest dissipation in the 2 mm near rhizosphere. This enhanced HCB dissipation likely resulted from (i) increased bioavailability of immobilized HCB and (ii) enhanced microbial activities, both of which were induced by ryegrass root exudates. As a major component of ryegrass root exudates, oxalic acid suppressed HCB sorption to biochar and stimulated HCB desorption from biochar and biochar-amended soils, thus increasing the bioavailability of HCB. High-throughput sequencing results revealed that the 2 mm near rhizosphere soil showed the lowest bacterial diversity due to the increased abundance of some genera (e.g., Azohydromonas, Pseudomonas, Fluviicola, and Sporocytophaga). These bacteria were likely responsible for the enhanced degradation of HCB as their abundance was exponentially correlated with HCB dissipation. The results from this study suggest that the biochar-plant tandem approach could be an effective strategy for remediating soils contaminated with semi/volatile organic contaminants.

  17. KCNK10, a Tandem Pore Domain Potassium Channel, Is a Regulator of Mitotic Clonal Expansion during the Early Stage of Adipocyte Differentiation

    Directory of Open Access Journals (Sweden)

    Makoto Nishizuka

    2014-12-01

    Full Text Available KCNK10, a member of tandem pore domain potassium channel family, gives rise to leak K+ currents. It plays important roles in stabilizing the negative resting membrane potential and in counterbalancing depolarization. We previously demonstrated that kcnk10 expression is quickly elevated during the early stage of adipogenesis of 3T3-L1 cells and that reduction of kcnk10 expression inhibits adipocyte differentiation. However, the molecular mechanism of KCNK10 in adipocyte differentiation remains unclear. Here we revealed that kcnk10 is induced by 3-isobutyl-1-methylxanthine, a cyclic nucleotide phosphodiesterase inhibitor and a potent inducer of adipogenesis, during the early stage of adipocyte differentiation. We also demonstrated that KCNK10 functions as a positive regulator of mitotic clonal expansion (MCE, a necessary process for terminal differentiation. The reduction of kcnk10 expression repressed the expression levels of CCAAT/enhancer-binding protein β (C/EBPβ and C/EBPδ as well as the phosphorylation level of Akt during the early phase of adipogenesis. In addition, knockdown of kcnk10 expression suppressed insulin-induced Akt phosphorylation. These results indicate that KCNK10 contributes to the regulation of MCE through the control of C/EBPβ and C/EBPδ expression and insulin signaling.

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

    International Nuclear Information System (INIS)

    Ibrahim, Mansor H.; Ahmed, Huson Joher Ali

    2014-01-01

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

  19. Stochastic volatility of volatility in continuous time

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Veraart, Almut

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

  20. Aerosol volatility in a boreal forest environment

    Science.gov (United States)

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

    2012-04-01

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

  1. Apatite: A New Tool For Understanding The Temporal Variability Of Magmatic Volatile Contents

    Science.gov (United States)

    Stock, M. J.; Humphreys, M.; Smith, V.; Pyle, D. M.; Isaia, R.

    2015-12-01

    The apatite crystal structure is capable of incorporating H2O, F and Cl, as well as trace CO2 and sulphur. These can be related to parental magma compositions through application of a series of pressure and temperature-dependent exchange reactions (Piccoli and Candela, 1994), permitting apatite crystals to preserve a record of all major volatile species in the melt. Furthermore, due to the general incompatibility of P in other rock-forming minerals, apatite is ubiquitous in igneous systems and often begins crystallising early, such that apatite inclusions within phenocrysts record melt volatile contents throughout magmatic differentiation. In this work, we compare the compositions of apatite inclusions and microphenocrysts with pyroxene-hosted melt inclusions from the Astroni 1 eruption of Campi Flegrei, Italy. These data are coupled with magmatic differentiation models (Gualda et al., 2012), experimental volatile solubility data (Webster et al., 2014) and thermodynamic models of apatite compositional variations (Piccoli and Candela, 1994) to determine a time-series of magmatic volatile evolution in the build-up to eruption. We find that apatite halogen/OH ratios decreased through magmatic differentiation, while melt inclusion F and Cl concentrations increased. Melt inclusion H2O contents are constant at ~2.5 wt%. These data are best explained by volatile-undersaturated differentiation over most of the crystallisation history of the Astroni 1 melt, with melt inclusion H2O contents reset during ascent, due to rapid H diffusion through the phenocryst hosts (Woods et al., 2000). Given the rapid diffusivity of volatiles in apatite (Brenan, 1993), preservation of undersaturated compositions in microphenocrysts suggests that saturation was only achieved a few days to months before eruption and that it may have been the transition into a volatile-saturated state that ultimately triggered eruption. Piccoli and Candela, 1994. Am. J. of Sc., 294, 92-135. Gualda et al., 2012

  2. Large tandem accelerators

    International Nuclear Information System (INIS)

    Jones, C.M.

    1976-01-01

    The increasing importance of energetic heavy ion beams in the study of atomic physics, nuclear physics, and materials science has partially or wholly motivated the construction of a new generation of tandem accelerators designed to operate at maximum terminal potentials in the range 14 to 30 MV. In addition, a number of older tandem accelerators are now being significantly upgraded to improve their heavy ion performance. Both of these developments have reemphasized the importance of negative heavy ion sources. The new large tandem accelerators are described, and the requirements placed on negative heavy ion source technology by these and other tandem accelerators used for the acceleration of heavy ions are discussed. First, a brief description is given of the large tandem accelerators which have been completed recently, are under construction, or are funded for construction, second, the motivation for construction of these accelerators is discussed, and last, criteria for negative ion sources for use with these accelerators are presented

  3. 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.

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

    Science.gov (United States)

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

    2017-12-01

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

  5. Analysis of the hygroscopic and volatile properties of ammonium sulphate seeded and unseeded SOA particles

    Science.gov (United States)

    Meyer, N. K.; Duplissy, J.; Gysel, M.; Metzger, A.; Dommen, J.; Weingartner, E.; Alfarra, M. R.; Prevot, A. S. H.; Fletcher, C.; Good, N.; McFiggans, G.; Jonsson, Â. M.; Hallquist, M.; Baltensperger, U.; Ristovski, Z. D.

    2009-01-01

    The volatile and hygroscopic properties of ammonium sulphate seeded and unseeded secondary organic aerosol (SOA) derived from the photo-oxidation of atmospherically relevant concentrations of α-pinene were studied. The seed particles were electrospray generated ammonium sulphate ((NH4)2SO4) having diameters of approximately 33 nm with a quasi-mono-disperse size distribution (geometric standard deviation σg=1.3). The volatile and hygroscopic properties of both seeded and unseeded SOA were simultaneously measured with a VH-TDMA (volatility - hygroscopicity tandem differential mobility analyzer). VH-TDMA measurements of unseeded SOA show a decrease in the hygroscopic growth (HGF) factor for increased volatilisation temperatures such that the more volatile compounds appear to be more hygroscopic. This is opposite to the expected preferential evaporation of more volatile but less hygroscopic material, but could also be due to enhanced oligomerisation occurring at the higher temperature in the thermodenuder. In addition, HGF measurements of seeded SOA were measured as a function of time at two relative humidities, below (RH 75%) and above (RH 85%) the deliquescence relative humidity (DRH) of the pure ammonium sulphate seeds. As these measurements were conducted during the onset phase of photo-oxidation, during particle growth, they enabled us to find the dependence of the HGF as a function of the volume fraction of the SOA coating. HGF's measured at RH of 85% showed a continuous decrease as the SOA coating thickness increased. The measured growth factors show good agreements with ZSR predictions indicating that, at these RH values, there are only minor solute-solute interactions. At 75% RH, as the SOA fraction increased, a rapid increase in the HGF was observed indicating that an increasing fraction of the (NH4)2SO4 is subject to a phase transition, going into solution, with an increasing volume fraction of SOA. To our knowledge this is the first time that SOA derived

  6. Volatile components of fruits of Ligustrum lucidum Ait. stimulate ...

    African Journals Online (AJOL)

    Jane

    2011-08-10

    Aug 10, 2011 ... investigate the effects of volatile components of FLL on the proliferation and differentiation of rat calvarial ... Yang of the Department of Pharmacy, Fujian University of. Traditional Chinese .... the automated integrator. Statistical ...

  7. A novel tandem differential mobility analyzer with organic vapor treatment of aerosol particles

    Directory of Open Access Journals (Sweden)

    J. Joutsensaari

    2001-01-01

    Full Text Available A novel method to characterize the organic composition of aerosol particles has been developed. The method is based on organic vapor interaction with aerosol particles and it has been named an Organic Tandem Differential Mobility Analyzer (OTDMA. The OTDMA method has been tested for inorganic (sodium chloride and ammonium sulfate and organic (citric acid and adipic acid particles. Growth curves of the particles have been measured in ethanol vapor and as a comparison in water vapor as a function of saturation ratio. Measurements in water vapor show that sodium chloride and ammonium sulfate as well as citric acid particles grow at water saturation ratios (S of 0.8 and above, whereas adipic acid particles do not grow at S S = 0.75 and S = 0.79, respectively. Citric acid particles grow monotonously with increasing saturation ratios already at low saturation ratios and no clear deliquescence point is found. For sodium chloride and ammonium sulfate particles, no growth can be seen in ethanol vapor at saturation ratios below 0.93. In contrast, for adipic acid particles, the deliquescence takes place at around S = 0.95 in the ethanol vapor. The recrystallization of adipic acid takes place at S The results show that the working principles of the OTDMA are operational for single-component aerosols. Furthermore, the results indicate that the OTDMA method may prove useful in determining whether aerosol particles contain organic substances, especially if the OTDMA is operated in parallel with a hygroscopicity TDMA, as the growth of many substances is different in ethanol and water vapors.

  8. Analysis of the hygroscopic and volatile properties of ammonium sulphate seeded and un-seeded SOA particles

    Science.gov (United States)

    Meyer, N. K.; Duplissy, J.; Gysel, M.; Metzger, A.; Dommen, J.; Weingartner, E.; Alfarra, M. R.; Fletcher, C.; Good, N.; McFiggans, G.; Jonsson, Ã. M.; Hallquist, M.; Baltensperger, U.; Ristovski, Z. D.

    2008-05-01

    The volatile and hygroscopic properties of ammonium sulphate seeded and un-seeded secondary organic aerosol (SOA) derived from the photo-oxidation of atmospherically relevant concentrations of α-pinene were studied. The seed particles were electrospray generated ammonium sulphate ((NH4)2SO4) having diameters of approximately 33 nm with a quasi-mono-disperse size distribution (geometric standard deviation σg=1.3). The volatile and hygroscopic properties of both seeded and unseeded SOA were simultaneously measured with a VH-TDMA (volatility - hygroscopicity tandem differential mobility analyzer). VH-TDMA measurements of unseeded SOA show a decrease in the hygroscopic growth (HGF) factor for increased volatilisation temperatures such that the more volatile compounds appear to be more hygroscopic. This is opposite to the expected preferential evaporation of more volatile but less hygroscopic material, but could also be due to enhanced oligomerisation occurring at the higher temperature in the thermodenuder. In addition, HGF measurements of seeded SOA were measured as a function of time at two relative humidities, below (RH 75%) and above (RH 85%) the deliquescence relative humidity (DRH) of the pure ammonium sulphate seeds. As these measurements were conducted during the onset phase of photo-oxidation, during particle growth, they enabled us to find the dependence of the HGF as a function of the volume fraction of the SOA coating. HGF's measured at RH of 85% showed a continuous decrease as the SOA coating thickness increased. The measured growth factors show good agreements with ZSR predictions indicating that, at these RH values, there are only minor solute-solute interactions. At 75% RH, as the SOA fraction increased, a rapid increase in the HGF was observed indicating that an increasing fraction of the (NH4)2SO4 is subject to a phase transition, going into solution, with an increasing volume fraction of SOA. To our knowledge this is the first time that SOA derived

  9. Quantitative estimates of the volatility of ambient organic aerosol

    Science.gov (United States)

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

    2010-06-01

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

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

    Directory of Open Access Journals (Sweden)

    Hai-Ting Hao

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

  11. A study of reflex tandem accelerator

    Energy Technology Data Exchange (ETDEWEB)

    Nakajima, Takao; Morinobu, Shunpei; Gono, Yasuyuki; Sagara, Kenji; Sugimitsu, Tsuyoshi; Mitarai, Shiro; Nakamura, Hiroyuki; Ikeda, Nobuo; Morikawa, Tsuneyasu [Kyushu Univ., Fukuoka (Japan). Faculty of Science

    1996-12-01

    An investigation on `developing research theme and its realizing experimental apparatus` based on the tandem accelerator facility is executed. At a standpoint of recognition on essentiality of preparation, improvement or novel technical development capable of extreme increase in capacity of the tandem accelerator facility to form COE with high uniqueness, proposal of numerous ideas and their investigations and searches were conducted. In this paper, consideration results of `beam reacceleration using tandem accelerator` were shown as follows: (1) Short life unstable nuclei formed by nuclear reaction using tandem acceleration primary beam is ionized to negative and to reaccelerate by using the same tandem accelerator. And (2) by combination of plural electrons with the tandem primary accelerated beam, numbers of charge is reduced to reaccelerate by the tandem. (G.K.)

  12. Herbivore-induced plant volatiles and tritrophic interactions across spatial scales.

    Science.gov (United States)

    Aartsma, Yavanna; Bianchi, Felix J J A; van der Werf, Wopke; Poelman, Erik H; Dicke, Marcel

    2017-12-01

    Herbivore-induced plant volatiles (HIPVs) are an important cue used in herbivore location by carnivorous arthropods such as parasitoids. The effects of plant volatiles on parasitoids have been well characterised at small spatial scales, but little research has been done on their effects at larger spatial scales. The spatial matrix of volatiles ('volatile mosaic') within which parasitoids locate their hosts is dynamic and heterogeneous. It is shaped by the spatial pattern of HIPV-emitting plants, the concentration, chemical composition and breakdown of the emitted HIPV blends, and by environmental factors such as wind, turbulence and vegetation that affect transport and mixing of odour plumes. The volatile mosaic may be exploited differentially by different parasitoid species, in relation to species traits such as sensory ability to perceive volatiles and the physical ability to move towards the source. Understanding how HIPVs influence parasitoids at larger spatial scales is crucial for our understanding of tritrophic interactions and sustainable pest management in agriculture. However, there is a large gap in our knowledge on how volatiles influence the process of host location by parasitoids at the landscape scale. Future studies should bridge the gap between the chemical and behavioural ecology of tritrophic interactions and landscape ecology. © 2017 The Authors. New Phytologist © 2017 New Phytologist Trust.

  13. Chondritic Mn/Na ratio and limited post-nebular volatile loss of the Earth

    Science.gov (United States)

    Siebert, Julien; Sossi, Paolo A.; Blanchard, Ingrid; Mahan, Brandon; Badro, James; Moynier, Frédéric

    2018-03-01

    The depletion pattern of volatile elements on Earth and other differentiated terrestrial bodies provides a unique insight as to the nature and origin of planetary building blocks. The processes responsible for the depletion of volatile elements range from the early incomplete condensation in the solar nebula to the late de-volatilization induced by heating and impacting during planetary accretion after the dispersion of the H2-rich nebular gas. Furthermore, as many volatile elements are also siderophile (metal-loving), it is often difficult to deconvolve the effect of volatility from core formation. With the notable exception of the Earth, all the differentiated terrestrial bodies for which we have samples have non-chondritic Mn/Na ratios, taken as a signature of post-nebular volatilization. The bulk silicate Earth (BSE) is unique in that its Mn/Na ratio is chondritic, which points to a nebular origin for the depletion; unless the Mn/Na in the BSE is not that of the bulk Earth (BE), and has been affected by core formation through the partitioning of Mn in Earth's core. Here we quantify the metal-silicate partitioning behavior of Mn at deep magma ocean pressure and temperature conditions directly applicable to core formation. The experiments show that Mn becomes more siderophile with increasing pressure and temperature. Modeling the partitioning of Mn during core formation by combining our results with previous data at lower P-T conditions, we show that the core likely contains a significant fraction (20 to 35%) of Earth's Mn budget. However, we show that the derived Mn/Na value of the bulk Earth still lies on the volatile-depleted end of a trend defined by chondritic meteorites in a Mn/Na vs Mn/Mg plot, which tend to higher Mn/Na with increasing volatile depletion. This suggests that the material that formed the Earth recorded similar chemical fractionation processes for moderately volatile elements as chondrites in the solar nebula, and experienced limited post

  14. Profiling of volatile fragrant components in a mini-core collection of mango germplasms from seven countries.

    Directory of Open Access Journals (Sweden)

    Li Li

    Full Text Available Aroma is important in assessing the quality of fresh fruit and their processed products, and could provide good indicators for the development of local cultivars in the mango industry. In this study, the volatile diversity of 25 mango cultivars from China, America, Thailand, India, Cuba, Indonesia, and the Philippines was investigated. The volatile compositions, their relative contents, and the intervarietal differences were detected with headspace solid phase microextraction tandem gas chromatography-mass spectrometer methods. The similarities were also evaluated with a cluster analysis and correlation analysis of the volatiles. The differences in mango volatiles in different districts are also discussed. Our results show significant differences in the volatile compositions and their relative contents among the individual cultivars and regions. In total, 127 volatiles were found in all the cultivars, belonging to various chemical classes. The highest and lowest qualitative abundances of volatiles were detected in 'Zihua' and 'Mallika' cultivars, respectively. Based on the cumulative occurrence of members of the classes of volatiles, the cultivars were grouped into monoterpenes (16 cultivars, proportion and balanced (eight cultivars, and nonterpene groups (one cultivars. Terpene hydrocarbons were the major volatiles in these cultivars, with terpinolene, 3-carene, caryophyllene and α-Pinene the dominant components depending on the cultivars. Monoterpenes, some of the primary volatile components, were the most abundant aroma compounds, whereas aldehydes were the least abundant in the mango pulp. β-Myrcene, a major terpene, accounted for 58.93% of the total flavor volatile compounds in 'Xiaofei' (Philippens. γ-Octanoic lactone was the only ester in the total flavor volatile compounds, with its highest concentration in 'Guiya' (China. Hexamethyl cyclotrisiloxane was the most abundant volatile compound in 'Magovar' (India, accounting for 46.66% of

  15. Volatile compounds from beneficial or pathogenic bacteria differentially regulate root exudation, transcription of iron transporters, and defense signaling pathways in Sorghum bicolor.

    Science.gov (United States)

    Hernández-Calderón, Erasto; Aviles-Garcia, Maria Elizabeth; Castulo-Rubio, Diana Yazmín; Macías-Rodríguez, Lourdes; Ramírez, Vicente Montejano; Santoyo, Gustavo; López-Bucio, José; Valencia-Cantero, Eduardo

    2018-02-01

    Our results show that Sorghum bicolor is able to recognize bacteria through its volatile compounds and differentially respond to beneficial or pathogens via eliciting nutritional or defense adaptive traits. Plants establish beneficial, harmful, or neutral relationships with bacteria. Plant growth promoting rhizobacteria (PGPR) emit volatile compounds (VCs), which may act as molecular cues influencing plant development, nutrition, and/or defense. In this study, we compared the effects of VCs produced by bacteria with different lifestyles, including Arthrobacter agilis UMCV2, Bacillus methylotrophicus M4-96, Sinorhizobium meliloti 1021, the plant pathogen Pseudomonas aeruginosa PAO1, and the commensal rhizobacterium Bacillus sp. L2-64, on S. bicolor. We show that VCs from all tested bacteria, except Bacillus sp. L2-64, increased biomass and chlorophyll content, and improved root architecture, but notheworthy A. agilis induced the release of attractant molecules, whereas P. aeruginosa activated the exudation of growth inhibitory compounds by roots. An analysis of the expression of iron-transporters SbIRT1, SbIRT2, SbYS1, and SbYS2 and genes related to plant defense pathways COI1 and PR-1 indicated that beneficial, pathogenic, and commensal bacteria could up-regulate iron transporters, whereas only beneficial and pathogenic species could induce a defense response. These results show how S. bicolor could recognize bacteria through their volatiles profiles and highlight that PGPR or pathogens can elicit nutritional or defensive traits in plants.

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

    Science.gov (United States)

    Võ, Uyên-Uyén T; Morris, Michael P

    2014-06-01

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

  17. Potential for Measurement of Trace Volatile Organic Compounds in Closed Environments Using Gas Chromatograph/Differential Mobility Spectrometer

    Science.gov (United States)

    Limero, Thomas; Cheng, Patti

    2007-01-01

    For nearly 3.5 years, the Volatile Organic Analyzer (VOA) has routinely analyzed the International Space Station (ISS) atmosphere for a target list of approximately 20 volatile organic compounds (VOCs). Additionally, an early prototype of the VOA collected data aboard submarines in two separate trials. Comparison of the data collected on ISS and submarines showed a surprising similarity in the atmospheres of the two environments. Furthermore, in both cases it was demonstrated that the VOA data can detect hardware issues unrelated to crew health. Finally, it was also clear in both operations that the VOA s size and resource consumption were major disadvantages that would restrict its use in the future. The VOA showed the value of measuring VOCs in closed environments, but it had to be shrunk if it was to be considered for future operations in these environments that are characterized by cramped spaces and limited resources. The Sionex Microanalyzer is a fraction of the VOA s size and this instrument seems capable of maintaining or improving upon the analytical performance of the VOA. The two design improvements that led to a smaller, less complex instrument are the Microanalyzer s use of recirculated air as the gas chromatograph s carrier gas and a micromachined detector. Although the VOA s ion mobility spectrometer and the Microanalyzer s differential mobility spectrometer (DMS) are related detector technologies, the DMS was more amenable to micromachining. This paper will present data from the initial assessment of the Microanalyzer. The instrument was challenged with mixtures that simulated the VOCs typically detected in closed-environment atmospheres.

  18. Effect of Grain Size on Differential Desorption of Volatile Species and on Non-ideal MHD Diffusivity

    Science.gov (United States)

    Zhao, Bo; Caselli, Paola; Li, Zhi-Yun

    2018-05-01

    We developed a chemical network for modeling the chemistry and non-ideal MHD effects from the collapsing dense molecular clouds to protostellar disks. First, we re-formulated the cosmic-ray desorption rate by considering the variations of desorption rate over the grain size distribution. We find that the differential desorption of volatile species is amplified by the grains larger than 0.1 μm, because larger grains are heated to a lower temperature by cosmic-rays and hence more sensitive to the variations in binding energies. As a result, atomic nitrogen N is ˜2 orders of magnitude more abundant than CO; N2H+ also becomes a few times more abundant than HCO+ due to the increased gas-phase N2. However, the changes in ionization fraction due to freeze-out and desorption only have minor effects on the non-ideal MHD diffusivities. Our chemical network confirms that the very small grains (VSGs: below a few 100 Å) weakens the efficiency of both ambipolar diffusion and Hall effect. In collapsing dense cores, a maximum ambipolar diffusion is achieved when truncating the MRN size distribution at 0.1 μm, and for a maximum Hall effect, the truncation occurs at 0.04 μm. We conclude that the grain size distribution is crucial to the differential depletion between CO and N2 related molecules, as well as to the non-ideal MHD diffusivities in dense cores.

  19. Analysis of the hygroscopic and volatile properties of ammonium sulphate seeded and unseeded SOA particles

    Directory of Open Access Journals (Sweden)

    N. K. Meyer

    2009-01-01

    Full Text Available The volatile and hygroscopic properties of ammonium sulphate seeded and unseeded secondary organic aerosol (SOA derived from the photo-oxidation of atmospherically relevant concentrations of α-pinene were studied. The seed particles were electrospray generated ammonium sulphate ((NH42SO4 having diameters of approximately 33 nm with a quasi-mono-disperse size distribution (geometric standard deviation σg=1.3. The volatile and hygroscopic properties of both seeded and unseeded SOA were simultaneously measured with a VH-TDMA (volatility – hygroscopicity tandem differential mobility analyzer. VH-TDMA measurements of unseeded SOA show a decrease in the hygroscopic growth (HGF factor for increased volatilisation temperatures such that the more volatile compounds appear to be more hygroscopic. This is opposite to the expected preferential evaporation of more volatile but less hygroscopic material, but could also be due to enhanced oligomerisation occurring at the higher temperature in the thermodenuder. In addition, HGF measurements of seeded SOA were measured as a function of time at two relative humidities, below (RH 75% and above (RH 85% the deliquescence relative humidity (DRH of the pure ammonium sulphate seeds. As these measurements were conducted during the onset phase of photo-oxidation, during particle growth, they enabled us to find the dependence of the HGF as a function of the volume fraction of the SOA coating. HGF's measured at RH of 85% showed a continuous decrease as the SOA coating thickness increased. The measured growth factors show good agreements with ZSR predictions indicating that, at these RH values, there are only minor solute-solute interactions. At 75% RH, as the SOA fraction increased, a rapid increase in the HGF was observed indicating that an increasing fraction of the (NH42SO4 is subject to a phase transition, going into solution, with an

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

    DEFF Research Database (Denmark)

    Zhu, Jie

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

  1. Advanced astigmatism-corrected tandem Wadsworth mounting for small-scale spectral broadband imaging spectrometer.

    Science.gov (United States)

    Lei, Yu; Lin, Guan-yu

    2013-01-01

    Tandem gratings of double-dispersion mount make it possible to design an imaging spectrometer for the weak light observation with high spatial resolution, high spectral resolution, and high optical transmission efficiency. The traditional tandem Wadsworth mounting is originally designed to match the coaxial telescope and large-scale imaging spectrometer. When it is used to connect the off-axis telescope such as off-axis parabolic mirror, it presents lower imaging quality than to connect the coaxial telescope. It may also introduce interference among the detector and the optical elements as it is applied to the short focal length and small-scale spectrometer in a close volume by satellite. An advanced tandem Wadsworth mounting has been investigated to deal with the situation. The Wadsworth astigmatism-corrected mounting condition for which is expressed as the distance between the second concave grating and the imaging plane is calculated. Then the optimum arrangement for the first plane grating and the second concave grating, which make the anterior Wadsworth condition fulfilling each wavelength, is analyzed by the geometric and first order differential calculation. These two arrangements comprise the advanced Wadsworth mounting condition. The spectral resolution has also been calculated by these conditions. An example designed by the optimum theory proves that the advanced tandem Wadsworth mounting performs excellently in spectral broadband.

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

    OpenAIRE

    Chen, Jinghui; Kobayashi, Masahito; McAleer, Michael

    2017-01-01

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

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

    International Nuclear Information System (INIS)

    Vo, Minh

    2011-01-01

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

  4. Volatile compounds of Aspergillus strains with different abilities to produce ochratoxin A.

    Science.gov (United States)

    Jeleń, Henryk H; Grabarkiewicz-Szczesna, Jadwiga

    2005-03-09

    Volatile compounds emitted by Aspergillus strains having different abilities to produce ochratoxin A were investigated. Thirteen strains of Aspergillus ochraceus, three belonging to the A. ochraceus group, and eight other species of Aspergillus were examined for their abilities to produce volatile compounds and ochratoxin A on a wheat grain medium. The profiles of volatile compounds, analyzed using SPME, in all A. ochraceus strains, regardless of their toxeginicity, were similar and comprised mainly of 1-octen-3-ol, 3-octanone, 3-octanol, 3-methyl-1-butanol, 1-octene, and limonene. The prevailing compound was always 1-octen-3-ol. Mellein, which forms part of the ochratoxin A molecule, was found in both toxigenic and nontoxigenic strains. Volatile compounds produced by other Aspergillus strains were similar to those of A. ochraceus. Incubation temperatures (20, 24, and 27 degrees C) and water content in the medium (20, 30, and 40%) influenced both volatile compounds formation and ochratoxin A biosynthesis efficiency, although conditions providing the maximum amount of volatiles were different from those providing the maximum amount of ochratoxin A. The pattern of volatiles produced by toxigenic A. ochraceus strains does not facilitate their differentiation from nontoxigenic strains.

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

    DEFF Research Database (Denmark)

    Zhu, Jie

    2009-01-01

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

  6. Volatility in energy prices

    International Nuclear Information System (INIS)

    Duffie, D.

    1999-01-01

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

  7. Volatile Composition of Some Cultivated and Wild Culinary-Medicinal Mushrooms from Hungary.

    Science.gov (United States)

    Csóka, Mariann; Geosel, Andras; Amtmann, Maria; Korany, Kornel

    2017-01-01

    The volatile constituents of the fruiting bodies of 4 culinary-medicinal mushroom species (Agaricus bisporus, Boletus edulis, Cantharellus cibarius, and Hericium erinaceus) from Hungary were examined to review their aroma composition. Simultaneous distillation/extraction was applied to extract volatile compounds from fungi, and the values were measured with gas chromatography--mass spectrometry. Although the fragrances of fungi are not as characteristic as those of spices, several groups of volatile compounds have been found in mushrooms. The number of identified components ranged between 61 and 100, with a high ratio of 8-carbon volatiles generally occurring in fungi. Beyond common properties, individual attributes have been identified as well: an outstanding ratio of benzene compounds in champignons, numerous N-containing volatiles in boletes, carotenoid degradation products in chanterelles, and esters and fatty acids with a high carbon number in the lion's mane mushroom. The identification of these characteristic fragrance constituents can be very important in differentiating between species and confirming their presence in mushroom products.

  8. TANDEM

    Data.gov (United States)

    Federal Laboratory Consortium — The Tandem Van de Graaff facility provides researchers with beams of more than 40 different types of ions - atoms that have been stripped of their electrons. One of...

  9. A temporal record of pre-eruptive magmatic volatile contents at Campi Flegrei: Insights from texturally-constrained apatite analyses

    Science.gov (United States)

    Stock, Michael J.; Isaia, Roberto; Humphreys, Madeleine C. S.; Smith, Victoria C.; Pyle, David M.

    2016-04-01

    Apatite is capable of incorporating all major magmatic volatile species (H2O, CO2, S, Cl and F) into its crystal structure. Analysis of apatite volatile contents can be related to parental magma compositions through the application of pressure and temperature-dependent exchange reactions (Piccoli and Candela, 1994). Once included within phenocrysts, apatite inclusions are isolated from the melt and preserve a temporal record of magmatic volatile contents in the build-up to eruption. In this work, we measured the volatile compositions of apatite inclusions, apatite microphenocrysts and pyroxene-hosted melt inclusions from the Astroni 1 eruption of Campi Flegrei, Italy (Stock et al. 2016). These data are coupled with magmatic differentiation models (Gualda et al., 2012), experimental volatile solubility data (Webster et al., 2014) and thermodynamic models of apatite compositional variations (Piccoli and Candela, 1994) to decipher pre-eruptive magmatic processes. We find that apatite halogen/OH ratios decreased through magmatic differentiation, while melt inclusion F and Cl concentrations increased. Melt inclusion H2O contents are constant at ~2.5 wt%. These data are best explained by volatile-undersaturated differentiation over most of the crystallisation history of the Astroni 1 melt, with melt inclusion H2O contents reset at shallow levels during ascent. Given the high diffusivity of volatiles in apatite (Brenan, 1993), the preservation of volatile-undersaturated melt compositions in microphenocrysts suggests that saturation was only achieved 10 - 103 days before eruption. We suggest that late-stage transition into a volatile-saturated state caused an increase in magma chamber overpressure, which ultimately triggered the Astroni 1 eruption. This has major implications for monitoring of Campi Flegrei and other similar volcanic systems. Piccoli and Candela, 1994. Am. J. of Sc., 294, 92-135. Stock et al., 2016, Nat. Geosci. Gualda et al., 2012. J. Pet., 53, 875

  10. Potential measurements in tandem mirrors

    International Nuclear Information System (INIS)

    Glowienka, J.C.

    1985-11-01

    The US mirror program has begun conducting experiments with a thermal barrier tandem mirror configuration. This configuration requires a specific axial potential profile and implies measurements of potential for documentation and optimization of the configuration. This report briefly outlines the motivation for the thermal barrier tandem mirror and then outlines the techniques used to document the potential profile in conventional and thermal barrier tandem mirrors. Examples of typical data sets from the world's major tandem mirror experiments, TMX and TMX-U at Lawrence Livermore National Laboratory (LLNL) and Gamma 10 at Tsukuba University in Japan, and the current interpretation of the data are discussed together with plans for the future improvement of measurements of plasma potential

  11. Volatility Discovery

    DEFF Research Database (Denmark)

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

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

  12. Assessing responsiveness of a volatile and seasonal supply chain

    DEFF Research Database (Denmark)

    Wong, Chee Yew; Arlbjørn, Jan Stentoft; Hvolby, Hans Henrik

    2006-01-01

    ‘‘market responsive’’ and ‘‘physically efficient’’ supply chains constitutes the backbone of this assessment. Four risk-influencing determinants—forecast uncertainty, demand variability, contribution margin, and time window of delivery are found suitable to assess the responsiveness of the toy supply chain......This paper describes a structural approach to assess the responsiveness of a volatile and seasonal supply chain. It is based on a case study in an international toy company. Fisher’s (Harvard Bus. Rev. 75(2) (1997) 105–117) Model of ‘‘innovative’’ and ‘‘functional’’ products and the corresponding...... with volatility, and to design for a responsive supply chain. These findings have also enabled the extension of Fisher’s Model to volatile supply chains. This new product differentiation model adds a physically responsive supply chain for ‘‘intermediate’’ products into the Fisher’s Model....

  13. Quantitative estimates of the volatility of ambient organic aerosol

    Directory of Open Access Journals (Sweden)

    C. D. Cappa

    2010-06-01

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

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

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; de Magistris, Paolo Santucci

    We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization to the mult......We propose a simple model in which realized stock market return volatility and implied volatility backed out of option prices are subject to common level shifts corresponding to movements between bull and bear markets. The model is estimated using the Kalman filter in a generalization...... to the multivariate case of the univariate level shift technique by Lu and Perron (2008). An application to the S&P500 index and a simulation experiment show that the recently documented empirical properties of strong persistence in volatility and forecastability of future realized volatility from current implied...... volatility, which have been interpreted as long memory (or fractional integration) in volatility and fractional cointegration between implied and realized volatility, are accounted for by occasional common level shifts....

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

    NARCIS (Netherlands)

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

    2017-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Li Shao

    2014-11-01

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

  17. Fusarium oxysporum volatiles enhance plant growth via affecting auxin transport and signaling

    Directory of Open Access Journals (Sweden)

    Vasileios eBitas

    2015-11-01

    Full Text Available Volatile organic compounds (VOCs have well-documented roles in plant-plant communication and directing animal behavior. In this study, we examine the less understood roles of VOCs in plant-fungal relationships. Phylogenetically and ecologically diverse strains of Fusarium oxysporum, a fungal species complex that often resides in the rhizosphere of assorted plants, produce volatile compounds that augment shoot and root growth of Arabidopsis thaliana and tobacco. Growth responses of A. thaliana hormone signaling mutants and expression patterns of a GUS reporter gene under the auxin-responsive DR5 promoter supported the involvement of auxin signaling in F. oxysporum volatile-mediated growth enhancement. In addition, 1-naphthylthalamic acid, an inhibitor of auxin efflux, negated F. oxysporum volatile-mediated growth enhancement in both plants. Comparison of the profiles of volatile compounds produced by F. oxysporum strains that differentially affected plant growth suggests that the relative compositions of both growth inhibitory and stimulatory compounds may determine the degree of plant growth enhancement. Volatile-mediated signaling between fungi and plants may represent a potentially conserved, yet mostly overlooked, mechanism underpinning plant-fungus interactions and fungal niche adaption.

  18. STATIONARY DISTRIBUTION OF A TANDEM QUEUE WITH ADDITIONAL FLOWS ON THE STATIONS OF THE TANDEM

    Directory of Open Access Journals (Sweden)

    V. I. Klimenok

    2017-01-01

    Full Text Available A tandem queueing system consisting of a finite number of multi-server stations without buffers is analized. The input flow at the first station is a ???????????? (Markovian arrival process. The customers from this flow aim to be served at all stations of the tandem. For any station, besides transit customers proceeding from the previous station, an additional ???????????? flow of new customers arrives at this station directly. Customers from this flow aim to be served at this station and all subsequent stations of the tandem. The service times of customer at the stations are exponentially distributed with the service rate depending of number of the station. The algorithms for culculation of stationary distributions and the loss probabilities associated with the tandem are given.

  19. Tandem accelerator operation and improvements

    International Nuclear Information System (INIS)

    Yang Bingfan; Zhang Canzhe; Qin Jiuchang; Hu Yueming; Zhang Guilian; Jiang Yongliang; Hou Deyi; Yang Weimin; Yang Zhiren; Su Shengyong; Kan Chaoxin; Liu Dezhong; Wang Liyong; Bao Yiwen; You Qubo; Yang Tao; Zhang Yan; Zhou Lipeng; Chai Shiqin; Wang Meiyan

    1998-01-01

    The scheduled operation of HI-13 tandem accelerator for various experiments was performed well in 1996 and 1997. The machine running time was 4600 h and 4182 h while the beam time was 3845 h and 3712 h in 1996 and 1997, respectively. The operation of HI-13 tandem accelerator is pretty well. The beam distribution with terminal voltage and the distribution of beam time with ion species are shown out. The development of accelerating tubes for HI-13 tandem is in progress

  20. Differential profiling of volatile organic compound biomarker signatures utilizing a logical statistical filter-set and novel hybrid evolutionary classifiers

    Science.gov (United States)

    Grigsby, Claude C.; Zmuda, Michael A.; Boone, Derek W.; Highlander, Tyler C.; Kramer, Ryan M.; Rizki, Mateen M.

    2012-06-01

    A growing body of discoveries in molecular signatures has revealed that volatile organic compounds (VOCs), the small molecules associated with an individual's odor and breath, can be monitored to reveal the identity and presence of a unique individual, as well their overall physiological status. Given the analysis requirements for differential VOC profiling via gas chromatography/mass spectrometry, our group has developed a novel informatics platform, Metabolite Differentiation and Discovery Lab (MeDDL). In its current version, MeDDL is a comprehensive tool for time-series spectral registration and alignment, visualization, comparative analysis, and machine learning to facilitate the efficient analysis of multiple, large-scale biomarker discovery studies. The MeDDL toolset can therefore identify a large differential subset of registered peaks, where their corresponding intensities can be used as features for classification. This initial screening of peaks yields results sets that are typically too large for incorporation into a portable, electronic nose based system in addition to including VOCs that are not amenable to classification; consequently, it is also important to identify an optimal subset of these peaks to increase classification accuracy and to decrease the cost of the final system. MeDDL's learning tools include a classifier similar to a K-nearest neighbor classifier used in conjunction with a genetic algorithm (GA) that simultaneously optimizes the classifier and subset of features. The GA uses ROC curves to produce classifiers having maximal area under their ROC curve. Experimental results on over a dozen recognition problems show many examples of classifiers and feature sets that produce perfect ROC curves.

  1. Tandem accelerators, 1973--1974

    International Nuclear Information System (INIS)

    Howard, F.T.

    1974-01-01

    High voltage tandem accelerators are very important instruments in the field of nuclear physics research, especially in the acceleration of heavy ions. This survey identifies 77 tandems installed in 21 countries; of these, 34 are in the United States. Most installations have supplied data sheets identifying their machines and briefly characterizing their research programs. (U.S.)

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

    Science.gov (United States)

    2017-01-01

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

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

    Science.gov (United States)

    Blau, Benjamin M; Whitby, Ryan J

    2017-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Benjamin M Blau

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

  5. 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.

  6. MHD stability of tandem mirrors

    International Nuclear Information System (INIS)

    Poulsen, P.; Molvik, A.; Shearer, J.

    1982-01-01

    The TMX-Upgrade experiment was described, and the manner in which various plasma parameters could be affected was discussed. The initial analysis of the MHD stability of the tandem mirror was also discussed, with emphasis on the negative tandem configuration

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

    Science.gov (United States)

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

    2018-02-01

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

  8. Brief-stimulus presentations on multiform tandem schedules

    OpenAIRE

    Reed, Phil

    1994-01-01

    Three experiments examined the influence of a brief stimulus (a light) on the behavior of food-deprived rats whose lever pressing on tandem schedules comprising components of different schedule types resulted in food presentation. In Experiment 1, either a tandem variable-ratio variable-interval or a tandem variable-interval variable-ratio schedule was used. The variable-interval requirement in the tandem variable-ratio variable-interval schedule was yoked to the time taken to complete the va...

  9. 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.

  10. Infection of corn ears by Fusarium spp. induces the emission of volatile sesquiterpenes.

    Science.gov (United States)

    Becker, Eva-Maria; Herrfurth, Cornelia; Irmisch, Sandra; Köllner, Tobias G; Feussner, Ivo; Karlovsky, Petr; Splivallo, Richard

    2014-06-04

    Infection of corn (Zea mays L.) ears with fungal pathogens of the Fusarium genus might result in yield losses and in the accumulation of mycotoxins. The aim of this study was to investigate whether volatile profiles could be used to identify Fusarium-infected corn ears. The volatiles released by corn ears infected by Fusarium graminearum, Fusarium verticillioides, and Fusarium subglutinans were studied. Volatile emission was recorded at 24 days postinoculation (dpi) and in a time series (from 4 to 24 dpi). Twenty-two volatiles were differentially emitted from Fusarium-infected versus healthy corn ears. These included C6-C8 compounds and sesquiterpenoids. All volatiles indicative of Fusarium infection were detectable as early as 4-8 dpi and continued to be produced to the final sampling time (early milk maturity stage). The induced emission of β-macrocarpene and β-bisabolene correlated with an increased transcript accumulation of corn terpene synthase 6/11 (tps6/11). Additionally, the modification of volatile profiles after Fusarium infection was accompanied by the induction of plant defense compounds such as zealexins and oxylipins. Together, these results reveal a broad metabolic response of the plant to pathogen attack. Volatile biomarkers of Fusarium infection are promising indicators for the early detection of fungal infection before disease symptoms become visible.

  11. Improved Tandem Measurement Techniques for Aerosol Particle Analysis

    Science.gov (United States)

    Rawat, Vivek Kumar

    Non-spherical, chemically inhomogeneous (complex) nanoparticles are encountered in a number of natural and engineered environments, including combustion systems (which produces highly non-spherical aggregates), reactors used in gas-phase materials synthesis of doped or multicomponent materials, and in ambient air. These nanoparticles are often highly diverse in size, composition and shape, and hence require determination of property distribution functions for accurate characterization. This thesis focuses on development of tandem mobility-mass measurement techniques coupled with appropriate data inversion routines to facilitate measurement of two dimensional size-mass distribution functions while correcting for the non-idealities of the instruments. Chapter 1 provides the detailed background and motivation for the studies performed in this thesis. In chapter 2, the development of an inversion routine is described which is employed to determine two dimensional size-mass distribution functions from Differential Mobility Analyzer-Aerosol Particle Mass analyzer tandem measurements. Chapter 3 demonstrates the application of the two dimensional distribution function to compute cumulative mass distribution function and also evaluates the validity of this technique by comparing the calculated total mass concentrations to measured values for a variety of aerosols. In Chapter 4, this tandem measurement technique with the inversion routine is employed to analyze colloidal suspensions. Chapter 5 focuses on application of a transverse modulation ion mobility spectrometer coupled with a mass spectrometer to study the effect of vapor dopants on the mobility shifts of sub 2 nm peptide ion clusters. These mobility shifts are then compared to models based on vapor uptake theories. Finally, in Chapter 6, a conclusion of all the studies performed in this thesis is provided and future avenues of research are discussed.

  12. Iodine volatility

    International Nuclear Information System (INIS)

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

    1984-01-01

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

  13. Advanced Laser Architecture for Two-Step Laser Tandem Mass Spectrometer

    Science.gov (United States)

    Fahey, Molly E.; Li, Steven X.; Yu, Anthony W.; Getty, Stephanie A.

    2016-01-01

    Future astrobiology missions will focus on planets with significant astrochemical or potential astrobiological features, such as small, primitive bodies and the icy moons of the outer planets that may host diverse organic compounds. These missions require advanced instrument techniques to fully and unambiguously characterize the composition of surface and dust materials. Laser desorptionionization mass spectrometry (LDMS) is an emerging instrument technology for in situ mass analysis of non-volatile sample composition. A recent Goddard LDMS advancement is the two-step laser tandem mass spectrometer (L2MS) instrument to address the need for future flight instrumentation to deconvolve complex organic signatures. The L2MS prototype uses a resonance enhanced multi-photon laser ionization mechanism to selectively detect aromatic species from a more complex sample. By neglecting the aliphatic and inorganic mineral signatures in the two-step mass spectrum, the L2MS approach can provide both mass assignments and clues to structural information for an in situ investigation of non-volatile sample composition. In this paper we will describe our development effort on a new laser architecture that is based on the previously flown Lunar Orbiter Laser Altimeter (LOLA) laser transmitter for the L2MS instrument. The laser provides two discrete midinfrared wavelengths (2.8 m and 3.4 m) using monolithic optical parametric oscillators and ultraviolet (UV) wavelength (266 nm) on a single laser bench with a straightforward development path toward flight readiness.

  14. Screening newborns for metabolic disorders based on targeted metabolomics using tandem mass spectrometry

    OpenAIRE

    Yoon, Hye-Ran

    2015-01-01

    The main purpose of newborn screening is to diagnose genetic, metabolic, and other inherited disorders, at their earliest to start treatment before the clinical manifestations become evident. Understanding and tracing the biochemical data obtained from tandem mass spectrometry is vital for early diagnosis of metabolic diseases associated with such disorders. Accordingly, it is important to focus on the entire diagnostic process, including differential and confirmatory diagnostic options, and ...

  15. Testing of currency substitution effect on exchange rate volatility in Serbia

    Directory of Open Access Journals (Sweden)

    Petrović Predrag

    2016-01-01

    Full Text Available Despite numerous different definitions existing in the literature, currency substitution is generally understood as a phenomenon when domestic residents prefer to use foreign currency rather than domestic currency. The main reasons for such phenomenon include high and volatile inflation, strong depreciation of national currency and high interest rate differential in favour of foreign currency. Currency substitution, as a monetary phenomenon, is widely spread in Latin American, Eastern European and some Asian countries. This paper is dedicated to the influence of currency substitution on exchange rate volatility in Serbia. The research included testing of three hypotheses: (i currency substitution positively affects depreciation rate volatility, (ii depreciation rate volatility has stronger responses to the past negative than to the past positive depreciation shocks, and (iii currency substitution positively affects expected depreciation rate. The analysis was implemented for the period 2002:m1-2015:m12 (2004:m1- 2015:m12, applying modified EGARCH-M model. Based on the obtained results, all three hypotheses have been supremely rejected regardless of the manner of quantification of currency substitution.

  16. Combining two-directional synthesis and tandem reactions, part 11: second generation syntheses of (±-hippodamine and (±-epi-hippodamine

    Directory of Open Access Journals (Sweden)

    Alcaraz Marie-Lyne

    2008-01-01

    Full Text Available Abstract Background Hippodamine is a volatile defence alkaloid isolated from ladybird beetles which holds potential as an agrochemical agent and was the subject of a synthesis by our group in 2005. Results Two enhancements to our previous syntheses of (±-hippodamine and (±-epi-hippodamine are presented which are able to shorten the syntheses by up to two steps. Conclusion Key advances include a two-directional homologation by cross metathesis and a new tandem reductive amination/double intramolecular Michael addition which generates 6 new bonds, 2 stereogenic centres and two rings, giving a single diastereomer in 74% yield.

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

    Science.gov (United States)

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

    2011-01-01

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

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

    Science.gov (United States)

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

    2015-01-01

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

  19. Asymmetric Realized Volatility Risk

    Directory of Open Access Journals (Sweden)

    David E. Allen

    2014-06-01

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

  20. It’s all about volatility of volatility

    DEFF Research Database (Denmark)

    Grassi, Stefano; Santucci de Magistris, Paolo

    2015-01-01

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

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

    DEFF Research Database (Denmark)

    Bach, Christian; Christensen, Bent Jesper

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

  2. 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.

  3. JAERI 20 MV tandem accelerator

    International Nuclear Information System (INIS)

    Tsukada, Kineo; Harada, Kichinosuke

    1977-01-01

    Accelerators have been developed as the experimental apparatuses for the studies on nuclei and elementary particles. One direction of the development is the acceleration of protons and electrons to more and more high energy, and another direction is the acceleration of heavy ions up to uranium to several MeV up to several hundreds MeV. However recently, accelerators are used as the useful tools for the studies in wider fields. There are electrostatic acceleration and high frequency acceleration in ion acceleration, and at present, super-large accelerators are high frequency acceleration type. In Japan Atomic Energy Research Institute, it was decided in 1975 to construct an electrostatic accelerator of tandem type in order to accelerate heavy ions. In case of the electrostatic acceleration, the construction is relatively simple, the acceleration of heavy ions is easy, the property of the ion beam is very good, and the energy is stable. Especially, the tandem type is convenient for obtaining high energy. The tandem accelerator of 20 MV terminal voltage was ordered from the National Electrostatics Corp., USA, and is expected to be completed in 1978. The significance of heavy ion acceleration in the development and research of atomic energy, tandem van de Graaff accelerators, the JAERI 20MV tandem accelerator, and the research project with this accelerator are described. (Kako, I.)

  4. Fast and simple screening for the simultaneous analysis of seven metabolites derived from five volatile organic compounds in human urine using on-line solid-phase extraction coupled with liquid chromatography-tandem mass spectrometry.

    Science.gov (United States)

    Chiang, Wen-Chieh; Chen, Chao-Yu; Lee, Ting-Chen; Lee, Hui-Ling; Lin, Yu-Wen

    2015-01-01

    Recently, the International Agency for Research on cancer classified outdoor air pollution and particulate matter from outdoor air pollution as carcinogenic to humans (IARC Group 1), based on sufficient evidence of carcinogenicity in humans and experimental animals and strong mechanistic evidence. In particular, a wide variety of volatile organic compounds (VOCs) are volatized or released into the atmosphere and can become ubiquitous, as they originate from many different natural and anthropogenic sources, such as paints, pesticides, vehicle exhausts, cooking fumes, and tobacco smoke. Humans may be exposed to VOCs through inhalation, ingestion, or dermal contact, which may increase the risk of leukemia, birth defects, neurocognitive impairment, and cancer. Therefore, the focus of this study was the development of a simple, effective and rapid sample preparation method for the simultaneous determination of seven metabolites (6 mercaptic acids+t,t-muconic acid) derived from five VOCs (acrylamide, 1,3-butadiene, acrylonitrile, benzene, and xylene) in human urine by using automated on-line solid-phase extraction (SPE) coupled with liquid chromatography-electrospray tandem mass spectrometry (LC-MS/MS). An aliquot of each diluted urinary sample was directly injected into an autosampler through a trap column to reduce contamination, and then the retained target compounds were eluted by back-flush mode into an analytical column for separation. Negative electrospray ionization tandem mass spectrometry was utilized for quantification. The coefficients of correlation (r(2)) for the calibration curves were greater than 0.995. Reproducibility was assessed by the precision and accuracy of intra-day and inter-day precision, which showed results for coefficient of variation (CV) that were low 0.9 to 6.6% and 3.7 to 8.5%, respectively, and results for recovery that ranged from 90.8 to 108.9% and 92.1 to 107.7%, respectively. The limits of detection (LOD) and limits of

  5. Realized Volatility Risk

    NARCIS (Netherlands)

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

    2013-01-01

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

  6. Tandemly Arrayed Genes in Vertebrate Genomes

    Directory of Open Access Journals (Sweden)

    Deng Pan

    2008-01-01

    Full Text Available Tandemly arrayed genes (TAGs are duplicated genes that are linked as neighbors on a chromosome, many of which have important physiological and biochemical functions. Here we performed a survey of these genes in 11 available vertebrate genomes. TAGs account for an average of about 14% of all genes in these vertebrate genomes, and about 25% of all duplications. The majority of TAGs (72–94% have parallel transcription orientation (i.e., they are encoded on the same strand in contrast to the genome, which has about 50% of its genes in parallel transcription orientation. The majority of tandem arrays have only two members. In all species, the proportion of genes that belong to TAGs tends to be higher in large gene families than in small ones; together with our recent finding that tandem duplication played a more important role than retroposition in large families, this fact suggests that among all types of duplication mechanisms, tandem duplication is the predominant mechanism of duplication, especially in large families. Finally, several species have a higher proportion of large tandem arrays that are species-specific than random expectation.

  7. 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.

  8. Exploring the Saccharomyces cerevisiae Volatile Metabolome: Indigenous versus Commercial Strains

    Science.gov (United States)

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

    2015-01-01

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

  9. Ozone Differentially Affects Perception of Plant Volatiles in Western Honey Bees.

    Science.gov (United States)

    Dötterl, Stefan; Vater, Marina; Rupp, Thomas; Held, Andreas

    2016-06-01

    Floral scents play a key role in mediating plant-pollinator interactions. Volatile organic compounds (VOCs) emitted by flowers are used by flower visitors as olfactory cues to locate flowers, both from a distance and at close range. More recently it has been demonstrated that reactive molecules such as ozone can modify or degrade VOCs, and this may impair the communication between plants and their pollinators. However, it is not known whether such reactive molecules also may affect the olfactory system of pollinators, and thus not only influence signal transmission but perception of the signal. In this study, we used electroantennographic measurements to determine the effect of increased levels of ozone on antennal responses in western honey bees (Apis mellifera L.). Linalool and 2-phenylethanol, both known to be involved in location of flowers by the bees, and (Z)-3-hexenyl acetate, a widespread green leaf volatile also detected by bees, were used. The results showed that ozone affected antennal responses to the different substances differently. Ozone decreased antennal responses to (Z)-3-hexenyl acetate, whereas responses to linalool and 2-phenylethanol were not influenced by ozone. Overall, the study does not provide evidence that pollination by honey bees is impaired by damage in the olfactory system of the bees caused by increased levels of ozone, at least when linalool and 2-phenylethanol are the attractive signals. However, the results also suggest that ozone can change the overall perception of an odor blend. This might have negative effects in pollination systems and other organismic interactions mediated by specific ratios of compounds.

  10. Tandems as injectors for synchrotrons

    International Nuclear Information System (INIS)

    Ruggiero, A.G.

    1993-01-01

    This is a review on the use of tandem electrostatic accelerators for injection and fitting of synchrotrons to accelerate intense beams of heavy ions to relativistic energies. The paper emphasizes the need of operating the tandems in pulsed mode for this application. It has been experimentally demonstrated that at present this type of accelerator still provides the most reliable and best performance. (orig.)

  11. 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.

  12. Realized volatility and absolute return volatility: a comparison indicating market risk.

    Directory of Open Access Journals (Sweden)

    Zeyu Zheng

    Full Text Available Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received wide use over the past decade: realized volatility and absolute return volatility. The former is strongly favored in the financial sector and the latter by econophysicists. We examine the memory and clustering features of these two methods and find that both enable strong predictions. We compare the two in detail and find that although realized volatility has a better short-term effect that allows predictions of near-future market behavior, absolute return volatility is easier to calculate and, as a risk indicator, has approximately the same sensitivity as realized volatility. Our detailed empirical analysis yields valuable guidelines for both researchers and market participants because it provides a significantly clearer comparison of the strengths and weaknesses of the two methods.

  13. Unstable volatility

    DEFF Research Database (Denmark)

    Casas, Isabel; Gijbels, Irène

    2012-01-01

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

  14. Early accretion of water and volatile elements to the inner Solar System: evidence from angrites.

    Science.gov (United States)

    Sarafian, Adam R; Hauri, Erik H; McCubbin, Francis M; Lapen, Thomas J; Berger, Eve L; Nielsen, Sune G; Marschall, Horst R; Gaetani, Glenn A; Righter, Kevin; Sarafian, Emily

    2017-05-28

    Inner Solar System bodies are depleted in volatile elements relative to chondrite meteorites, yet the source(s) and mechanism(s) of volatile-element depletion and/or enrichment are poorly constrained. The timing, mechanisms and quantities of volatile elements present in the early inner Solar System have vast implications for diverse processes, from planetary differentiation to the emergence of life. We report major, trace and volatile-element contents of a glass bead derived from the D'Orbigny angrite, the hydrogen isotopic composition of this glass bead and that of coexisting olivine and silicophosphates, and the 207 Pb- 206 Pb age of the silicophosphates, 4568 ± 20 Ma. We use volatile saturation models to demonstrate that the angrite parent body must have been a major body in the early inner Solar System. We further show via mixing calculations that all inner Solar System bodies accreted volatile elements with carbonaceous chondrite H and N isotope signatures extremely early in Solar System history. Only a small portion (if any) of comets and gaseous nebular H species contributed to the volatile content of the inner Solar System bodies.This article is part of the themed issue 'The origin, history and role of water in the evolution of the inner Solar System'. © 2017 The Author(s).

  15. Actualization of the Tandem-E N Accelerator of the Nuclear Centre of Mexico; Actualizacion del Acelerador Tandem-EN del Centro Nuclear

    Energy Technology Data Exchange (ETDEWEB)

    Villasenor S, P.; Aguilera R, E.; Aspiazu F, J.; Fernandez A, J.; Fernandez B, M.; Garcia R, B.; Lopez M, J.; Martinez Q, E.; Mendez G, B.; Moreno B, E.; Murillo O, G.; Policroniades R, R.; Ramirez T, J.; Reynoso V, R.; Varela G, A.; Vega C, J. [ININ, 52045 Ocoyoacac, Estado de Mexico (Mexico)

    2004-07-01

    In this work, the activities are described carried out to change the tubes accelerators and original resistances of the accelerator Tandem-E N of the Nuclear Center, for tubes DOWLISH and resistances again design, both donated ones for ORNL. This way same, the problem is described that imply this changes, and like it was solved by the personnel of the laboratory, without having to appeal to external services, what there is redounded in a considerable increment in the costs. In form preliminary the improvements are described observed after the rehabilitation of the Accelerator. (Author)

  16. Parametric studies of tandem mirror reactors

    International Nuclear Information System (INIS)

    Carlson, G.A.; Boghosian, B.M.; Fink, J.H.; Myall, J.O.; Neef, W.S. Jr.

    1979-01-01

    This report, along with its companion, An Improved Tandem Mirror Reactor, discusses the recent progress and present status of our tandem mirror reactor studies. This report presents the detailed results of parametric studies up to, but not including, the very new ideas involving thermal barriers

  17. Pluto's Volatile Transport

    Science.gov (United States)

    Young, Leslie

    2012-10-01

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

  18. Volatile Discrimination of Irradiated and Fumigated White Ginseng Powders at Different Storage Times and Temperatures Using the Electronic Nose

    International Nuclear Information System (INIS)

    Kwon, J.H.; Shin, J.A.; Lee, K.T.

    2006-01-01

    The pattern of volatile emissions from white ginseng powders (WGP) that were treated with selected preservatives was investigated during 5-months of storage (at-10 and 25℃) by an electronic nose system equipped with 12 metal-oxide sensors. WGP were treated with gamma radiation at 5 kGy, commercial methyl bromide (MeBr), and phosphine fumigations. Electronic nose differentiated the volatile patterns of the WGP with each different preservative treatment. In addition, each volatile pattern was affected by both storage time (1, 2 and 5 months) and temperature (-10 and 25℃)

  19. Edge diagnostics for tandem mirror machines

    International Nuclear Information System (INIS)

    Allen, S.L.

    1984-01-01

    The edge plasma in a tandem mirror machine shields the plasma core from cold neutral gas and impurities. A variety of diagnostics are used to measure the fueling, shielding, and confinement of the edge plasma in both the end plug and central cell regions. Fast ion gauges and residual gas analyzers measure the gas pressure and composition outside of the plasma. An array of Langmuir probes is used to measure the electron density and temperature. Extreme ultraviolet (euv) and visible spectroscopy are used to measure both the impurity and deuterium densities and to estimate the shielding factor for the core plasma. The linear geometry of a tandem mirror also allows direct measurements of the edge plasma by sampling the ions and electrons lost but the ends of the machine. Representative data obtained by these diagnostics during operation of the Tandem Mirror Experiment (TMX) and Tandem Mirror Experiment-Upgrade (TMX-U) experiments are presented. Diagnostics that are currently being developed to diagnose the edge plasma are also discussed

  20. Introduction to tandem mirror physics

    International Nuclear Information System (INIS)

    Kesner, J.; Gerver, M.J.; Lane, B.G.; McVey, B.D.; Catto, P.J.; D'Ippolito, D.A.; Myra, J.R.

    1983-09-01

    This monograph, prepared jointly by the MIT Plasma Fusion Center Mirror Fusion group and SAI, Boulder, Colorado, presents a review of the development of mirror fusion theory from its conception some thirty years ago to the present. Pertinent historic experiments and their contribution are discussed to set the stage for a detailed analysis of current experiments and the problems which remain to be solved in bringing tandem mirror magnetic confinement fusion to fruition. In particular, Chapter III discusses in detail the equilibrium and stability questions which must be dealt with before tandem mirror reactors become feasible, while Chapters IV and V discuss some of the current machines and those under construction which will help to resolve critical issues in both physics and engineering whose solutions are necessary to the commercialization of tandem mirror fusion

  1. Volatile element loss during planetary magma ocean phases

    Science.gov (United States)

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

    2018-01-01

    LMO δ66Zn value, while the second results in a stratification of δ66Zn values within the LMO sequence. Loss and/or isolation mechanisms for volatiles are critical to these models; hydrodynamic escape was not a dominant process, but loss of a nascent lunar atmosphere or separation of condensates into a proto-lunar crust are possible mechanisms by which volatiles could be separated from the lunar interior. The results do not preclude models that suggest a lunar volatile depletion episode related to the Giant Impact. Conversely, LMO models for volatile loss do not require loss of volatiles prior to lunar formation. Outgassing during planetary magma ocean phases likely played a profound role in setting the volatile inventories of planets, particularly for low mass bodies that experienced the greatest volatile loss. In turn, our results suggest that the initial compositions of planets that accreted from smaller, highly differentiated planetesimals were likely to be severely volatile depleted.

  2. A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model

    Science.gov (United States)

    Hozman, J.; Tichý, T.

    2017-12-01

    Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.

  3. Changes in Variable Number of Tandem Repeats in 'Candidatus Liberibacter asiaticus' through Insect Transmission.

    Directory of Open Access Journals (Sweden)

    Hiroshi Katoh

    Full Text Available Citrus greening (huanglongbing is the most destructive citrus disease worldwide. The disease is associated with three species of 'Candidatus Liberibacter' among which 'Ca. Liberibacter asiaticus' has the widest distribution. 'Ca. L. asiaticus' is commonly transmitted by a phloem-feeding insect vector, the Asian citrus psyllid Diaphorina citri. A previous study showed that isolates of 'Ca. L. asiaticus' were clearly differentiated by variable number of tandem repeat (VNTR profiles at four loci in the genome. In this study, the VNTR analysis was further validated by assessing the stability of these repeats after multiplication of the pathogen upon host-to-host transmission using a 'Ca. L. asiaticus' strain from Japan. The results showed that some tandem repeats showed detectable changes after insect transmission. To our knowledge, this is the first report to demonstrate that the repeat numbers VNTR 002 and 077 of 'Ca. L. asiaticus' change through psyllid transmission. VNTRs in the recipient plant were apparently unrelated to the growing phase of the vector. In contrast, changes in the number of tandem repeats increased with longer acquisition and inoculation access periods, whereas changes were not observed through psyllid transmission after relatively short acquisition and inoculation access periods, up to 20 and 19 days, respectively.

  4. North-American MP Tandem accelerators

    International Nuclear Information System (INIS)

    Wegner, H.E.; Thieberger, P.

    1977-01-01

    There are six North-American MP Tandem accelerators: Yale; Minnesota; Chalk River; Rochester; and two at Brookhaven. The current status and operating characteristics of these six tandem accelerators are discussed. Upgrade and special improvements of the different machines is reviewed and new developments since the last Electrostatic Conference are discussed in detail. The overall operating characteristics of the different machines during the last year of operation are compared

  5. Actualization of the Tandem-E N Accelerator of the Nuclear Centre of Mexico

    International Nuclear Information System (INIS)

    Villasenor S, P.; Aguilera R, E.; Aspiazu F, J.; Fernandez A, J.; Fernandez B, M.; Garcia R, B.; Lopez M, J.; Martinez Q, E.; Mendez G, B.; Moreno B, E.; Murillo O, G.; Policroniades R, R.; Ramirez T, J.; Reynoso V, R.; Varela G, A.; Vega C, J.

    2004-01-01

    In this work, the activities are described carried out to change the tubes accelerators and original resistances of the accelerator Tandem-E N of the Nuclear Center, for tubes DOWLISH and resistances again design, both donated ones for ORNL. This way same, the problem is described that imply this changes, and like it was solved by the personnel of the laboratory, without having to appeal to external services, what there is redounded in a considerable increment in the costs. In form preliminary the improvements are described observed after the rehabilitation of the Accelerator. (Author)

  6. Normalization for Implied Volatility

    OpenAIRE

    Fukasawa, Masaaki

    2010-01-01

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

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

    OpenAIRE

    Brüggemann, Imke; Nautz, Dieter

    1997-01-01

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

  8. Tandem Translation Classroom: A Case Study

    Science.gov (United States)

    Kim, Dohun; Koh, Taejin

    2018-01-01

    The transition to student-centred learning, advances in teleconferencing tools, and active international student exchange programmes have stimulated tandem learning in many parts of the world. This pedagogical model is based on a mutual language exchange between tandem partners, where each student is a native speaker in the language the…

  9. A solution process for inverted tandem solar cells

    DEFF Research Database (Denmark)

    Larsen-Olsen, Thue Trofod; Bundgaard, Eva; Sylvester-Hvid, Kristian O.

    2011-01-01

    Tandem solar cells with normal and inverted device geometries were prepared by a solution process. Both device types were based on the use of zinc(II)oxide as the electron transporting layer (ETL). The hole transporting layer (HTL) was either PEDOT:PSS for normal geometry tandem solar cells...... or vanadium(V)oxide in the case of inverted tandem cells. It was found that the inverted tandem solar cells performed comparable or better than the normal geometry devices, showing that the connection structure of vanadium(V)oxide, Ag nanoparticles and zinc(II)oxide functions both as a good recombination...... layer, ensuring serial connection, and as a solvent barrier, protecting the first photoactive layer from processing of the second layer. This successfully demonstrates a tandem solar cell fabrication process fully compatible with state-of-the-art solution based automated production procedures....

  10. Detection of mastitis pathogens by analysis of volatile bacterial metabolites.

    Science.gov (United States)

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

    2008-10-01

    The ability to detect mastitis pathogens based on their volatile metabolites was studied. Milk samples from cows with clinical mastitis, caused by Staphylococcus aureus, coagulase-negative staphylococci, Streptococcus uberis, Streptococcus dysgalactiae, and Escherichia coli were collected. In addition, samples from cows without clinical mastitis and with low somatic cell count (SCC) were collected for comparison. All mastitis samples were examined by using classical microbiological methods, followed by headspace analysis for volatile metabolites. Milk from culture-negative samples contained a lower number and amount of volatile components compared with cows with clinical mastitis. Because of variability between samples within a group, comparisons between pathogens were not sufficient for classification of the samples by univariate statistics. Therefore, an artificial neural network was trained to classify the pathogen in the milk samples based on the bacterial metabolites. The trained network differentiated milk from uninfected and infected quarters very well. When comparing pathogens, Staph. aureus produced a very different pattern of volatile metabolites compared with the other samples. Samples with coagulase-negative staphylococci and E. coli had enough dissimilarity with the other pathogens, making it possible to separate these 2 pathogens from each other and from the other samples. The 2 streptococcus species did not show significant differences between each other but could be identified as a different group from the other pathogens. Five groups can thus be identified based on the volatile bacterial metabolites: Staph. aureus, coagulase-negative staphylococci, streptococci (Strep. uberis and Strep. dysgalactiae as one group), E. coli, and uninfected quarters.

  11. Chasing volatility

    DEFF Research Database (Denmark)

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

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

  12. Muscodor albus Volatiles Control Toxigenic Fungi under Controlled Atmosphere (CA Storage Conditions

    Directory of Open Access Journals (Sweden)

    Gordon Braun

    2012-11-01

    Full Text Available Muscodor albus, a biofumigant fungus, has the potential to control post-harvest pathogens in storage. It has been shown to produce over 20 volatile compounds with fungicidal, bactericidal and insecticidal properties. However, M. albus is a warm climate endophyte, and its biofumigant activity is significantly inhibited at temperatures below 5 °C. Conidia of seven mycotoxin producing fungi, Aspergillus carbonarius, A. flavus, A. niger, A. ochraceus, Penicillium verrucosum, Fusarium culmorum and F. graminearum, were killed or prevented from germinating by exposure to volatiles from 2 g M. albus-colonized rye grain per L of headspace in sealed glass jars for 24 h at 20 °C. Two major volatiles of M. albus, isobutyric acid (IBA and 2-methyl-1-butanol (2MB at 50 µL/L and 100 µL/L, respectively, gave differential control of the seven fungi when applied individually at 20 °C. When the fungi were exposed to both IBA and 2MB together, an average of 94% of the conidia were killed or suppressed. In a factorial experiment with controlled atmosphere storage (CA at 3 °C and 72 h exposure to four concentrations of IBA and 2MB combinations, 50 µL/L IBA plus 100 µL/L 2MB killed or suppressed germination of the conidia of all seven fungi. Controlled atmosphere had no significant effect on conidial viability or volatile efficacy. Major volatiles of M. albus may have significant potential to control plant pathogens in either ambient air or CA storage at temperatures below 5 °C. However, combinations of volatiles may be required to provide a broader spectrum of control than individual volatiles.

  13. Differentiation of Volatile Profiles from Stockpiled Almonds at Varying Relative Humidity Levels Using Benchtop and Portable GC-MS.

    Science.gov (United States)

    Beck, John J; Willett, Denis S; Gee, Wai S; Mahoney, Noreen E; Higbee, Bradley S

    2016-12-14

    Contamination by aflatoxin, a toxic metabolite produced by Aspergillus fungi ubiquitous in California almond and pistachio orchards, results in millions of dollars of lost product annually. Current detection of aflatoxin relies on destructive, expensive, and time-intensive laboratory-based methods. To explore an alternative method for the detection of general fungal growth, volatile emission profiles of almonds at varying humidities were sampled using both static SPME and dynamic needle-trap SPE followed by benchtop and portable GC-MS analysis. Despite the portable SPE/GC-MS system detecting fewer volatiles than the benchtop system, both systems resolved humidity treatments and identified potential fungal biomarkers at extremely low water activity levels. This ability to resolve humidity levels suggests that volatile profiles from germinating fungal spores could be used to create an early warning, nondestructive, portable detection system of fungal growth.

  14. Thermodynamic characterization of tandem mismatches found in naturally occurring RNA

    Science.gov (United States)

    Christiansen, Martha E.; Znosko, Brent M.

    2009-01-01

    Although all sequence symmetric tandem mismatches and some sequence asymmetric tandem mismatches have been thermodynamically characterized and a model has been proposed to predict the stability of previously unmeasured sequence asymmetric tandem mismatches [Christiansen,M.E. and Znosko,B.M. (2008) Biochemistry, 47, 4329–4336], experimental thermodynamic data for frequently occurring tandem mismatches is lacking. Since experimental data is preferred over a predictive model, the thermodynamic parameters for 25 frequently occurring tandem mismatches were determined. These new experimental values, on average, are 1.0 kcal/mol different from the values predicted for these mismatches using the previous model. The data for the sequence asymmetric tandem mismatches reported here were then combined with the data for 72 sequence asymmetric tandem mismatches that were published previously, and the parameters used to predict the thermodynamics of previously unmeasured sequence asymmetric tandem mismatches were updated. The average absolute difference between the measured values and the values predicted using these updated parameters is 0.5 kcal/mol. This updated model improves the prediction for tandem mismatches that were predicted rather poorly by the previous model. This new experimental data and updated predictive model allow for more accurate calculations of the free energy of RNA duplexes containing tandem mismatches, and, furthermore, should allow for improved prediction of secondary structure from sequence. PMID:19509311

  15. MULTIPLE-LOCUS VARIABLE-NUMBER TANDEM REPEAT ANALYSIS OF BRUCELLA ISOLATES FROM THAILAND.

    Science.gov (United States)

    Kumkrong, Khurawan; Chankate, Phanita; Tonyoung, Wittawat; Intarapuk, Apiradee; Kerdsin, Anusak; Kalambaheti, Thareerat

    2017-01-01

    Brucellosis-induced abortion can result in significant economic loss to farm animals. Brucellosis can be transmitted to humans during slaughter of infected animals or via consumption of contaminated food products. Strain identification of Brucella isolates can reveal the route of transmission. Brucella strains were isolated from vaginal swabs of farm animal, cow milk and from human blood cultures. Multiplex PCR was used to identify Brucella species, and owing to high DNA homology among Brucella isolates, multiple-locus variable-number tandem repeat analysis (MLVA) based on the number of tandem repeats at 16 different genomic loci was used for strain identification. Multiplex PCR categorized the isolates into B. abortus (n = 7), B. melitensis (n = 37), B. suis (n = 3), and 5 of unknown Brucella spp. MLVA-16 clustering analysis differentiated the strains into various genotypes, with Brucella isolates from the same geographic region being closely related, and revealed that the Thai isolates were phylogenetically distinct from those in other countries, including within the Southeast Asian region. Thus, MLVA-16 typing has utility in epidemiological studies.

  16. The Kyoto University tandem upgrading project

    International Nuclear Information System (INIS)

    Nakamura, Masanobu; Shimoura, Susumu; Takimoto, Kiyohiko; Sakaguchi, Harutaka; Kobayashi, Shinsaku

    1988-01-01

    A brief description on the Kyoto University tandem upgrading project. The project consists of replacing the old 5 MV tandem Van de Graaff by an 8UDH pelletron. The old pressure vessel and beam lines are used again without significant modification. The project is planned to be completed at the end of 1989. (orig.)

  17. Design of tandem mirror reactors with thermal barriers

    International Nuclear Information System (INIS)

    Carlson, G.A.

    1980-01-01

    End-plug technologies for tandem mirror reactors include high-field superconducting magnets, neutral beam injectors, and gyrotrons for electron cyclotron resonant heating (ECRH). In addition to their normal use for sustenance of the end-plug plasmas, neutral beam injectors are used for ''pumping'' trapped ions from the thermal barrier regions by charge exchange. An extra function of the axially directed pump beams is the removal of thermalized alpha particles from the reactor. The principles of tandem mirror operation with thermal barriers will be demonstrated in the upgrade of the Tandem Mirror Experiment (TMX-U) in 1981 and the tandem configuration of the Mirror fusion Test Facility (MFTF-B) in 1984

  18. Argonne tandem as injector to a superconducting linac

    International Nuclear Information System (INIS)

    Yntema, J.L.; Den Hartog, P.K.; Henning, W.; Kutschera, W.

    1980-01-01

    The Argonne Tandem uses Pelletron chains, NEC accelerator tubes, and a dual closed-corona system. Its main function is to be an injector for a superconducting linear accelerator. As long as the transverse and longitudinal emittances are within the acceptance of the linac, the output beam quality of the tandem-linac system is essentially determined by the tandem. The sensitivity of the linac to the longitudinal emittance ΔEΔt of the incident beam makes the output beam quality dependent on the negative-ion velocity distribution in the source, transit-time effects in the tandem, molecular-beam dissociation, and stripper-foil uniformity. This paper discusses these beam-degrading effects

  19. Volatility in Equilibrium

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Sizova, Natalia; Tauchen, George

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

  20. American options under stochastic volatility

    NARCIS (Netherlands)

    Chockalingam, A.; Muthuraman, K.

    2011-01-01

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

  1. Proboscis extension reflex platform for volatiles and semi-volatiles detection

    Energy Technology Data Exchange (ETDEWEB)

    Wingo, Robert M. (Los Alamos, NM); McCabe, Kirsten J. (Los Alamos, NM); Haarmann, Timothy K. (Jemez Pueblo, NM)

    2010-11-30

    The present invention provides an apparatus for the detection of volatile and semi-volatile chemicals using the olfactory abilities of honey bees that are trained to respond to the presence of a specific chemical in a sample of gas with the proboscis extension reflex (PER). In particular, the geometry and arrangement of the parts of the apparatus are such that the amount of surface area in contact with the sample of gas prior to its introduction to the bees is minimized to improve the detection of particular volatile and semi-volatile that have a tendency to "stick" to contacting surfaces, especially certain chemicals associated with explosives and narcotics. According to another aspect of the present invention, a pre-concentrating means is incorporated with the device to effectively increase the concentration of "sticky" chemicals presented to the insects.

  2. Packet models revisited: tandem and priority systems

    NARCIS (Netherlands)

    M.R.H. Mandjes (Michel)

    2004-01-01

    textabstractWe examine two extensions of traditional single-node packet-scale queueing models: tandem networks and (strict) priority systems. Two generic input processes are considered: periodic and Poisson arrivals. For the two-node tandem, an exact expression is derived for the joint distribution

  3. Fast and sensitive method for detecting volatile species in liquids

    Science.gov (United States)

    Trimarco, Daniel B.; Pedersen, Thomas; Hansen, Ole; Chorkendorff, Ib; Vesborg, Peter C. K.

    2015-07-01

    This paper presents a novel apparatus for extracting volatile species from liquids using a "sniffer-chip." By ultrafast transfer of the volatile species through a perforated and hydrophobic membrane into an inert carrier gas stream, the sniffer-chip is able to transport the species directly to a mass spectrometer through a narrow capillary without the use of differential pumping. This method inherits features from differential electrochemical mass spectrometry (DEMS) and membrane inlet mass spectrometry (MIMS), but brings the best of both worlds, i.e., the fast time-response of a DEMS system and the high sensitivity of a MIMS system. In this paper, the concept of the sniffer-chip is thoroughly explained and it is shown how it can be used to quantify hydrogen and oxygen evolution on a polycrystalline platinum thin film in situ at absolute faradaic currents down to ˜30 nA. To benchmark the capabilities of this method, a CO-stripping experiment is performed on a polycrystalline platinum thin film, illustrating how the sniffer-chip system is capable of making a quantitative in situ measurement of <1 % of a monolayer of surface adsorbed CO being electrochemically stripped off an electrode at a potential scan-rate of 50 mV s-1.

  4. Injector of the Utrecht EN tandem

    Energy Technology Data Exchange (ETDEWEB)

    Borg, K. van der; Haas, A.P. de; Hoogenboom, A.M.; Strasters, B.A.; Vermeer, A.; Zwol, N.A. van (Rijksuniversiteit Utrecht (Netherlands). Fysisch Lab.)

    1984-02-15

    An injector has been built to obtain improved beam transmission through the EN tandem. The injector has been provided with a 90/sup 0/ analysing magnet, m/..delta..m=300, and 130 kV preacceleration. Beam optics calculations have been made for the injector and tandem. The injector has been equipped with a fiber optics control and data acquisition system.

  5. Device operation of organic tandem solar cells

    NARCIS (Netherlands)

    Hadipour, A.; de Boer, B.; Blom, P. W. M.

    2008-01-01

    A generalized methodology is developed to obtain the current-voltage characteristic of polymer tandem solar cells by knowing the electrical performance of both sub cells. We demonstrate that the electrical characteristics of polymer tandem solar cells are correctly predicted for both the series and

  6. 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.

  7. The impact of genome triplication on tandem gene evolution in Brassica rapa

    Directory of Open Access Journals (Sweden)

    Lu eFang

    2012-11-01

    Full Text Available Whole genome duplication (WGD and tandem duplication (TD are both important modes of gene expansion. However, how whole genome duplication influences tandemly duplicated genes is not well studied. We used Brassica rapa, which has undergone an additional genome triplication (WGT and shares a common ancestor with Arabidopsis thaliana, Arabidopsis lyrata and Thellungiella parvula, to investigate the impact of genome triplication on tandem gene evolution. We identified 2,137, 1,569, 1,751 and 1,135 tandem gene arrays in B. rapa, A. thaliana, A. lyrata and T. parvula respectively. Among them, 414 conserved tandem arrays are shared by the 3 species without WGT, which were also considered as existing in the diploid ancestor of B. rapa. Thus, after genome triplication, B. rapa should have 1,242 tandem arrays according to the 414 conserved tandems. Here, we found 400 out of the 414 tandems had at least one syntenic ortholog in the genome of B. rapa. Furthermore, 294 out of the 400 shared syntenic orthologs maintain tandem arrays (more than one gene for each syntenic hit in B. rapa. For the 294 tandem arrays, we obtained 426 copies of syntenic paralogous tandems in the triplicated genome of B. rapa. In this study, we demonstrated that tandem arrays in B. rapa were dramatically fractionated after WGT when compared either to non-tandem genes in the B. rapa genome or to the tandem arrays in closely related species that have not experienced a recent whole-genome polyploidization event.

  8. Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

    OpenAIRE

    Röring, Johan

    2017-01-01

    Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

  9. Screening newborns for metabolic disorders based on targeted metabolomics using tandem mass spectrometry

    Directory of Open Access Journals (Sweden)

    Hye-Ran Yoon

    2015-09-01

    Full Text Available The main purpose of newborn screening is to diagnose genetic, metabolic, and other inherited disorders, at their earliest to start treatment before the clinical manifestations become evident. Understanding and tracing the biochemical data obtained from tandem mass spectrometry is vital for early diagnosis of metabolic diseases associated with such disorders. Accordingly, it is important to focus on the entire diagnostic process, including differential and confirmatory diagnostic options, and the major factors that influence the results of biochemical analysis. Compared to regular biochemical testing, this is a complex process carried out by a medical physician specialist. It is comprised of an integrated program requiring multidisciplinary approach such as, pediatric specialist, expert scientist, clinical laboratory technician, and nutritionist. Tandem mass spectrometry is a powerful tool to improve screening of newborns for diverse metabolic diseases. It is likely to be used to analyze other treatable disorders or significantly improve existing newborn tests to allow broad scale and precise testing. This new era of various screening programs, new treatments, and the availability of detection technology will prove to be beneficial for the future generations.

  10. Endogenous Lunar Volatiles

    Science.gov (United States)

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

    2018-04-01

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

  11. Thirty years of physics at the Bucharest tandem accelerator

    International Nuclear Information System (INIS)

    Dobrescu, S.; Marinescu, L.; Dumitru, G.; Cata-Danil, Gh.

    2003-01-01

    The main parameters of the Bucharest tandem accelerator, as well as the main milestones of its history since March 1973 when it was commissioned are shortly presented. A general presentation of the main basic and applied physics research so far undertaken at the tandem is given, ending with some ideas related with the future perspectives of the tandem. (authors)

  12. 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.

  13. Volatility Exposure for Strategic Asset Allocation

    OpenAIRE

    Briere, Marie; Burgues, Alexandre; Signori, Ombretta

    2008-01-01

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

  14. Pseudo-differentiation syndrome

    Directory of Open Access Journals (Sweden)

    Dina Khalaf

    2011-12-01

    Full Text Available A patient with relapsed acute myeloid leukemia (AML (M2 FAB classification developed a differentiating syndrome upon receiving Decitabine therapy given with palliative intent. The patient presented with high grade fever, constitutional symptoms and severe chest symptoms with no underlying lung condition. Chest x-ray (CXR showed diffuse pulmonary infiltrates. Septic work up followed by intravenous broad spectrum antimicrobials did not improve his condition. Pan cultures’ results were repeatedly negative. Treatment with high dose Dexamethasone (DXM resulted in marked clinical and radiological improvement. Our patient initially presented with relapsed AML (M2 Fab classification with t (8; 21; negative FMS-like tyrosine kinase -internal tandem duplication (FLT3-ITD which are all good prognostic factors, yet the patient had an atypical clinical course with early frequent relapses, differentiation syndrome associated with Decitabine therapy and late in his disease, he developed a granulocytic sarcoma.

  15. Tandem mirror reactor

    International Nuclear Information System (INIS)

    Moir, R.W.; Barr, W.L.; Carlson, G.A.

    1977-01-01

    A parametric analysis and a preliminary conceptual design for a 1000 MWe Tandem Mirror Reactor (TMR) are described. The concept is sufficiently attractive to encourage further work, both for a pure fusion TMR and a low technology TMR Fusion-Fission Hybrid

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

    International Nuclear Information System (INIS)

    Le Pen, Yannick; Sevi, Benoit

    2008-01-01

    Using daily data from March 2001 to June 2005, we estimate a VAR-BEKK model and find evidence of return and volatility spillovers between the German, the Dutch and the British forward electricity markets. We apply Hafner and Herwartz [2006, Journal of International Money and Finance 25, 719-740] Volatility Impulse Response Function(VIRF) to quantify the impact of shock on expected conditional volatility. We observe that a shock has a high positive impact only if its size is large compared to the current level of volatility. The impact of shocks are usually not persistent, which may be an indication of market efficiency. Finally, we estimate the density of the VIRF at different forecast horizon. These fitted distributions are asymmetric and show that extreme events are possible even if their probability is low. These results have interesting implications for market participants whose risk management policy is based on option prices which themselves depend on the volatility level. (authors)

  17. Tandem catalysis: a new approach to polymers.

    Science.gov (United States)

    Robert, Carine; Thomas, Christophe M

    2013-12-21

    The creation of polymers by tandem catalysis represents an exciting frontier in materials science. Tandem catalysis is one of the strategies used by Nature for building macromolecules. Living organisms generally synthesize macromolecules by in vivo enzyme-catalyzed chain growth polymerization reactions using activated monomers that have been formed within cells during complex metabolic processes. However, these biological processes rely on highly complex biocatalysts, thus limiting their industrial applications. In order to obtain polymers by tandem catalysis, homogeneous and enzyme catalysts have played a leading role in the last two decades. In the following feature article, we will describe selected published efforts to achieve these research goals.

  18. The human volatilome: volatile organic compounds (VOCs) in exhaled breath, skin emanations, urine, feces and saliva.

    Science.gov (United States)

    Amann, Anton; Costello, Ben de Lacy; Miekisch, Wolfram; Schubert, Jochen; Buszewski, Bogusław; Pleil, Joachim; Ratcliffe, Norman; Risby, Terence

    2014-09-01

    Breath analysis is a young field of research with its roots in antiquity. Antoine Lavoisier discovered carbon dioxide in exhaled breath during the period 1777-1783, Wilhelm (Vilém) Petters discovered acetone in breath in 1857 and Johannes Müller reported the first quantitative measurements of acetone in 1898. A recent review reported 1765 volatile compounds appearing in exhaled breath, skin emanations, urine, saliva, human breast milk, blood and feces. For a large number of compounds, real-time analysis of exhaled breath or skin emanations has been performed, e.g., during exertion of effort on a stationary bicycle or during sleep. Volatile compounds in exhaled breath, which record historical exposure, are called the 'exposome'. Changes in biogenic volatile organic compound concentrations can be used to mirror metabolic or (patho)physiological processes in the whole body or blood concentrations of drugs (e.g. propofol) in clinical settings-even during artificial ventilation or during surgery. Also compounds released by bacterial strains like Pseudomonas aeruginosa or Streptococcus pneumonia could be very interesting. Methyl methacrylate (CAS 80-62-6), for example, was observed in the headspace of Streptococcus pneumonia in concentrations up to 1420 ppb. Fecal volatiles have been implicated in differentiating certain infectious bowel diseases such as Clostridium difficile, Campylobacter, Salmonella and Cholera. They have also been used to differentiate other non-infectious conditions such as irritable bowel syndrome and inflammatory bowel disease. In addition, alterations in urine volatiles have been used to detect urinary tract infections, bladder, prostate and other cancers. Peroxidation of lipids and other biomolecules by reactive oxygen species produce volatile compounds like ethane and 1-pentane. Noninvasive detection and therapeutic monitoring of oxidative stress would be highly desirable in autoimmunological, neurological, inflammatory diseases and cancer

  19. The volatility of HOL

    International Nuclear Information System (INIS)

    Wren, D.J.; Sanipelli, G.

    1985-01-01

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

  20. Characterization of Chemical Composition of Pericarpium Citri Reticulatae Volatile Oil by Comprehensive Two-Dimensional Gas Chromatography with High-Resolution Time-of-Flight Mass Spectrometry

    Directory of Open Access Journals (Sweden)

    Kunming Qin

    2013-01-01

    Full Text Available Pericarpium Citri Reticulatae (Chenpi in Chinese has been widely used as an herbal medicine in Korea, China, and Japan. Chenpi extracts are used to treat indigestion and inflammatory syndromes of the respiratory tract such as bronchitis and asthma. This thesis will analyze chemical compositions of Chenpi volatile oil, which was performed by comprehensive two-dimensional gas chromatography with high-resolution time-of-flight mass spectrometry (GC × GC-HR-TOFMS. One hundred and sixty-seven components were tentatively identified, and terpene compounds are the main components of Chenpi volatile oil, a significant larger number than in previous studies. The majority of the eluted compounds, which were identified, were well separated as a result of high-resolution capability of the GC × GC method, which significantly reduces, the coelution. β-Elemene is tentatively qualified by means of GC × GC in tandem with high-resolution TOFMS detection, which plays an important role in enhancing the effects of many anticancer drugs and in reducing the side effects of chemotherapy. This study suggests that GC × GC-HR-TOFMS is suitable for routine characterization of chemical composition of volatile oil in herbal medicines.

  1. Feasibility study on tandem fuel cycle

    International Nuclear Information System (INIS)

    Han, P.S.; Suh, I.S.; Rim, C.S.; Kim, B.K.; Suh, K.S.; Ro, S.K.; Juhn, P.I.; Kim, S.Y.

    1983-01-01

    The objective of this feasibility study is to review and assess the current state of technology concerning the tandem fuel cycle. Based on the results from this study, a long-term development plan suitable for Korea has been proposed for this cycle, i.e., the PWR → CANDU tandem fuel cycle which used plutonium and uranium, recovered from spent PWR fuel by co-processing, as fuel material for CANDU reactors. (Author)

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2011-10-17

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

  4. Mobile membrane introduction tandem mass spectrometry for on-the-fly measurements and adaptive sampling of VOCs around oil and gas projects in Alberta, Canada

    Science.gov (United States)

    Krogh, E.; Gill, C.; Bell, R.; Davey, N.; Martinsen, M.; Thompson, A.; Simpson, I. J.; Blake, D. R.

    2012-12-01

    The release of hydrocarbons into the environment can have significant environmental and economic consequences. The evolution of smaller, more portable mass spectrometers to the field can provide spatially and temporally resolved information for rapid detection, adaptive sampling and decision support. We have deployed a mobile platform membrane introduction mass spectrometer (MIMS) for the in-field simultaneous measurement of volatile and semi-volatile organic compounds. In this work, we report instrument and data handling advances that produce geographically referenced data in real-time and preliminary data where these improvements have been combined with high precision ultra-trace VOCs analysis to adaptively sample air plumes near oil and gas operations in Alberta, Canada. We have modified a commercially available ion-trap mass spectrometer (Griffin ICX 400) with an in-house temperature controlled capillary hollow fibre polydimethylsiloxane (PDMS) polymer membrane interface and in-line permeation tube flow cell for a continuously infused internal standard. The system is powered by 24 VDC for remote operations in a moving vehicle. Software modifications include the ability to run continuous, interlaced tandem mass spectrometry (MS/MS) experiments for multiple contaminants/internal standards. All data are time and location stamped with on-board GPS and meteorological data to facilitate spatial and temporal data mapping. Tandem MS/MS scans were employed to simultaneously monitor ten volatile and semi-volatile analytes, including benzene, toluene, ethylbenzene and xylene (BTEX), reduced sulfur compounds, halogenated organics and naphthalene. Quantification was achieved by calibrating against a continuously infused deuterated internal standard (toluene-d8). Time referenced MS/MS data were correlated with positional data and processed using Labview and Matlab to produce calibrated, geographical Google Earth data-visualizations that enable adaptive sampling protocols

  5. Tandem mass spectrometry at low kinetic energy

    International Nuclear Information System (INIS)

    Cooks, R.G.; Hand, O.W.

    1987-01-01

    Recent progress in mass spectrometry, as applied to molecular analysis, is reviewed with emphasis on tandem mass spectrometry. Tandem instruments use multiple analyzers (sector magnets, quadrupole mass filters and time-of-flight devices) to select particular molecules in ionic form, react them in the gas-phase and then record the mass, momenta or kinetic energies of their products. The capabilities of tandem mass spectrometry for identification of individual molecules or particular classes of compounds in complex mixtures are illustrated. Several different types of experiments can be run using a tandem mass spectrometer; all share the feature of sifting the molecular mixture being analyzed on the basis of chemical properties expressed in terms of ionic mass, kinetic energy or charge state. Applications of mass spectrometry to biological problems often depend upon desorption methods of ionization in which samples are bombarded with particle beams. Evaporation of preformed charged species from the condensed phase into the vacuum is a particularly effective method of ionization. It is suggested that the use of accelerator mass spectrometers be extended to include problems of molecular analysis. In such experiments, low energy tandem mass spectrometry conducted in the eV or keV range of energies, would be followed by further characterization of the production ion beam using high selective MeV collision processes

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

    NARCIS (Netherlands)

    Boswijk, H.P.

    2001-01-01

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

  7. Cost Linkages Transmit Volatility Across Markets

    DEFF Research Database (Denmark)

    Nguyen, Daniel Xuyen; Schaur, Georg

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

  8. Time-Varying Periodicity in Intraday Volatility

    DEFF Research Database (Denmark)

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

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

  9. Differential metabolism of L-phenylalanine in the formation of aromatic volatiles in melon (Cucumis melo L.) fruit.

    Science.gov (United States)

    Gonda, Itay; Davidovich-Rikanati, Rachel; Bar, Einat; Lev, Shery; Jhirad, Pliaa; Meshulam, Yuval; Wissotsky, Guy; Portnoy, Vitaly; Burger, Joseph; Schaffer, Arthur A; Tadmor, Yaakov; Giovannoni, James J; Fei, Zhangjun; Fait, Aaron; Katzir, Nurit; Lewinsohn, Efraim

    2018-04-01

    Studies on the active pathways and the genes involved in the biosynthesis of L-phenylalanine-derived volatiles in fleshy fruits are sparse. Melon fruit rinds converted stable-isotope labeled L-phe into more than 20 volatiles. Phenylpropanes, phenylpropenes and benzenoids are apparently produced via the well-known phenylpropanoid pathway involving phenylalanine ammonia lyase (PAL) and being (E)-cinnamic acid a key intermediate. Phenethyl derivatives seemed to be derived from L-phe via a separate biosynthetic route not involving (E)-cinnamic acid and PAL. To explore for a biosynthetic route to (E)-cinnamaldehyde in melon rinds, soluble protein cell-free extracts were assayed with (E)-cinnamic acid, CoA, ATP, NADPH and MgSO 4 , producing (E)-cinnamaldehyde in vitro. In this context, we characterized CmCNL, a gene encoding for (E)-cinnamic acid:coenzyme A ligase, inferred to be involved in the biosynthesis of (E)-cinnamaldehyde. Additionally we describe CmBAMT, a SABATH gene family member encoding a benzoic acid:S-adenosyl-L-methionine carboxyl methyltransferase having a role in the accumulation of methyl benzoate. Our approach leads to a more comprehensive understanding of L-phe metabolism into aromatic volatiles in melon fruit. Copyright © 2018 Elsevier Ltd. All rights reserved.

  10. Study of 'Redhaven' peach and its white-fleshed mutant suggests a key role of CCD4 carotenoid dioxygenase in carotenoid and norisoprenoid volatile metabolism

    Directory of Open Access Journals (Sweden)

    Tartarini Stefano

    2011-01-01

    Full Text Available Abstract Background Carotenoids are plant metabolites which are not only essential in photosynthesis but also important quality factors in determining the pigmentation and aroma of flowers and fruits. To investigate the regulation of carotenoid metabolism, as related to norisoprenoids and other volatile compounds in peach (Prunus persica L. Batsch., and the role of carotenoid dioxygenases in determining differences in flesh color phenotype and volatile composition, the expression patterns of relevant carotenoid genes and metabolites were studied during fruit development along with volatile compound content. Two contrasted cultivars, the yellow-fleshed 'Redhaven' (RH and its white-fleshed mutant 'Redhaven Bianca' (RHB were examined. Results The two genotypes displayed marked differences in the accumulation of carotenoid pigments in mesocarp tissues. Lower carotenoid levels and higher levels of norisoprenoid volatiles were observed in RHB, which might be explained by differential activity of carotenoid cleavage dioxygenase (CCD enzymes. In fact, the ccd4 transcript levels were dramatically higher at late ripening stages in RHB with respect to RH. The two genotypes also showed differences in the expression patterns of several carotenoid and isoprenoid transcripts, compatible with a feed-back regulation of these transcripts. Abamine SG - an inhibitor of CCD enzymes - decreased the levels of both isoprenoid and non-isoprenoid volatiles in RHB fruits, indicating a complex regulation of volatile production. Conclusions Differential expression of ccd4 is likely to be the major determinant in the accumulation of carotenoids and carotenoid-derived volatiles in peach fruit flesh. More in general, dioxygenases appear to be key factors controlling volatile composition in peach fruit, since abamine SG-treated 'Redhaven Bianca' fruits had strongly reduced levels of norisoprenoids and other volatile classes. Comparative functional studies of peach carotenoid

  11. "Nanocrystal bilayer for tandem catalysis"

    Energy Technology Data Exchange (ETDEWEB)

    Yamada, Yusuke; Tsung, Chia Kuang; Huang, Wenyu; Huo, Ziyang; E.Habas, Susan E; Soejima, Tetsuro; Aliaga, Cesar E; Samorjai, Gabor A; Yang, Peidong

    2011-01-24

    Supported catalysts are widely used in industry and can be optimized by tuning the composition and interface of the metal nanoparticles and oxide supports. Rational design of metal-metal oxide interfaces in nanostructured catalysts is critical to achieve better reaction activities and selectivities. We introduce here a new class of nanocrystal tandem catalysts that have multiple metal-metal oxide interfaces for the catalysis of sequential reactions. We utilized a nanocrystal bilayer structure formed by assembling platinum and cerium oxide nanocube monolayers of less than 10 nm on a silica substrate. The two distinct metal-metal oxide interfaces, CeO2-Pt and Pt-SiO2, can be used to catalyse two distinct sequential reactions. The CeO2-Pt interface catalysed methanol decomposition to produce CO and H2, which were subsequently used for ethylene hydroformylation catalysed by the nearby Pt-SiO2 interface. Consequently, propanal was produced selectively from methanol and ethylene on the nanocrystal bilayer tandem catalyst. This new concept of nanocrystal tandem catalysis represents a powerful approach towards designing high-performance, multifunctional nanostructured catalysts

  12. TASKA - Tandem Spiegelmaschine Karlsruhe. Vol. 1

    International Nuclear Information System (INIS)

    1982-06-01

    TASKA (Tandem Spiegelmaschine Karlsruhe) is a near term engineering test facility based on a tandem mirror concept with thermal barriers. The main objectives of this study were to develop a preconceptual design of a facility that could provide engineering design information for a Demonstration Fusion Power Reactor. Thus TASKA has to serve as testbed for technologies of plasma engineering, superconducting magnets, materials, plasma heating, breeding and test blankets, tritium technology, and remote handling. (orig.) [de

  13. TASKA - Tandem Spiegelmaschine Karlsruhe. Vol. 2

    International Nuclear Information System (INIS)

    1982-06-01

    TASKA (Tandem Spiegelmaschine Karlsruhe) is a near term engineering test facility based on a tandem mirror concept with thermal barriers. The main objectives of this study were to develop a preconceptual design of a facility that could provide engineering design information for a Demonstration Fusion Power Reactor. Thus TASKA has to serve as testbed for technologies of plasma engineering, superconducting magnets, materials, plasma heating, breeding and test blankets, tritium technology, and remote handling. (orig.) [de

  14. Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange

    Science.gov (United States)

    Takaishi, Tetsuya

    2018-06-01

    The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.

  15. Forecasting volatility of crude oil markets

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  16. 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)

  17. Identification and High-Resolution Imaging of α-Tocopherol from Human Cells to Whole Animals by TOF-SIMS Tandem Mass Spectrometry

    Science.gov (United States)

    Bruinen, Anne L.; Fisher, Gregory L.; Balez, Rachelle; van der Sar, Astrid M.; Ooi, Lezanne; Heeren, Ron M. A.

    2018-06-01

    A unique method for identification of biomolecular components in different biological specimens, while preserving the capability for high speed 2D and 3D molecular imaging, is employed to investigate cellular response to oxidative stress. The employed method enables observing the distribution of the antioxidant α-tocopherol and other molecules in cellular structures via time-of-flight secondary ion mass spectrometry (TOF-SIMS (MS1)) imaging in parallel with tandem mass spectrometry (MS2) imaging, collected simultaneously. The described method is employed to examine a network formed by neuronal cells differentiated from human induced pluripotent stem cells (iPSCs), a model for investigating human neurons in vitro. The antioxidant α-tocopherol is identified in situ within different cellular layers utilizing a 3D TOF-SIMS tandem MS imaging analysis. As oxidative stress also plays an important role in mediating inflammation, the study was expanded to whole body tissue sections of M. marinum-infected zebrafish, a model organism for tuberculosis. The TOF-SIMS tandem MS imaging results reveal an increased presence of α-tocopherol in response to the pathogen. [Figure not available: see fulltext.

  18. Tandem Mirror Reactor Systems Code (Version I)

    International Nuclear Information System (INIS)

    Reid, R.L.; Finn, P.A.; Gohar, M.Y.

    1985-09-01

    A computer code was developed to model a Tandem Mirror Reactor. Ths is the first Tandem Mirror Reactor model to couple, in detail, the highly linked physics, magnetics, and neutronic analysis into a single code. This report describes the code architecture, provides a summary description of the modules comprising the code, and includes an example execution of the Tandem Mirror Reactor Systems Code. Results from this code for two sensitivity studies are also included. These studies are: (1) to determine the impact of center cell plasma radius, length, and ion temperature on reactor cost and performance at constant fusion power; and (2) to determine the impact of reactor power level on cost

  19. Application of stochastic differential geometry to the term structure of interst rates in developed markets

    Energy Technology Data Exchange (ETDEWEB)

    Taranenko, Y.; Barnes, C.

    1996-12-31

    This paper deals with further developments of the new theory that applies stochastic differential geometry (SDG) to dynamics of interest rates. We examine mathematical constraints on the evolution of interest rate volatilities that arise from stochastic differential calculus under assumptions of an arbitrage free evolution of zero coupon bonds and developed markets (i.e., none of the party/factor can drive the whole market). The resulting new theory incorporates the Heath-Jarrow-Morton (HJM) model of interest rates and provides new equations for volatilities which makes the system of equations for interest rates and volatilities complete and self consistent. It results in much smaller amount of volatility data that should be guessed for the SDG model as compared to the HJM model. Limited analysis of the market volatility data suggests that the assumption of the developed market is violated around maturity of two years. Such maturities where the assumptions of the SDG model are violated are suggested to serve as boundaries at which volatilities should be specified independently from the model. Our numerical example with two boundaries (two years and five years) qualitatively resembles the market behavior. Under some conditions solutions of the SDG model become singular that may indicate market crashes. More detail comparison with the data is needed before the theory can be established or refuted.

  20. Characterization of volatile aroma compounds in different brewing barley cultivars.

    Science.gov (United States)

    Dong, Liang; Hou, Yingmin; Li, Feng; Piao, Yongzhe; Zhang, Xiao; Zhang, Xiaoyu; Li, Cheng; Zhao, Changxin

    2015-03-30

    Beer is a popular alcoholic malt beverage resulting from fermentation of the aqueous extract of malted barley with hops. The aroma of brewing barley impacts the flavor of beer indirectly, because some flavor compounds or their precursors in beer come from the barley. The objectives of this research were to study volatile profiles and to characterize odor-active compounds of brewing barley in order to determine the variability of the aroma composition among different brewing barley cultivars. Forty-one volatiles comprising aldehydes, ketones, alcohols, organic acids, aromatic compounds and furans were identified using solid phase microextraction combined with gas chromatography/mass spectrometry, among which aldehydes, alcohols and ketones were quantitatively in greatest abundance. Quantitative measurements performed by means of solvent extraction and calculation of odor activity values revealed that acetaldehyde, 2-methylpropanal, 3-methylbutanal, 2-methylbutanal, hexanal, heptanal, octanal, nonanal, 3-methyl-1-butanol, cyclopentanol, 2,3-butanedione, 2,3-pentanedione, 2-heptanone, acetic acid, ethyl acetate, 2-pentylfuran and benzeneacetaldehyde, whose concentrations exceeded their odor thresholds, could be considered as odor-active compounds of brewing barley. Principal component analysis was employed to evaluate the differences among cultivars. The results demonstrated that the volatile profile based on the concentrations of aroma compounds enabled good differentiation of most barley cultivars. © 2014 Society of Chemical Industry.

  1. Monolithic Parallel Tandem Organic Photovoltaic Cell with Transparent Carbon Nanotube Interlayer

    Science.gov (United States)

    Tanaka, S.; Mielczarek, K.; Ovalle-Robles, R.; Wang, B.; Hsu, D.; Zakhidov, A. A.

    2009-01-01

    We demonstrate an organic photovoltaic cell with a monolithic tandem structure in parallel connection. Transparent multiwalled carbon nanotube sheets are used as an interlayer anode electrode for this parallel tandem. The characteristics of front and back cells are measured independently. The short circuit current density of the parallel tandem cell is larger than the currents of each individual cell. The wavelength dependence of photocurrent for the parallel tandem cell shows the superposition spectrum of the two spectral sensitivities of the front and back cells. The monolithic three-electrode photovoltaic cell indeed operates as a parallel tandem with improved efficiency.

  2. Stochastic model of financial markets reproducing scaling and memory in volatility return intervals

    Science.gov (United States)

    Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E.

    2016-11-01

    We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different markets and different assets with the same set of model parameters. We show that the power-law properties and the scaling of return intervals and other financial variables have a similar origin and could be a result of a general class of non-linear stochastic differential equations derived from a master equation of an agent system that is coupled by herding interactions. Specifically, we find that this approach enables us to recover the volatility return interval statistics as well as volatility probability and spectral densities for the NYSE and FOREX markets, for different assets, and for different time-scales. We find also that the historical S&P500 monthly series exhibits the same volatility return interval properties recovered by our proposed model. Our statistical results suggest that human herding is so strong that it persists even when other evolving fluctuations perturbate the financial system.

  3. Alternative Asymmetric Stochastic Volatility Models

    NARCIS (Netherlands)

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

    2010-01-01

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

  4. Annual report of Department of Research Reactor and Tandem Accelerator, JFY2007. Operation, utilization and technical development of JRR-3, JRR-4, NSRR and tandem accelerator

    International Nuclear Information System (INIS)

    Miyazaki, Osamu; Awa, Yasuaki; Isaka, Koji; Kutsukake, Kenichi; Komeda, Masao; Shibata, Ko; Hiyama, Kazuhisa; Suzuki, Mayu; Sone, Takuya; Ohuchi, Tomoaki; Terakado, Yuichi; Sataka, Masao

    2009-06-01

    The Department of Research Reactors and Tandem Accelerator is in charge of the operation, utilization and technical development of JRR-3(Japan Research Reactor-3), JRR-4(Japan Research Reactor-4), NSRR(Nuclear Safety Research Reactor) and Tandem Accelerator. This annual report describes a summary of activities of services and technical developments carried out in the period between April 1, 2007 and March 31, 2008. The activities were categorized into five service/development fields: (1) Operation and maintenance of research reactors and tandem accelerator. (2) Utilization of research reactors and tandem accelerator. (3) Upgrading of utilization techniques of research reactors and tandem accelerator. (4) Safety administration for research reactors and tandem accelerator. (5) International cooperation. Also contained are lists of publications, meetings, granted permissions on lows and regulations concerning atomic energy, commendation, plans and outcomes in service and technical developments and so on. (author)

  5. Annual report of Department of Research Reactor and Tandem Accelerator, JFY2010. Operation, utilization and technical development of JRR-3, JRR-4, NSRR and Tandem Accelerator

    International Nuclear Information System (INIS)

    Ishii, Tetsuro; Nakamura, Kiyoshi; Kawamata, Satoshi; Yamada, Yusuke; Kawashima, Kazuhiro; Asozu, Takuhiro; Nakamura, Takemi; Arai, Masaji; Yoshinari, Shuji; Sataka, Masao

    2012-03-01

    The Department of Research Reactors and Tandem Accelerator is in charge of the operation, utilization and technical development of JRR-3(Japan Research Reactor No.3), JRR-4(Japan Research Reactor No.4), NSRR(Nuclear Safety Research Reactor) and Tandem Accelerator. This annual report describes a summary of activities of services and technical developments carried out in the period between April 1, 2010 and March 31, 2011. The activities were categorized into five service/development fields: (1) Operation and maintenance of research reactors and tandem accelerator, (2) Utilization of research reactors and tandem accelerator, (3) Upgrading of utilization techniques of research reactors and tandem accelerator, (4) Safety administration for research reactors and tandem accelerator, (5) International cooperation. Also contained are lists of publications, meetings, granted permissions on lows and regulations concerning atomic energy, commendation, outcomes in service and technical developments and so on. (author)

  6. On multilevel RBF collocation to solve nonlinear PDEs arising from endogenous stochastic volatility models

    Science.gov (United States)

    Bastani, Ali Foroush; Dastgerdi, Maryam Vahid; Mighani, Abolfazl

    2018-06-01

    The main aim of this paper is the analytical and numerical study of a time-dependent second-order nonlinear partial differential equation (PDE) arising from the endogenous stochastic volatility model, introduced in [Bensoussan, A., Crouhy, M. and Galai, D., Stochastic equity volatility related to the leverage effect (I): equity volatility behavior. Applied Mathematical Finance, 1, 63-85, 1994]. As the first step, we derive a consistent set of initial and boundary conditions to complement the PDE, when the firm is financed by equity and debt. In the sequel, we propose a Newton-based iteration scheme for nonlinear parabolic PDEs which is an extension of a method for solving elliptic partial differential equations introduced in [Fasshauer, G. E., Newton iteration with multiquadrics for the solution of nonlinear PDEs. Computers and Mathematics with Applications, 43, 423-438, 2002]. The scheme is based on multilevel collocation using radial basis functions (RBFs) to solve the resulting locally linearized elliptic PDEs obtained at each level of the Newton iteration. We show the effectiveness of the resulting framework by solving a prototypical example from the field and compare the results with those obtained from three different techniques: (1) a finite difference discretization; (2) a naive RBF collocation and (3) a benchmark approximation, introduced for the first time in this paper. The numerical results confirm the robustness, higher convergence rate and good stability properties of the proposed scheme compared to other alternatives. We also comment on some possible research directions in this field.

  7. The injector of the Utrecht EN tandem

    International Nuclear Information System (INIS)

    Borg, K. van der; Haas, A.P. de; Hoogenboom, A.M.; Strasters, B.A.; Vermeer, A.; Zwol, N.A. van

    1984-01-01

    An injector has been built to obtain improved beam transmission through the EN tandem. The injector has been provided with a 90 0 analysing magnet, m/Δm=300, and 130 kV preacceleration. Beam optics calculations have been made for the injector and tandem. The injector has been equipped with a fiber optics control and data acquisition system. (orig.)

  8. Recent improvements of the tandem facility at LNS

    International Nuclear Information System (INIS)

    Ciavola, G.; Calabretta, L.; Cuttone, G.; Gammino, S.; Raia, G.; Rifuggiato, D.; Rovelli, A.; Scuderi, V.

    1993-01-01

    The Laboratorio Nazionale del Sud (LNS) of Catania is equipped with an upgraded 15 MV SMP tandem that is going to be coupled to a k=800 superconducting cyclotron. The status of the facility and the performances of the upgraded tandem are presented. (orig.)

  9. Performance analysis of tandem queues with small buffers

    NARCIS (Netherlands)

    Vuuren, van M.; Adan, I.J.B.F.; Papadopoulos, C.T.

    2005-01-01

    In this paper we present an approximation for the performance analysis of single-server tandem queues with small buffers and generally distributed service times. The approximation is based on decomposition of the tandem queue in subsystems, the parameters of which are determined by an iterative

  10. Annual report of Department of Research Reactor and Tandem Accelerator, JFY2011. Operation, utilization and technical development of JRR-3, JRR-4, NSRR and tandem accelerator

    International Nuclear Information System (INIS)

    Ishii, Tetsuro; Nakamura, Kiyoshi; Kawamata, Satoshi; Ishikuro, Yasuhiro; Kawashima, Kazuhito; Kabumoto, Hiroshi; Nakamura, Takemi; Tamura, Itaru; Kawasaki, Sayuri; Sataka, Masao

    2013-03-01

    The Department of Research Reactors and Tandem Accelerator is in charge of the operation, utilization and technical development of JRR-3(Japan Research Reactor No.3), JRR-4(Japan Research Reactor No.4), NSRR(Nuclear Safety Research Reactor) and Tandem Accelerator. This annual report describes a summary of activities of services and technical developments carried out in the period between April 1, 2011 and March 31, 2012. The activities were categorized into six service/development fields: (1) Recovery from the Great East Japan Earthquake, (2) Operation and maintenance of research reactors and tandem accelerator, (3) Utilization of research reactors and tandem accelerator, (4) Upgrading of utilization techniques of research reactors and tandem accelerator, (5) Safety administration for research reactors and tandem accelerator, (6) International cooperation. Also contained are lists of publications, meetings, granted permissions on lows and regulations concerning atomic energy, number of staff members dispatched to Fukushima for the technical assistance, commendation, outcomes in service and technical developments and so on. (author)

  11. Impact of microorganism on polonium volatilization

    International Nuclear Information System (INIS)

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

    2007-01-01

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

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

    Energy Technology Data Exchange (ETDEWEB)

    Gonzalez Martin, M.I.; Vicente Tavera, S.; Revilla Martin, I.; Vivar Quintana, A.M.; Gonzalez Perez, C.; Hernandez Hierro, J.M.; Lobos Ortega, I.A.

    2016-07-01

    The canonical biplot method (CB) is used to determine the discriminatory power of volatile chemical compounds in cheese. These volatile compounds were used as variables in order to differentiate among 6 groups or populations of cheeses (combinations of two seasons (winter and summer) with 3 types of cheese (cow, sheep and goat’s milk). We analyzed a total of 17 volatile compounds by means of gas chromatography coupled with mass detection. The compounds included aldehydes and methyl-aldehydes, alcohols (primary, secondary and branched chain), ketones, methyl-ketones and esters in winter (WC) and summer (SC) cow’s cheeses, winter (WSh) and summer (SSh) sheep’s cheeses and in winter (WG) and summer (SG) goat’s cheeses. The CB method allows differences to be found as a function of the elaboration of the cheeses, the seasonality of the milk, and the separation of the six groups of cheeses, characterizing the specific volatile chemical compounds responsible for such differences. (Author)

  13. Two-state dynamics of the SH3-SH2 tandem of Abl kinase and the allosteric role of the N-cap.

    Science.gov (United States)

    Corbi-Verge, Carles; Marinelli, Fabrizio; Zafra-Ruano, Ana; Ruiz-Sanz, Javier; Luque, Irene; Faraldo-Gómez, José D

    2013-09-03

    The regulation and localization of signaling enzymes is often mediated by accessory modular domains, which frequently function in tandems. The ability of these tandems to adopt multiple conformations is as important for proper regulation as the individual domain specificity. A paradigmatic example is Abl, a ubiquitous tyrosine kinase of significant pharmacological interest. SH3 and SH2 domains inhibit Abl by assembling onto the catalytic domain, allosterically clamping it in an inactive state. We investigate the dynamics of this SH3-SH2 tandem, using microsecond all-atom simulations and differential scanning calorimetry. Our results indicate that the Abl tandem is a two-state switch, alternating between the conformation observed in the structure of the autoinhibited enzyme and another configuration that is consistent with existing scattering data for an activated form. Intriguingly, we find that the latter is the most probable when the tandem is disengaged from the catalytic domain. Nevertheless, an amino acid stretch preceding the SH3 domain, the so-called N-cap, reshapes the free-energy landscape of the tandem and favors the interaction of this domain with the SH2-kinase linker, an intermediate step necessary for assembly of the autoinhibited complex. This allosteric effect arises from interactions between N-cap and the SH2 domain and SH3-SH2 connector, which involve a phosphorylation site. We also show that the SH3-SH2 connector plays a determinant role in the assembly equilibrium of Abl, because mutations thereof hinder the engagement of the SH2-kinase linker. These results provide a thermodynamic rationale for the involvement of N-cap and SH3-SH2 connector in Abl regulation and expand our understanding of the principles of modular domain organization.

  14. Characterization of volatile substances in apples from Rosaceae family by headspace solid-phase microextraction followed by GC-qMS.

    Science.gov (United States)

    Ferreira, Liseth; Perestrelo, Rosa; Caldeira, Michael; Câmara, José S

    2009-06-01

    component analysis (PCA) of the results clustered the apples into three groups according to geographic origin. Linear discriminant analysis (LDA) was performed in order to detect the volatile compounds able to differentiate the three kinds of apples investigated. The most important contributions to the differentiation of the PP, PS, and SS apples were ethyl hexanoate, hexyl 2-methylbutyrate, E,E-2,4-heptadienal, p-ethyl styrene, and E-2-hexenal.

  15. Targeted tandem duplication of a large chromosomal segment in Aspergillus oryzae.

    Science.gov (United States)

    Takahashi, Tadashi; Sato, Atsushi; Ogawa, Masahiro; Hanya, Yoshiki; Oguma, Tetsuya

    2014-08-01

    We describe here the first successful construction of a targeted tandem duplication of a large chromosomal segment in Aspergillus oryzae. The targeted tandem chromosomal duplication was achieved by using strains that had a 5'-deleted pyrG upstream of the region targeted for tandem chromosomal duplication and a 3'-deleted pyrG downstream of the target region. Consequently,strains bearing a 210-kb targeted tandem chromosomal duplication near the centromeric region of chromosome 8 and strains bearing a targeted tandem chromosomal duplication of a 700-kb region of chromosome 2 were successfully constructed. The strains bearing the tandem chromosomal duplication were efficiently obtained from the regenerated protoplast of the parental strains. However, the generation of the chromosomal duplication did not depend on the introduction of double-stranded breaks(DSBs) by I-SceI. The chromosomal duplications of these strains were stably maintained after five generations of culture under nonselective conditions. The strains bearing the tandem chromosomal duplication in the 700-kb region of chromosome 2 showed highly increased protease activity in solid-state culture, indicating that the duplication of large chromosomal segments could be a useful new breeding technology and gene analysis method.

  16. Stochastic volatility models and Kelvin waves

    Science.gov (United States)

    Lipton, Alex; Sepp, Artur

    2008-08-01

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

  17. Stochastic volatility models and Kelvin waves

    International Nuclear Information System (INIS)

    Lipton, Alex; Sepp, Artur

    2008-01-01

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

  18. Stochastic volatility models and Kelvin waves

    Energy Technology Data Exchange (ETDEWEB)

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

    2008-08-29

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

  19. Selective quantitation of the neurotoxin BMAA by use of hydrophilic-interaction liquid chromatography-differential mobility spectrometry-tandem mass spectrometry (HILIC-DMS-MS/MS).

    Science.gov (United States)

    Beach, Daniel G; Kerrin, Elliott S; Quilliam, Michael A

    2015-11-01

    The neurotoxin β-N-methylamino-L-alanine (BMAA) has been reported in cyanobacteria and shellfish, raising concerns about widespread human exposure. However, inconsistent results for BMAA analysis have led to controversy. Liquid chromatography-tandem mass spectrometry (LC-MS/MS) is the most appropriate method for analysis of BMAA, but the risk of interference from isomers, other sample components, and the electrospray background is still present. We have investigated differential mobility spectrometry (DMS) as an ion filter to improve selectivity in the hydrophilic interaction liquid chromatographic (HILIC)-MS/MS determination of BMAA. We obtained standards for two BMAA isomers not previously analyzed by HILIC-MS, β-amino-N-methylalanine and 3,4-diaminobutanoic acid, and the typically used 2,4-diaminobutanoic acid and N-(2-aminoethyl)glycine. DMS separation of BMAA from these isomers was achieved and optimized conditions were used to develop a sensitive and highly selective multidimensional HILIC-DMS-MS/MS method. This work revealed current technical limitations of DMS for trace quantitation, and practical solutions were implemented. Accurate control of low levels of DMS carrier gas modifier was essential, but required external metering. The linearity of our optimized method was excellent from 0.01 to 6 μmol L(-1). The instrumental LOD was 0.4 pg BMAA injected on-column and the estimated method LOD was 20 ng g(-1) dry weight for BMAA in sample matrix. The method was used to analyze cycad plant tissue, a cyanobacterial reference material, and mussel tissues, by use of isotope-dilution quantitation with deuterated BMAA. This confirmed the presence of BMAA and several of its isomers in cycad and mussel tissues, including commercially available mussel tissue reference materials certified for other biotoxins. Graphical Abstract Differential Mobility Spectrometry is used to increases the selectivity of BMAA analysis by HILIC-MS/MS.

  20. 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...

  1. 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.

  2. Demonstration of Novel Sampling Techniques for Measurement of Turbine Engine Volatile and Non-Volatile Particulate Matter (PM) Emissions

    Science.gov (United States)

    2017-03-06

    WP-201317) Demonstration of Novel Sampling Techniques for Measurement of Turbine Engine Volatile and Non-volatile Particulate Matter (PM... Engine Volatile and Non-Volatile Particulate Matter (PM) Emissions 6. AUTHOR(S) E. Corporan, M. DeWitt, C. Klingshirn, M.D. Cheng, R. Miake-Lye, J. Peck...the performance and viability of two devices to condition aircraft turbine engine exhaust to allow the accurate measurement of total (volatile and non

  3. 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.

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

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Gibson, Michael; Zhou, Hao

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

  5. Parallel Prediction of Stock Volatility

    Directory of Open Access Journals (Sweden)

    Priscilla Jenq

    2017-10-01

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

  6. Quality evaluation of tandem mass spectral libraries.

    Science.gov (United States)

    Oberacher, Herbert; Weinmann, Wolfgang; Dresen, Sebastian

    2011-06-01

    Tandem mass spectral libraries are gaining more and more importance for the identification of unknowns in different fields of research, including metabolomics, forensics, toxicology, and environmental analysis. Particularly, the recent invention of reliable, robust, and transferable libraries has increased the general acceptance of these tools. Herein, we report on results obtained from thorough evaluation of the match reliabilities of two tandem mass spectral libraries: the MSforID library established by the Oberacher group in Innsbruck and the Weinmann library established by the Weinmann group in Freiburg. Three different experiments were performed: (1) Spectra of the libraries were searched against their corresponding library after excluding either this single compound-specific spectrum or all compound-specific spectra prior to searching; (2) the libraries were searched against each other using either library as reference set or sample set; (3) spectra acquired on different mass spectrometric instruments were matched to both libraries. Almost 13,000 tandem mass spectra were included in this study. The MSforID search algorithm was used for spectral matching. Statistical evaluation of the library search results revealed that principally both libraries enable the sensitive and specific identification of compounds. Due to higher mass accuracy of the QqTOF compared with the QTrap instrument, matches to the MSforID library were more reliable when comparing spectra with both libraries. Furthermore, only the MSforID library was shown to be efficiently transferable to different kinds of tandem mass spectrometers, including "tandem-in-time" instruments; this is due to the coverage of a large range of different collision energy settings-including the very low range-which is an outstanding characteristics of the MSforID library.

  7. Volatile communication in plant-aphid interactions.

    Science.gov (United States)

    de Vos, Martin; Jander, Georg

    2010-08-01

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

  8. Essays on nonparametric econometrics of stochastic volatility

    NARCIS (Netherlands)

    Zu, Y.

    2012-01-01

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

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

    Science.gov (United States)

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

    2017-07-01

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

  10. High-sensitivity mass spectrometry with a tandem accelerator

    International Nuclear Information System (INIS)

    Henning, W.

    1984-01-01

    The characteristic features of accelerator mass spectrometry are discussed. A short overview is given of the current status of mass spectrometry with high-energy (MeV/nucleon) heavy-ion accelerators. Emphasis is placed on studies with tandem accelerators and on future mass spectrometry of heavier isotopes with the new generation of higher-voltage tandems

  11. 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.

  12. Single-task and dual-task tandem gait test performance after concussion.

    Science.gov (United States)

    Howell, David R; Osternig, Louis R; Chou, Li-Shan

    2017-07-01

    To compare single-task and dual-task tandem gait test performance between athletes after concussion with controls on observer-timed, spatio-temporal, and center-of-mass (COM) balance control measurements. Ten participants (19.0±5.5years) were prospectively identified and completed a tandem gait test protocol within 72h of concussion and again 1 week, 2 weeks, 1 month, and 2 months post-injury. Seven uninjured controls (20.0±4.5years) completed the same protocol in similar time increments. Tandem gait test trials were performed with (dual-task) and without (single-task) concurrently performing a cognitive test as whole-body motion analysis was performed. Outcome variables included test completion time, average tandem gait velocity, cadence, and whole-body COM frontal plane displacement. Concussion participants took significantly longer to complete the dual-task tandem gait test than controls throughout the first 2 weeks post-injury (mean time=16.4 [95% CI: 13.4-19.4] vs. 10.1 [95% CI: 6.4-13.7] seconds; p=0.03). Single-task tandem gait times were significantly lower 72h post-injury (p=0.04). Dual-task cadence was significantly lower for concussion participants than controls (89.5 [95% CI: 68.6-110.4] vs. 127.0 [95% CI: 97.4-156.6] steps/minute; p=0.04). Moderately-high to high correlations between tandem gait test time and whole-body COM medial-lateral displacement were detected at each time point during dual-task gait (r s =0.70-0.93; p=0.03-0.001). Adding a cognitive task during the tandem gait test resulted in longer detectable deficits post-concussion compared to the traditional single-task tandem gait test. As a clinical tool to assess dynamic motor function, tandem gait may assist with return to sport decisions after concussion. Copyright © 2017 Sports Medicine Australia. Published by Elsevier Ltd. All rights reserved.

  13. 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

  14. 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...

  15. Study of Tandem Accelerator Technology and Its Prospects

    International Nuclear Information System (INIS)

    Sigit-Hariyanto; Sudjatmoko; Djoko-S-Pudjorahardjo; Suryadi; Widdi-Usada; Suprapto; Djasiman; Tono-Wibowo; Agus-Purwadi

    2000-01-01

    Tandem accelerator is an ion acceleration tool in which negative ions injected in the accelerator tube and stripped to become positive ions, then accelerated by electrostatic high voltage such that its energy is multiplied. In this paper, we describe the prospect of accelerator application briefly in agriculture and biotechnology, industry, health and medicine, environment fields. Technical study on tandem accelerator included SNICS and alphatross ion sources, acceleration system and stripper system. The study result for many kinds of negative ions and its current which should be injected in the accelerator tube and the output of tandem accelerator H + , and the distribution of C + , Ni + , Au + , Br + ion on varying charge state is shown. (author)

  16. 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.

  17. Differentiation of closely related fungi by electronic nose analysis

    DEFF Research Database (Denmark)

    Karlshøj, Kristian; Nielsen, Per Væggemose; Larsen, Thomas Ostenfeld

    2007-01-01

    the electronic nose potentially responded to, volatile metabolites were collected, by diffusive sampling overnight onto tubes containing Tenax TA, between the 7th and 8th day of Incubation.Volatiles were analyzed by gas chromatography coupled to mass spectrometry and the results indicated that mail alcohols...... as well as the noacheese ociated P. expansum have been investigated by electronic nose, GC-MS, and LGMS analysis. The isolates were inoculated on yeast extract sucroseagar in 20-mL headspace flasks and electronicnose analysis was performed daily for a-74period. To assess which volatile metabolites...... by high pressure liquid chromatography, coupled-to a diode array detector and a time of flight mass spectrometer. Several mycotoxins were detected in samples from the specles P.nordicum, P.roqueforti, P.paneum, P.carneum, and P.expansum. Differentiation of closely related mycotoxin producing fungi...

  18. 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...

  19. Two-state dynamics of the SH3–SH2 tandem of Abl kinase and the allosteric role of the N-cap

    Science.gov (United States)

    Corbi-Verge, Carles; Marinelli, Fabrizio; Zafra-Ruano, Ana; Ruiz-Sanz, Javier; Luque, Irene; Faraldo-Gómez, José D.

    2013-01-01

    The regulation and localization of signaling enzymes is often mediated by accessory modular domains, which frequently function in tandems. The ability of these tandems to adopt multiple conformations is as important for proper regulation as the individual domain specificity. A paradigmatic example is Abl, a ubiquitous tyrosine kinase of significant pharmacological interest. SH3 and SH2 domains inhibit Abl by assembling onto the catalytic domain, allosterically clamping it in an inactive state. We investigate the dynamics of this SH3–SH2 tandem, using microsecond all-atom simulations and differential scanning calorimetry. Our results indicate that the Abl tandem is a two-state switch, alternating between the conformation observed in the structure of the autoinhibited enzyme and another configuration that is consistent with existing scattering data for an activated form. Intriguingly, we find that the latter is the most probable when the tandem is disengaged from the catalytic domain. Nevertheless, an amino acid stretch preceding the SH3 domain, the so-called N-cap, reshapes the free-energy landscape of the tandem and favors the interaction of this domain with the SH2-kinase linker, an intermediate step necessary for assembly of the autoinhibited complex. This allosteric effect arises from interactions between N-cap and the SH2 domain and SH3–SH2 connector, which involve a phosphorylation site. We also show that the SH3–SH2 connector plays a determinant role in the assembly equilibrium of Abl, because mutations thereof hinder the engagement of the SH2-kinase linker. These results provide a thermodynamic rationale for the involvement of N-cap and SH3–SH2 connector in Abl regulation and expand our understanding of the principles of modular domain organization. PMID:23959873

  20. Negotiating Multiple Identities through eTandem Learning Experiences

    Science.gov (United States)

    Yang, Se Jeong; Yi, Youngjoo

    2017-01-01

    Much of eTandem research has investigated either linguistic or cross-cultural aspects of second language (L2) learning, but relatively little is known about issues of identity construction in an eTandem context. Situating the study within theories and research of language learner identity, we examined ways in which two adult L2 learners (a Korean…

  1. Hybrid tandem photovoltaic devices with a transparent conductive interconnecting recombination layer

    International Nuclear Information System (INIS)

    Kim, Taehee; Choi, Jin Young; Jeon, Jun Hong; Kim, Youn-Su; Kim, Bong-Soo; Lee, Doh-Kwon; Kim, Honggon; Han, Seunghee; Kim, Kyungkon

    2012-01-01

    Highlights: ► This work enhanced power conversion efficiency of the hybrid tandem solar cell from 1.0% to 2.6%. ► The interfacial series resistance of the tandem solar cell was eliminated by inserting ITO layer. ► This work shows the feasibility of the highly efficient hybrid tandem solar cells. -- Abstract: We demonstrate hybrid tandem photovoltaic devices with a transparent conductive interconnecting recombination layer. The series-connected hybrid tandem photovoltaic devices were developed by combining hydrogenated amorphous silicon (a-Si:H) and polymer-based organic photovoltaics (OPVs). In order to enhance the interfacial connection between the subcells, we employed highly transparent and conductive indium tin oxide (ITO) thin layer. By using the ITO interconnecting layer, the power conversion efficiency of the hybrid tandem solar cell was enhanced from 1.0% (V OC = 1.041 V, J SC = 2.97 mA/cm 2 , FF = 32.3%) to 2.6% (V OC = 1.336 V, J SC = 4.65 mA/cm 2 , FF = 41.98%) due to the eliminated interfacial series resistance.

  2. Asymmetric Realized Volatility Risk

    NARCIS (Netherlands)

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

    2014-01-01

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

  3. Angrites: A Volatile-rich Variety of Asteroidal Basalt (Except for Alkalis and Gallium!)

    Science.gov (United States)

    Warren, P. H.; Kallemeyn, G. W.

    1995-09-01

    Angrites are commonly viewed as extremely volatile-depleted, and a related notion is that they formed by differentiation of a very CAI-rich material [e.g., 1]. Partial melting experiments reportedly reproduce the bulk compositions (although not fassaite-rich mineralogy) of angrites with Allende as starting material [2], but highly CAI-rich parent materials are difficult to reconcile with isotopic and REE data [3,4]. Mittlefehldt and Lindstrom [5] inferred from the low Na/Al ratios of angrites that outgassing, and thus primordial magmatism, was more intense on their parent body than on the eucrite parent asteroid. Of seven elements that (a) have been adequately determined in angrites, and (b) are far more volatile (solar-nebula 50% condensation T [6] = 690-430 K) than the alkalis (1000-910 K), four are enriched, and none is significantly depleted, in average angrite compared to average eucrite or low-Ti mare basalt (Figure). Gallium, which is of intermediate volatility (830 K), is depleted to roughly the same extent as Na and K. Results for A881371 [3] are incomplete (Zn, 6 micrograms/g, is near INAA detection limit), but even based only on AdoR and the two LEW angrites, this pattern seems firmly established. Apparent gas cavities in A881371 [7] also suggest that volatiles are far from uniformly depleted. The only elements known to be depleted, as volatiles, by clearly significant factors in angrites versus eucrites or lunar basalts, are alkalis plus gallium. Besides being moderately volatile, a noteworthy characteristic shared among Ga and alkalis (and not shared with elements such as Br, Se, and Zn) is that these elements probably tend to partition into crustal feldspar during gross differentiation of small (low-pressure) bodies. If gallium + alkalis were depleted by a single process starting from "normal" chondritic material, that process would seem to require selective exposure of a feldspar-enriched region (i.e., crust) to extremely high temperature. Igneous

  4. Optimization of a Differential Ion Mobility Spectrometry-Tandem Mass Spectrometry Method for High-Throughput Analysis of Nicotine and Related Compounds: Application to Electronic Cigarette Refill Liquids.

    Science.gov (United States)

    Regueiro, Jorge; Giri, Anupam; Wenzl, Thomas

    2016-06-21

    Fast market penetration of electronic cigarettes is leading to an exponentially growing number of electronic refill liquids with different nicotine contents and an endless list of flavors. Therefore, rapid and simple methods allowing a fast screening of these products are necessary to detect harmful substances which can negatively impact the health of consumers. In this regard, the present work explores the capabilities of differential ion mobility spectrometry coupled to tandem mass spectrometry for high-throughput analysis of nicotine and 11 related compounds in commercial refill liquids for electronic cigarettes. The influence of main factors affecting the ion mobility separation, such as modifier types and concentration, separation voltage, and temperature, was systematically investigated. Despite small molecular weight differences among the studied compounds, a good separation was achieved in the ion mobility cell under the optimized conditions, which involved the use of ethanol as a polar gas-phase chemical modifier. Indeed, differential ion mobility was able to resolve (resolution >4) nicotine from its structural isomer anabasine without the use of any chromatographic separation. The quantitative performance of the proposed method was then evaluated, showing satisfactory precision (RSD ≤ 16%) and recoveries ranging from 85 to 100% for nicotine, and from 84 to 126% for the rest of the target analytes. Several commercial electronic cigarette refill liquids were analyzed to demonstrate the applicability of the method. In some cases, significant differences were found between labeled and measured levels of nicotine. Anatabine, cotinine, myosmine, and nornicotine were also found in some of the analyzed samples.

  5. Tandem Van de Graaff facility

    Data.gov (United States)

    Federal Laboratory Consortium — Completed in 1970, the Tandem Van de Graaff facility was for many years the world's largest electrostatic accelerator facility. It can provide researchers with beams...

  6. Nonparametric methods for volatility density estimation

    NARCIS (Netherlands)

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

    2009-01-01

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

  7. Uncertainty of Volatility Estimates from Heston Greeks

    Directory of Open Access Journals (Sweden)

    Oliver Pfante

    2018-01-01

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

  8. The tandem betatron accelerator

    International Nuclear Information System (INIS)

    Keinigs, R.

    1991-01-01

    This paper reports that the tandem betatron is a compact, high-current induction accelerator that has the capability to accelerate electrons to an energy of order one gigavolt. Based upon the operating principle of a conventional betatron, the tandem betatron employs two synchronized induction cores operating 180 degrees out of phase. Embedded within the cores are the vacuum chambers, and these are connected by linear transport sections to allow for moving the beam back and forth between the two betatrons. The 180 degree phase shift between the core fluxes permits the circumvention of the flux swing constraint that limits the maximum energy gain of a conventional betatron. By transporting the beam between the synchronized cores, an electron can access more than one acceleration cycle, and thereby continue to gain energy. This added degree of freedom also permits a significant decrease in the size of the magnet system. Biasing coils provide independent control of the confining magnetic field. Provided that efficient beam switching can be performed, it appears feasible that a one gigavolt electron beam can be generated and confined. At this energy, a high current electron beam circulating in a one meter radius orbit could provide a very intense source of short wavelength (λ < 10 nm) synchrotron radiation. This has direct application to the emerging field of x-ray lithography. At more modest energies (10 MeV-30 MEV) a compact tandem betatron could be employed in the fields of medical radiation therapy, industrial radiography, and materials processing

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

    Directory of Open Access Journals (Sweden)

    Xiao-Wei Ma

    2018-06-01

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

  10. Fluctuation behaviors of financial return volatility duration

    Science.gov (United States)

    Niu, Hongli; Wang, Jun; Lu, Yunfan

    2016-04-01

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

  11. The design and numerical analysis of tandem thermophotovoltaic cells

    International Nuclear Information System (INIS)

    Yang Hao-Yu; Liu Ren-Jun; Wang Lian-Kai; Lü You; Li Tian-Tian; Li Guo-Xing; Zhang Yuan-Tao; Zhang Bao-Lin

    2013-01-01

    In this paper, numerical analysis of GaSb =(E g = 0.72 eV)/Ga 0.84 In 0.16 As 0.14 Sb 0.86 (E g = 0.53 eV) tandem thermophotovoltaic (TPV) cells is carried out by using Silvaco/Atlas software. In the tandem cells, a GaSb p-n homojunction is used for the top cell and a GaInAsSb p-n homojunction for the bottom cell. A heavily doped GaSb tunnel junction connects the two sub-cells together. The simulations are carried out at a radiator temperature of 2000 K and a cell temperature of 300 K. The radiation photons are injected from the top of the tandem cells. Key properties of the single- and dual-junction TPV cells, including I–V characteristic, maximum output power (P max ), open-circuit voltage (V oc ), short-circuit current (I sc ), etc. are presented. The effects of the sub-cell thickness and carrier concentration on the key properties of tandem cells are investigated. A comparison of the dual-TPV cells with GaSb and GaInAsSb single junction cells shows that the P max of tandem cells is almost twice as great as that of the single-junction cells. (interdisciplinary physics and related areas of science and technology)

  12. Ambient Volatility of Triethyl Phosphate

    Science.gov (United States)

    2017-08-01

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

  13. DNA Damage by Ionizing Radiation: Tandem Double Lesions by Charged Particles

    Science.gov (United States)

    Huo, Winifred M.; Chaban, Galina M.; Wang, Dunyou; Dateo, Christopher E.

    2005-01-01

    Oxidative damages by ionizing radiation are the source of radiation-induced carcinogenesis, damage to the central nervous system, lowering of the immune response, as well as other radiation-induced damages to human health. Monte Carlo track simulations and kinetic modeling of radiation damages to the DNA employ available molecular and cellular data to simulate the biological effect of high and low LET radiation io the DNA. While the simulations predict single and double strand breaks and base damages, so far all complex lesions are the result of stochastic coincidence from independent processes. Tandem double lesions have not yet been taken into account. Unlike the standard double lesions that are produced by two separate attacks by charged particles or radicals, tandem double lesions are produced by one single attack. The standard double lesions dominate at the high dosage regime. On the other hand, tandem double lesions do not depend on stochastic coincidences and become important at the low dosage regime of particular interest to NASA. Tandem double lesions by hydroxyl radical attack of guanine in isolated DNA have been reported at a dosage of radiation as low as 10 Gy. The formation of two tandem base lesions was found to be linear with the applied doses, a characteristic of tandem lesions. However, tandem double lesions from attack by a charged particle have not been reported.

  14. Volatility persistence in crude oil markets

    International Nuclear Information System (INIS)

    Charles, Amélie; Darné, Olivier

    2014-01-01

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

  15. 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

  16. Optical klystron FELs based on tandem electrostatic accelerators

    International Nuclear Information System (INIS)

    Gover, A.; Friedman, A.

    1989-01-01

    The operation of tandem electrostatic accelerator FELs in an optical klystron configuration makes it possible to take advantage of the high quality (low emittance and low energy spread) of the electron beam in electrostatic accelerators. With evolving microwiggler technology, state-of-the-art moderate energy (6-14-MeV) tandem electrostatic accelerators may be used for the development of highly coherent tunable radiation sources in the entire IR region. The authors present the general design considerations and the predicted operating characteristics of such devices and refer in specifics to a design of a 10-1000-μm FEL based on the parameters of a 5-6-MeV high current tandem accelerator. The operating wavelength of FELs is determined by the Doppler shift formula

  17. The effect of volatility on percutaneous absorption.

    Science.gov (United States)

    Rouse, Nicole C; Maibach, Howard I

    2016-01-01

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

  18. Interior Volatile Reservoirs in Mercury

    Science.gov (United States)

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

    2018-05-01

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

  19. Superconducting linacs used with tandems

    International Nuclear Information System (INIS)

    Ben-Zvi, I.

    1984-01-01

    The main features of superconducting linacs used as post-accelerators of tandems are reviewed. Various aspects of resonators, cryogenics and electronics are discussed, and recent advances in the field are presented. (orig.)

  20. 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.

  1. Classroom tandem – Outlining a model for language learning and ınstruction

    Directory of Open Access Journals (Sweden)

    Katri Karjalaınen

    2013-11-01

    Full Text Available The aim of this paper is to outline classroom tandem by comparing it with informal tandem learning contexts and other language instruction methods. Classroom tandem is used for second language instruction in mixed language groups in the subjects of Finnish and Swedish as L2. Tandem learning entails that two persons with different mother tongues learn each other’s native languages in reciprocal cooperation. The students function, in turns, as a second language learner and as a model in the native language. We aim to give an overview description of the interaction in classroom tandem practice. The empirical data consists of longitudinal video recordings of meetings of one tandem dyad within a co-located Swedishmedium and Finnish-medium school. Focus in the analysis is on the language aspects the informants orient to and topicalize in their interaction. The language aspects vary depending on what classroom activities they are engaged in, text-based or oral activities.

  2. Flavor characteristics of the juices from fresh market tomatoes differentiated from those from processing tomatoes by combined analysis of volatile profiles with sensory evaluation.

    Science.gov (United States)

    Iijima, Yoko; Iwasaki, Yumi; Otagiri, Yuji; Tsugawa, Hiroshi; Sato, Tsuneo; Otomo, Hiroe; Sekine, Yukio; Obata, Akio

    2016-12-01

    Various commercial tomato juices with different flavors are available at markets worldwide. To clarify the marker compounds related to the flavor characteristics of tomato juice, we analyzed 15 pure commercial tomato juices by a combination of volatile profiling and sensory evaluation. The correlations among volatiles and the relationship between volatiles and sensory descriptors were elucidated by multivariate analyses. Consequently, the tomato juices made from fresh market tomatoes (including the popular Japanese tomato variety "Momotaro") were clearly separated from other juices made from processing tomatoes, by both the volatile composition and sensory profiles. cis-3-Hexenol, hexanal, and apocarotenoids negatively contributed to the juices from fresh market tomatoes, whereas Strecker aldehydes and furfural showed positive contributions to the juices. Accordingly, the sensory characteristics of juices from fresh market tomatoes were related to cooked and fruity flavors but not to green or fresh notes.

  3. Volcanic fluxes of volatiles. Preliminary estimates based on rare gas and major volatile calibration

    International Nuclear Information System (INIS)

    Marty, B.

    1992-01-01

    New estimates for volatile fluxes into the atmosphere and hydrosphere through volcanism have been computed using the measured fluxes of 3 He in oceans and SO 2 in the atmosphere, and the ratios between the volatiles in Mid-Ocean Ridge basalts and in high temperature volcanic gases. These estimates have been checked using independent estimates of the volcanic fluxes. This method provides a reliable means of tracing volatile fluxes, although its precision is restricted by the limited amount of data currently available. (author). 19 refs, 1 tab

  4. Annual report of Department of Research Reactor and Tandem Accelerator, JFY2012. Operation, utilization and technical development of JRR-3, JRR-4, NSRR, Tandem Accelerator and RI Production Facility

    International Nuclear Information System (INIS)

    Murayama, Yoji; Ishii, Tetsuro; Nakamura, Kiyoshi; Uno, Yuki; Ishikuro, Yasuhiro; Kawashima, Kazuhito; Ishizaki, Nobuhiro; Matsumura, Taichi; Nagahori, Kazuhisa; Odauchi, Shouji; Maruo, Takeshi

    2014-03-01

    The Department of Research Reactor and Tandem Accelerator is in charge of the operation, utilization and technical development of JRR-3(Japan Research Reactor No.3), JRR-4(Japan Research Reactor No.4), NSRR(Nuclear Safety Research Reactor), Tandem Accelerator and RI Production Facility. This annual report describes a summary of activities of services and technical developments carried out in the period between April 1, 2012 and March 31, 2013. The activities were categorized into five service/development fields: (1) Operation and maintenance of research reactors and tandem accelerator, (2) Utilization of research reactors and tandem accelerator, (3) Upgrading of utilization techniques of research reactors and tandem accelerator, (4) Safety administration for department of research reactor and tandem accelerator, (5) International cooperation. Also contained are lists of publications, meetings, granted permissions on laws and regulations concerning atomic energy, number of staff members dispatched to Fukushima for the technical assistance, outcomes in service and technical developments and so on. (author)

  5. Simulation of forward dark current voltage characteristics of tandem solar cells

    International Nuclear Information System (INIS)

    Rubinelli, F.A.

    2012-01-01

    The transport mechanisms tailoring the shape of dark current–voltage characteristics of amorphous and microcrystalline silicon based tandem solar cell structures are explored with numerical simulations. Our input parameters were calibrated by fitting experimental current voltage curves of single and double junction structures measured under dark and illuminated conditions. At low and intermediate forward voltages the dark current–voltage characteristics show one or two regions with a current–voltage exponential dependence. The diode factor is unique in tandem cells with the same material in both intrinsic layers and two dissimilar diode factors are observed in tandem cells with different materials on the top and bottom intrinsic layers. In the exponential regions the current is controlled by recombination through gap states and by free carrier diffusion. At high forward voltages the current grows more slowly with the applied voltage. The current is influenced by the onset of electron space charge limited current (SCLC) in tandem cells where both intrinsic layers are of amorphous silicon and by series resistance of the bottom cell in tandem cells where both intrinsic layers are of microcrystalline silicon. In the micromorph cell the onset of SCLC becomes visible on the amorphous top sub-cell. The dark current also depends on the thermal generation of electron–hole (e–h) pairs present at the tunneling recombination junction. The highest dependence is observed in the tandem structure where both intrinsic layers are of microcrystalline silicon. The prediction of meaningless dark currents at low forward and reverse voltages by our code is discussed and one solution is given. - Highlights: ► Transport mechanisms shaping the dark current-voltage curves of tandem devices. ► The devices are amorphous and microcrystalline based tandem solar cells. ► Two regions with a current-voltage exponential dependence are observed. ► The tandem J-V diode factor is the

  6. Heavy-atom neutral beams for tandem-mirror end plugs

    International Nuclear Information System (INIS)

    Post, D.E.; Grisham, L.R.; Santarius, J.F.; Emmert, G.A.

    1981-05-01

    The advantages of neutral beams with Z greater than or equal to 3 formed from negative ions, accelerated to 0.5 to 1.0 MeV/amu, and neutralized with high efficiency, are investigated for use in tandem mirror reactor end plugs. These beams can produce Q's of 20 to 30, and thus can replace the currently proposed 200 to 500 keV neutral proton beams presently planned for tandem mirror reactors. Thus, these Z greater than or equal to 3 neutral beams increase the potential attractiveness of tandem mirror reactors by offering a substitute for difficult high energy neutral hydrogen end plug beams

  7. Brucella 'HOOF-Prints': strain typing by multi-locus analysis of variable number tandem repeats (VNTRs

    Directory of Open Access Journals (Sweden)

    Halling Shirley M

    2003-07-01

    Full Text Available Abstract Background Currently, there are very few tools available for subtyping Brucella isolates for epidemiological trace-back. Subtyping is difficult because of the genetic homogeneity within the genus. Sequencing of the genomes from three Brucella species has facilitated the search for DNA sequence variability. Recently, hypervariability among short tandem repeat sequences has been exploited for strain-typing of several bacterial pathogens. Results An eight-base pair tandem repeat sequence was discovered in nine genomic loci of the B. abortus genome. Eight loci were hypervariable among the three Brucella species. A PCR-based method was developed to identify the number of repeat units (alleles at each locus, generating strain-specific fingerprints. None of the loci exhibited species- or biovar-specific alleles. Sometimes, a species or biovar contained a specific allele at one or more loci, but the allele also occurred in other species or biovars. The technique successfully differentiated the type strains for all Brucella species and biovars, among unrelated B. abortus biovar 1 field isolates in cattle, and among B. abortus strains isolated from bison and elk. Isolates from the same herd or from short-term in vitro passage exhibited little or no variability in fingerprint pattern. Sometimes, isolates from an animal would have multiple alleles at a locus, possibly from mixed infections in enzootic areas, residual disease from incomplete depopulation of an infected herd or molecular evolution within the strain. Therefore, a mixed population or a pool of colonies from each animal and/or tissue was tested. Conclusion This paper describes a new method for fingerprinting Brucella isolates based on multi-locus characterization of a variable number, eight-base pair, tandem repeat. We have named this technique "HOOF-Prints" for Hypervariable Octameric Oligonucleotide Finger-Prints. The technique is highly discriminatory among Brucella species, among

  8. [Chemical components of Vetiveria zizanioides volatiles].

    Science.gov (United States)

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

    2004-01-01

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

  9. Operation of the tandem-linac accelerator

    International Nuclear Information System (INIS)

    Anon.

    1985-01-01

    The tandem-linac accelerator system is operated as a source of energetic heavy-ion projectiles for research in several areas of nuclear physics and occasionally in other areas of science. The accelerator system consists of a 9-MV tandem electrostatic accelerator and a superconducting-linac energy booster that can provide an additional 20 MV of acceleration. A figure shows the layout of this system, which will be operated in its present form until September 1985, when it will be incorporated into the larger ATLAS system. In both the present and future forms the accelerator is designed to provide the exceptional beam quality and overall versatility required for precision nuclear-structure research

  10. MINIMARS tandem mirror reactor study

    International Nuclear Information System (INIS)

    Perkins, L.J.; Logan, B.G.; Doggett, J.N.

    1986-01-01

    During 1985-1986, Lawrence Livermore National Lab., in partnership with the Fusion Engineering Design Center of Oak Ridge National Lab., the Univ. of Wisconsin, TRW, Grumman Aerospace Corporation, General Dynamics/Convair, Argonne National Lab., and the Canadian Fusion Fuels Technology Project, has conducted the conceptual design of MINIMARS, a small commercial tandem mirror reactor with novel octopole end plugs. With a net electric output of 600 MW(e), MINIMARS is expressly designed for short (∼4- to 5-yr) construction time, factory-built modules, and a passively safe blanket and thermal cycle. In this way, we intend to achieve a small reactor based on the tandem mirror principle that will minimize utility financial risk, thereby providing an attractive alternative to the more conventional large fusion plant designs encountered to date

  11. Effect of ammonia on the volatility of organic diacids.

    Science.gov (United States)

    Paciga, Andrea L; Riipinen, Ilona; Pandis, Spyros N

    2014-12-02

    The effect of ammonia on the partitioning of two dicarboxylic acids, oxalic (C2) and adipic (C6) is determined. Measurements by a tandem differential mobility analysis system and a thermodenuder (TD-TDMA) system are used to estimate the saturation vapor pressure and enthalpy of vaporization of ammonium oxalate and adipate. Ammonia dramatically lowered the vapor pressure of oxalic acid, by several orders of magnitude, with an estimated vapor pressure of 1.7 ± 0.8 × 10(–6) Pa at 298 K. The vapor pressure of ammonium adipate was 2.5 ± 0.8 × 10(–5) Pa at 298 K, similar to that of adipic acid. These results suggest that the dominance of oxalate in diacid concentrations measured in ambient aerosol could be attributed to the salt formation with ammonia.

  12. 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

  13. Maximum likelihood approach for several stochastic volatility models

    International Nuclear Information System (INIS)

    Camprodon, Jordi; Perelló, Josep

    2012-01-01

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

  14. Semi-transparent perovskite solar cells for tandems with silicon and CIGS

    KAUST Repository

    Bailie, Colin D.

    2015-01-01

    © 2015 The Royal Society of Chemistry. A promising approach for upgrading the performance of an established low-bandgap solar technology without adding much cost is to deposit a high bandgap polycrystalline semiconductor on top to make a tandem solar cell. We use a transparent silver nanowire electrode on perovskite solar cells to achieve a semi-transparent device. We place the semi-transparent cell in a mechanically-stacked tandem configuration onto copper indium gallium diselenide (CIGS) and low-quality multicrystalline silicon (Si) to achieve solid-state polycrystalline tandem solar cells with a net improvement in efficiency over the bottom cell alone. This work paves the way for integrating perovskites into a low-cost and high-efficiency (>25%) tandem cell.

  15. Solution-Processed Nanocrystal Quantum Dot Tandem Solar Cells

    KAUST Repository

    Choi, Joshua J.; Wenger, Whitney N.; Hoffman, Rachel S.; Lim, Yee-Fun; Luria, Justin; Jasieniak, Jacek; Marohn, John A.; Hanrath, Tobias

    2011-01-01

    Solution-processed tandem solar cells created from nanocrystal quantum dots with size-tuned energy levels are demonstrated. Prototype devices featuring interconnected quantum dot layers of cascaded energy gaps exhibit IR sensitivity and an open circuit voltage, V oc, approaching 1 V. The tandem solar cell performance depends critically on the optical and electrical properties of the interlayer. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  16. Solution-Processed Nanocrystal Quantum Dot Tandem Solar Cells

    KAUST Repository

    Choi, Joshua J.

    2011-06-03

    Solution-processed tandem solar cells created from nanocrystal quantum dots with size-tuned energy levels are demonstrated. Prototype devices featuring interconnected quantum dot layers of cascaded energy gaps exhibit IR sensitivity and an open circuit voltage, V oc, approaching 1 V. The tandem solar cell performance depends critically on the optical and electrical properties of the interlayer. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  17. 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.

  18. 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...

  19. Measurement of the volatility and glass transition temperatures of glasses produced during the DWPF startup test program

    International Nuclear Information System (INIS)

    Marra, J.C.; Harbour, J.R.

    1995-01-01

    The Defense Waste Processing Facility (DWPF) will immobilize high-level radioactive waste currently stored in underground tanks at the Savannah River Site by incorporating the waste into a glass matrix. The molten waste glass will be poured into stainless steel canisters which will be welded shut to produce the final waste form. One specification requires that any volatiles produced as a result of accidentally heating the waste glass to the glass transition temperature be identified. Glass samples from five melter campaigns, run as part of the DWPF Startup Test Program, were analyzed to determine glass transition temperatures and to examine the volatilization (by weight loss). Glass transition temperatures (T g ) for the glasses, determined by differential scanning calorimetry (DSC), ranged between 445 C and 474 C. Thermogravimetric analysis (TGA) scans showed that no overall weight loss occurred in any of the glass samples when heated to 500 C. Therefore, no volatility will occur in the final glass product when heated up to 500 C

  20. Modelling the Volatility-Return Trade-off when Volatility may be Nonstationary

    DEFF Research Database (Denmark)

    Dahl, Christian Møller; Iglesias, Emma M.

    In this paper a new GARCH-M type model, denoted the GARCH-AR, is proposed. In particular, it is shown that it is possible to generate a volatility-return trade-off in a regression model simply by introducing dynamics in the standardized disturbance process. Importantly, the volatility in the GARCH......, we provide an empirical illustration showing the empirical relevance of the GARCH-AR model based on modelling a wide range of leading US stock return series....

  1. Economic viability of thin-film tandem solar modules in the United States

    Science.gov (United States)

    Sofia, Sarah E.; Mailoa, Jonathan P.; Weiss, Dirk N.; Stanbery, Billy J.; Buonassisi, Tonio; Peters, I. Marius

    2018-05-01

    Tandem solar cells are more efficient but more expensive per unit area than established single-junction (SJ) solar cells. To understand when specific tandem architectures should be utilized, we evaluate the cost-effectiveness of different II-VI-based thin-film tandem solar cells and compare them to the SJ subcells. Levelized cost of electricity (LCOE) and energy yield are calculated for four technologies: industrial cadmium telluride and copper indium gallium selenide, and their hypothetical two-terminal (series-connected subcells) and four-terminal (electrically independent subcells) tandems, assuming record SJ quality subcells. Different climatic conditions and scales (residential and utility scale) are considered. We show that, for US residential systems with current balance-of-system costs, the four-terminal tandem has the lowest LCOE because of its superior energy yield, even though it has the highest US per watt (US W-1) module cost. For utility-scale systems, the lowest LCOE architecture is the cadmium telluride single junction, the lowest US W-1 module. The two-terminal tandem requires decreased subcell absorber costs to reach competitiveness over the four-terminal one.

  2. Establishment of a tandem ionization chamber system in standard mammography beams

    International Nuclear Information System (INIS)

    Silva, Jonas O. da; Caldas, L.V.E.

    2011-01-01

    A double-faced tandem ionization chamber system was developed at the Calibration Laboratory of IPEN. It has different collecting electrode materials: aluminium and graphite. The response repeatability and reproducibility and the energy dependence test of this tandem ionization chamber were evaluated. The chamber response stability is within the ±3% limit recommended in international standards. The energy dependence test of the ionization chamber system using the tandem curve obtained, presented agreement with literature results. (author)

  3. Optochemokine Tandem for Light-Control of Intracellular Ca2.

    Directory of Open Access Journals (Sweden)

    Katrin Feldbauer

    Full Text Available An optochemokine tandem was developed to control the release of calcium from endosomes into the cytosol by light and to analyze the internalization kinetics of G-protein coupled receptors (GPCRs by electrophysiology. A previously constructed rhodopsin tandem was re-engineered to combine the light-gated Ca2+-permeable cation channel Channelrhodopsin-2(L132C, CatCh, with the chemokine receptor CXCR4 in a functional tandem protein tCXCR4/CatCh. The GPCR was used as a shuttle protein to displace CatCh from the plasma membrane into intracellular areas. As shown by patch-clamp measurements and confocal laser scanning microscopy, heterologously expressed tCXCR4/CatCh was internalized via the endocytic SDF1/CXCR4 signaling pathway. The kinetics of internalization could be followed electrophysiologically via the amplitude of the CatCh signal. The light-induced release of Ca2+ by tandem endosomes into the cytosol via CatCh was visualized using the Ca2+-sensitive dyes rhod2 and rhod2-AM showing an increase of intracellular Ca2+ in response to light.

  4. II-IV-V Based Thin Film Tandem Photovoltaic Cell

    Energy Technology Data Exchange (ETDEWEB)

    Newman, Nathan [Arizona State Univ., Mesa, AZ (United States); van Schilfgaarde, Mark [Arizona State Univ., Mesa, AZ (United States)

    2012-10-04

    [Through a combination of theory and experiment that, absent unknown mitigating factors, a tandem cell whose (wide-gap. 1.8 eV) top layer is made of ZnSnP2 and whose (narrow gap, 1.1 eV) bottom layer consisting of ZnGeAs2 are near-ideal materials for a tandem cell. Not only are there gaps optimally adjusted to the solar spectrum, but the two compounds are lattice-matched, and their energy band structure and optical absorption are also near-ideal (they closely resemble that of GaAs). Our first major challenge is to establish that high-quality II-IV-V thin films can be synthesized. We have begun growing and characterizing films of ZnGeAs2 and ZnSnP2, initially grown on Ge substrates (the lattice constant of Ge matches these compounds) by pulsed laser ablation and sputtering. In tandem are theoretical calculations to guide the experiments. The goal is to develop methods that can be used to produce a pair of lattice-matched thin films that will be useful in tandem cells.

  5. In-cloud processes of methacrolein under simulated conditions – Part 3: Hygroscopic and volatility properties of the formed secondary organic aerosol

    Directory of Open Access Journals (Sweden)

    A. Monod

    2009-07-01

    Full Text Available The hygroscopic and volatility properties of secondary organic aerosol (SOA produced from the nebulization of solutions after aqueous phase photooxidation of methacrolein was experimentally studied in a laboratory, using a Volatility-Hygroscopicity Tandem DMA (VHTDMA. The obtained SOA were 80% 100°C-volatile after 5 h of reaction and only 20% 100°C-volatile after 22 h of reaction. The Hygroscopic Growth Factor (HGF of the SOA produced from the nebulization of solutions after aqueous-phase photooxidation of methacrolein is 1.34–1.43, which is significantly higher than the HGF of SOA formed by gas-phase photooxidation of terpenes, usually found almost hydrophobic. These hygroscopic properties were confirmed for SOA formed by the nebulization of the same solutions where NaCl was added. The hygroscopic properties of the cloud droplet residuals decrease with the reaction time, in parallel with the formation of more refractory compounds. This decrease was mainly attributed to the 250°C-refractive fraction (presumably representative of the highest molecular weight compounds, which evolved from moderately hygroscopic (HGF of 1.52 to less hygroscopic (HGF of 1.36. Oligomerization is suggested as a process responsible for the decrease of both volatility and hygroscopicity with time. The NaCl seeded experiments enabled us to show that 19±4 mg L−1 of SOA was produced after 9.5 h of reaction and 41±9 mg L−1 after 22 h of in-cloud reaction. Because more and more SOA is formed as the reaction time increases, our results show that the reaction products formed during the aqueous-phase OH-oxidation of methacrolein may play a major role in the properties of residual particles upon the droplet's evaporation. Therefore, the specific physical properties of SOA produced during cloud processes should be taken into account for a global estimation of SOA and their atmospheric impacts.

  6. Manure application and ammonia volatilization

    NARCIS (Netherlands)

    Huijsmans, J.F.M.

    2003-01-01

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

  7. Analytical differentiation of cider inoculated with yeast (Saccharomyces cerevisiae) isolated fromAsturian (Spain) apple juice

    OpenAIRE

    Suárez, Belén; Pando, Rosa; Fernández, Norman; González, Aurelio; Rodríguez, Roberto

    2012-01-01

    This paper reports the influence of fermentation conditions (temperature and yeast strain) on the chemical composition of cider. The cider was analysed for the non-volatile acids, polyalcohols, residual sugars and major volatile compounds. The application of principal components analysis enables the ciders to be differentiated on the basis of the two factors considered. The first principal component achieved the separation according to the type of strain and the second principal component sep...

  8. Solution-processed parallel tandem polymer solar cells using silver nanowires as intermediate electrode.

    Science.gov (United States)

    Guo, Fei; Kubis, Peter; Li, Ning; Przybilla, Thomas; Matt, Gebhard; Stubhan, Tobias; Ameri, Tayebeh; Butz, Benjamin; Spiecker, Erdmann; Forberich, Karen; Brabec, Christoph J

    2014-12-23

    Tandem architecture is the most relevant concept to overcome the efficiency limit of single-junction photovoltaic solar cells. Series-connected tandem polymer solar cells (PSCs) have advanced rapidly during the past decade. In contrast, the development of parallel-connected tandem cells is lagging far behind due to the big challenge in establishing an efficient interlayer with high transparency and high in-plane conductivity. Here, we report all-solution fabrication of parallel tandem PSCs using silver nanowires as intermediate charge collecting electrode. Through a rational interface design, a robust interlayer is established, enabling the efficient extraction and transport of electrons from subcells. The resulting parallel tandem cells exhibit high fill factors of ∼60% and enhanced current densities which are identical to the sum of the current densities of the subcells. These results suggest that solution-processed parallel tandem configuration provides an alternative avenue toward high performance photovoltaic devices.

  9. Efficient organic tandem solar cells based on small molecules

    Energy Technology Data Exchange (ETDEWEB)

    Riede, Moritz; Widmer, Johannes; Timmreck, Ronny; Wynands, David; Leo, Karl [Institut fuer Angewandte Photophysik, Technische Universitaet Dresden, George-Baehr-Str. 1, 01069 Dresden (Germany); Uhrich, Christian; Schwartz, Gregor; Gnehr, Wolf-Michael; Hildebrandt, Dirk; Weiss, Andre; Pfeiffer, Martin [Heliatek GmbH, Treidlerstr. 3, 01139 Dresden (Germany); Hwang, Jaehyung; Sundarraj, Sudhakar; Erk, Peter [BASF SE, GVC/E-J542, 67056 Ludwigshafen (Germany)

    2011-08-23

    In this paper, two vacuum processed single heterojunction organic solar cells with complementary absorption are described and the construction and optimization of tandem solar cells based on the combination of these heterojunctions demonstrated. The red-absorbing heterojunction consists of C{sub 60} and a fluorinated zinc phthalocyanine derivative (F4-ZnPc) that leads to a 0.1-0.15 V higher open circuit voltage V{sub oc} than the commonly used ZnPc. The second heterojunction incorporates C{sub 60} and a dicyanovinyl-capped sexithiophene derivative (DCV6T) that mainly absorbs in the green. The combination of both heterojunctions into one tandem solar cell leads to an absorption over the whole visible range of the sun spectrum. Thickness variations of the transparent p-doped optical spacer between both subcells in the tandem solar cell is shown to lead to a significant change in short circuit current density j{sub sc} due to optical interference effects, whereas V{sub oc} and fill factor are hardly affected. The maximum efficiency {eta} of about 5.6% is found for a spacer thickness of 150-165 nm. Based on the optimized 165nm thick spacer, effects of intensity and angle of illumination, and temperature on a tandem device are investigated. Variations in illumination intensity lead to a linear change in j{sub sc} over three orders of magnitude and a nearly constant {eta} in the range of 30 to 310 mW cm{sup -2}. Despite the stacked heterojunctions, the performance of the tandem device is robust against different illumination angles: j{sub sc} and {eta} closely follow a cosine behavior between 0 and 70 . Investigations of the temperature behavior of the tandem device show an increase in {eta} of 0.016 percentage points per Kelvin between -20 C and 25 C followed by a plateau up to 50 C. Finally, further optimization of the tandem stack results in a certified {eta} of (6.07 {+-} 0.24)% on (1.9893 {+-} 0.0060)cm{sup 2} (Fraunhofer ISE), i.e., areas large enough to be of

  10. Sequence-specific DNA alkylation by tandem Py-Im polyamide conjugates.

    Science.gov (United States)

    Taylor, Rhys Dylan; Kawamoto, Yusuke; Hashiya, Kaori; Bando, Toshikazu; Sugiyama, Hiroshi

    2014-09-01

    Tandem N-methylpyrrole-N-methylimidazole (Py-Im) polyamides with good sequence-specific DNA-alkylating activities have been designed and synthesized. Three alkylating tandem Py-Im polyamides with different linkers, which each contained the same moiety for the recognition of a 10 bp DNA sequence, were evaluated for their reactivity and selectivity by DNA alkylation, using high-resolution denaturing gel electrophoresis. All three conjugates displayed high reactivities for the target sequence. In particular, polyamide 1, which contained a β-alanine linker, displayed the most-selective sequence-specific alkylation towards the target 10 bp DNA sequence. The tandem Py-Im polyamide conjugates displayed greater sequence-specific DNA alkylation than conventional hairpin Py-Im polyamide conjugates (4 and 5). For further research, the design of tandem Py-Im polyamide conjugates could play an important role in targeting specific gene sequences. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

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

    OpenAIRE

    Raghbendra Jha; Varsha S. Kulkarni

    2012-01-01

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

  12. 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.

  13. DNA radio-induced tandem lesions: formation, introduction in oligonucleotides and repair

    International Nuclear Information System (INIS)

    Bourdat, Anne-Gaelle

    2000-01-01

    Cell killing induced by excited photosensitizers, ionizing radiation or radiomimetic drugs can not be only explained by the formation of single DNA lesions. Thus, multiply damaged sites, are likely to have harmful biological consequences. One example of tandem base damage induced by ".OH radical in X-irradiated aqueous solution of DNA oligomers is N-(2-deoxy-β-D-erythro-pentofuranosyl)-formyl-amine (dβF)/8-oxo-7,8-dihydro-2'-deoxyguanosine (8-oxodGuo). In order to investigate the biological significance of such a tandem lesion, both 8-oxodGuo and dβF were introduced in synthetic oligonucleotides at vicinal positions using the solid phase phosphoramidite method with the 'Pac phosphoramidite' chemistry. The purity of the synthetic DNA fragments and the integrity of modified nucleosides was confirmed using different complementary techniques: HPLC, PAGE, ESI MS, MALDI-TOF MS and capillary electrophoresis. Using the above synthetic substrates, investigations were carried out in order to determine the substrate specificity and the excision mechanism of three glycosylases involved in the base excision repair pathway: endonuclease III, Fpg and yOggl. Both tandem lesions were substrates for the BER enzymes. However, the tandem lesion are not completely excised by the repair enzymes. The rates of excision as inferred from the determination of the ratios of Vm/Km Michaelis kinetics constants were not found to be significantly affected by the presence of the tandem lesions. MALDI-TOF mass spectrometry was used in order to gain insights into mechanistic aspects of oligonucleotide cleavage by the BER enzymes. During in vitro DNA synthesis by Taq DNA polymerase, Klenow fragment exo- and DNA polymerase β, tandem base damage were found to block the progression of the enzymes. Finally, the level of tandem base damage in the DNA exposed to γ-ray using the liquid chromatography coupled to electro-spray ionization tandem mass spectrometry was determined. Both dβF-8-oxodGuo and 8

  14. TMX-U [Tandem Mirror Experiment-Upgrade] tandem-mirror thermal-barrier experiments

    International Nuclear Information System (INIS)

    Simonen, T.C.; Allen, S.L.; Baldwin, D.E.

    1986-01-01

    Thermal-barrier experiments have been carried out in the Tandem Mirror Experiment-Upgrade (TMX-U). Measurements of nonambipolar and ambipolar radial transport show that these transport processes, as well as end losses, can be controlled at modest densities and durations. Central-cell heating methods using ion-cyclotron heating (ICH) and neutral-beam injection have been demonstrated. Potential mesurements with recently developed methods indicate that deep thermal barriers can be established

  15. Tandem mirror reactor studies at Lawrence Livermore National Laboratory, FY 1980

    Energy Technology Data Exchange (ETDEWEB)

    Carlson, G.A.; Neef, W.S. Jr.

    1981-03-20

    The principles of tandem mirror operation with thermal barriers will be demonstrated in the upgrade of the Tandem Mirror Experiment (TMX-U) in 1981 and the tandem configuration of the Mirror Fusion Test Facility (MFTF-B) in 1984. Continued analysis and conceptual design over this period will evolve the optimal configuration and parameters for a power-producing reactor. In this article we describe the progress we have made in this reactor design study effort during 1980.

  16. Tandem mirror reactor studies at Lawrence Livermore National Laboratory, FY 1980

    International Nuclear Information System (INIS)

    Carlson, G.A.; Neef, W.S. Jr.

    1981-01-01

    The principles of tandem mirror operation with thermal barriers will be demonstrated in the upgrade of the Tandem Mirror Experiment (TMX-U) in 1981 and the tandem configuration of the Mirror Fusion Test Facility (MFTF-B) in 1984. Continued analysis and conceptual design over this period will evolve the optimal configuration and parameters for a power-producing reactor. In this article we describe the progress we have made in this reactor design study effort during 1980

  17. 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.

  18. Volatiles in the Martian regolith

    International Nuclear Information System (INIS)

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

    1979-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Esmeraldo A. Cappelaro

    2015-03-01

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

  20. 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.

  1. Status report on the folded tandem ion accelerator at BARC

    Indian Academy of Sciences (India)

    Folded tandem ion accelerator; charged particle beams; voltage stability; Rutherford backscattering; ion optics; beam lines. Abstract. The folded tandem ion accelerator (FOTIA) facility set up at BARC has become operational. At present, it is used for elemental analysis studies using the Rutherford backscattering technique.

  2. Comparing Predictive Accuracy under Long Memory - With an Application to Volatility Forecasting

    DEFF Research Database (Denmark)

    Kruse, Robinson; Leschinski, Christian; Will, Michael

    This paper extends the popular Diebold-Mariano test to situations when the forecast error loss differential exhibits long memory. It is shown that this situation can arise frequently, since long memory can be transmitted from forecasts and the forecast objective to forecast error loss differentials....... The nature of this transmission mainly depends on the (un)biasedness of the forecasts and whether the involved series share common long memory. Further results show that the conventional Diebold-Mariano test is invalidated under these circumstances. Robust statistics based on a memory and autocorrelation...... extensions of the heterogeneous autoregressive model. While we find that forecasts improve significantly if jumps in the log-price process are considered separately from continuous components, improvements achieved by the inclusion of implied volatility turn out to be insignificant in most situations....

  3. Stacking multiple connecting functional materials in tandem organic light-emitting diodes

    Science.gov (United States)

    Zhang, Tao; Wang, Deng-Ke; Jiang, Nan; Lu, Zheng-Hong

    2017-02-01

    Tandem device is an important architecture in fabricating high performance organic light-emitting diodes and organic photovoltaic cells. The key element in making a high performance tandem device is the connecting materials stack, which plays an important role in electric field distribution, charge generation and charge injection. For a tandem organic light-emitting diode (OLED) with a simple Liq/Al/MoO3 stack, we discovered that there is a significant current lateral spreading causing light emission over an extremely large area outside the OLED pixel when the Al thickness exceeds 2 nm. This spread light emission, caused by an inductive electric field over one of the device unit, limits one’s ability to fabricate high performance tandem devices. To resolve this issue, a new connecting materials stack with a C60 fullerene buffer layer is reported. This new structure permits optimization of the Al metal layer in the connecting stack and thus enables us to fabricate an efficient tandem OLED having a high 155.6 cd/A current efficiency and a low roll-off (or droop) in current efficiency.

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

    Science.gov (United States)

    McCubbin, Francis

    2016-01-01

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

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

    Science.gov (United States)

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

    2018-04-01

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

  7. JAERI Tandem annual report 1983

    International Nuclear Information System (INIS)

    Harada, Kichinosuke; Maruyama, Michio; Okashita, Hiroshi; Ozawa, Kunio; Shikazono, Naomoto; Tanaka, Shigeya

    1984-07-01

    This annual report describes research activities which have been performed with JAERI tandem accelerator from April 1, 1983 to March 31, 1984. Summary reports of 32 papers, publications, personnel and a list of co-operative reserches with universities are contained. (author)

  8. JAERI tandem annual report, 1982

    International Nuclear Information System (INIS)

    Harada, Kichinosuke; Maruyama, Michio; Ozawa, Kunio; Shikazono, Naomoto; Tamura, Tsutomu; Tanaka, Shigeya

    1983-06-01

    This annual report describes research activities which have been performed with JAERI tandem accelerator from September 1, 1981 to March 31, 1983. Summary reports of 38 papers, publications, personnel and a list of co-operative researches with universities are contained. (author)

  9. Electricity market price volatility: The case of Ontario

    International Nuclear Information System (INIS)

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

    2007-01-01

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

  10. Siderophile Volatile Element Partitioning during Core Formation.

    Science.gov (United States)

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

    2017-12-01

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

  11. Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models

    International Nuclear Information System (INIS)

    Gulisashvili, Archil; Stein, Elias M.

    2010-01-01

    We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.

  12. Cold Climate Heat Pumps Using Tandem Compressors

    Energy Technology Data Exchange (ETDEWEB)

    Shen, Bo [ORNL; Abdelaziz, Omar [ORNL; Rice, C Keith [ORNL; Baxter, Van D [ORNL

    2016-01-01

    In cold climate zones, e.g. ASHRAE climate regions IV and V, conventional electric air-source heat pumps (ASHP) do not work well, due to high compressor discharge temperatures, large pressure ratios and inadequate heating capacities at low ambient temperatures. Consequently, significant use of auxiliary strip heating is required to meet the building heating load. We introduce innovative ASHP technologies as part of continuing efforts to eliminate auxiliary strip heat use and maximize heating COP with acceptable cost-effectiveness and reliability. These innovative ASHP were developed using tandem compressors, which are capable of augmenting heating capacity at low temperatures and maintain superior part-load operation efficiency at moderate temperatures. Two options of tandem compressors were studied; the first employs two identical, single-speed compressors, and the second employs two identical, vapor-injection compressors. The investigations were based on system modeling and laboratory evaluation. Both designs have successfully met the performance criteria. Laboratory evaluation showed that the tandem, single-speed compressor ASHP system is able to achieve heating COP = 4.2 at 47 F (8.3 C), COP = 2.9 at 17 F (-8.3 C), and 76% rated capacity and COP = 1.9 at -13 F (-25 C). This yields a HSPF = 11.0 (per AHRI 210/240). The tandem, vapor-injection ASHP is able to reach heating COP = 4.4 at 47 F, COP = 3.1 at 17 F, and 88% rated capacity and COP = 2.0 at -13 F. This yields a HSPF = 12.0. The system modeling and further laboratory evaluation are presented in the paper.

  13. Solution-processed organic tandem solar cells with embedded optical spacers

    NARCIS (Netherlands)

    Hadipour, Afshin; de Boer, Bert; Blom, Paul W. M.

    2007-01-01

    We demonstrate a solution-processed polymer tandem solar cell in which the two photoactive single cells are separated by an optical spacer. The use of an optical spacer allows for an independent optimization of both the electronic and optical properties of the tandem cell. The optical transmission

  14. Effects of Agar Gel Strength and Fat on Oral Breakdown, Volatile Release, and Sensory Perception Using in Vivo and in Vitro Systems.

    Science.gov (United States)

    Frank, Damian; Eyres, Graham T; Piyasiri, Udayasika; Cochet-Broch, Maeva; Delahunty, Conor M; Lundin, Leif; Appelqvist, Ingrid M

    2015-10-21

    The density and composition of a food matrix affect the rates of oral breakdown and in-mouth flavor release as well as the overall sensory experience. Agar gels of increasing concentration (1.0, 1.7, 2.9, and 5% agarose) with and without added fat (0, 2, 5, and 10%) were spiked with seven aroma volatiles. Differences in oral processing and sensory perception were systematically measured by a trained panel using a discrete interval time intensity method. Volatile release was measured in vivo and in vitro by proton transfer reaction mass spectrometry. Greater oral processing was required as agar gel strength increased, and the intensity of flavor-related sensory attributes decreased. Volatile release was inversely related to gel strength, showing that physicochemical phenomena were the main mechanisms underlying the perceived sensory changes. Fat addition reduced the amount of oral processing and had differential effects on release, depending on the fat solubility or lipophilicity of the volatiles.

  15. Dynamic Asset Allocation Strategies Based on Volatility, Unexpected Volatility and Financial Turbulence

    OpenAIRE

    Grimsrud, David Borkner

    2015-01-01

    Masteroppgave økonomi og administrasjon- Universitetet i Agder, 2015 This master thesis looks at unexpected volatility- and financial turbulence’s predictive ability, and exploit these measures of financial risk, together with volatility, to create three dynamic asset allocation strategies, and test if they can outperform a passive and naively diversified buy-and-hold strategy. The idea with the dynamic strategies is to increase the portfolio return by keeping the portfolio risk at a low a...

  16. A nonparametric approach to forecasting realized volatility

    OpenAIRE

    Adam Clements; Ralf Becker

    2009-01-01

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

  17. Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri

    We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...

  18. 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.

  19. The multivariate supOU stochastic volatility model

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Stelzer, Robert

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

  20. Mass spectrometry by means of tandem accelerators

    International Nuclear Information System (INIS)

    Tuniz, C.

    1985-01-01

    Mass spectrometry based on an accelerator allows to measure rare cosmogenic isotopes found in natural samples with isotopic abundances up to 10E-15. The XTU Tandem of Legnaro National Laboratories can measure mean heavy isotopes (36Cl, 41Ca, 129I) in applications interesting cosmochronology and Medicine. The TTT-3 Tandem of the Naples University has been modified in view of precision studies of C14 in Archeology, Paleantology and Geology. In this paper a review is made of principles and methodologies and of some applicationy in the framework of the National Program for mass spectrametry research with the aid of accelerators

  1. Forecasting Exchange Rate Volatility in the Presence of Jumps

    DEFF Research Database (Denmark)

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

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

  2. 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...

  3. Fundamental volatility is regime specific

    NARCIS (Netherlands)

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

    2006-01-01

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

  4. Consistent ranking of volatility models

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger

    2006-01-01

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

  5. Tandem electrostatic accelerators for BNCT

    International Nuclear Information System (INIS)

    Ma, J.C.

    1994-01-01

    The development of boron neutron capture therapy (BNCT) into a viable therapeutic modality will depend, in part, on the availability of suitable neutron sources compatible with installation in a hospital environment. Low-energy accelerator-based intense neutron sources, using electrostatic or radio frequency quadrupole proton accelerators have been suggested for this purpose and are underdevelopment at several laboratories. New advances in tandem electrostatic accelerator technology now allow acceleration of the multi-milliampere proton beams required to produce therapeutic neutron fluxes for BNCT. The relatively compact size, low weight and high power efficiency of these machines make them particularly attractive for installation in a clinical or research facility. The authors will describe the limitations on ion beam current and available neutron flux from tandem accelerators relative to the requirements for BNCT research and therapy. Preliminary designs and shielding requirements for a tandern accelerator-based BNCT research facility will also be presented

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

    Science.gov (United States)

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

    2011-02-01

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

  7. Analysis of volatiles from irradiated yeast extract

    International Nuclear Information System (INIS)

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

    2013-01-01

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

  8. Study of the mobility, surface area, and sintering behavior of agglomerates in the transition regime by tandem differential mobility analysis

    International Nuclear Information System (INIS)

    Cho, Kuk; Hogan, Christopher J.; Biswas, Pratim

    2007-01-01

    The surface area of nanosized agglomerates is of great importance as the reactivity and health effects of such particles are highly dependent on surface area. Changes in surface area through sintering during nanoparticle synthesis processes are also of interest for precision control of synthesised particles. Unfortunately, information on particle surface area and surface area dynamics is not readily obtainable through traditional particle mobility sizing techniques. In this study, we have experimentally determined the mobility diameter of transition regime agglomerates with 3, 4, and 5 primary particles. Agglomerates were produced by spray drying well-characterised polystyrene latex particles with diameters of 55, 67, 76, and 99 nm. Tandem differential mobility analysis was used to determine agglomerate mobility diameter by selecting monodisperse agglomerates with the same number of primary particles in the first DMA, and subsequently completely sintering the agglomerates in a furnace aerosol reactor. The size distribution of the completely sintered particles was measured by an SMPS system, which allowed for the determination of the number of primary particles in the agglomerates. A simple power law regression was used to express mobility diameter as a function of primary particle size and the number of primary particles, and had an excellent correlation (R 2 = 0.9971) with the experimental data. A scaling exponent was determined from the experimental data to relate measured mobility diameter to surface area for agglomerates. Using this relationship, the sintering characteristics of agglomerates were also examined for varying furnace temperatures and residence times. The sintering data agreed well with the geometric sintering model (GSM) model proposed by Cho and Biswas (2006a) as well as with the model proposed Koch and Friedlander (1990) for sintering by viscous flow

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

    Science.gov (United States)

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

    2002-01-01

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

  10. Political institutions and economic volatility

    NARCIS (Netherlands)

    Klomp, Jeroen; de Haan, Jakob

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

  11. The predictive content of CBOE crude oil volatility index

    Science.gov (United States)

    Chen, Hongtao; Liu, Li; Li, Xiaolei

    2018-02-01

    Volatility forecasting is an important issue in the area of econophysics. The information content of implied volatility for financial return volatility has been well documented in the literature but very few studies focus on oil volatility. In this paper, we show that the CBOE crude oil volatility index (OVX) has predictive ability for spot volatility of WTI and Brent oil returns, from both in-sample and out-of-sample perspectives. Including OVX-based implied volatility in GARCH-type volatility models can improve forecasting accuracy most of time. The predictability from OVX to spot volatility is also found for longer forecasting horizons of 5 days and 20 days. The simple GARCH(1,1) and fractionally integrated GARCH with OVX performs significantly better than the other OVX models and all 6 univariate GARCH-type models without OVX. Robustness test results suggest that OVX provides different information from as short-term interest rate.

  12. Telemetry component tests in the FN tandem terminal

    International Nuclear Information System (INIS)

    Bicek, J.J.; Billquis, P.J.; Yntema, J.L.

    1977-01-01

    When an electrostatic tandem accelerator is used primarily for heavy ion acceleration, numerous communication channels with the high voltage terminal are desirable. The ANL FN tandem operates at a tank pressure of 100 psi SF 6 at terminal voltages up to 9.5 MeV. A low powered He-Ne laser with 15 percent modulation has been successfully tested in the terminal under normal operating conditions. Such a system allows the transmission of information without the use of light guides. Multistranded light guides did not withstand voltage gradients as low as 0.4 MV/m. Single core light guides with a diameter of 0.5 mm have been successfully operated at voltage gradients in excess of 1.7 MV/m. In addition to the laser a microprocessor has also been tested in the tandem terminal. With suitable protection, an 8080 microprocessor and a programmable ROM operated successfully for several weeks under normal operating conditions

  13. Photonic intermediate layer for silicon tandem solar cells

    Energy Technology Data Exchange (ETDEWEB)

    Bielawny, Andreas; Miclea, Paul-Tiberiu; Wehrspohn, Ralf [Martin-Luther Universitaet Halle-Wittenberg (Germany). Inst. fuer Physik, Mikro-MD; Lee, Seuong-Mo; Knez, Mato [Max-Planck-Inst. fuer Mikrostrukturphysik, Halle (Germany); Carius, Reinhard [Forschungszentrum Juelich (DE). Inst. fuer Photovoltaik (IEF-5); Lisca, Marian; Rockstuhl, Carsten; Lederer, Falk [Universitaet Jena (Germany). Dept. Physik

    2008-07-01

    The concept of incorporation of a 3D photonic crystal as diffractive spectral filter within a-Si/mc-Si tandem solar cells has been investigated as a promising application. Our intermediate reflective filter enhances the pathway of spectrally selected light within an amorphous silicon top cell in its spectral region of low absorption. From our previous work, we expect a significant improvement of the tandem's efficiency of about 1.2%(absolute). This increases efficiency for a typical silicon tandem cell from 11.2% to 12.4%, as a result of the optical current-matching of the two junctions. Our wavelength-selective optical element is a 3D-structured optical thin-film - prepared by self-organized artificial opal templates and finalized with atomic layer deposition techniques. The resulting samples are highly periodical thin-film inverted opals made of zinc-oxide. We compare recent experimental data on the optical properties with our simulations and photonic bandstructure calculations.

  14. Silicon nanocrystals embedded in silicon carbide for tandem solar cell applications

    International Nuclear Information System (INIS)

    Schnabel, Manuel

    2015-01-01

    Tandem solar cells consist of multiple individual solar cells stacked in order of increasing bandgap, with the cell with highest bandgap towards the incident light. This allows photons to be absorbed in the cell that will convert them to electricity with the greatest efficiency, and is the only solar cell concept to surpass the theoretical efficiency limit of a conventional solar cell so far. This work is concerned with the development of silicon nanocrystals (Si NCs) embedded in silicon carbide, which are expected to have a higher bandgap than bulk Si due to quantum confinement, for use in the top cell of a two-junction tandem cell. Charge carrier transport and recombination were investigated as a function of various parameters. Distortion of luminescence spectra by optical interference was highlighted and a robust model to describe transport of majority carriers was developed. Furthermore, a range of processing steps required to produce a Si NC-based tandem cell were studied, culminating in the preparation of the first Si NC-based tandem cells. The resulting cells exhibited open-circuit voltages of 900 mV, demonstrating tandem cell functionality.

  15. IMPACT OF SOME GEOMETRICAL ASPECTS ON THE TANDEM CO-ROTATING PROPELLER HYDRODYNAMIC CHARACTERISTICS

    Directory of Open Access Journals (Sweden)

    Boucetta Djahida

    2017-01-01

    Full Text Available In the present paper, a numerical simulation based on Kω-SST turbulence model has been carried out to determine the tandem propeller hydrodynamic characteristics in non-cavitating viscous flow by using the commercial code Fluent. As the first step, the numerical approach has been applied to the case of single propeller and the comparison with experiment results was in a good agreement. Next, the effects of axial and angular displacement as well as the diameter ratio between the tandem propellers have been investigated. This part of the study reveals that the tandem with idem propeller diameters is strongly recommended to assure more advantages. Furthermore, the tandem geometry corresponding to the axial displacement equal to 0.6D seems to be the best configuration and the open water performances remain almost unchanged with the variation of angular displacement. On the other hand, details of the mutual interaction between tandem propellers were also given by showing pressure contours, streamlines and thrust coefficient. Globally, this study illustrates the advantages of replacing single propellers by tandem solution.

  16. Oil Volatility Risk and Expected Stock Returns

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Pan, Xuhui (Nick)

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

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

    Science.gov (United States)

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

    2016-07-01

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

  18. TandEM: Titan and Enceladus mission

    Science.gov (United States)

    Coustenis, A.; Atreya, S.K.; Balint, T.; Brown, R.H.; Dougherty, M.K.; Ferri, F.; Fulchignoni, M.; Gautier, D.; Gowen, R.A.; Griffith, C.A.; Gurvits, L.I.; Jaumann, R.; Langevin, Y.; Leese, M.R.; Lunine, J.I.; McKay, C.P.; Moussas, X.; Muller-Wodarg, I.; Neubauer, F.; Owen, T.C.; Raulin, F.; Sittler, E.C.; Sohl, F.; Sotin, Christophe; Tobie, G.; Tokano, T.; Turtle, E.P.; Wahlund, J.-E.; Waite, J.H.; Baines, K.H.; Blamont, J.; Coates, A.J.; Dandouras, I.; Krimigis, T.; Lellouch, E.; Lorenz, R.D.; Morse, A.; Porco, C.C.; Hirtzig, M.; Saur, J.; Spilker, T.; Zarnecki, J.C.; Choi, E.; Achilleos, N.; Amils, R.; Annan, P.; Atkinson, D.H.; Benilan, Y.; Bertucci, C.; Bezard, B.; Bjoraker, G.L.; Blanc, M.; Boireau, L.; Bouman, J.; Cabane, M.; Capria, M.T.; Chassefiere, E.; Coll, P.; Combes, M.; Cooper, J.F.; Coradini, A.; Crary, F.; Cravens, T.; Daglis, I.A.; de Angelis, E.; De Bergh, C.; de Pater, I.; Dunford, C.; Durry, G.; Dutuit, O.; Fairbrother, D.; Flasar, F.M.; Fortes, A.D.; Frampton, R.; Fujimoto, M.; Galand, M.; Grasset, O.; Grott, M.; Haltigin, T.; Herique, A.; Hersant, F.; Hussmann, H.; Ip, W.; Johnson, R.; Kallio, E.; Kempf, S.; Knapmeyer, M.; Kofman, W.; Koop, R.; Kostiuk, T.; Krupp, N.; Kuppers, M.; Lammer, H.; Lara, L.-M.; Lavvas, P.; Le, Mouelic S.; Lebonnois, S.; Ledvina, S.; Li, Ji; Livengood, T.A.; Lopes, R.M.; Lopez-Moreno, J. -J.; Luz, D.; Mahaffy, P.R.; Mall, U.; Martinez-Frias, J.; Marty, B.; McCord, T.; Salvan, C.M.; Milillo, A.; Mitchell, D.G.; Modolo, R.; Mousis, O.; Nakamura, M.; Neish, Catherine D.; Nixon, C.A.; Mvondo, D.N.; Orton, G.; Paetzold, M.; Pitman, J.; Pogrebenko, S.; Pollard, W.; Prieto-Ballesteros, O.; Rannou, P.; Reh, K.; Richter, L.; Robb, F.T.; Rodrigo, R.; Rodriguez, S.; Romani, P.; Bermejo, M.R.; Sarris, E.T.; Schenk, P.; Schmitt, B.; Schmitz, N.; Schulze-Makuch, D.; Schwingenschuh, K.; Selig, A.; Sicardy, B.; Soderblom, L.; Spilker, L.J.; Stam, D.; Steele, A.; Stephan, K.; Strobel, D.F.; Szego, K.; Szopa,

    2009-01-01

    TandEM was proposed as an L-class (large) mission in response to ESA’s Cosmic Vision 2015–2025 Call, and accepted for further studies, with the goal of exploring Titan and Enceladus. The mission concept is to perform in situ investigations of two worlds tied together by location and properties, whose remarkable natures have been partly revealed by the ongoing Cassini–Huygens mission. These bodies still hold mysteries requiring a complete exploration using a variety of vehicles and instruments. TandEM is an ambitious mission because its targets are two of the most exciting and challenging bodies in the Solar System. It is designed to build on but exceed the scientific and technological accomplishments of the Cassini–Huygens mission, exploring Titan and Enceladus in ways that are not currently possible (full close-up and in situ coverage over long periods of time). In the current mission architecture, TandEM proposes to deliver two medium-sized spacecraft to the Saturnian system. One spacecraft would be an orbiter with a large host of instruments which would perform several Enceladus flybys and deliver penetrators to its surface before going into a dedicated orbit around Titan alone, while the other spacecraft would carry the Titan in situ investigation components, i.e. a hot-air balloon (Montgolfière) and possibly several landing probes to be delivered through the atmosphere.

  19. 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...

  20. ORNL 25 MV tandem accelerator control system

    International Nuclear Information System (INIS)

    Juras, R.C.; Biggerstaff, J.A.; Hoglund, D.E.

    1985-01-01

    The CAMAC-based control system for the 25 MV tandem electrostatic accelerator of the Holifield Heavy Ion Research Facility at Oak Ridge National Laboratory (ORNL) was specified by ORNL and built by the National Electrostatics Corporation. Two Perkin-Elmer 32-bit minicomputers are used in the system, a message switching computer and a supervisory computer. The message switching computer transmits and receives control information on six serial highways. This computer shares memory with the supervisory computer. Operator consoles are located on a serial highway; control is by means of a console CRT, trackball, and assignable shaft encoders and meters. Two identical consoles operate simultaneously: one is located in the tandem control room; the other is located in the cyclotron control room to facilitate operation during injection of tandem beams into the cyclotron or when beam lines under control of the cyclotron control system are used. The supervisory computer is used for accelerator parameter setup calculations, actual accelerator setup for new beams based on scaled, recorded parameters from previously run beams, and various other functions. Nearly seven years of control system operation and improvements will be discussed

  1. Equity Volatility and Corporate Bond Yields

    OpenAIRE

    John Y. Campbell; Glen B. Taksler

    2002-01-01

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

  2. Zinc Mediated Tandem Fragmentation-Allylation of Methyl 5-Iodopentofuranosides

    DEFF Research Database (Denmark)

    Hyldtoft, Lene; Madsen, Robert

    1999-01-01

    In the presence of zinc and allyl bromide methyl 5-iodopentofuranosides undergo a tandem fragmentation alkylation to give functionalized dienes. These can undergo ring-closing olefin metathesis to produce cyclohexenes which on dihydroxylation give quercitols.......In the presence of zinc and allyl bromide methyl 5-iodopentofuranosides undergo a tandem fragmentation alkylation to give functionalized dienes. These can undergo ring-closing olefin metathesis to produce cyclohexenes which on dihydroxylation give quercitols....

  3. Firm-level volatility and exports

    NARCIS (Netherlands)

    Vannoorenberghe, G.C.L.

    2012-01-01

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

  4. Differential extraction of endogenous and exogenous 25-OH-vitamin D from serum makes the accurate quantification in liquid chromatography-tandem mass spectrometry assays challenging.

    Science.gov (United States)

    Lankes, Ulrich; Elder, Peter A; Lewis, John G; George, Peter

    2015-01-01

    Extraction followed by liquid chromatography-tandem mass spectrometry (LC-MS/MS) analysis is the method of choice when it comes to the accurate quantification of 25-OH-vitamin D in blood samples. It is generally assumed that the addition of exogenous internal standard allows for the determination of the endogenous analyte concentration. In this study we investigated the extraction properties of endogenous and exogenous 25-OH-vitamin D. Eight samples were used for the evaluation of the extraction procedure and 59 patients' samples for a method comparison. The methanol-to-sample ratio (v/v) and the sample-to-hexane ratio (v/v) were varied and the LC-MS/MS signals of endogenous 25-OH-vitamin D3, spiked 25-OH-vitamin D2 and internal standard of the extracts recorded. The optimized 'in-house' LC-MS/MS assay was compared to two automated chemiluminescence immunoassays from DiaSorin and Abbott. Mathematical analysis of the data revealed a differential extraction of endogenous 25-OH-vitamin D3, spiked 25-OH-vitamin D2 and non-equilibrated internal standard. Exogenous 25-OH-vitamin D can be measured accurately if a definite methanol-to-sample ratio is used. Endogenous 25-OH-vitamin D is affected by critical quantification issues due to a differential slope in the extraction profile. The actual 25-OH-vitamin D concentration can be one-third above the measured extractable concentration. Results confirm that the 'in-house' LC-MS/MS assay provides reproducible 25-OH-vitamin D results. Discordant concentrations of 25-OH-vitamin D from LC-MS/MS assays can be caused by selection of suboptimal extraction conditions. Furthermore, a different sample pretreatment or solvent extraction system may result in a different dissociation and extraction yield of endogenous 25-OH-vitamin D and therefore contribute to variations of LC-MS/MS results. © The Author(s) 2014 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.

  5. Modeling and forecasting petroleum futures volatility

    International Nuclear Information System (INIS)

    Sadorsky, Perry

    2006-01-01

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

  6. Drug interactions: volatile anesthetics and opioids.

    Science.gov (United States)

    Glass, P S; Gan, T J; Howell, S; Ginsberg, B

    1997-09-01

    Multiple drugs are used to provide anesthesia. Volatile anesthetics are commonly combined with opioids. Several studies have demonstrated that small doses of opioid (i.e., within the analgesic range) result in a marked reduction in minimum alveolar concentration (MAC) of the volatile anesthetic that will prevent purposeful movement in 50% of patients at skin incision). Further increases in opioid dose provide only a further small reduction in MAC. Thus, a ceiling effect of the opioid is observed at a MAC value of the volatile anesthetic equal to its MAC awake. Recovery from anesthesia when an opioid is combined with a volatile anesthetic is dependent on the rate of decrease of both drugs to their respective concentrations that are associated with adequate spontaneous ventilation and awakening. Through an understanding of the pharmacodynamic interaction of volatile anesthetics with opioids and the pharmacokinetic processes responsible for the recovery from drug effect, optimal dosing schemes can thus be developed. A review of these pharmacodynamic and pharmacokinetic principles that will allow clinicians to administer drugs to provide a more optimal anesthetic is provided.

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

    OpenAIRE

    Raghbendra Jha; Varsha S. Kulkarni

    2013-01-01

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

  8. Herbivore-induced volatiles in the perennial shrub, Vaccinium corymbosum, and their role in inter-branch signaling.

    Science.gov (United States)

    Rodriguez-Saona, Cesar R; Rodriguez-Saona, Luis E; Frost, Christopher J

    2009-02-01

    Herbivore feeding activates plant defenses at the site of damage as well as systemically. Systemic defenses can be induced internally by signals transported via phloem or xylem, or externally transmitted by volatiles emitted from the damaged tissues. We investigated the role of herbivore-induced plant volatiles (HIPVs) in activating a defense response between branches in blueberry plants. Blueberries are perennial shrubs that grow by initiating adventitious shoots from a basal crown, which produce new lateral branches. This type of growth constrains vascular connections between shoots and branches within plants. While we found that leaves within a branch were highly connected, vascular connectivity was limited between branches within shoots and absent between branches from different shoots. Larval feeding by gypsy moth, exogenous methyl jasmonate, and mechanical damage differentially induced volatile emissions in blueberry plants, and there was a positive correlation between amount of insect damage and volatile emission rates. Herbivore damage did not affect systemic defense induction when we isolated systemic branches from external exposure to HIPVs. Thus, internal signals were not capable of triggering systemic defenses among branches. However, exposure of branches to HIPVs from an adjacent branch decreased larval consumption by 70% compared to those exposed to volatiles from undamaged branches. This reduction in leaf consumption did not result in decreased volatile emissions, indicating that leaves became more responsive to herbivory (or "primed") after being exposed to HIPVs. Chemical profiles of leaves damaged by gypsy moth caterpillars, exposed to HIPVs, or non-damaged controls revealed that HIPV-exposed leaves had greater chemical similarities to damaged leaves than to control leaves. Insect-damaged leaves and young HIPV-exposed leaves had higher amounts of endogenous cis-jasmonic acid compared to undamaged and non-exposed leaves, respectively. Our results

  9. Estimation of volatility of selected oil production projects

    International Nuclear Information System (INIS)

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

    2006-01-01

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

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

    Science.gov (United States)

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

    2018-05-01

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

  11. Hybrid tandem quantum dot/organic photovoltaic cells with complementary near infrared absorption

    KAUST Repository

    Kim, Taesoo; Palmiano, Elenita; Liang, Ru-Ze; Hu, Hanlin; Banavoth, Murali; Kirmani, Ahmad R.; Firdaus, Yuliar; Gao, Yangqin; Sheikh, Arif D.; Yuan, Mingjian; Mohammed, Omar F.; Hoogland, Sjoerd; Beaujuge, Pierre; Sargent, Edward H.; Amassian, Aram

    2017-01-01

    Monolithically integrated hybrid tandem solar cells that effectively combine solution-processed colloidal quantum dot (CQD) and organic bulk heterojunction subcells to achieve tandem performance that surpasses the individual subcell efficiencies

  12. 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.

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

    DEFF Research Database (Denmark)

    Posch, Olaf; Wälde, Klaus

    A model highlighting the endogeneity of both volatility and growth is presented. Volatility and growth are therefore correlated but there is no causal link from volatility to growth. This joint endogeneity is illustrated by working out the effects through which economies with different tax levels...... di er both in their volatility and growth. Using a continuous-time DSGE model with plausible parametric restrictions, we obtain closedform measures of macro volatility based on cyclical components and output growth rates. Given our results, empirical volatility-growth analysis should include controls...

  14. Volatilization of iodine from soils and plants

    International Nuclear Information System (INIS)

    Wildung, R.E.; Cataldo, D.A.; Garland, T.R.

    1985-04-01

    Elevated levels of 129 I, a long-lived fission product, are present in the environment as a result of nuclear weapons testing and fuel reprocessing. To aid in understanding the anomalous behavior of this element, relative to natural I ( 127 I), in the vicinity of nuclear fuel reprocessing plants, preliminary laboratory-growth chamber studies were undertaken to examine the possible formation of volatile inorganic and organic I species in soil and plant systems. Inorganic 129 I added to soil was volatilized from both the soil and plant during plant growth, at average ratios of 2 x 10 -3 %/day soil and 9 x 10 -3 %/day foliage, respectively. Volatilization rates from soil were an order of magnitude less in the absence of growing roots. Less than 2% of soil or plant volatiles was subsequently retained by plant canopies. Volatile I, chemically characterized by selective sorption methods, consisted principally of alkyl iodides formed by both soil and plant processes. However, plants and soils containing actively growing roots produced a larger fraction of volatile inorganic I than soil alone. 14 refs., 1 fig., 3 tabs

  15. Analysis of genetic polymorphism of nine short tandem repeat loci in ...

    African Journals Online (AJOL)

    Yomi

    2012-03-15

    Mar 15, 2012 ... Key words: short tandem repeat, repeat motif, genetic polymorphism, Han population, forensic genetics. INTRODUCTION. Short tandem repeat (STR) is widely .... Data analysis. The exact test of Hardy-Weinberg equilibrium was conducted with. Arlequin version 3.5 software (Computational and Molecular.

  16. Air-processed organic tandem solar cells on glass: toward competitive operating lifetimes

    DEFF Research Database (Denmark)

    Adams, Jens; Spyropoulos, George D.; Salvador, Michael

    2015-01-01

    efficiencies of more than 10% the rather limited stability of this type of devices raises concerns towards future commercialization. The tandem concept allows for both absorbing a broader range of the solar spectrum and reducing thermalization losses. We designed an organic tandem solar cell with an inverted...... device geometry comprising environmentally stable active and charge-selecting layers. Under continuous white light irradiation, we demonstrate an extrapolated, operating lifetime in excess of one decade. We elucidate that for the current generation of organic tandem cells one critical requirement...... for long operating lifetimes consists of periodic UV light treatment. These results suggest that new material approaches towards UV-resilient active and interfacial layers may enable efficient organic tandem solar cells with lifetimes competitive with traditional inorganic photovoltaics....

  17. Multi-locus variable-number tandem repeat profiling of Salmonella enterica serovar Typhi isolates from blood cultures and gallbladder specimens from Makassar, South-Sulawesi, Indonesia.

    Directory of Open Access Journals (Sweden)

    Mochammad Hatta

    Full Text Available Multi-locus variable-number tandem repeat analysis differentiated 297 Salmonella enterica serovar Typhi blood culture isolates from Makassar in 76 genotypes and a single unique S. Typhi genotype was isolated from the cholecystectomy specimens of four patients with cholelithiasis. The high diversity in S. Typhi genotypes circulating in Makassar indicates that the number of carriers could be very large, which may complicate disease prevention and control.

  18. Labour Demand and Exchange Rate Volatility

    OpenAIRE

    Udo Broll; Sabine Hansen

    2004-01-01

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

  19. Accelerator mass spectrometry with a coupled tandem-linac system

    International Nuclear Information System (INIS)

    Kutschera, W.

    1984-01-01

    A coupled system provides higher energies, which allows one to extend AMS to hitherto untouched mass regions. Another important argument is that the complexity, although bothersome for the operation, increases the selectivity of detecting a particular isotope. The higher-energy argument holds for any heavy-ion accelerator which is capable of delivering higher energy than a tandem. The present use of tandem-linac combinations for AMS, rather than cyclotrons, linacs or combinations of these machines, has mainly to do with the fact that this technique was almost exclusively developed around tandem accelerators. Therefore the tandem-linac combination is a natural extension to higher energies. The use of negative ions has some particular advantages in suppressing background from unwanted elements that do not form stable negative ions (e.g., N, Mg, Ar). On the other hand, this limits the detection of isotopes to elements which do form negative ions. For particular problems it may therefore be advantageous to use a positive-ion machine. What really matters most for choosing one or the other machine is to what extent the entire accelerator system can be operated in a truly quantiative way from the ion source to the detection system. 20 references, 4 figures

  20. Elemental volatility of HT-9 fusion reactor alloy

    International Nuclear Information System (INIS)

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

    1985-01-01

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

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

    Science.gov (United States)

    Kim, Namhyoung; Lee, Younhee

    2018-02-01

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

  2. On the Relativistic Correction of Particles Trajectory in Tandem Type Electrostatic Accelerator

    Science.gov (United States)

    Minárik, Stanislav

    2015-08-01

    A constant potential is applied to the acceleration of the ion-beam in the tandem type electrostatic accelerator. However, not just one voltage is applied, but instead a number of applications can be made in succession by means of the tandem arrangement of high voltage tubes. This number of voltage applications, which is the number of so-called "stages" of a tandem accelerator, may be two, three, or four, depending on the chosen design. Electrostatic field with approximately constant intensity acts on ions in any stage. In general, non-relativistic dynamics is used for the description of the ion transport in tandem accelerator. Energies of accelerated ions are too low and relativistic effects cannot be commonly observed by standard experimental technique. Estimation of possible relativistic correction of ion trajectories is therefore only a matter of calculation. In this note, we briefly present such calculation. Our aim is to show how using the relativistic dynamics modifies the particles trajectory in tandem type accelerator and what parameters determine this modification.

  3. Axisymmetric tandem mirror stabilized by a magnetic limiter

    International Nuclear Information System (INIS)

    Kesner, J.; Post, R.S.; Lane, B.

    1985-06-01

    In order to stabilize MHD-like, fast growing m = 1 fluctuations in the central cell of a tandem mirror we propose the introduction of a magnetic limiter. The magnetic limiter would create a ring null in the magnetic field. Electrons which enter the null can stream azimuthally and thereby ''short-circuit'' m = 1 fluctuations. Some pressure could be maintained on the separatrix flux surface by locating the null on a local magnetic maxima or by axial plugging. This scheme introduces the possibility of a fully axisymmetric tandem mirror

  4. Overview and direction in the tandem mirror program

    International Nuclear Information System (INIS)

    Thomassen, K.I.

    1983-04-01

    There are two main thrusts to the tandem mirror program at the present time. One is to gather the experimental data base to verify the axicell thermal-barrier concept and the other to improve the end plugs for tandems. With such improvements one might approach the ideal fusion reactor, a simple solenoid of modular elements whose ends are but a modest perturbation on the configuration from both a cost and technological viewpoint. Progress toward these two goals is discussed here, and the directions to be taken in the immediate future are described

  5. 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.

  6. Development of an advanced spacecraft tandem mass spectrometer

    Science.gov (United States)

    Drew, Russell C.

    1992-03-01

    The purpose of this research was to apply current advanced technology in electronics and materials to the development of a miniaturized Tandem Mass Spectrometer that would have the potential for future development into a package suitable for spacecraft use. The mass spectrometer to be used as a basis for the tandem instrument would be a magnetic sector instrument, of Nier-Johnson configuration, as used on the Viking Mars Lander mission. This instrument configuration would then be matched with a suitable second stage MS to provide the benefits of tandem MS operation for rapid identification of unknown organic compounds. This tandem instrument is configured with a newly designed GC system to aid in separation of complex mixtures prior to MS analysis. A number of important results were achieved in the course of this project. Among them were the development of a miniaturized GC subsystem, with a unique desorber-injector, fully temperature feedback controlled oven with powered cooling for rapid reset to ambient conditions, a unique combination inlet system to the MS that provides for both membrane sampling and direct capillary column sample transfer, a compact and ruggedized alignment configuration for the MS, an improved ion source design for increased sensitivity, and a simple, rugged tandem MS configuration that is particularly adaptable to spacecraft use because of its low power and low vacuum pumping requirements. The potential applications of this research include use in manned spacecraft like the space station as a real-time detection and warning device for the presence of potentially harmful trace contaminants of the spacecraft atmosphere, use as an analytical device for evaluating samples collected on the Moon or a planetary surface, or even use in connection with monitoring potentially hazardous conditions that may exist in terrestrial locations such as launch pads, environmental test chambers or other sensitive areas. Commercial development of the technology

  7. Volatile aroma components and MS-based electronic nose profiles of dogfruit (Pithecellobium jiringa and stink bean (Parkia speciosa

    Directory of Open Access Journals (Sweden)

    Yonathan Asikin

    2018-01-01

    Full Text Available Dogfruit (Pithecellobium jiringa and stink bean (Parkia speciosa are two typical smelly legumes from Southeast Asia that are widely used in the cuisines of this region. Headspace/gas chromatography/flame ionization detection analysis and mass spectrometry (MS-based electronic nose techniques were applied to monitor ripening changes in the volatile flavor profiles of dogfruit and stink bean. Compositional analysis showed that the ripening process greatly influenced the composition and content of the volatile aroma profiles of these two smelly food materials, particularly their alcohol, aldehyde, and sulfur components. The quantity of predominant hexanal in stink bean significantly declined (P < 0.05 during the ripening process, whereas the major volatile components of dogfruit changed from 3-methylbutanal and methanol in the unripe state to acetaldehyde and ethanol in the ripe bean. Moreover, the amount of the typical volatile flavor compound 1,2,4-trithiolane significantly increased (P < 0.05 in both ripened dogfruit and stink bean from 1.70 and 0.93%, to relative amounts of 19.97 and 13.66%, respectively. MS-based nose profiling gave further detailed differentiation of the volatile profiles of dogfruit and stink bean of various ripening stages through multivariate statistical analysis, and provided discriminant ion masses, such as m/z 41, 43, 58, 78, and 124, as valuable “digital fingerprint” dataset that can be used for fast flavor monitoring of smelly food resources.

  8. 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.

  9. Detailed characterization of glycosylated sensory-active volatile phenols in smoke-exposed grapes and wine.

    Science.gov (United States)

    Noestheden, Matthew; Dennis, Eric G; Romero-Montalvo, Eduardo; DiLabio, Gino A; Zandberg, Wesley F

    2018-09-01

    The exposure of Vitis vinifera L. vines to smoke from wildland fires can alter the chemical composition of the berries, such that the resulting wine can possess a defect known as smoke-taint. This work constitutes a complete method for the analysis of simple volatile phenol glycosides (VP-glycosides) that can be elevated in berries and wine following smoke exposure. We synthesized 16 model VP-glycosides, four of which are not reported previously, to facilitate method development. Fragmentation analysis using high-resolution accurate-mass spectrometry demonstrated that the glycone and aglycone influenced the fragmentation pattern of VP-glycosides. Diagnostic fragmentation patterns for the synthesized VP-glycosides were applied to identify several VP-glycosides in smoke-exposed berries and wine. The fragmentation pattern of VP-disaccharides should facilitate the characterization of modified glycones. Putative non-VP glycosides elevated in smoke-exposed berries are demonstrated for the first time. In tandem with VP-glycosides, such compounds may contribute to the expression of smoke taint. Copyright © 2018 Elsevier Ltd. All rights reserved.

  10. Multifractal analysis of implied volatility in index options

    Science.gov (United States)

    Oh, GabJin

    2014-06-01

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

  11. On the Relativistic Correction of Particles Trajectory in Tandem Type Electrostatic Accelerator

    OpenAIRE

    Minárik Stanislav

    2015-01-01

    A constant potential is applied to the acceleration of the ion-beam in the tandem type electrostatic accelerator. However, not just one voltage is applied, but instead a number of applications can be made in succession by means of the tandem arrangement of high voltage tubes. This number of voltage applications, which is the number of so-called "stages" of a tandem accelerator, may be two, three, or four, depending on the chosen design. Electrostatic field with approximately constant intensit...

  12. 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)

  13. A comparison between tandem and ovoids and interstitial gynecologic template brachytherapy dosimetry using a hypothetical computer model

    International Nuclear Information System (INIS)

    Hsu, I-Chow J.; Speight, Joycelyn; Hai, Jenny; Vigneault, Eric; Phillips, Theodore; Pouliot, Jean

    2002-01-01

    coverage of the region lateral to the cervix. Smaller volumes of the vagina and uterine fundus received the full dose from the interstitial implant. The cumulative dose-volume histograms revealed larger high-dose regions within the treatment volume for the intracavitary system. The volumes receiving ≥180% of the prescription dose were 31 cc and 17 cc for the intracavitary system and interstitial system, respectively. The isodose lines showed that most of this difference results from the high-dose region around the tandem. The percentage dose-volume histograms showed that a larger percentage of cervix received a higher dose in the intracavitary system. Fifty-two percent of the target volume received 200% or higher of the prescription dose with tandem and ovoids, compared with only 20% with the template system. Analysis of dose points outside of the 100% isodose lines showed a slightly more rapid dose drop-off with the interstitial system compared to the intracavitary system. Point doses at 20, 25, and 30 mm from the tandem in the interstitial system were 100%, 69%, and 51% of prescribed dose, and from the intracavitary system were 101%, 76%, and 58%, respectively. Conclusions: Our dosimetric analysis revealed a better coverage in the parametrial regions, but underdosage of the central cervical region, for the interstitial system. On the other hand, because of the increased distance of source to dose point, there is a more rapid dose drop-off outside the treated volume with the interstitial system, which has the potential to improve tissue sparing. Based on this analysis, we caution against using a radiotherapy system with a homogenous central dose distribution when treating cervical cancer with an intact uterus. We recommend differential loading of the implant catheters with the majority of dose delivered from the tandem when using an interstitial GYN template with remote afterloader

  14. Building biomarker libraries with novel chemical sensors: correlating differential mobility spectrometer signal outputs with mass spectrometry data

    International Nuclear Information System (INIS)

    Schivo, Michael; Kenyon, Nicholas J; Aksenov, Alexander A; Bardaweel, Hamzeh; Zhao Weixiang; Davis, Cristina E

    2011-01-01

    Gas chromatography/mass spectrometry (GC/MS) is a widely used analytic tool for qualitative and quantitative analysis of volatile and semi-volatile compounds. However, GC/MS use is limited by its large size, lack of portability, high cost and inherent complexity. Smaller instruments capable of high-throughput analysis of volatile compounds have the potential of combining MS-like sensitivity with portability. The micromachined differential mobility spectrometer (DMS) is a miniature sensor capable of registering volatile compounds in sub-parts-per-million (ppm) concentrations. It is small, portable, and can be coupled with multiple other compound separation methods. Here we describe paired volatile sample analyses using both GC/MS and GC/DMS which show that the DMS is capable of registering known compounds as verified by MS. Furthermore, we show that MS can be used to help build a library for our unique DMS sensor outputs and detect compounds in chemically complex backgrounds.

  15. Building biomarker libraries with novel chemical sensors: correlating differential mobility spectrometer signal outputs with mass spectrometry data

    Energy Technology Data Exchange (ETDEWEB)

    Schivo, Michael; Kenyon, Nicholas J [Division of Pulmonary and Critical Care Medicine, Genome and Biomedical Sciences Facility, University of California, Davis, CA 95616 (United States); Aksenov, Alexander A; Bardaweel, Hamzeh; Zhao Weixiang; Davis, Cristina E, E-mail: cedavis@ucdavis.edu [Department of Mechanical and Aerospace Engineering, One Shields Avenue, University of California, Davis, CA 95616 (United States)

    2011-10-29

    Gas chromatography/mass spectrometry (GC/MS) is a widely used analytic tool for qualitative and quantitative analysis of volatile and semi-volatile compounds. However, GC/MS use is limited by its large size, lack of portability, high cost and inherent complexity. Smaller instruments capable of high-throughput analysis of volatile compounds have the potential of combining MS-like sensitivity with portability. The micromachined differential mobility spectrometer (DMS) is a miniature sensor capable of registering volatile compounds in sub-parts-per-million (ppm) concentrations. It is small, portable, and can be coupled with multiple other compound separation methods. Here we describe paired volatile sample analyses using both GC/MS and GC/DMS which show that the DMS is capable of registering known compounds as verified by MS. Furthermore, we show that MS can be used to help build a library for our unique DMS sensor outputs and detect compounds in chemically complex backgrounds.

  16. Status of tandem mirror theory

    International Nuclear Information System (INIS)

    Baldwin, D.E.

    1979-01-01

    This report contains the text and slides used for the review talk on tandem mirror theory presented at the meeting of the Division of Plasma Physics, A.P.S., Boston, MA, November 12-16, 1979. Topics covered include classical confinement, equilibria, MHD- and micro-stability, radial transport, and thermal barriers

  17. Design and long-term monitoring of DSC/CIGS tandem solar module

    International Nuclear Information System (INIS)

    Vildanova, M F; Nikolskaia, A B; Kozlov, S S; Shevaleevskiy, O I

    2015-01-01

    This paper describes the design and development of tandem dye-sensitized/Cu(In, Ga)Se (DSC/CIGS) PV modules. The tandem PV module comprised of the top DSC module and a bottom commercial 0,8 m 2 CIGS module. The top DSC module was made of 10 DSC mini-modules with the field size of 20 × 20 cm 2 each. Tandem DSC/CIGS PV modules were used for providing the long-term monitoring of energy yield and electrical parameters in comparison with standalone CIGS modules under outdoor conditions. The outdoor test facility, containing solar modules of both types and a measurement unit, was located on the roof of the Institute of Biochemical Physics in Moscow. The data obtained during monitoring within the 2014 year period has shown the advantages of the designed tandem DSC/CIGS PV-modules over the conventional CIGS modules, especially for cloudy weather and low-intensity irradiation conditions. (paper)

  18. A review of the volatiles from the healthy human body.

    Science.gov (United States)

    de Lacy Costello, B; Amann, A; Al-Kateb, H; Flynn, C; Filipiak, W; Khalid, T; Osborne, D; Ratcliffe, N M

    2014-03-01

    A compendium of all the volatile organic compounds (VOCs) emanating from the human body (the volatolome) is for the first time reported. 1840 VOCs have been assigned from breath (872), saliva (359), blood (154), milk (256), skin secretions (532) urine (279), and faeces (381) in apparently healthy individuals. Compounds were assigned CAS registry numbers and named according to a common convention where possible. The compounds have been grouped into tables according to their chemical class or functionality to permit easy comparison. Some clear differences are observed, for instance, a lack of esters in urine with a high number in faeces. Careful use of the database is needed. The numbers may not be a true reflection of the actual VOCs present from each bodily excretion. The lack of a compound could be due to the techniques used or reflect the intensity of effort e.g. there are few publications on VOCs from blood compared to a large number on VOCs in breath. The large number of volatiles reported from skin is partly due to the methodologies used, e.g. collecting excretions on glass beads and then heating to desorb VOCs. All compounds have been included as reported (unless there was a clear discrepancy between name and chemical structure), but there may be some mistaken assignations arising from the original publications, particularly for isomers. It is the authors' intention that this database will not only be a useful database of VOCs listed in the literature, but will stimulate further study of VOCs from healthy individuals. Establishing a list of volatiles emanating from healthy individuals and increased understanding of VOC metabolic pathways is an important step for differentiating between diseases using VOCs.

  19. Single P-N junction tandem photovoltaic device

    Science.gov (United States)

    Walukiewicz, Wladyslaw [Kensington, CA; Ager, III, Joel W.; Yu, Kin Man [Lafayette, CA

    2011-10-18

    A single P-N junction solar cell is provided having two depletion regions for charge separation while allowing the electrons and holes to recombine such that the voltages associated with both depletion regions of the solar cell will add together. The single p-n junction solar cell includes an alloy of either InGaN or InAlN formed on one side of the P-N junction with Si formed on the other side in order to produce characteristics of a two junction (2J) tandem solar cell through only a single P-N junction. A single P-N junction solar cell having tandem solar cell characteristics will achieve power conversion efficiencies exceeding 30%.

  20. Major maintenance of the Munich MP-tandem

    International Nuclear Information System (INIS)

    Muenzer, H.; Carli, W.; Hartung, P.; Jakob, H.; Nocker, H.; Rohrer, L.; Schnitter, H.; Assmann, W.; Maier, H.J.; Machlitt, N.; Steffens, H.

    1988-01-01

    Several measures have been taken to restore the voltage performance of the Munich tandem. 1. All accelerator tubes were reconditioned by sandblasting, new electrodes and diaphragms were inserted and preassembled groups of tubes were baked in high vacuum. 2. All other vacuum components were cleaned, baked in high vacuum and partly pressure leak tested outside the tandem. 3. High voltage tests were performed with tubes. Without portico voltages up to 16 MV were obtained, with portico up to 17.5 MV. 4. Some modifications (e.g. infrared light links) were introduced. The shutdown lasted 6 months. In March 1987 beam operation was resumed at moderate terminal voltages, interrupted by intervals of soft conditioning. (orig.)

  1. Comparative assessment of software for non-targeted data analysis in the study of volatile fingerprint changes during storage of a strawberry beverage.

    Science.gov (United States)

    Morales, M L; Callejón, R M; Ordóñez, J L; Troncoso, A M; García-Parrilla, M C

    2017-11-03

    Five free software packages were compared to assess their utility for the non-targeted study of changes in the volatile profile during the storage of a novel strawberry beverage. AMDIS coupled to Gavin software turned out to be easy to use, required the minimum handling for subsequent data treatment and its results were the most similar to those obtained by manual integration. However, AMDIS coupled to SpectConnect software provided more information for the study of volatile profile changes during the storage of strawberry beverage. During storage, volatile profile changed producing the differentiation among the strawberry beverage stored at different temperatures, and this difference increases as time passes; these results were also supported by PCA. As expected, it seems that cold temperature is the best way of preservation for this product during long time storage. Variable Importance in the Projection (VIP) and correlation scores pointed out four volatile compounds as potential markers for shelf-life of our strawberry beverage: 2-phenylethyl acetate, decanoic acid, γ-decalactone and furfural. Copyright © 2017 Elsevier B.V. All rights reserved.

  2. Feedback stabilized tandem Fabry-Perot interferometer

    International Nuclear Information System (INIS)

    Fukushima, Hiroyuki; Ito, Mikio; Shirasu, Hiroshi.

    1986-01-01

    A new system for measuring the isotopic ratio of uranium, in which two plane-type Fabry-Perot interferometers (tandem FP) are connected in series. The parallelism between the two FPs is achieved automatically by a feedback control mechanism based on laser interference fringe monitoring. The structure of the tandem FP, feedback control system, automatic parallelism adjustment mechanism and wavelength synchronization mechanism are described in detail. For experiments, a hollow cathode discharge tube of a pulse discharge type is employed. Measurements are made to determine the effects of pulse width on the 238 U peak height of 502.7 nm line, recorder traces of 235 U and 238 U lines, half width for 238 U component of the 502.7 nm line, SN ratio, reproducibility of the 235 U/ 238 U peak height ratio and 235 U/ 238 U intensity ratio. Considerations are made on the spectral line width, contrast, transmission factor, and stability of automatic parallelism control and wavelength synchronization. Results obtained indicates that a single-type interferometer would serve adequately for measuring the 235 U/ 238 U ratio if the automatic parallelism control developed here is used. The ultimate object of the tandem system is to make measurement of 236 U. Satisfactory results have not obtained as yet, but most likely the present system would make it possible if a light source of a higher intensity and advanced photometric techniques are developed. (Nogami, K.)

  3. 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.

  4. Status of the Catania tandem as injector of the superconducting cyclotron

    International Nuclear Information System (INIS)

    Ciavola, G.; Cuttone, G.; Raia, G.

    1990-01-01

    The Catania LNS tandem facility is operating since 1984. The status and the main modifications of the accelerator during these years are described and the performance obtained is reported. A superconducting cyclotron will be installed at the LNS facility as tandem booster; the main progress is presented. (orig.)

  5. Macroeconomic Volatility and Welfare in Developing Countries

    OpenAIRE

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

    2007-01-01

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

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

    OpenAIRE

    E. Borgonovo; PERCOCO M

    2007-01-01

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

  7. Volatile liquid storage system

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  8. Bacterial contribution to iodine volatilization in the environment

    Energy Technology Data Exchange (ETDEWEB)

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

    2003-09-01

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

  9. Size distributions of non-volatile particle residuals (Dp<800 nm at a rural site in Germany and relation to air mass origin

    Directory of Open Access Journals (Sweden)

    T. Tuch

    2007-11-01

    Full Text Available Atmospheric aerosol particle size distributions at a continental background site in Eastern Germany were examined for a one-year period. Particles were classified using a twin differential mobility particle sizer in a size range between 3 and 800 nm. As a novelty, every second measurement of this experiment involved the removal of volatile chemical compounds in a thermodenuder at 300°C. This concept allowed to quantify the number size distribution of non-volatile particle cores – primarily associated with elemental carbon, and to compare this to the original non-conditioned size distribution. As a byproduct of the volatility analysis, new particles originating from nucleation inside the thermodenuder can be observed, however, overwhelmingly at diameters below 6 nm. Within the measurement uncertainty, every particle down to particle sizes of 15 nm is concluded to contain a non-volatile core. The volume fraction of non-volatile particulate matter (non-conditioned diameter < 800 nm varied between 10 and 30% and was largely consistent with the experimentally determined mass fraction of elemental carbon. The average size of the non-volatile particle cores was estimated as a function of original non-conditioned size using a summation method, which showed that larger particles (>200 nm contained more non-volatile compounds than smaller particles (<50 nm, thus indicating a significantly different chemical composition. Two alternative air mass classification schemes based on either, synoptic chart analysis (Berliner Wetterkarte or back trajectories showed that the volume and number fraction of non-volatile cores depended less on air mass than the total particle number concentration. In all air masses, the non-volatile size distributions showed a more and a less volatile ("soot" mode, the latter being located at about 50 nm. During unstable conditions and in maritime air masses, smaller values were observed compared to stable or continental conditions

  10. 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...

  11. 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 ...

  12. Dinuclear Tetrapyrazolyl Palladium Complexes Exhibiting Facile Tandem Transfer Hydrogenation/Suzuki Coupling Reaction of Fluoroarylketone

    KAUST Repository

    Dehury, Niranjan

    2016-07-18

    Herein, we report an unprecedented example of dinuclear pyrazolyl-based Pd complexes exhibiting facile tandem catalysis for fluoroarylketone: Tetrapyrazolyl di-palladium complexes with varying Pd-Pd distances efficiently catalyze the tandem reaction involving transfer hydrogenation of fluoroarylketone to the corresponding alcohol and Suzuki-Miyaura cross coupling reaction of the resulting fluoroarylalcohol under moderate reaction conditions, to biaryl alcohol. The complex with the shortest Pd-Pd distance exhibits the highest tandem activity among its di-metallic analogues, and exceeds in terms of activity and selectivity the analogous mononuclear compound. The kinetics of the reaction indicates clearly that reductive transformation of haloarylketone into haloaryalcohol is the rate determining step in the tandem reaction. Interestingly while fluoroarylketone undergoes the multistep tandem catalysis, the chloro- and bromo-arylketones undergo only a single step C-C coupling reaction resulting in biarylketone as the final product. Unlike the pyrazole based Pd compounds, the precursor PdCl2 and the phosphine based relevant complexes (PPh3)2PdCl2 and (PPh3)4Pd are found to be unable to exhibit the tandem catalysis.

  13. Empirical Analysis of Stochastic Volatility Model by Hybrid Monte Carlo Algorithm

    International Nuclear Information System (INIS)

    Takaishi, Tetsuya

    2013-01-01

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

  14. Fast atom bombardment tandem mass spectrometry of carotenoids

    Energy Technology Data Exchange (ETDEWEB)

    van Breeman, R.B. [Univ. of Illinois, Chicago, IL (United States); Schmitz, H.H.; Schwartz, S.J. [North Carolina State Univ., Raleigh, NC (United States)

    1995-02-01

    Positive ion fast atom bombardment (FAB) tandem mass spectrometry (MS-MS) using a double-focusing mass spectrometer with linked scanning at constant B/E and high-energy collisionally activated dissociation (CAD) was used to differentiate 17 different cartenoids, including {beta}-apo-8{prime}- carotenal, astaxanthin, {alpha}-carotene, {beta}-carotene, {gamma}-carotene, {zeta}-carotene, canthaxanthin, {beta}-cryptoxanthin, isozeaxanthin bis (pelargonate), neoxanthin, neurosporene, nonaprene, lutein, lycopene, phytoene, phytofluene, and zeaxanthin. The carotenoids were either synthetic or isolated from plant tissues. The use of FAB ionization minimized degradation or rearrangement of the carotenoid structures due to the inherent thermal instability generally ascribed to these compounds. Instead of protonated molecules, both polar xanthophylls and nonpolar carotenes formed molecular ions, M{sup {center_dot}+}, during FAB ionization. Following collisionally activated dissociation, fragment ions of selected molecular ion precursors showed structural features indicative of the presence of hydroxyl groups, ring systems, ester groups, and aldehyde groups and the extent of aliphatic polyene conjugation. The fragmentation patterns observed in the mass spectra herein may be used as a reference for the structural determination of carotenoids isolated from plant and animal tissues. 18 refs., 4 figs.

  15. 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.

  16. 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.

  17. Bias-reduced estimation of long memory stochastic volatility

    DEFF Research Database (Denmark)

    Frederiksen, Per; Nielsen, Morten Ørregaard

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

  18. 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.

  19. Investment timing under hybrid stochastic and local volatility

    International Nuclear Information System (INIS)

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

    2014-01-01

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

  20. Substructure of a Tunisian Berber population as inferred from 15 autosomal short tandem repeat loci.

    Science.gov (United States)

    Khodjet-El-Khil, Houssein; Fadhlaoui-Zid, Karima; Gusmão, Leonor; Alves, Cíntia; Benammar-Elgaaied, Amel; Amorim, Antonio

    2008-08-01

    Currently, language and cultural practices are the only criteria to distinguish between Berber autochthonous Tunisian populations. To evaluate these populations' possible genetic structure and differentiation, we have analyzed 15 autosomal short tandem repeat loci (CSF1PO, D3S1358, D5S818, D7S820, D8S1179, D13S317, D16S539, D18S51, D21S11, FGA, TH01, TPOX, VWA, D2S1338, and D19S433) in three southern Tunisian Berber groups: Sened, Matmata, and Chenini-Douiret. The exact test of population differentiation based on allele frequencies at the 15 loci shows significant P values at 7 loci between Chenini-Douiret and both Sened and Matmata, whereas just 5 loci show significant P values between Sened and Matmata. Comparative analyses between the three Berber groups based on genetic distances show that P values for F(ST) distances are significant between the three Berber groups. Population analysis performed using Structure shows a clear differentiation between these Berber groups, with strong genetic isolation of Chenini-Douiret. These results confirm at the autosomal level the high degree of heterogeneity of Tunisian Berber populations that had been previously reported for uniparental markers.

  1. Accelerator mass analysis at tandem accelerator in Kyoto University

    Energy Technology Data Exchange (ETDEWEB)

    Nakamura, Masanobu; Tazawa, Yuji; Matsumoto, Hiroshi; Hirose, Masanori [Kyoto Univ. (Japan). Faculty of Science; Ogino, Koya; Kohno, Masuchika; Funaba, Hiroyuki

    1996-12-01

    Tandem accelerator in Science Faculty, Kyoto University was renewed from 5 MV in the highest terminal voltage of Van de Graaff to 8 MV of Peletron in 1992. And, AMS effective for cosmic ray, dating, environment measurement and so forth is determined to a column of collaborative studies by universities and institutes in Japan. On this renewal, because of using high energy beam transportation of the present tandem accelerator, super high sensitivity measurement of long half-life radioactive isotopes of heavy elements such as {sup 36}Cl, {sup 41}Ca, {sup 129}I and so forth is aimed, although having some limitations due to small magnet. The accelerator is active in characteristics of the middle size tandem accelerator, and developing {sup 14}C measurement for its standard technology, as aiming at {sup 36}Cl measurement, at first. As a result, in this tandem accelerator stable and high beam transmittance could be obtained by adding a slit at negative ion source to make emittance of incident beam smaller. {sup 14}C/{sup 12}C ratio of Modan`s sample obtained by graphitizing NBS oxalic acid and Ded`s sample consisting of mineral graphite produced in Sri Lanka are measured to confirm better reproductivity of this system. Future development of successive incident method is planned to test actual carbon samples. (G.K.)

  2. Determination of 5-fluorouracil in plasma with HPLC-tandem mass spectrometry

    NARCIS (Netherlands)

    van Kuilenburg, A. B. P.; van Lenthe, H.; Maring, J. G.; van Gennip, A. H.

    2006-01-01

    In this article, we describe a fast and specific method to measure 5FU with HPLC tandem-mass spectrometry. Reversed-phase HPLC was combined with electrospray ionization tandem mass spectrometry and detection was performed by multiple-reaction monitoring. Stable-isotope-labeled 5FU (1,3-15N2-5FU) was

  3. Hybrid tandem quantum dot/organic photovoltaic cells with complementary near infrared absorption

    KAUST Repository

    Kim, Taesoo

    2017-06-01

    Monolithically integrated hybrid tandem solar cells that effectively combine solution-processed colloidal quantum dot (CQD) and organic bulk heterojunction subcells to achieve tandem performance that surpasses the individual subcell efficiencies have not been demonstrated to date. In this work, we demonstrate hybrid tandem cells with a low bandgap PbS CQD subcell harvesting the visible and near-infrared photons and a polymer:fullerene—poly (diketopyrrolopyrrole-terthiophene) (PDPP3T):[6,6]-phenyl-C60-butyric acid methyl ester (PC61BM)—top cell absorbing effectively the red and near-infrared photons of the solar spectrum in a complementary fashion. The two subcells are connected in series via an interconnecting layer (ICL) composed of a metal oxide layer, a conjugated polyelectrolyte, and an ultrathin layer of Au. The ultrathin layer of Au forms nano-islands in the ICL, reducing the series resistance, increasing the shunt resistance, and enhancing the device fill-factor. The hybrid tandems reach a power conversion efficiency (PCE) of 7.9%, significantly higher than the PCE of the corresponding individual single cells, representing one of the highest efficiencies reported to date for hybrid tandem solar cells based on CQD and polymer subcells.

  4. Modelling of tandem cell temperature coefficients

    Energy Technology Data Exchange (ETDEWEB)

    Friedman, D.J. [National Renewable Energy Lab., Golden, CO (United States)

    1996-05-01

    This paper discusses the temperature dependence of the basic solar-cell operating parameters for a GaInP/GaAs series-connected two-terminal tandem cell. The effects of series resistance and of different incident solar spectra are also discussed.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    1961-07-01

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

  6. 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

  7. On the Relativistic Correction of Particles Trajectory in Tandem Type Electrostatic Accelerator

    Directory of Open Access Journals (Sweden)

    Minárik Stanislav

    2015-08-01

    Full Text Available A constant potential is applied to the acceleration of the ion-beam in the tandem type electrostatic accelerator. However, not just one voltage is applied, but instead a number of applications can be made in succession by means of the tandem arrangement of high voltage tubes. This number of voltage applications, which is the number of so-called "stages" of a tandem accelerator, may be two, three, or four, depending on the chosen design. Electrostatic field with approximately constant intensity acts on ions in any stage.

  8. Simulation of tandem hydrofoils by finite volume method with moving grid system; Henkei koshi wo tsukatta yugen taisekiho ni yoru tandem suichuyoku no simulation

    Energy Technology Data Exchange (ETDEWEB)

    Kawashima, H. [Ship Research Inst., Tokyo (Japan); Miyata, H. [The University of Tokyo, Tokyo (Japan). Faculty of Engineering

    1996-12-31

    With an objective to clarify possibility of application of time-advancing calculated fluid dynamic (CFD) simulation by using a finite volume method with moving grid system, a simulation was performed on motion of a ship with hydrofoils including the control system therein. The simulation consists of a method that couples a moving grid system technology, an equation of motion, and the control system. Complex interactions between wings and with free surface may be considered automatically by directly deriving fluid force from a flow field by using the CFD. In addition, two-dimensional flows around tandem hydrofoils were calculated to solve the motion problem within a vertical plane. As a result, the following results were obtained: a finite volume method using a dynamic moving grid system method was applied to problems in non-steady tandem hydrofoils to show its usefulness; a method that couples the CFD with the equation of motion was applied to the control problems in the tandem hydrofoils to show possibility of a new technology for simulating motions; and a simulation that considers such wing interference as wave creation, discharged vortices, and associated flows was shown useful to understand characteristics of the tandem hydrofoils. 13 refs., 14 figs.

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

    DEFF Research Database (Denmark)

    Barletta, Andrea; Nicolato, Elisa; Pagliarani, Stefano

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

  10. Release of volatile mercury from vascular plants

    Science.gov (United States)

    Siegel, S. M.; Puerner, N. J.; Speitel, T. W.

    1974-01-01

    Volatile, organic solvent soluble mercury has been found in leaves and seeds of several angiosperms. Leaves of garlic vine, avocado, and haole-koa release mercury in volatile form rapidly at room temperature. In garlic vine, the most active release is temperature dependent, but does not parallel the vapor-pressure temperature relationship for mercury. Mercury can be trapped in nitric-perchloric acid digestion fluid, or n-hexane, but is lost from the hexane unless the acid mixture is present. Seeds of haole-koa also contain extractable mercury but volatility declines in the series n-hexane (90%), methanol (50%), water (10%). This suggests that reduced volatility may accompany solvolysis in the more polar media.

  11. 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.

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

    Science.gov (United States)

    Kim, Saejoon

    2018-01-01

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

  13. Tandem photovoltaic solar cells and increased solar energy conversion efficiency

    Science.gov (United States)

    Loferski, J. J.

    1976-01-01

    Tandem photovoltaic cells, as proposed by Jackson (1955) to increase the efficiency of solar energy conversion, involve the construction of a system of stacked p/n homojunction photovoltaic cells composed of different semiconductors. It had been pointed out by critics, however, that the total power which could be extracted from the cells in the stack placed side by side was substantially greater than the power obtained from the stacked cells. A reexamination of the tandem cell concept in view of the development of the past few years is conducted. It is concluded that the use of tandem cell systems in flat plate collectors, as originally envisioned by Jackson, may yet become feasible as a result of the development of economically acceptable solar cells for large scale terrestrial power generation.

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

    Science.gov (United States)

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

    2017-01-01

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

  15. 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.

  16. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

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

  17. 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.

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

    Directory of Open Access Journals (Sweden)

    Christian Conrad

    2018-05-01

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

  19. A Jump Diffusion Model for Volatility and Duration

    DEFF Research Database (Denmark)

    Wei, Wei; Pelletier, Denis

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

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

    International Nuclear Information System (INIS)

    Madowitz, M.; Novan, K.

    2013-01-01

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

  1. Biogenic volatile emissions from the soil.

    Science.gov (United States)

    Peñuelas, J; Asensio, D; Tholl, D; Wenke, K; Rosenkranz, M; Piechulla, B; Schnitzler, J P

    2014-08-01

    Volatile compounds are usually associated with an appearance/presence in the atmosphere. Recent advances, however, indicated that the soil is a huge reservoir and source of biogenic volatile organic compounds (bVOCs), which are formed from decomposing litter and dead organic material or are synthesized by underground living organism or organs and tissues of plants. This review summarizes the scarce available data on the exchange of VOCs between soil and atmosphere and the features of the soil and particle structure allowing diffusion of volatiles in the soil, which is the prerequisite for biological VOC-based interactions. In fact, soil may function either as a sink or as a source of bVOCs. Soil VOC emissions to the atmosphere are often 1-2 (0-3) orders of magnitude lower than those from aboveground vegetation. Microorganisms and the plant root system are the major sources for bVOCs. The current methodology to detect belowground volatiles is described as well as the metabolic capabilities resulting in the wealth of microbial and root VOC emissions. Furthermore, VOC profiles are discussed as non-destructive fingerprints for the detection of organisms. In the last chapter, belowground volatile-based bi- and multi-trophic interactions between microorganisms, plants and invertebrates in the soil are discussed. © 2014 John Wiley & Sons Ltd.

  2. The PSI/ETH tandem accelerator facility

    Energy Technology Data Exchange (ETDEWEB)

    Synal, H.A.; Doebeli, M.; Fuhrmann, H.; Kubik, P.W.; Nebiker, P.W. [Paul Scherrer Inst. (PSI), Villigen (Switzerland)] [and others

    1997-09-01

    The 1996 operation of the PSI/ETH tandem accelerator at ETH Hoenggerberg is summarised with a detailed compilation of the beam time statistics and the statistics of AMS samples for the different radioisotopes and for the major fields of research. (author) 2 tab.

  3. Current results of the tandem mirror experiment

    International Nuclear Information System (INIS)

    Drake, R.P.

    1980-01-01

    The basic operating characteristics of the Tandem Mirror Experiment, (TMX) at the Lawrence Livermore Laboratory in the USA have been established. Tandem-mirror plasmas have been produced using neutral-beam-fueled end plugs and a gas-fueled center cell. An axial potential well between the end plugs has been measured. There is direct evidence that this potential well enhances the axial confinement of the center-cell ions. The observed densities and loss currents are consistent with preliminary studies of the particle sources and losses near the magnetic axis. The observed confinement is consistent with theory when plasma fluctuations are low. When the requirement of drift-cyclotron loss-cone mode stability is violated, the plasma fluctuations degrade the center-cell confinement

  4. Differentiation of 2- and 6-isomers of (2-dimethylaminopropylbenzofuran by tandem mass spectrometry

    Directory of Open Access Journals (Sweden)

    V. A. Shevyrin

    2016-07-01

    Full Text Available Reliable identification of new psychoactive substances of 2-(2-methylaminopropylbenzofuran and 6-(2-methylaminopropylbenzofuran is problematic when analyzing by gas chromatography–mass spectrometry method. It found that these two isomers can be reliably differentiated by MS/MS spectra obtained by collision-induced dissociation of their protonated molecules.

  5. The Forecast Performance of Competing Implied Volatility Measures

    DEFF Research Database (Denmark)

    Tsiaras, Leonidas

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

  6. 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

  7. CHEMICAL INVESTIGATION OF THE VOLATILE CONSTITUENTS ...

    African Journals Online (AJOL)

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

  8. Long Memory in STOCK Market Volatility: the International Evidence

    Science.gov (United States)

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

    2012-08-01

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

  9. Present status of tandem accelerator in Japan Atomic Energy Research Institute

    Energy Technology Data Exchange (ETDEWEB)

    Yoshida, Tadashi; Kanda, Susumu; Takeuchi, Suehiro [Japan Atomic Energy Research Inst., Tokai, Ibaraki (Japan). Tokai Research Establishment

    1996-12-01

    The tandem accelerator in Japan Atomic Energy Research Institute was made by NEC in USA. Since it is the accelerator of turning-up structure, it has large magnet at the high voltage terminal, and supplies electric power by driving a generator with large diameter shaft. The control is carried out by CAMUCK, and the electronic circuit is protected from the surging arising due to discharge. Since the experiment on full scale was begun, 14 years have elapsed, and at present, it became a very stable accelerator. As to the operation mode, the acceleration voltage is limited to below 17 MV. The operation voltage and the state of operation are shown. Recently, the troubles of chains originating in oil have occurred. The adjustment of the tandem accelerator requires more than one month. The adjustment is mainly related to the chains and shafts, and this is explained. The ion source used for the tandem accelerator at present is the negative ion source made by NEC. The installation of an ECR ion source is planned. The utilization of the tandem accelerator system is reported. (K.I.)

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

    NARCIS (Netherlands)

    Gardebroek, C.; Hernandez, M.A.

    2013-01-01

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

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

    NARCIS (Netherlands)

    Gardebroek, C.; Hernandez, M.A.

    2012-01-01

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

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

    NARCIS (Netherlands)

    Hernandez, M.A.; Gardebroek, C.

    2012-01-01

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

  13. Option Valuation with Observable Volatility and Jump Dynamics

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

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

  14. Option Valuation with Observable Volatility and Jump Dynamics

    DEFF Research Database (Denmark)

    Christoffersen, Peter; Feunoua, Bruno; Jeon, Yoontae

    2015-01-01

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

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

    Science.gov (United States)

    Cheong, Chin Wen

    2008-02-01

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

  16. Volatility estimation using a rational GARCH model

    Directory of Open Access Journals (Sweden)

    Tetsuya Takaishi

    2018-03-01

    Full Text Available The rational GARCH (RGARCH model has been proposed as an alternative GARCHmodel that captures the asymmetric property of volatility. In addition to the previously proposedRGARCH model, we propose an alternative RGARCH model called the RGARCH-Exp model thatis more stable when dealing with outliers. We measure the performance of the volatility estimationby a loss function calculated using realized volatility as a proxy for true volatility and compare theRGARCH-type models with other asymmetric type models such as the EGARCH and GJR models.We conduct empirical studies of six stocks on the Tokyo Stock Exchange and find that a volatilityestimation using the RGARCH-type models outperforms the GARCH model and is comparable toother asymmetric GARCH models.

  17. MACROECONOMIC VARIABLES AND STOCK PRICE VOLATILITY IN NIGERIA

    Directory of Open Access Journals (Sweden)

    OSAZEE GODWIN OMOROKUNWA

    2014-10-01

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

  18. Solution processed organic bulk heterojunction tandem solar cells

    Energy Technology Data Exchange (ETDEWEB)

    Albrecht, Steve; Neher, Dieter [Soft Matter Physics, University of Potsdam, D-14476 Potsdam (Germany)

    2011-07-01

    One of the critical issues regarding the preparation of organic tandem solar cells from solution is the central recombination contact. This contact should be highly transparent and conductive to provide high recombination currents. Moreover it should protect the 1st subcell from the solution processing of the 2nd subcell. Here, we present a systematic study of various recombination contacts in organic bulk heterojunction tandem solar cells made from blends of different polymers with PCBM. We compare solution processed recombination contacts fabricated from metal-oxides (TiO{sub 2} and ZnO) and PEDOT:PSS with evaporated recombination contacts made from thin metal layers and molybdenum-oxide. The solar cell characteristics as well as the morphology of the contacts measured by AFM and SEM are illustrated. To compare the electrical properties of the varying contacts we show measurements on single carrier devices for different contact-structures. Alongside we present the results of optical modeling of the subcells and the complete tandem device and relate these results to experimental absorption and reflection spectra of the same structures. Based on these studies, layer thicknesses were adjusted for optimum current matching and device performance.

  19. Identify and Manage the Software Requirements Volatility

    OpenAIRE

    Khloud Abd Elwahab; Mahmoud Abd EL Latif; Sherif Kholeif

    2016-01-01

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

  20. Workshop of the JAEA-Tokai Tandem Accelerator. Memorial of 100,000-hour operation

    International Nuclear Information System (INIS)

    Ishii, Tetsuro; Osa, Akihiko

    2009-04-01

    Workshop of the JAEA-Tokai tandem accelerator has been held every two years. As a memorial of 100,000-hour operation of the tandem accelerator, we have organized the workshop focusing on the activity at this facility. This workshop covers developments and experiments carried out so far, together with experiments in progress and proposals in future. As previous series of workshops, we offered an opportunity to have active discussion among scientists in different fields including accelerator, nuclear physics, nuclear chemistry, radiation effects, atomic physics and so on, aiming at extending facility and research interactively. As a memorial lecture, we invited Dr. Akira Tonomura of fellow of Hitachi, Ltd, a distinctive scientist for development of electron holography. He delivered a lecture titled 'Structure of magnetic flux observed by electron beam'. He once used the tandem accelerator to induce columnar defects in high-temperature superconductor and studied vortices trapped along the defects. Prof. Shigeru Kubono of University of Tokyo, a chairman of program advisory committee of the tandem accelerator, encouraged us through a talk of 'Expectations for the JAEA-Tokai tandem accelerator'. This workshop was held at Advanced Science Research Center Building in Nuclear Science Research Institute on January 6th and 7th in 2009, having 24 oral presentations and 48 posters, and successfully carried out with as many as 120 participants and a lot of science discussions. This review is the collection of slides of oral presentations. The colored slides can be also found in the home page of the tandem accelerator facility (http://rrsys.tokai-sc.jaea.go.jp/rrsys/html/tandem/index.html). (author)

  1. Volatility in GARCH Models of Business Tendency Index

    Science.gov (United States)

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

    2018-01-01

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

  2. 40 CFR 53.66 - Test procedure: Volatility test.

    Science.gov (United States)

    2010-07-01

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

  3. Roll-to-roll processed polymer tandem solar cells partially processed from water

    DEFF Research Database (Denmark)

    Larsen-Olsen, Thue Trofod; Andersen, Thomas Rieks; Andreasen, Birgitta

    2012-01-01

    Large area polymer tandem solar cells completely processed using roll-to-roll (R2R) coating and printing techniques are demonstrated. A stable tandem structure was achieved by the use of orthogonal ink solvents for the coating of all layers, including both active layers. Processing solvents...... included water, alcohols and chlorobenzene. Open-circuit voltages close to the expected sum of sub cell voltages were achieved, while the overall efficiency of the tandem cells was found to be limited by the low yielding back cell, which was processed from water based ink. Many of the challenges associated...

  4. Volatile emissions from Mycobacterium avium subsp. paratuberculosis mirror bacterial growth and enable distinction of different strains.

    Directory of Open Access Journals (Sweden)

    Phillip Trefz

    Full Text Available Control of paratuberculosis in livestock is hampered by the low sensitivity of established direct and indirect diagnostic methods. Like other bacteria, Mycobacterium avium subsp. paratuberculosis (MAP emits volatile organic compounds (VOCs. Differences of VOC patterns in breath and feces of infected and not infected animals were described in first pilot experiments but detailed information on potential marker substances is missing. This study was intended to look for characteristic volatile substances in the headspace of cultures of different MAP strains and to find out how the emission of VOCs was affected by density of bacterial growth. One laboratory adapted and four field strains, three of MAP C-type and one MAP S-type were cultivated on Herrold's egg yolk medium in dilutions of 10(-0, 10(-2, 10(-4 and 10(-6. Volatile substances were pre-concentrated from the headspace over the MAP cultures by means of Solid Phase Micro Extraction (SPME, thermally desorbed from the SPME fibers and separated and identified by means of GC-MS. Out of the large number of compounds found in the headspace over MAP cultures, 34 volatile marker substances could be identified as potential biomarkers for growth and metabolic activity. All five MAP strains could clearly be distinguished from blank culture media by means of emission patterns based on these 34 substances. In addition, patterns of volatiles emitted by the reference strain were significantly different from the field strains. Headspace concentrations of 2-ethylfuran, 2-methylfuran, 3-methylfuran, 2-pentylfuran, ethyl acetate, 1-methyl-1-H-pyrrole and dimethyldisulfide varied with density of bacterial growth. Analysis of VOCs emitted from mycobacterial cultures can be used to identify bacterial growth and, in addition, to differentiate between different bacterial strains. VOC emission patterns may be used to approximate bacterial growth density. In a perspective volatile marker substances could be used to

  5. Volatile emissions from Mycobacterium avium subsp. paratuberculosis mirror bacterial growth and enable distinction of different strains.

    Science.gov (United States)

    Trefz, Phillip; Koehler, Heike; Klepik, Klaus; Moebius, Petra; Reinhold, Petra; Schubert, Jochen K; Miekisch, Wolfram

    2013-01-01

    Control of paratuberculosis in livestock is hampered by the low sensitivity of established direct and indirect diagnostic methods. Like other bacteria, Mycobacterium avium subsp. paratuberculosis (MAP) emits volatile organic compounds (VOCs). Differences of VOC patterns in breath and feces of infected and not infected animals were described in first pilot experiments but detailed information on potential marker substances is missing. This study was intended to look for characteristic volatile substances in the headspace of cultures of different MAP strains and to find out how the emission of VOCs was affected by density of bacterial growth. One laboratory adapted and four field strains, three of MAP C-type and one MAP S-type were cultivated on Herrold's egg yolk medium in dilutions of 10(-0), 10(-2), 10(-4) and 10(-6). Volatile substances were pre-concentrated from the headspace over the MAP cultures by means of Solid Phase Micro Extraction (SPME), thermally desorbed from the SPME fibers and separated and identified by means of GC-MS. Out of the large number of compounds found in the headspace over MAP cultures, 34 volatile marker substances could be identified as potential biomarkers for growth and metabolic activity. All five MAP strains could clearly be distinguished from blank culture media by means of emission patterns based on these 34 substances. In addition, patterns of volatiles emitted by the reference strain were significantly different from the field strains. Headspace concentrations of 2-ethylfuran, 2-methylfuran, 3-methylfuran, 2-pentylfuran, ethyl acetate, 1-methyl-1-H-pyrrole and dimethyldisulfide varied with density of bacterial growth. Analysis of VOCs emitted from mycobacterial cultures can be used to identify bacterial growth and, in addition, to differentiate between different bacterial strains. VOC emission patterns may be used to approximate bacterial growth density. In a perspective volatile marker substances could be used to diagnose MAP

  6. Rhodium-Biphephos-Catalyzed Tandem Isomerization–Hydroformylation of Oleonitrile

    Directory of Open Access Journals (Sweden)

    Lucas Le Goanvic

    2018-01-01

    Full Text Available Tandem isomerization–hydroformylation of oleonitrile (an 18-carbon nitrile with a remote internal (9-C=C bond has been studied using Rh-bisphosphite catalyst systems, targeting formation of the linear aldehyde. The best compromise between regioselectivity (l/b = 58:42 and chemoselectivity (60% was obtained at 120 °C and 10 bar CO/H2 (1:1 with a catalyst based on Biphephos at a 0.5 mol % catalyst load and a low ligand excess (2 equiv. versus Rh. These values stand among the better reported ones for the tandem isomerization–hydroformylation of long chain olefins with a single-component catalyst system.

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

    Science.gov (United States)

    Su, Zhi; Fang, Tong; Yin, Libo

    2018-02-01

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

  8. Tunable color parallel tandem organic light emitting devices with carbon nanotube and metallic sheet interlayers

    Energy Technology Data Exchange (ETDEWEB)

    Oliva, Jorge; Desirena, Haggeo; De la Rosa, Elder [Centro de Investigaciones en Optica, A.P. 1-948, León, Guanajuato 37160 (Mexico); Papadimitratos, Alexios [Solarno Inc., Coppell, Texas 75019 (United States); University of Texas at Dallas, Richardson, Texas 75080 (United States); Zakhidov, Anvar A., E-mail: Zakhidov@utdallas.edu [Solarno Inc., Coppell, Texas 75019 (United States); University of Texas at Dallas, Richardson, Texas 75080 (United States); Energy Efficiency Center, National University of Science and Technology, MISiS, Moscow 119049 (Russian Federation)

    2015-11-21

    Parallel tandem organic light emitting devices (OLEDs) were fabricated with transparent multiwall carbon nanotube sheets (MWCNT) and thin metal films (Al, Ag) as interlayers. In parallel monolithic tandem architecture, the MWCNT (or metallic films) interlayers are an active electrode which injects similar charges into subunits. In the case of parallel tandems with common anode (C.A.) of this study, holes are injected into top and bottom subunits from the common interlayer electrode; whereas in the configuration of common cathode (C.C.), electrons are injected into the top and bottom subunits. Both subunits of the tandem can thus be monolithically connected functionally in an active structure in which each subunit can be electrically addressed separately. Our tandem OLEDs have a polymer as emitter in the bottom subunit and a small molecule emitter in the top subunit. We also compared the performance of the parallel tandem with that of in series and the additional advantages of the parallel architecture over the in-series were: tunable chromaticity, lower voltage operation, and higher brightness. Finally, we demonstrate that processing of the MWCNT sheets as a common anode in parallel tandems is an easy and low cost process, since their integration as electrodes in OLEDs is achieved by simple dry lamination process.

  9. 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...

  10. Pyrolysis and volatilization of cocaine

    International Nuclear Information System (INIS)

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

    1989-01-01

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

  11. Study on off-odor volatiles of irradiated packaged raw pork

    International Nuclear Information System (INIS)

    Lin Ruotai; Geng Shengrong; Liu Yangmin

    2008-01-01

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

  12. Sodium channels as targets for volatile anesthetics

    Directory of Open Access Journals (Sweden)

    Karl F. Herold

    2012-03-01

    Full Text Available The molecular mechanisms of modern inhaled anesthetics although widely used in clinical settings are still poorly understood. Considerable evidence supports effects on membrane proteins such as ligand- and voltage-gated ion channels of excitable cells. Na+ channels are crucial to action potential initiation and propagation, and represent potential targets for volatile anesthetics. Inhibition of presynaptic Na+ channels leads to reduced neurotransmitter release at the synapse and could therefore contribute to the mechanisms by which volatile anesthetics produce their characteristic effects: amnesia, unconsciousness, and immobility. Early studies on crayfish and squid giant axon showed inhibition of Na+ currents by volatile anesthetics. Subsequent studies using native neuronal preparations and heterologous expression systems with various mammalian Na+ channel isoforms implicated inhibition of presynaptic Na+ channels in anesthetic actions. Volatile anesthetics reduce peak Na+ current and shift the voltage of half-maximal steady-state inactivation towards more negative potentials, thus stabilizing the fast-inactivated state. Furthermore recovery from fast-inactivation is slowed together with an enhanced use-dependent block during pulse train protocols. These effects can reduce neurotransmitter release by depressing presynaptic excitability, depolarization and Ca entry, and ultimately transmitter release. This reduction in transmitter release is more portent for glutamatergic vs. GABAergic terminals. Involvement of Na+ channel inhibition in mediating the immobility caused by volatile anesthetics has been demonstrated in animal studies, in which intrathecal infusion of the Na+ channel blocker tetrodotoxin increases volatile anesthetic potency, whereas infusion of the Na+ channels agonist veratridine reduces anesthetic potency. These studies indicate that inhibition of presynaptic Na+ channels by volatile anesthetics is involved in mediating some of

  13. Technical specification for a 25 MV tandem electrostatic accelerator

    International Nuclear Information System (INIS)

    Jones, C.M.; Biggerstaff, J.A.; Blair, J.K.; Ball, J.B.; Larson, J.D.; Martin, J.A.; McConnell, J.W.; Milner, W.T.; Murray, J.A.; Ziegler, N.F.

    1975-08-01

    Specifications are given for an accelerator system to consist of a 25 MV tandem electrostatic accelerator and specified ancillary equipment, including an injector, a beam transport system, a vacuum system, a control system, and a system for storage of the insulating gas and transport of the gas to and from the accelerator. The insulating gas shall be SF 6 . The tandem electrostatic accelerator shall be vertical in orientation and of folded construction, and shall be installed in a new structure adjacent to the Oak Ridge Isochronous Cyclotron. (auth)

  14. New uses for the Tandem Van de Graaff Accelerator

    International Nuclear Information System (INIS)

    Balcazar Garcia, M.

    1989-01-01

    The Tandem Van de Graaff is a very high resolution magnetic separator whose application offers a rich and virgin field for research in other areas. This work presents some of the radioisotopes of interest; their mechanisms of formation and this relationship with studies in solar activity variations in earth magnetic fields, carbon cycle dynamics, archaeological dating, dating of aquifer deposits, solar influences on variations in earth climates and the mechanics of tectonic plates. Discussed are the advantages of the Tandem utilization as an isotope separator compared with conventional techniques. (Author)

  15. Ohio University tandem Van de Graaff accelerator. Final report

    International Nuclear Information System (INIS)

    Lane, R.O.

    1977-11-01

    A summary is given of the work carried out at the John Edwards Tandem Accelerator Laboratory of Ohio University during the period 1970 to 1977 on studies of neutron-nucleus interactions and nuclear structure using neutrons as probes. This work utilizes the main and unique characteristic of the accelerator: high current, high voltage tandem. Certain applied areas were also studied, such as the production of short-lived isotopes for use in medical diagnoses, production of very high neutron intensity to observe possible sputtering effects, and proton induced x-ray emission with a microprobe beam

  16. Comparative evaluation of volatiles, phenolics, sugars, organic acids and antioxidant properties of Sel-42 and Tainung papaya varieties.

    Science.gov (United States)

    Kelebek, Hasim; Selli, Serkan; Gubbuk, Hamide; Gunes, Esma

    2015-04-15

    The present study was designed to determine the phenolic compounds, organic acids, sugars, aroma profiles and antioxidant properties of Sel-42 and Tainung papayas grown in Turkey. High-performance liquid chromatography/electrospray ionisation tandem mass spectrometry (HPLC-ESI-MS/MS) method was used for the phenolic compounds analysis. Twelve phenolic compounds were identified and quantified in the samples. The total phenolic content of Sel-42 was clearly higher than that of Tainung. Protocatechuic acid-hexoside, gallic acid-deoxyhexoside, ferulic acid and chlorogenic acids were the most abundant phenolics in both cultivars. Aroma composition of papaya was analysed by gas chromatography-mass spectrometry (GC-MS). A total of 46 and 42 aroma compounds, including esters, alcohols, terpenes, lactones, acids, carbonyl compounds, and volatile phenols were identified in the Sel-42 and Tainung, respectively. The significant linear correlation was confirmed between the values for the total phenolic content and antioxidant activity of papaya extracts. Copyright © 2014 Elsevier Ltd. All rights reserved.

  17. Can Internet search queries help to predict stock market volatility?

    OpenAIRE

    Dimpfl, Thomas; Jank, Stephan

    2011-01-01

    This paper studies the dynamics of stock market volatility and retail investor attention measured by internet search queries. We find a strong co-movement of stock market indices’ realized volatility and the search queries for their names. Furthermore, Granger causality is bi-directional: high searches follow high volatility, and high volatility follows high searches. Using the latter feedback effect to predict volatility we find that search queries contain additional information about market...

  18. 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.

  19. Modelling of volatility in monetary transmission mechanism

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  20. Arsenic volatilization in model anaerobic biogas digesters

    International Nuclear Information System (INIS)

    Mestrot, Adrien; Xie, Wan-Ying; Xue, Ximei; Zhu, Yong-Guan

    2013-01-01

    Highlights: • Arsenic is volatilized form all model anaerobic digesters, including the non-treated ones. • Volatile As species can be identified and quantified in all digesters. • Non-arsenic treated digesters volatilization rates are higher than Roxarsone treated ones. - Abstract: Arsenic is a class 1 non-threshold carcinogen which is highly ubiquitous. Arsenic undergoes many different transformations (biotic or abiotic) between and within environmental compartments, leading to a number of different chemical species possessing different properties and toxicities. One specific transformation is As biotic volatilization which is coupled with As biomethylation and has been scarcely studied due to inherent sampling issues. Arsenic methylation/volatilization is also linked with methanogenesis and occurs in anaerobic environments. In China, rice straw and animal manure are very often used to produce biogas and both can contain high amounts of As, especially if the rice is grown in areas with heavy mining or smelting industries and if Roxarsone is fed to the animals. Roxarsone is an As-containing drug which is widely used in China to control coccidian intestinal parasites, to improve feed efficiency and to promote rapid growth. Previous work has shown that this compound degrades to inorganic As under anaerobic conditions. In this study the focus is on biotic transformations of As in small microcosms designed as biogas digester models (BDMs) using recently validated As traps, thus, enabling direct quantification and identification of volatile As species. It is shown that although there was a loss of soluble As in the BDMs, their conditions favored biomethylation. All reactors produced volatile As, especially the monomethylarsonic acid spiked ones with 413 ± 148 ng As (mean ± SD, n = 3) which suggest that the first methylation step, from inorganic As, is a limiting factor. The most abundant species was trimethylarsine, but the toxic arsine was present in the

  1. DOES CURRENCY SUBSTITUTION AFFECT EXCHANGE RATE VOLATILITY?

    Directory of Open Access Journals (Sweden)

    Hisao Kumamoto

    2014-10-01

    Full Text Available This study investigates the impacts of the degree of currency substitution on nominal exchange rate volatility in seven countries (Indonesia, the Philippines, the Czech Republic, Hungary, Poland, Argentina, and Peru. We use the Threshold ARCH model to consider the ratchet effect of currency substitution and sample periods in the 2000s, during which time the economies of the sample countries stabilized, while the U.S. dollar and euro depreciated against other major currencies following the recent global financial crisis. The presented empirical analyses show that the degree of currency substitution has significant positive effects on the conditional variance of the depreciation rate of the nominal exchange rate in most sample countries. Moreover, a shock to the depreciation rate of the nominal exchange rate has asymmetric effects on the conditional variance, depending on the sign. One possible explanation for these differential effects is the existence of the ratchet effect of currency substitution.

  2. Improved Optics in Monolithic Perovskite/Silicon Tandem Solar Cells with a Nanocrystalline Silicon Recombination Junction

    KAUST Repository

    Sahli, Florent

    2017-10-09

    Perovskite/silicon tandem solar cells are increasingly recognized as promi­sing candidates for next-generation photovoltaics with performance beyond the single-junction limit at potentially low production costs. Current designs for monolithic tandems rely on transparent conductive oxides as an intermediate recombination layer, which lead to optical losses and reduced shunt resistance. An improved recombination junction based on nanocrystalline silicon layers to mitigate these losses is demonstrated. When employed in monolithic perovskite/silicon heterojunction tandem cells with a planar front side, this junction is found to increase the bottom cell photocurrent by more than 1 mA cm−2. In combination with a cesium-based perovskite top cell, this leads to tandem cell power-conversion efficiencies of up to 22.7% obtained from J–V measurements and steady-state efficiencies of up to 22.0% during maximum power point tracking. Thanks to its low lateral conductivity, the nanocrystalline silicon recombination junction enables upscaling of monolithic perovskite/silicon heterojunction tandem cells, resulting in a 12.96 cm2 monolithic tandem cell with a steady-state efficiency of 18%.

  3. Improved Optics in Monolithic Perovskite/Silicon Tandem Solar Cells with a Nanocrystalline Silicon Recombination Junction

    KAUST Repository

    Sahli, Florent; Kamino, Brett A.; Werner, Jé ré mie; Brä uninger, Matthias; Paviet-Salomon, Bertrand; Barraud, Loris; Monnard, Raphaë l; Seif, Johannes Peter; Tomasi, Andrea; Jeangros, Quentin; Hessler-Wyser, Aï cha; De Wolf, Stefaan; Despeisse, Matthieu; Nicolay, Sylvain; Niesen, Bjoern; Ballif, Christophe

    2017-01-01

    Perovskite/silicon tandem solar cells are increasingly recognized as promi­sing candidates for next-generation photovoltaics with performance beyond the single-junction limit at potentially low production costs. Current designs for monolithic tandems rely on transparent conductive oxides as an intermediate recombination layer, which lead to optical losses and reduced shunt resistance. An improved recombination junction based on nanocrystalline silicon layers to mitigate these losses is demonstrated. When employed in monolithic perovskite/silicon heterojunction tandem cells with a planar front side, this junction is found to increase the bottom cell photocurrent by more than 1 mA cm−2. In combination with a cesium-based perovskite top cell, this leads to tandem cell power-conversion efficiencies of up to 22.7% obtained from J–V measurements and steady-state efficiencies of up to 22.0% during maximum power point tracking. Thanks to its low lateral conductivity, the nanocrystalline silicon recombination junction enables upscaling of monolithic perovskite/silicon heterojunction tandem cells, resulting in a 12.96 cm2 monolithic tandem cell with a steady-state efficiency of 18%.

  4. Factor Structure in Commodity Futures Return and Volatility

    DEFF Research Database (Denmark)

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

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

  5. Hammerstein system represention of financial volatility processes

    Science.gov (United States)

    Capobianco, E.

    2002-05-01

    We show new modeling aspects of stock return volatility processes, by first representing them through Hammerstein Systems, and by then approximating the observed and transformed dynamics with wavelet-based atomic dictionaries. We thus propose an hybrid statistical methodology for volatility approximation and non-parametric estimation, and aim to use the information embedded in a bank of volatility sources obtained by decomposing the observed signal with multiresolution techniques. Scale dependent information refers both to market activity inherent to different temporally aggregated trading horizons, and to a variable degree of sparsity in representing the signal. A decomposition of the expansion coefficients in least dependent coordinates is then implemented through Independent Component Analysis. Based on the described steps, the features of volatility can be more effectively detected through global and greedy algorithms.

  6. Tandem-ESQ for accelerator-based BNCT

    International Nuclear Information System (INIS)

    Kreiner, A.J.; Burlon, A.A.; Di Paolo, H.; Minsky, D.M.; Valda, A.A.; Debray, M.E.; Somacal, H.R.; Kwan, J.W.; Henestroza, E.

    2006-01-01

    A project to develop a Tandem-ElectroStatic-Quadrupole (TESQ) accelerator for Accelerator-Based Boron Neutron Capture Therapy (AB-BNCT) is described. A folded tandem, with 1.25 MV terminal voltage, combined with an ElectroStatic Quadrupole (ESQ) chain is being proposed. The project goal is a machine capable of delivering 30 mA of 2.5 MeV protons to be used in conjunction with a neutron production target based on the 7 Li(p,n) 7 Be reaction beyond its resonance at 2.25 MeV. This machine is conceptually shown to be capable of accelerating a 30 mA proton beam to 2.5 MeV. These are the specifications needed to produce sufficiently intense and clean epithermal neutron beams, based on the '7Li(p,n) 7 Be reaction, to perform BNCT treatment for deep-seated tumors in less than an hour. This electrostatic machine is the technologically simplest and cheapest solution for optimized AB-BNCT. (author)

  7. UV-induced tandem double mutations in the trpA gene of E. coli

    International Nuclear Information System (INIS)

    Piechocki, R.; Langhammer, R.

    1980-01-01

    The ultraviolet light induction of tandem double mutations in a reverse mutation system was shown using trpA mutants which are characterized by the codon sequences GAA and AAG in codon position 211. Among 597 Trp + independent revertants of the trpA (AAG211) strain 3 full revertants were detected arising from UV-induced tandem double base exchanges. In the codon unit 211 full revertants due to single base exchanges are at least 20 times as frequent as full revertants due to tandem double base exchanges. (author)

  8. Flexible and fragmentable tandem photosensitive nanocrystal skins

    Science.gov (United States)

    Akhavan, S.; Uran, C.; Bozok, B.; Gungor, K.; Kelestemur, Y.; Lesnyak, V.; Gaponik, N.; Eychmüller, A.; Demir, H. V.

    2016-02-01

    We proposed and demonstrated the first account of large-area, semi-transparent, tandem photosensitive nanocrystal skins (PNSs) constructed on flexible substrates operating on the principle of photogenerated potential buildup, which avoid the need for applying an external bias and circumvent the current-matching limitation between junctions. We successfully fabricated and operated the tandem PNSs composed of single monolayers of colloidal water-soluble CdTe and CdHgTe nanocrystals (NCs) in adjacent junctions on a Kapton polymer tape. Owing to the usage of a single NC layer in each junction, noise generation was significantly reduced while keeping the resulting PNS films considerably transparent. In each junction, photogenerated excitons are dissociated at the interface of the semi-transparent Al electrode and the NC layer, with holes migrating to the contact electrode and electrons trapped in the NCs. As a result, the tandem PNSs lead to an open-circuit photovoltage buildup equal to the sum of those of the two single junctions, exhibiting a total voltage buildup of 128.4 mV at an excitation intensity of 75.8 μW cm-2 at 350 nm. Furthermore, we showed that these flexible PNSs could be bent over 3.5 mm radius of curvature and cut out in arbitrary shapes without damaging the operation of individual parts and without introducing any significant loss in the total sensitivity. These findings indicate that the NC skins are promising as building blocks to make low-cost, flexible, large-area UV/visible sensing platforms with highly efficient full-spectrum conversion.We proposed and demonstrated the first account of large-area, semi-transparent, tandem photosensitive nanocrystal skins (PNSs) constructed on flexible substrates operating on the principle of photogenerated potential buildup, which avoid the need for applying an external bias and circumvent the current-matching limitation between junctions. We successfully fabricated and operated the tandem PNSs composed of

  9. Life cycle analysis of organic tandem solar cells: When are they warranted?

    DEFF Research Database (Denmark)

    Espinosa Martinez, Nieves; Krebs, Frederik C

    2014-01-01

    in their making when compared with the single junction solar cell has to be justified and compensated by a higher efficiency. A central question to ask is how much energy you need to invest in a system in order for it to produce energy and return the investment at least once and preferably a number of times....... As an initial investigation into the potential viability of the tandem or multi-junction approach we have engaged in a detailed analysis based on the manufacturing energy for each step within the tandem module supply chain for full ambient processing of thin flexible polymer tandem solar cells prepared entirely...

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

    OpenAIRE

    Antoine Jacquier; Martin Keller-Ressel; Aleksandar Mijatovic

    2011-01-01

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

  11. 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

  12. 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.

  13. Can Equity Volatility Explain the Global Loan Pricing Puzzle?

    OpenAIRE

    Lewis Gaul; Pinar Uysal

    2013-01-01

    This paper examines whether unobservable differences in firm volatility are responsible for the global loan pricing puzzle, which is the observation that corporate loan interest rates appear to be lower in Europe than in the United States. We analyze whether equity volatility, an error prone measure of firm volatility, can explain this difference in loan spreads. We show that using equity volatility in OLS regressions will result in biased and inconsistent estimates of the difference in U.S. ...

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

    OpenAIRE

    Gamini Premaratne; Lakshmi Bala

    2004-01-01

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

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

    Directory of Open Access Journals (Sweden)

    Ana Maria SIMION CIUCIU

    2014-12-01

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

  16. Simulation of Two Dimensional Electrophoresis and Tandem Mass Spectrometry for Teaching Proteomics

    Science.gov (United States)

    Fisher, Amanda; Sekera, Emily; Payne, Jill; Craig, Paul

    2012-01-01

    In proteomics, complex mixtures of proteins are separated (usually by chromatography or electrophoresis) and identified by mass spectrometry. We have created 2DE Tandem MS, a computer program designed for use in the biochemistry, proteomics, or bioinformatics classroom. It contains two simulations--2D electrophoresis and tandem mass spectrometry.…

  17. Exploring dark current voltage characteristics of micromorph silicon tandem cells with computer simulations

    NARCIS (Netherlands)

    Sturiale, A.; Li, H. B. T.; Rath, J.K.; Schropp, R.E.I.; Rubinelli, F.A.

    2009-01-01

    The transport mechanisms controlling the forward dark current-voltage characteristic of the silicon micromorph tandem solar cell were investigated with numerical modeling techniques. The dark current-voltage characteristics of the micromorph tandem structure at forward voltages show three regions:

  18. Multiscaling and clustering of volatility

    Science.gov (United States)

    Pasquini, Michele; Serva, Maurizio

    1999-07-01

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

  19. 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.

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

    NARCIS (Netherlands)

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

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

  1. Oil prices and financial stress: A volatility spillover analysis

    International Nuclear Information System (INIS)

    Nazlioglu, Saban; Soytas, Ugur; Gupta, Rangan

    2015-01-01

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

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

    Science.gov (United States)

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

    2012-01-01

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

  3. Volatile element trends in gas-rich meteorites

    Energy Technology Data Exchange (ETDEWEB)

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

    1979-09-01

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

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

    African Journals Online (AJOL)

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

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

    International Nuclear Information System (INIS)

    Kulkarni, V.; Deo, N.

    2006-07-01

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

  6. The memory of volatility

    Directory of Open Access Journals (Sweden)

    Kai R. Wenger

    2018-03-01

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

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

    International Nuclear Information System (INIS)

    King, C.V.; Kaschemekat, J.

    1993-08-01

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

  8. Changing volatility of U.S. annual tornado reports

    Science.gov (United States)

    Tippett, Michael K.

    2014-10-01

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

  9. Dinuclear Tetrapyrazolyl Palladium Complexes Exhibiting Facile Tandem Transfer Hydrogenation/Suzuki Coupling Reaction of Fluoroarylketone

    KAUST Repository

    Dehury, Niranjan; Maity, Niladri; Tripathy, Suman Kumar; Basset, Jean-Marie; Patra, Srikanta

    2016-01-01

    Herein, we report an unprecedented example of dinuclear pyrazolyl-based Pd complexes exhibiting facile tandem catalysis for fluoroarylketone: Tetrapyrazolyl di-palladium complexes with varying Pd-Pd distances efficiently catalyze the tandem reaction

  10. Mutual fund volatility timing and management fees

    NARCIS (Netherlands)

    Giambona, E.; Golec, J.

    2009-01-01

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

  11. Photoemission spectroscopy study on interfacial energy level alignments in tandem organic light-emitting diodes

    Energy Technology Data Exchange (ETDEWEB)

    Ou, Qing-Dong; Li, Chi; Li, Yan-Qing, E-mail: yqli@suda.edu.cn; Tang, Jian-Xin, E-mail: jxtang@suda.edu.cn

    2015-10-01

    Highlights: • The interface energetics of tandem OLEDs is overviewed. • Energy level alignment in CGLs is addressed via photoemission spectroscopy. • The n-type doping effect with cesium compounds is discussed. • Hole injection barrier is dependent on oxygen vacancies in transition metal oxides. • Device lifetime of tandem OLEDs is sensitive to interfacial stability of CGLs. - Abstract: Organic light-emitting diodes (OLEDs) using a tandem structure offer a highly attractive option for the applications of next-generation flat panel displays and solid-state lighting due to the extremely high brightness and efficiency along with the long operational lifetime. In general, reliable information about interface energetics of the charge generation layers (CGLs), which plays the central role in charge generation and carrier injection into the stacked emission units, is highly desirable and advantageous for interface engineering and the performance optimization of tandem OLEDs. In this review, our recent studies on tandem OLEDs are overviewed, especially from interface energetics perspective via photoemission spectroscopy. The electronic structures of various transition metal oxide (TMO)-based CGLs and their role in charge generation process are reviewed, addressing the n-type doping impact of organic layers in CGLs, thermal annealing-induced oxygen vacancy in TMOs, and the interfacial stability of CGLs on the device operational lifetime. The resulting energy level alignments are summarized in correspondence with tandem OLED performance.

  12. Materials science symposium 'heavy ion science in tandem energy region'

    Energy Technology Data Exchange (ETDEWEB)

    Iwamoto, Akira; Yoshida, Tadashi; Takeuchi, Suehiro [eds.

    2000-01-01

    The tandem accelerator established at Japan Atomic Energy Research Institute (JAERI) in 1982 has been one of the most prominent electrostatic accelerators in the world. The accelerator has been serving for many researches planned by not only JAERI staff but also researchers of universities and national institutes. After the completion of the tandem booster in 1993, four times higher beam energy became available. These two facilities, the tandem accelerator and the booster, made great strides in heavy ion physics and a lot of achievements have been accumulated until now. The research departments of JAERI were reformed in 1998, and the accelerators section came under the Department of Materials Science. On this reform of the research system, the symposium 'Heavy Ion Science in Tandem Energy Region' was held in cooperation with nuclear and solid state physicists although there has been no such symposium for many years. The symposium was expected to stimulate novel development in both nuclear and solid state physics, and also interdisciplinary physics between nuclear and solid state physics. The 68 papers are indexed individually. (J.P.N.)

  13. Proceedings of the 13th meeting for tandem accelerators and related techniques

    Energy Technology Data Exchange (ETDEWEB)

    NONE

    2001-02-01

    The 13th Meeting for Tandem Accelerators and Related Techniques was held on June 8-9, 2000 at Mutsu, Aomori Prefecture, under the auspices of Marine Research Laboratory, Mutsu Establishment, the Japan Atomic Energy Research Institute. About 60 people participated in the meeting from 27 universities and organizations, many of which have a tandem accelerator or an electrostatic accelerator. The objectives of the meeting are to exchange information on tandem accelerates or electrostatic accelerators by making a presentation on related research and topics, and also to enhance mutual friendship of participants, resulting in the contribution to associated R and D. The meeting mainly consisted of presentations by participants and corresponding Q and A; the present situation on facilities of accelerator mass spectrometers (AMS), operations of and research on tandem accelerators or electrostatic accelerators, applications of AMS, related techniques and applications using accelerators, and so on. This report summarizes the contents of presentations made in the meeting. The 30 of the presented papers are indexed individually. (J.P.N.)

  14. Annotating and Interpreting Linear and Cyclic Peptide Tandem Mass Spectra.

    Science.gov (United States)

    Niedermeyer, Timo Horst Johannes

    2016-01-01

    Nonribosomal peptides often possess pronounced bioactivity, and thus, they are often interesting hit compounds in natural product-based drug discovery programs. Their mass spectrometric characterization is difficult due to the predominant occurrence of non-proteinogenic monomers and, especially in the case of cyclic peptides, the complex fragmentation patterns observed. This makes nonribosomal peptide tandem mass spectra annotation challenging and time-consuming. To meet this challenge, software tools for this task have been developed. In this chapter, the workflow for using the software mMass for the annotation of experimentally obtained peptide tandem mass spectra is described. mMass is freely available (http://www.mmass.org), open-source, and the most advanced and user-friendly software tool for this purpose. The software enables the analyst to concisely annotate and interpret tandem mass spectra of linear and cyclic peptides. Thus, it is highly useful for accelerating the structure confirmation and elucidation of cyclic as well as linear peptides and depsipeptides.

  15. 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....

  16. Volatilization of gasoline from soil

    International Nuclear Information System (INIS)

    Arthus, P.

    1993-05-01

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

  17. Stock price dynamics and option valuations under volatility feedback effect

    Science.gov (United States)

    Kanniainen, Juho; Piché, Robert

    2013-02-01

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

  18. Hedging electricity price volatility using nuclear power

    International Nuclear Information System (INIS)

    Mari, Carlo

    2014-01-01

    Highlights: • Nuclear power is an important asset to reduce the volatility of electricity prices. • Unpredictability of fossil fuels and carbon prices makes power prices very volatile. • The dynamics of fossil fuels and carbon prices is described by Brownian motions. • LCOE values, volatilities and correlations are obtained via Monte Carlo simulations. • Optimal portfolios of generating technologies are get using a mean–variance approach. - Abstract: The analysis presented in this paper aims to put in some evidence the role of nuclear power as hedging asset against the volatility of electricity prices. The unpredictability of natural gas and coal market prices as well as the uncertainty in environmental policies may affect power generating costs, thus enhancing volatility in electricity market prices. The nuclear option, allowing to generate electricity without carbon emissions, offers the possibility to reduce the volatility of electricity prices through optimal diversification of power generating technologies. This paper provides a methodological scheme to plan well diversified “portfolios” of generating capacity that minimize the electricity price risk induced by random movements of fossil fuels market prices and by unpredictable fluctuations of carbon credits prices. The analysis is developed within a stochastic environment in which the dynamics of fuel prices as well as the dynamics of carbon credits prices is assumed to evolve in time according to well defined Brownian processes. Starting from market data and using Monte Carlo techniques to simulate generating cost values, the hedging argument is developed by selecting optimal portfolio of power generating technologies using a mean–variance approach

  19. 25 MV tandem accelerator at Oak Ridge

    International Nuclear Information System (INIS)

    Jones, C.M.

    1980-01-01

    A new heavy-ion accelerator facility is under construction at the Oak Ridge National Laboratory. A brief description of the scope and status of this project is presented with emphasis on the first operational experience with the 25 MV tandem accelerator

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

    Directory of Open Access Journals (Sweden)

    Martin Pareja

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

  1. The volatile compound BinBase mass spectral database.

    Science.gov (United States)

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

    2011-08-04

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

  2. 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

  3. Capital mobility and macroeconomic volatility: evidence from Greece

    OpenAIRE

    Anastasios, Pappas

    2010-01-01

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

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

    Science.gov (United States)

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

    2009-07-15

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

  5. Low driving voltage simplified tandem organic light-emitting devices by using exciplex-forming hosts

    Science.gov (United States)

    Zhou, Dong-Ying; Cui, Lin-Song; Zhang, Ying-Jie; Liao, Liang-Sheng; Aziz, Hany

    2014-10-01

    Tandem organic light-emitting devices (OLEDs), i.e., OLEDs containing multiple electroluminescence (EL) units that are vertically stacked, are attracting significant interest because of their ability to realize high current efficiency and long operational lifetime. However, stacking multiple EL units in tandem OLEDs increases driving voltage and complicates fabrication process relative to their standard single unit counterparts. In this paper, we demonstrate low driving voltage tandem OLEDs via utilizing exciplex-forming hosts in the EL units instead of conventional host materials. The use of exciplex-forming hosts reduces the charge injection barriers and the trapping of charges on guest molecules, resulting in the lower driving voltage. The use of exciplex-forming hosts also allows using fewer layers, hence simpler EL configuration which is beneficial for reducing the fabrication complexity of tandem OLEDs.

  6. 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.

  7. Special topics reports for the reference tandem mirror fusion breeder: beryllium lifetime assessment. Volume 3

    International Nuclear Information System (INIS)

    Miller, L.G.; Beeston, J.M.; Harris, B.L.; Wong, C.P.C.

    1984-10-01

    The lifetime of beryllium pebbles in the Reference Tandem Mirror Fusion Breeder blanket is estimated on the basis of the maximum stress generated in the pebbles. The forces due to stacking height, lithium flow, and the internal stresses due to thermal expansion and differential swelling are considered. The total stresses are calculated for three positions in the blanket, at a first wall neutron wall loading of 1.3 MW/m 2 . These positions are: (a) near the first fuel zone wall, (b) near the center, and (c) near the back wall. The average lifetime of the pebbles is estimated to be 6.5 years. The specific estimated lifetimes are 2.4 years, 5.4 years, and 15 years for the first fuel zone wall, center and near the back wall, respectively

  8. The electoral volatility in Serbia: Comparison and explanation

    Directory of Open Access Journals (Sweden)

    Antonić Slobodan

    2005-01-01

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

  9. Modelling oil price volatility with structural breaks

    International Nuclear Information System (INIS)

    Salisu, Afees A.; Fasanya, Ismail O.

    2013-01-01

    In this paper, we provide two main innovations: (i) we analyze oil prices of two prominent markets namely West Texas Intermediate (WTI) and Brent using the two recently developed tests by Narayan and Popp (2010) and Liu and Narayan, 2010 both of which allow for two structural breaks in the data series; and (ii) the latter method is modified to include both symmetric and asymmetric volatility models. We identify two structural breaks that occur in 1990 and 2008 which coincidentally correspond to the Iraqi/Kuwait conflict and the global financial crisis, respectively. We find evidence of persistence and leverage effects in the oil price volatility. While further extensions can be pursued, the consideration of asymmetric effects as well as structural breaks should not be jettisoned when modelling oil price volatility. - Highlights: ► We analyze oil price volatility using NP (2010) and LN (2010) tests. ► We modify the LN (2010) to account for leverage effects in oil price. ► We find two structural breaks that reflect major global crisis in the oil market. ► We find evidence of persistence and leverage effects in oil price volatility. ► Leverage effects and structural breaks are fundamental in oil price modelling.

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

    Science.gov (United States)

    Lahmiri, Salim

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

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

    International Nuclear Information System (INIS)

    Perelló, Josep; Masoliver, Jaume; Sircar, Ronnie

    2008-01-01

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

  12. Tandem queue with server slow-down

    NARCIS (Netherlands)

    Miretskiy, D.I.; Scheinhardt, W.R.W.; Mandjes, M.R.H.

    2007-01-01

    We study how rare events happen in the standard two-node tandem Jackson queue and in a generalization, the socalled slow-down network, see [2]. In the latter model the service rate of the first server depends on the number of jobs in the second queue: the first server slows down if the amount of

  13. Optimal dispatching in a tandem queue

    NARCIS (Netherlands)

    van Leeuwen, D.; Núñez Queija, R.

    2017-01-01

    We investigate a Markovian tandem queueing model in which service to the first queue is provided in batches. The main goal is to choose the batch sizes so as to minimize a linear cost function of the mean queue lengths. This model can be formulated as a Markov Decision Process (MDP) for which the

  14. Tandem mirror next step conceptual design

    International Nuclear Information System (INIS)

    Doggett, J.N.; Damm, C.C.; Bulmer, R.H.

    1980-01-01

    A study was made to define the features of the experimental mirror fusion device - The Tandem Mirror Next Step, or TMNS - that will bridge the gap between present mirror confinement experiments and a power-producing reactor. We outline the project goals, describe some initial device parameters, and relate the technological requirements to ongoing development programs

  15. 21 CFR 862.1055 - Newborn screening test system for amino acids, free carnitine, and acylcarnitines using tandem...

    Science.gov (United States)

    2010-04-01

    ..., free carnitine, and acylcarnitines using tandem mass spectrometry. 862.1055 Section 862.1055 Food and... screening test system for amino acids, free carnitine, and acylcarnitines using tandem mass spectrometry. (a) Identification. A newborn screening test system for amino acids, free carnitine, and acylcarnitines using tandem...

  16. 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...

  17. Volatility transmission and patterns in Bund futures

    NARCIS (Netherlands)

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

    1997-01-01

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

  18. Order flow and volatility: An empirical investigation

    NARCIS (Netherlands)

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

    2014-01-01

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

  19. The Cosmochemistry of Pluto: A Primordial Origin of Volatiles?

    Science.gov (United States)

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

    2017-12-01

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

  20. Radioisotope detection with tandem electrostatic accelerators

    Energy Technology Data Exchange (ETDEWEB)

    Gove, H E; Elmore, D; Ferraro, R [Rochester Univ., NY (USA). Nuclear Structure Research Lab.; Beukens, R P; Chang, K H; Kilius, L R; Lee, H W; Litherland, A E [Toronto Univ., Ontario (Canada). Dept. of Physics; Purser, K H [General Ionex Corp., Newburyport, MA (USA)

    1980-01-01

    An MP tandem Van de Graaff accelerator at the University of Rochester has been employed since May 1977 to detect /sup 14/C in terrestrial samples, /sup 36/Cl in terrestrial and extraterrestrial samples and /sup 10/Be and /sup 26/Al in samples produced by reactor and accelerator irradiation. The sample sizes ranged from about 10 to less than 1 mg and the ratio of the radioisotope to the stable isotopes approached one part in 10/sup 16/ for /sup 14/C and /sup 36/Cl and one part in 10/sup 14/ for /sup 10/Be and /sup 26/Al. /sup 14/C has been measured in a number of samples of geological and archaelogical interest. /sup 36/Cl has been measured in various groundwater samples as well as samples at Antarctic meteorites and ice. Dedicated systems for /sup 14/C dating and geological measurements based on the tandem electrostatic accelerator principle are presently under construction for laboratories in the U.S.A., U.K. and Canada.