5 resultados para volatility spillover

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The catalytic activity of Ni/CeO(2)-Al(2)O(3) catalysts modified with noble metals (Pt, Ir, Pd and Ru) was investigated for the steam reform of ethanol and glycerol. The catalysts were characterized by the following techniques: Energy-dispersive X-ray, BET, X-ray diffraction, temperature-programmed reduction, UV-vis diffuse reflectance spectroscopy and X-ray absorption near edge structure (XANES). The results showed that the formation of inactive nickel aluminate was prevented by the presence of CeO(2) dispersed on alumina. The promoting effect of noble metals included a decrease in the reduction temperatures of NiO species interacting with the support, due to the hydrogen spillover effect. It was seen that the addition of noble metal stabilized the Ni sites in the reduced state along the reforming reaction, increasing the ethanol and glycerol conversions and decreasing the coke formation. The higher catalytic performance for the ethanol steam reforming at 600 degrees C and glycerol steam reforming was obtained for the NiPd and NiPt catalysts, respectively, which presented an effluent gaseous mixture with the highest H(2) yield with reasonably low amounts of CO. (c) 2009 International Association for Hydrogen Energy. Published by Elsevier Ltd. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The catalytic activity of Ni/La(2)O(3)-Al(2)O(3) Catalysts modified with noble metals(Pt and Pd) was investigated in the steam reforming of ethanol. The catalysts were characterized by ICP, S(BFT), X-ray diffraction, temperature-programmed reduction, UV-vis diffuse reflectance spectroscopy and X-ray absorption fine structure (XANES). The results showed that the formation of inactive nickel aluminate was prevented by the presence of La(2)O(3) dispersed on the alumina. The promoting effect of noble metals included a marked decrease in the reduction temperatures of NiO species interacting with the support. due to the hydrogen spillover effect, facilitating greatly the reduction of the promoted catalysts. it was seen that the addition of noble metal stabilized the Ni sites in the reduced state throughout the reaction, increasing ethanol conversion and decreasing coke formation, irrespective of the nature or loading of the noble metal. (C) 2009 Elsevier B.V. All rights reserved.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

The catalytic performance of Co/Al2O3 catalysts promoted with small amounts noble metals (Pt, Pd, Ru, Ir) for steam reforming of ethanol (SRE) has been investigated. The catalysts were characterized by the energy dispersive X-ray, X-ray diffraction, BET surface area, X-ray absorption fine structure and temperature reduction programmed techniques. The results showed that the promoting effect of noble metals included a marked decrease of the reduction temperatures of both Co3O4 and cobalt surface species interacting with the support due to the hydrogen spillover effect, leading to a significant increase of the reducibilities of the promoted catalysts. The better catalytic performance for the ethanol steam reforming at 400 degrees C was obtained for the CoRu/Al2O3 catalyst, which presented an effluent gaseous mixture with the highest H, selectivity and the reasonable low CO formation. (C) 2007 Published by Elsevier B.V.

Relevância:

10.00% 10.00%

Publicador:

Resumo:

Herein, we report a new approach of an FePt nanoparticle formation mechanism studying the evolution of particle size and composition during the synthesis using the modified polyol process. One of the factors limiting their application in ultra-high-density magnetic storage media is the particle-to-particle composition, which affects the A1-to-L1(0) transformation as well as their magnetic properties. There are many controversies in the literature concerning the mechanism of the FePt formation, which seems to be the key to understanding the compositional chemical distribution. Our results convincingly show that, initially, Pt nuclei are formed due to reduction of Pt(acac)(2) by the diol, followed by heterocoagulation of Fe cluster species formed from Fe(acac)(3) thermal decomposition onto the Pt nuclei. Complete reduction of heterocoagulated iron species seems to involve a CO-spillover process, in which the Pt nuclei surface acts as a heterogeneous catalyst, leading to the improvement of the single-particle composition control and allowing a much narrower compositional distribution. Our results show significant decreases in the particle-to-particle composition range, improving the A1-to-L1(0) phase transformation and, consequently, the magnetic properties when compared with other reported methods.