Effects of the environment on the electric conductivity of double-stranded DNA molecules

We present a theoretical analysis of the effects of the environment on charge transport in double-stranded synthetic poly(G)-poly(C) DNA molecules attached to two ideal leads. Coupling of the DNA to the environment results in two effects: (i) localization of carrier functions due to static disorder and (ii) phonon-induced scattering of the carriers between the localized states, resulting in hopping conductivity. A nonlinear Pauli master equation for populations of localized states is used to describe the hopping transport and calculate the electric current as a function of the applied bias. We demonstrate that, although the electronic gap in the density of states shrinks as the disorder increases, the voltage gap in the I-V characteristics becomes wider. A simple physical explanation of this effect is provided.

Effective nonlinear model of resonant tunneling nanostructures

We introduce a model of a nonlinear double-barrier structure to describe in a simple way the effects of electron-electron scattering while remaining analytically tractable. The model is based on a generalized effective-mass equation where a nonlinear local field interaction is introduced to account for those inelastic scattering phenomena. Resonance peaks seen in the transmission coefficient spectra for the linear case appear shifted to higher energies depending on the magnitude of the nonlinear coupling. Our results are in good agreement with self-consistent solutions of the Schrodinger and Poisson equations. The calculation procedure is seen to be very fast, which makes our technique a good candidate for a rapid approximate analysis of these structures.

Volatility transmission between stock and exchange-rate markets: A connectedness analysis

This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period (the system-wide approach) using a framework recently proposed by Diebold and Yilmaz (2014). Second, we make use of a dynamic analysis to evaluate the net directional connectedness for each market. To gain further insights, we examine the time-varying behaviour of net pair-wise directional connectedness during the financial turmoil periods experienced in the sample period Our results suggest that slightly more than half of the total variance of the forecast errors is explained by shocks across markets rather than by idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability.