927 resultados para implied volatility, VIX, volatility forecasts, informational efficiency
Resumo:
The Amazon Basin provides an excellent environment for studying the sources, transformations, and properties of natural aerosol particles and the resulting links between biological processes and climate. With this framework in mind, the Amazonian Aerosol Characterization Experiment (AMAZE-08), carried out from 7 February to 14 March 2008 during the wet season in the central Amazon Basin, sought to understand the formation, transformations, and cloud-forming properties of fine-and coarse-mode biogenic aerosol particles, especially as related to their effects on cloud activation and regional climate. Special foci included (1) the production mechanisms of secondary organic components at a pristine continental site, including the factors regulating their temporal variability, and (2) predicting and understanding the cloud-forming properties of biogenic particles at such a site. In this overview paper, the field site and the instrumentation employed during the campaign are introduced. Observations and findings are reported, including the large-scale context for the campaign, especially as provided by satellite observations. New findings presented include: (i) a particle number-diameter distribution from 10 nm to 10 mu m that is representative of the pristine tropical rain forest and recommended for model use; (ii) the absence of substantial quantities of primary biological particles in the submicron mode as evidenced by mass spectral characterization; (iii) the large-scale production of secondary organic material; (iv) insights into the chemical and physical properties of the particles as revealed by thermodenuder-induced changes in the particle number-diameter distributions and mass spectra; and (v) comparisons of ground-based predictions and satellite-based observations of hydrometeor phase in clouds. A main finding of AMAZE-08 is the dominance of secondary organic material as particle components. The results presented here provide mechanistic insight and quantitative parameters that can serve to increase the accuracy of models of the formation, transformations, and cloud-forming properties of biogenic natural aerosol particles, especially as related to their effects on cloud activation and regional climate.
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The importance of interface effects for organic devices has long been recognized, but getting detailed knowledge of the extent of such effects remains a major challenge because of the difficulty in distinguishing from bulk effects. This paper addresses the interface effects on the emission efficiency of poly(p-phenylene vinylene) (PPV), by producing layer-by-layer (LBL) films of PPV alternated with dodecylbenzenesulfonate. Films with thickness varying from similar to 15 to 225 nm had the structural defects controlled empirically by converting the films at two temperatures, 110 and 230 degrees C, while the optical properties were characterized by using optical absorption, photoluminescence (PL), and photoluminescence excitation spectra. Blueshifts in the absorption and PL spectra for LBL films with less than 25 bilayers (<40-50 nm) pointed to a larger number of PPV segments with low conjugation degree, regardless of the conversion temperature. For these thin films, the mean free-path for diffusion of photoexcited carriers decreased, and energy transfer may have been hampered owing to the low mobility of the excited carriers. The emission efficiency was then found to depend on the concentration of structural defects, i.e., on the conversion temperature. For thick films with more than 25 bilayers, on the other hand, the PL signal did not depend on the PPV conversion temperature. We also checked that the interface effects were not caused by waveguiding properties of the excited light. Overall, the electronic states at the interface were more localized, and this applied to film thickness of up to 40-50 nm. Because this is a typical film thickness in devices, the implication from the findings here is that interface phenomena should be a primary concern for the design of any organic device. (C) 2011 American Institute of Physics. [doi:10.1063/1.3622143]
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Estimates of greenhouse-gas emissions from deforestation are highly uncertain because of high variability in key parameters and because of the limited number of studies providing field measurements of these parameters. One such parameter is burning efficiency, which determines how much of the original forest`s aboveground carbon stock will be released in the burn, as well as how much will later be released by decay and how much will remain as charcoal. In this paper we examined the fate of biomass from a semideciduous tropical forest in the ""arc of deforestation,"" where clearing activity is concentrated along the southern edge of the Amazon forest. We estimated carbon content, charcoal formation and burning efficiency by direct measurements (cutting and weighing) and by line-intersect sampling (LIS) done along the axis of each plot before and after burning of felled vegetation. The total aboveground dry biomass found here (219.3 Mg ha(-1)) is lower than the values found in studies that have been done in other parts of the Amazon region. Values for burning efficiency (65%) and charcoal formation (6.0%, or 5.98 Mg C ha(-1)) were much higher than those found in past studies in tropical areas. The percentage of trunk biomass lost in burning (49%) was substantially higher than has been found in previous studies. This difference may be explained by the concentration of more stems in the smaller diameter classes and the low humidity of the fuel (the dry season was unusually long in 2007, the year of the burn). This study provides the first measurements of forest burning parameters for a group of forest types that is now undergoing rapid deforestation. The burning parameters estimated here indicate substantially higher burning efficiency than has been found in other Amazonian forest types. Quantification of burning efficiency is critical to estimates of trace-gas emissions from deforestation. (C) 2009 Elsevier B.V. All rights reserved.
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The purpose of this study was to test the hypothesis that in obese children: 1) Ventilatory efficiency (VentE) is decreased during graded exercise; and 2) Weight loss through diet alone (D) improves VentE, and 3) diet associated with exercise training (DET) leads to greater improvement in VentE than by D. Thirty-eight obese children (10 +/- 0.2 years; BMI > 95(th) percentile) were randomly divided into two Study groups: D (n=17; BMI = 30 +/- 1 kg/m(2)) and DET (n = 21; 28 +/- 1 kg/m(2)). Ten lean children were included in a control group (10 +/- 0.3 years; 17 +/- 0.5 kg/m(2)). All children performed maximal treadmill testing with respiratory gas analysis (breath-by-breath) to determine the ventilatory anaerobic threshold (VAT) and peak oxygen consumption (VO(2) peak). VentE was determined by the VE/VCO(2) method at VAT. Obese children showed lower VO(2) peak and lower VentE than controls (p < 0.05). After interventions, all obese children reduced body weight (p < 0.05). D group did not improve in terms of VO(2) peak or VentE (p > 0.05). In contrast, the DET group showed increased VO(2) peak (p = 0.01) and improved VentE(Delta VE/VCO(2) = -6.1 +/- 0.9; p = 0.01). VentE is decreased in obese children, where weight loss by means of DET, but not D alone, improves VentE and cardiorespiratory fitness during graded exercise.
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The enzymatic hydrolysis of sugarcane bagasse was investigated by treating a peroxide-alkaline bagasse with a pineapple stem juice, xylanase and cellulase. Pre-treatment procedures of sugarcane bagasse with alkaline hydrogen peroxide were evaluated and compared. Analyses were performed using 2(4) factorial designs, with pre-treatment time, temperature, magnesium sulfate and hydrogen peroxide concentration as factors. The responses evaluated were the yield of cellobiose and glucose released from pretreated bagasse after enzymatic hydrolysis. The results show that the highest enzymatic conversion was obtained for bagasse using 2% hydrogen peroxide at 60 degrees C for 16 h in the presence of 0.5% magnesium sulfate. Bagasse (5%) was treated with pineapple stem extract, which contains mixtures of protease and esterase, in combination with xylanase and cellulase. It was observed that the amount of glucose and cellobiose released from bagasse increased with the mixture of enzymes. It is believed that the enzymes present in pineapple extracts are capable of hydrolyze specific linkages that would facilitate the action of digesting plant cell walls enzymes. This increases the amount of glucose and other hexoses that are released during the enzymatic treatment and also reduces the amount of cellulase necessary in a typical hydrolysis. (C) 2010 Elsevier Ltd. All rights reserved.
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The productivity associated with commonly available disassembly methods today seldomly makes disassembly the preferred end-of-life solution for massive take back product streams. Systematic reuse of parts or components, or recycling of pure material fractions are often not achievable in an economically sustainable way. In this paper a case-based review of current disassembly practices is used to analyse the factors influencing disassembly feasibility. Data mining techniques were used to identify major factors influencing the profitability of disassembly operations. Case characteristics such as involvement of the product manufacturer in the end-of-life treatment and continuous ownership are some of the important dimensions. Economic models demonstrate that the efficiency of disassembly operations should be increased an order of magnitude to assure the competitiveness of ecologically preferred, disassembly oriented end-of-life scenarios for large waste of electric and electronic equipment (WEEE) streams. Technological means available to increase the productivity of the disassembly operations are summarized. Automated disassembly techniques can contribute to the robustness of the process, but do not allow to overcome the efficiency gap if not combined with appropriate product design measures. Innovative, reversible joints, collectively activated by external trigger signals, form a promising approach to low cost, mass disassembly in this context. A short overview of the state-of-the-art in the development of such self-disassembling joints is included. (c) 2008 CIRP.
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Nowadays there are several ways of supplying hot water for showers in residential buildings. One of them is the use of electric storage water heaters (boilers). This equipment raises the water temperature in a reservoir (tank) using the heat generated by an electric resistance. The behavior of this equipment in Brazil is still a research object and there is not a standard in the country to regulate its efficiency. In this context, an experimental program was conducted aiming to collect power consumption data to evaluate its performance. The boilers underwent an operation cycle to simulate a usage condition aiming to collect parameters for calculating the efficiency. This 1-day cycle was composed of the following phases: hot water withdrawal, reheating and standby heat loss. The methods allowed the identification of different parameters concerning the boilers work, such as: standby heat loss in 24 h, hot water withdrawal rate, reheating time and energy efficiency. The average energy efficiency obtained was of 75%. The lowest efficiency was of 62% for boiler 2 and the highest was of 85% for boiler 9. (C) 2008 Elsevier B.V. All rights reserved.
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The theoretical and experimental open-circuit voltage optimizations of a simple fabrication process of silicon solar cells n(+)p with rear passivation are presented. The theoretical results were obtained by using an in-house developed program, including the light trapping effect and metal-grid optimization. On the other hand, the experimental steps were monitored by the photoconductive decay technique. The starting materials presented thickness of about 300 pm and resistivities: FZ (0.5 Omega cm), Cz-type 1 (2.5 Omega cm) and Cz-type 2 (3.3 Omega cm). The Gaussian profile emitters were optimized with sheet resistance between 55 Omega/sq and 100 Omega/sq, and approximately 2.0 mu m thickness in accordance to the theoretical results. Excellent implied open-circuit voltages of 670.8 mV, 652.5 mV and 662.6 mV, for FZ, Cz-type 1 and Cz-type 2 silicon wafers, respectively, could be associated to the measured lifetimes that represents solar cell efficiency up to 20% if a low cost anti-reflection coating system, composed by random pyramids and SiO(2) layer, is considered even for typical Cz silicon. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.
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At present, the cement industry generates approximately 5% of the world`s anthropogenic CO(2) emissions. This share is expected to increase since demand for cement based products is forecast to multiply by a factor of 2.5 within the next 40 years and the traditional strategies to mitigate emissions, focused on the production of cement, will not be capable of compensating such growth. Therefore, additional mitigation strategies are needed, including an increase in the efficiency of cement use. This paper proposes indicators for measuring cement use efficiency, presents a benchmark based on literature data and discusses potential gains in efficiency. The binder intensity (bi) index measures the amount of binder (kg m(-3)) necessary to deliver 1 MPa of mechanical strength, and consequently express the efficiency of using binder materials. The CO(2) intensity index (ci) allows estimating the global warming potential of concrete formulations. Research benchmarks show that bi similar to 5 kg m(-3) MPa(-1) are feasible and have already been achieved for concretes >50 MPa. However, concretes with lower compressive strengths have binder intensities varying between 10 and 20 kg m(-3) MPa(-1). These values can be a result of the minimum cement content established in many standards and reveal a significant potential for performance gains. In addition, combinations of low bi and ci are shown to be feasible. (c) 2010 Elsevier Ltd. All rights reserved.
Resumo:
A new approach to electrochromics, based on the reversible coating-dissolution of an oxide from an inorganic electrochromic electrolyte consisting of a silver-amine complex in a polymer electrolyte (PEO), has proven successful. The reversible electrodeposition of silver onto indium-tin oxide coated glass (ITO) was investigated and the influence of HClO(4) and KI was evaluated. Several characteristics of the electrolyte Ag-PEO make it suitable for use in electrochromic reversible silver electrodeposition devices, such as visible absorption spectrum with an absorbance variation of 60%, an electrochromic efficiency of 5.2 cm(2) C(-1) and an ionic conductivity 4.4 x 10(-4) S cm(-1). The addition of perchloric acid improved the transparency of Ag-PEO, and potassium iodide (KI) was fundamental in setting up the process of reversible silver electrodeposition in the PEO polymeric matrix. A description of the electrochemical processes implied is presented. A number of approaches focusing on the improvement of system performance are tested. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
Xylella fastidiosa (Wells, Raju, Hung, Weisburg, Mandelco-Paul, and Brenner) is a bacteria] pathogen transmitted by several Sharpshooters in two tribes of Cicadellinae (Proconiini and Cicadellini). Here, we compared the transmission efficiency of X. fastidiosa in coffee (Coffea arabica L) and citrus [Citrus sinensis (L) Osbeck] by Cicadellini [Bucephalogonia xanthophis (Berg) and Dilobopterus costalimai Young] and Proconiini [Homalodisca ignorata Melichar and Oncometopia facialis (Signoret) I sharpshooters that Occur in both crops. At different seasons, healthy adults of each species were submitted to a 48-h acquisition access period on citrus or coffee source plants infected with X. fastidiosa isolates that cause Citrus variegated chlorosis (CVC) and Coffee leaf scorch (CLS), respectively, and then confined on healthy seedlings of the corresponding host plant for a 48-h inoculation access period. No significant effect of inoculation season was observed when comparing infection rates of citrus or coffee plants inoculated by vectors at different times of the year. In Citrus, the transmission rate by single insects was significantly higher for H. ignorata (30%) in relation to B. xanthophis (5%) and O. facialis (1.1%) but there was no difference among vector species in coffee, whose transmission rates ranged from 1.2 to 7.2%. Comparing host plants, H. ignorata was more effective in transmitting X. fastidiosa to citrus (30%) in relation to coffee (2.2%), whereas the other vectors transmitted the bacterium to both hosts with similar efficiencies. Despite these variations. vector efficiency in coffee and Citrus is lower than that reported in other hosts.
Resumo:
The objectives of this study were to determine if percentage Bos taurus (0 or 50%) of the cow had an effect on ME requirements and milk production, and to compare cow/calf efficiency among 3 mating systems. Metabolizable energy requirements were estimated during a feeding trial that encompassed a gestation and lactation feeding trial for each of 2 groups of cows. Cows were 0 or 50% Bos taurus ( 100 or 50% Nellore) breed type: Nellore cows (NL; n = 10) mated to Nellore bulls, NL cows ( n = 9) mated to Angus bulls, Angus x Nellore (ANL; n = 10) and Simmental x Nellore (SNL; n = 10) cows mated to Canchim (5/ 8 Charolais 3/ 8 Zebu) bulls. Cows were individually fed a total mixed diet that contained 11.3% CP and 2.23 Mcal of ME/kg of DM. At 14-d intervals, cows and calves were weighed and the amount of DM was adjusted to keep shrunk BW and BCS of cows constant. Beginning at 38 d of age, corn silage was available to calves ad libitum. Milk production at 42, 98, 126, and 180 d postpartum was measured using the weigh-suckle-weigh technique. At 190 d of age, calves were slaughtered and body composition estimated using 9-10-11th-rib section to obtain energy deposition. Regression of BW change on daily ME intake (MEI) was used to estimate MEI at zero BW change. Increase in percentage Bos taurus had a significant effect on daily ME requirements (Mcal/d) during pregnancy (P < 0.01) and lactation (P < 0.01). Percentage Bos taurus had a positive linear effect on maintenance requirements of pregnant (P = 0.07) and lactating (P < 0.01) cows; during pregnancy, the ME requirements were 91 and 86% of those in lactation (131 +/- 3.5 vs. 145 +/- 3.4 Mcal.kg(-0.75).d(-1)) for the 0 and 50% B. taurus groups, respectively. The 50% B. taurus cows, ANL and SNL, suckling crossbred calves had greater total MEI (4,319 +/- 61 Mcal; P < 0.01) than 0% B. taurus cows suckling NL (3,484 +/- 86 Mcal) or ANL calves (3,600 +/- 91 Mcal). The 0% B. taurus cows suckling ANL calves were more efficient (45.3 +/- 1.6 g/Mcal; P = 0.03) than straightbred NL (35.1 +/- 1.5 g/Mcal) and ANL or SNL pairs (41.0 +/- 1.0 g/Mcal). Under the conditions of this study, crossbreeding improved cow/ calf efficiency and showed an advantage for cows that have lower energy requirements.
Resumo:
Potassium (K) is an essential nutrient for higher plants. Information on K uptake and use efficiency of upland rice under Brazilian conditions is limited. A greenhouse experiment was conducted with the objective to evaluate influence of K on yield, K uptake, and use efficiency of six upland rice genotypes grown on Brazilian Oxisol. The K rate used was zero (natural soil level) and 200 mg K kg-1 of soil. Shoot dry weight and grain yield were significantly influenced by K level and genotype treatments. However, K x genotype interactions were not significant, indicating similar responses of genotypes at two K levels for shoot dry weight and grain yield. Genotypes produced grain yield in the order of BRS Primavera BRA 01596 BRSMG Curinga BRS 032033 BRS Bonanca BRA 02582. Potassium concentration in shoot was about sixfold greater compared to grain, across two K levels and six genotypes. However, K utilization efficiency ratio (KUER) (mg shoot or grain yield / mg K uptake in shoot or root) was about 6.5 times greater in grain compared to shoot, across two K level and six genotypes. Potassium uptake in shoot and grain and KUER were significantly and positively associated with grain yield. Soil calcium (Ca), K, base saturation, acidity saturation, Ca saturation, K saturation, Ca/K ratio, and magnesium (Mg)/K ratio were significantly influenced by K application rate.
Resumo:
With the aim to study the water efficiency on the muskmelon hydroponics during a long cycle of crop and with different intervals between irrigation was carried out an experiment in two season from October 2003 to January 2004 (season I) and from January to April (season II). The experiment was carried out on the Fitotecnia Department on the Universidade Federal of Santa Maria, Santa Maria, RS. Were determined the water consumptions on the growth of the plants to observe the water efficiency. The water efficiency was a maximum on the blossom phase (4.19g de FS m(-3)) on the season I and on the vegetative phase (8.22g de FS m(-3)) for season II, associated with an elevated growth rate and small water consumptions on these seasons.