AltitudeOmics : Resetting of Cerebrovascular CO2 Reactivity Following Acclimatization to High Altitude.

Previous studies reported enhanced cerebrovascular CO2 reactivity upon ascent to high altitude using linear models. However, there is evidence that this response may be sigmoidal in nature. Moreover, it was speculated that these changes at high altitude are mediated by alterations in acid-base buffering. Accordingly, we reanalyzed previously published data to assess middle cerebral blood flow velocity (MCAv) responses to modified rebreathing at sea level (SL), upon ascent (ALT1) and following 16 days of acclimatization (ALT16) to 5260 m in 21 lowlanders. Using sigmoid curve fitting of the MCAv responses to CO2, we found the amplitude (95 vs. 129%, SL vs. ALT1, 95% confidence intervals (CI) [77, 112], [111, 145], respectively, P = 0.024) and the slope of the sigmoid response (4.5 vs. 7.5%/mmHg, SL vs. ALT1, 95% CIs [3.1, 5.9], [6.0, 9.0], respectively, P = 0.026) to be enhanced at ALT1, which persisted with acclimatization at ALT16 (amplitude: 177, 95% CI [139, 215], P < 0.001; slope: 10.3%/mmHg, 95% CI [8.2, 12.5], P = 0.003) compared to SL. Meanwhile, the sigmoidal response midpoint was unchanged at ALT1 (SL: 36.5 mmHg; ALT1: 35.4 mmHg, 95% CIs [34.0, 39.0], [33.1, 37.7], respectively, P = 0.982), while it was reduced by ~7 mmHg at ALT16 (28.6 mmHg, 95% CI [26.4, 30.8], P = 0.001 vs. SL), indicating leftward shift of the cerebrovascular CO2 response to a lower arterial partial pressure of CO2 (PaCO2) following acclimatization to altitude. Sigmoid fitting revealed a leftward shift in the midpoint of the cerebrovascular response curve which could not be observed with linear fitting. These findings demonstrate that there is resetting of the cerebrovascular CO2 reactivity operating point to a lower PaCO2 following acclimatization to high altitude. This cerebrovascular resetting is likely the result of an altered acid-base buffer status resulting from prolonged exposure to the severe hypocapnia associated with ventilatory acclimatization to high altitude.

A Cartan-Eilenberg approach to Homotopical Algebra

In this paper we propose an approach to homotopical algebra where the basic ingredient is a category with two classes of distinguished morphisms: strong and weak equivalences. These data determine the cofibrant objects by an extension property analogous to the classical lifting property of projective modules. We define a Cartan-Eilenberg category as a category with strong and weak equivalences such that there is an equivalence of categories between its localisation with respect to weak equivalences and the relative localisation of the subcategory of cofibrant objects with respect to strong equivalences. This equivalence of categories allows us to extend the classical theory of derived additive functors to this non additive setting. The main examples include Quillen model categories and categories of functors defined on a category endowed with a cotriple (comonad) and taking values on a category of complexes of an abelian category. In the latter case there are examples in which the class of strong equivalences is not determined by a homotopy relation. Among other applications of our theory, we establish a very general acyclic models theorem.

Cómo mejorar la efectividad en un jugador de tenis: Modelos de regresión log-lineales

La efectividad en el deporte hace referencia al impacto alcanzado por una acción llevada a cabo en condiciones habituales, estando presente en la ejecución de cualquier actividad física, referida a la capacidad para producir el efecto deseado, y está relacionada con la e$cacia, entendida como el efecto de una acción llevada a cabo en las mejores condiciones posibles, y que tiene como objetivo, lograr la meta, o conseguir el triunfo. El objetivo de este trabajo consistió en identificar la relación entre la zona y el tipo de golpe, desde la cual el tenista presenta mayor y menor efectividad en el juego. Para ello se observó a un tenista durante 12 entrenamientos con un rival de nivel equivalente, según la ATP, durante la temporada 2012-2013, registrando su situación en la cancha y el tipo de golpe de todas las devoluciones con éxito, entendido como obtención del punto o recuperación del saque. Se crearon tres criterios categóricos que constituyen un instrumento de observación para registrar el juego del tenista en la zona horizontal, y la zona vertical de la pista, además del tipo de golpe que realiza en términos de drive, revés, smash y dejada. Utilizando la técnica de regresión log-lineal, se obtuvieron resultados que indican que el jugador presenta una menor efectividad en los golpes realizados desde el lado izquierdo, y muestra una mayor efectividad en el drive y revés ejecutados desde media pista o fondo del lado derecho. La interpretación de los resultados aporta información sobre las localizaciones en la pista y los golpes, relacionados con su mayor y menor efectividad.

Incubation period of Hemileia vastatrix in coffee plants in Brazil simulated under climate change

Risk analysis of climate change on plant diseases has great importance for agriculture since it allows the evaluation of management strategies to minimize future damages. This work aimed to simulate future scenarios of coffee rust (Hemileia vastatrix) epidemics by elaborating geographic distribution maps using a model that estimates the pathogen incubation period and the output from three General Circulation Models (CSIRO-Mk3.0, INM-CM3.0, and MIROC3.2.medres). The climatological normal from 1961-1990 was compared with that of the decades 2020s, 2050s and 2080s using scenarios A2 and B1 from the IPCC. Maps were prepared with a spatial resolution of 0.5 × 0.5 degrees of latitude and longitude for ten producing states in Brazil. The climate variables used were maximum and minimum monthly temperatures. The maps obtained in scenario A2 showed a tendency towards a reduction in the incubation period when future scenarios are compared with the climatological normal from 1961-1990. A reduction in the period was also observed in scenario B1, although smaller than that in scenario A2.

Acidic dissolution of iron oxides and regeneration of a ceramic filter medium

The dewatering of iron ore concentrates requires large capacity in addition to producing a cake with low moisture content. Such large processes are commonly energy intensive and means to lower the specific energy consumption are needed. Ceramic capillary action disc filters incorporate a novel filter medium enabling the harnessing of capillary action, which results in decreased energy consumption in comparison to traditional filtration technologies. As another benefit, the filter medium is mechanically and chemically more durable than, for example, filter cloths and can, thus, withstand harsh operating conditions and possible regeneration better than other types of filter media. In iron ore dewatering, the regeneration of the filter medium is done through a combination of several techniques: (1) backwashing, (2) ultrasonic cleaning, and (3) acid regeneration. Although it is commonly acknowledged that the filter medium is affected by slurry particles and extraneous compounds, published research, especially in the field of dewatering of mineral concentrates, is scarce. Whereas the regenerative effect of backwashing and ultrasound are more or less mechanical, regeneration with acids is based on chemistry. The chemistry behind the acid regeneration is, naturally, dissolution. The dissolution of iron oxide particles has been extensively studied over several decades but those studies may not necessarily be directly applicable in the regeneration of the filter medium which has undergone interactions with the slurry components. The aim of this thesis was to investigate if free particle dissolution indeed correlates with the regeneration of the filter medium. For this purpose, both free particle dissolution and dissolution of surface adhered particles were studied. The focus was on acidic dissolution of iron oxide particles and on the study of the ceramic filter medium used in the dewatering of iron ore concentrates. The free particle dissolution experiments show that the solubility of synthetic fine grained iron oxide particles in oxalic acid could be explained through linear models accounting for the effects of temperature and acid concentration, whereas the dissolution of a natural magnetite is not so easily explained by such models. In addition, the kinetic experiments performed both support and contradict the work of previous authors: the suitable kinetic model here supports previous research suggesting solid state reduction to be the reaction mechanism of hematite dissolution but the formation of a stable iron oxalate is not supported by the results of this research. Several other dissolution mechanisms have also been suggested for iron oxide dissolution in oxalic acid, indicating that the details of oxalate promoted reductive dissolution are not yet agreed and, in this respect, this research offers added value to the community. The results of the regeneration experiments with the ceramic filter media show that oxalic acid is highly effective in removing iron oxide particles from the surface of the filter medium. The dissolution of those particles did not, however, exhibit the expected behaviour, i.e. complete dissolution. The results of this thesis show that although the regeneration of the ceramic filter medium with acids incorporates the dissolution of slurry particles from the surface of the filter medium, the regeneration cannot be assessed purely based upon free particle dissolution. A steady state, dependent on temperature and on the acid concentration, was observed in the dissolution of particles from the surface even though the limit of solubility of free iron oxide particles had not been reached. Both the regeneration capacity and efficiency, with regards to the removal of iron oxide particles, was found to be temperature dependent, but was not affected by the acid concentration. This observation further suggests that the removal of the surface adhered particles does not follow the dissolution of free particles, which do exhibit a dependency on the acid concentration. In addition, changes in the permeability and in the pore structure of the filter medium were still observed after the bulk concentration of dissolved iron had reached a steady state. Consequently, the regeneration of the filter medium continued after the dissolution of particles from the surface had ceased. This observation suggests that internal changes take place at the final stages of regeneration. The regeneration process could, in theory, be divided into two, possibly overlapping, stages: (1) dissolution of surface-adhered particles, and (2) dissolution of extraneous compounds from within the pore structure. In addition to the fundamental knowledge generated during this thesis, tools to assess the effects of parameters on the regeneration of the ceramic filter medium are needed. It has become clear that the same tools used to estimate the dissolution of free particles cannot be used to estimate the regeneration of a filter medium unless only a robust characterisation of the order of regeneration efficiency is needed.

Luottamuksen lähteet. Vertaileva tutkimus yleistynyttä luottamusta synnyttävistä mekanismeista

Tutkimuksen aiheena on yleistynyt luottamus. Väitöskirjassa tutkitaan mistä tuntemattomien kansalaisten toisiinsa kohdistama luottamus kumpuaa ja haetaan vastauksia tähän kysymykseen sekä maakohtaisen että vertailevan tutkimuksen avulla. Tutkimus koostuu yhteenvedon lisäksi viidestä tutkimusartikkelista, joissa luottamuksen syntyä tarkastellaan sekä yksilöiden mikrotason vuorovaikutuksen että maiden välisten eroavaisuuksien näkökulmasta. Yleistyneen luottamuksen synnystä on esitetty useita eri teorioita. Tässä tutkimuksessa tarkastellaan näistä kahta keskeisintä. Osa tutkijoista korostaa kansalaisyhteiskunnan ja ruohonjuuritason verkostojen roolia yleistyneen luottamuksen synnyn taustalla. Tämän hypoteesin mukaan kansalaiset, jotka viettävät aikaansa yhdistyksissä tai muissa sosiaalisissa verkostoissa, oppivat muita helpommin luottamaan paitsi täysin tuntemattomiin ihmisiin myös yhteiskunnallisiin instituutioihin (kansalaisyhteiskuntakeskeinen hypoteesi). Toiset taas painottavat yhteiskunnan julkisten instituutioiden merkitystä. Tämä hypoteesi korostaa instituutioiden reiluutta ja oikeudenmukaisuutta (instituutiokeskeinen hypoteesi). Ihmiset pystyvät luottamaan toisiinsa ja ratkaisemaan kollektiivisia ongelmiaan yhdessä silloin kun esimerkiksi poliittiset ja lainsäädännölliset instituutiot pystyvät luomaan tähän tarvittavan toimintaympäristön. Aineistoina käytetään kansallisia (Hyvinvointi- ja palvelut) sekä kansainvälisiä vertailevia kyselytutkimuksia (European Social Survey ja ISSP). Yksilö- ja makrotason analyyseja yhdistämällä selvitetään yleistynyttä luottamusta selittäviä tekijöitä sekä mekanismeja joiden kautta yleistynyt luottamus muodostuu. Väitöskirjan tulokset tukevat suurimmaksi osaksi instituutiokeskeiseen suuntaukseen sisältyviä hypoteeseja yleistyneen luottamuksen kasautumisesta. Kuitenkin myös esimerkiksi yhdistystoiminnalla havaittiin olevan joitakin yhdistysjäsenien ulkopuolelle ulottuvia myönteisiä vaikutuksia kansalaisten luottamukseen, mikä taas tukee kansalaisyhteiskuntakeskeistä hypoteesia. Tutkimuksen keskeinen tulos on, että kaiken kaikkiaan luottamus näyttäisi kukoistavan maissa, joissa kansalaiset kokevat julkiset instituutiot oikeudenmukaisina sekä reiluina, kansalaisyhteiskunnan roolin luottamuksen synnyttämisessä ollessa tälle alisteinen. Syyksi tähän on oletettu, että näissä maissa (erityisesti pohjoismaiset hyvinvointivaltiot) harjoitettu universaali hyvinvointipolitiikka ja palvelut ovat keskeisiä korkeaa yleistynyttä luottamusta selittäviä tekijöitä. Toisaalta maavertailuissa tätä yhteyttä on selitetty myös sillä, että näissä yhteiskunnassa ei ole paikannettavissa selkeää kulttuurisesti erottuvaa alaluokkaa. Tämän tutkimuksen tulokset tukevat enemmän universaalin hyvinvointivaltion oikeudenmukaisuuteen liittyviä ominaisuuksia alaluokkaistumishypoteesin sijaan. Toisaalta mikrotasolla tarkasteltuna yleistyneen luottamuksen ja hyvinvointipalvelujen välinen yhteys liittyy enemmän palveluiden riittävyyteen kuin niiden universaalisuuden asteeseen. Niin ikään maavertailuissa esimerkiksi verotuksen oikeudenmukaisena kokeminen näyttäisi olevan palvelujen saatavuutta tai niihin liittyviä oikeudenmukaisuuden kokemuksia tärkeämpi seikka yleistyneen luottamuksen kannalta.

Gender-related pathways for behavior problems in the offspring of alcoholic fathers

The objective of the present study was to examine gender differences in the influence of paternal alcoholism on children's social-emotional development and to determine whether paternal alcoholism is associated with a greater number of externalizing symptoms in the male offspring. From the Mannheim Study of Risk Children, an ongoing longitudinal study of a high-risk population, the developmental data of 219 children [193 (95 boys and 98 girls) of non-alcoholic fathers, non-COAs, and 26 (14 boys, 12 girls) of alcoholic fathers, COAs] were analyzed from birth to the age of 11 years. Paternal alcoholism was defined according to the ICD-10 categories of alcohol dependence and harmful use. Socio-demographic data, cognitive development, number and severity of behavior problems, and gender-related differences in the rates of externalizing and internalizing symptoms were assessed using standardized instruments (IQ tests, Child Behavior Checklist questionnaire and diagnostic interviews). The general linear model analysis revealed a significant overall effect of paternal alcoholism on the number of child psychiatric problems (F = 21.872, d.f. = 1.217, P < 0.001). Beginning at age 2, significantly higher numbers of externalizing symptoms were observed among COAs. In female COAs, a pattern similar to that of the male COAs emerged, with the predominance of delinquent and aggressive behavior. Unlike male COAs, females showed an increase of internalizing symptoms up to age 11 years. Of these, somatic complaints revealed the strongest discriminating effect in 11-year-old females. Children of alcoholic fathers are at high risk for psychopathology. Gender-related differences seem to exist and may contribute to different phenotypes during development from early childhood to adolescence.

Rosuvastatin and vascular dysfunction markers in pulmonary arterial hypertension: a placebo-controlled study

We investigated whether chronic rosuvastatin administration could improve the abnormalities of the circulating levels of vascular dysfunction markers in pulmonary arterial hypertension (PAH). Sixty patients, aged 13 to 60 years, with idiopathic (N = 14) or congenital heart disease-associated PAH (N = 46) were equally but randomly assigned to rosuvastatin treatment (10 mg a day, orally) or placebo for 6 months in a blind fashion. Plasma levels of P-selectin, tissue-plasminogen activator and its inhibitor as well as von Willebrand factor antigen were measured by enzyme-linked immunoassay before and after 1, 3, and 6 months of treatment. Baseline levels of biomarkers were elevated (68, 16, 45 and 46% increase relative to controls, for P-selectin, von Willebrand factor antigen, tissue-plasminogen activator and its inhibitor, respectively; P < 0.001). P-selectin values at baseline, 1, 3, and 6 months were 39.9 ± 18.5, 37.6 ± 14.6, 34.8 ± 14.6, and 35.4 ± 13.9 ng/mL, respectively, for the rosuvastatin group and 45.7 ± 26.8, 48.0 ± 26.9, 48.1 ± 25.7, and 45.7 ± 25.6 ng/mL for the placebo group. The P-selectin level was lower in the rosuvastatin group compared with placebo throughout treatment (P = 0.037, general linear model). A trend was observed towards a decrease in tissue-plasminogen activator in the statin group (16% reduction, P = 0.094), with no significant changes in the other markers. Since P-selectin is crucial in inflammation and thrombosis, its reduction by rosuvastatin is potentially relevant in the pathophysiological scenario of PAH.

Effect of estrogen receptor-alpha (ESR1) gene polymorphism on high density lipoprotein levels in response to hormone replacement therapy

Studies have shown that estrogen replacement therapy and estrogen plus progestin replacement therapy alter serum levels of total, LDL and HDL cholesterol levels. However, HDL cholesterol levels in women vary considerably in response to hormone replacement therapy (HRT). A significant portion of the variability of these levels has been attributed to genetic factors. Therefore, we investigated the influence of estrogen receptor-alpha (ESR1) gene polymorphisms on HDL levels in response to postmenopausal HRT. We performed a prospective cohort study on 54 postmenopausal women who had not used HRT before the study and had no significant general medical illness. HRT consisted of conjugated equine estrogen and medroxyprogesterone acetate continuously for 1 year. The lipoprotein levels were measured from blood samples taken before the start of therapy and after 1 year of HRT. ESR1 polymorphism (MspI C>T, HaeIII C>T, PvuII C>T, and XbaI A>G) frequencies were assayed by restriction fragment length polymorphism. A general linear model was used to describe the relationships between HDL levels and genotypes after adjusting for age. A significant increase in HDL levels was observed after HRT (P = 0.029). Women with the ESR1 PvuII TT genotype showed a statistically significant increase in HDL levels after HRT (P = 0.032). No association was found between other ESR1 polymorphisms and HDL levels. According to our results, the ESR1 PvuII TT genotype was associated with increased levels of HDL after 1 year of HRT.

Morphometric evaluation of nitric oxide synthase isoforms and their cytokine regulators predict pulmonary dysfunction and survival in systemic sclerosis

Because histopathological changes in the lungs of patients with systemic sclerosis (SSc) are consistent with alveolar and vessel cell damage, we presume that this interaction can be characterized by analyzing the expression of proteins regulating nitric oxide (NO) and plasminogen activator inhibitor-1 (PAI-1) synthesis. To validate the importance of alveolar-vascular interactions and to explore the quantitative relationship between these factors and other clinical data, we studied these markers in 23 cases of SSc nonspecific interstitial pneumonia (SSc-NSIP). We used immunohistochemistry and morphometry to evaluate the amount of cells in alveolar septa and vessels staining for NO synthase (NOS) and PAI-1, and the outcomes of our study were cellular and fibrotic NSIP, pulmonary function tests, and survival time until death. General linear model analysis demonstrated that staining for septal inducible NOS (iNOS) related significantly to staining of septal cells for interleukin (IL)-4 and to septal IL-13. In univariate analysis, higher levels of septal and vascular cells staining for iNOS were associated with a smaller percentage of septal and vascular cells expressing fibroblast growth factor and myofibroblast proliferation, respectively. Multivariate Cox model analysis demonstrated that, after controlling for SSc-NSIP histological patterns, just three variables were significantly associated with survival time: septal iNOS (P=0.04), septal IL-13 (P=0.03), and septal basic fibroblast growth factor (bFGF; P=0.02). Augmented NOS, IL-13, and bFGF in SSc-NSIP histological patterns suggest a possible functional role for iNOS in SSc. In addition, the extent of iNOS, PAI-1, and IL-4 staining in alveolar septa and vessels provides a possible independent diagnostic measure for the degree of pulmonary dysfunction and fibrosis with an impact on the survival of patients with SSc.

Decreased brain-derived neurotrophic factor plasma levels in psoriasis patients

Brain-derived neurotrophic factor (BDNF) is associated with neuroplasticity and synaptic strength, and is decreased in conditions associated with chronic stress. Nevertheless, BDNF has not yet been investigated in psoriasis, a chronic inflammatory systemic disease that is exacerbated by stress. Therefore, our aim was to determine BDNF plasma levels in psoriasis patients and healthy controls. Adult patients (n=94) presenting with psoriasis for at least 1 year were enrolled, and age- and gender-matched with healthy controls (n=307) from the Brazilian Longitudinal Study of Adult Health (ELSA-Brasil). Participants had neither a previous history of coronary artery disease nor current episode of major depression. BDNF plasma levels were determined using the Promega ELISA kit. A general linear model was used to compare BDNF levels in psoriasis patients and controls, with age, gender, systolic blood pressure, serum fasting glucose, blood lipid levels, triglycerides, smoking status, and body mass index examined. After adjusting for clinical and demographic variables, significantly decreased BNDF plasma levels were observed in psoriasis patients (P=0.01) (estimated marginal means of 3922 pg/mL; 95%CI=2660-5135) compared with controls (5788 pg/mL; 95%CI=5185-6442). Similar BDNF levels were found in both mild and severe cases of psoriasis. Our finding, that BDNF is decreased in psoriasis, supports the concept of a brain-skin connection in psoriasis. Further studies should determine if BDNF is increased after specific psoriasis treatments, and associated with different disease stages.

Analysis of fracture healing in osteopenic bone caused by disuse: experimental study

Osteoporosis has become a serious global public health issue. Hence, osteoporotic fracture healing has been investigated in several previous studies because there is still controversy over the effect osteoporosis has on the healing process. The current study aimed to analyze two different periods of bone healing in normal and osteopenic rats. Sixty, 7-week-old female Wistar rats were randomly divided into four groups: unrestricted and immobilized for 2 weeks after osteotomy (OU2), suspended and immobilized for 2 weeks after osteotomy (OS2), unrestricted and immobilized for 6 weeks after osteotomy (OU6), and suspended and immobilized for 6 weeks after osteotomy (OS6). Osteotomy was performed in the middle third of the right tibia 21 days after tail suspension, when the osteopenic condition was already set. The fractured limb was then immobilized by orthosis. Tibias were collected 2 and 6 weeks after osteotomy, and were analyzed by bone densitometry, mechanical testing, and histomorphometry. Bone mineral density values from bony calluses were significantly lower in the 2-week post-osteotomy groups compared with the 6-week post-osteotomy groups (multivariate general linear model analysis, P<0.000). Similarly, the mechanical properties showed that animals had stronger bones 6 weeks after osteotomy compared with 2 weeks after osteotomy (multivariate general linear model analysis, P<0.000). Histomorphometry indicated gradual bone healing. Results showed that osteopenia did not influence the bone healing process, and that time was an independent determinant factor regardless of whether the fracture was osteopenic. This suggests that the body is able to compensate for the negative effects of suspension.

Instrumental color and sensory acceptance of soy-based emulsions: a response surface approach

Response Surface Methodology (RSM) was applied to evaluate the chromatic features and sensory acceptance of emulsions that combine Soy Protein (SP) and red Guava Juice (GJ). The parameters analyzed were: instrumental color based on the coordinates a* (redness), b* (yellowness), L* (lightness), C* (chromaticity), h* (hue angle), visual color, acceptance, and appearance. The analyses of the results showed that GJ was responsible for the high measured values of red color, hue angle, chromaticity, acceptance, and visual color, whereas SP was the variable that increased the yellowness intensity of the assays. The redness (R²adj = 74.86%, p < 0.01) and hue angle (R²adj = 80.96%, p < 0.01) were related to the independent variables by linear models, while the sensory data (color and acceptance) could not be modeled due to a high variability. The models of yellowness, lightness, and chromaticity did not present lack of fit but presented adjusted determination coefficients bellow 70%. Notwithstanding, the linear correlations between sensory and instrumental data were not significant (p > 0.05) and low Pearson coefficients were obtained. The results showed that RSM is a useful tool to develop soy-based emulsions and model some chromatic features of guava-based emulsions through RSM.

Influence of process parameters on the color and texture of passion fruit albedo preserved in syrup

The industrialization of passion fruit in the form of juice produces considerable amounts of residue that could be used as food. The objective of the present study was to determine the effects of the volume of passion fruit juice added to the syrup and the cooking time on the color and texture of passion fruit albedo preserved in syrup. Multi-linear models were well fit to describe the value for a* (for the albedo) the values for b* (for the albedo and syrup), which exhibited high correlation coefficients of 98%, 84%, and 88%, respectively. The volume of passion fruit juice added and the cooking time of the albedos in the syrup, involved in the processing of passion fruit albedo preserves in syrup, significantly affected color analyses. The texture was not affected by the parameters studied. Therefore, the use of larger volumes of passion fruit juice and longer cooking time is recommended for the production of passion fruit albedo preserves in syrup to achieve the characteristic yellow color of the fruit.

Modeling Energy Futures Returns With Markov Regime Switching Model

Financial time series have a tendency of abruptly changing their behavior and maintain this behavior for several consecutive periods, and commodity futures returns are not an exception. This quality proposes that nonlinear models, as opposed to linear models, can more accurately describe returns and volatility. Markov regime switching models are able to match this behavior and have become a popular way to model financial time series. This study uses Markov regime switching model to describe the behavior of energy futures returns on a commodity level, because studies show that commodity futures are a heterogeneous asset class. The purpose of this thesis is twofold. First, determine how many regimes characterize individual energy commodities’ returns in different return frequencies. Second, study the characteristics of these regimes. We extent the previous studies on the subject in two ways: We allow for the possibility that the number of regimes may exceed two, as well as conduct the research on individual commodities rather than on commodity indices or subgroups of these indices. We use daily, weekly and monthly time series of Brent crude oil, WTI crude oil, natural gas, heating oil and gasoil futures returns over 1994–2014, where available, to carry out the study. We apply the likelihood ratio test to determine the sufficient number of regimes for each commodity and data frequency. Then the time series are modeled with Markov regime switching model to obtain the return distribution characteristics of each regime, as well as the transition probabilities of moving between regimes. The results for the number of regimes suggest that daily energy futures return series consist of three to six regimes, whereas weekly and monthly returns for all energy commodities display only two regimes. When the number of regimes exceeds two, there is a tendency for the time series of energy commodities to form groups of regimes. These groups are usually quite persistent as a whole because probability of a regime switch inside the group is high. However, individual regimes in these groups are not persistent and the process oscillates between these regimes frequently. Regimes that are not part of any group are generally persistent, but show low ergodic probability, i.e. rarely prevail in the market. This study also suggests that energy futures return series characterized with two regimes do not necessarily display persistent bull and bear regimes. In fact, for the majority of time series, bearish regime is considerably less persistent. Rahoituksen aikasarjoilla on taipumus arvaamattomasti muuttaa käyttäytymistään ja jatkaa tätä uutta käyttäytymistä useiden periodien ajan, eivätkä hyödykefutuurien tuotot tee tähän poikkeusta. Tämän ominaisuuden johdosta lineaaristen mallien sijasta epälineaariset mallit pystyvät tarkemmin kuvailemaan esimerkiksi tuottojen jakauman parametreja. Markov regiiminvaihtomallit pystyvät vangitsemaan tämän ominaisuuden ja siksi niistä on tullut suosittuja rahoituksen aikasarjojen mallintamisessa. Tämä tutkimus käyttää Markov regiiminvaihtomallia kuvaamaan yksittäisten energiafutuurien tuottojen käyttäytymistä, sillä tutkimukset osoittavat hyödykefutuurien olevan hyvin heterogeeninen omaisuusluokka. Tutkimuksen tarkoitus on selvittää, kuinka monta regiimiä tarvitaan kuvaamaan energiafutuurien tuottoja eri tuottofrekvensseillä ja mitkä ovat näiden regiimien ominaisuudet. Aiempaa tutkimusta aiheesta laajennetaan määrittämällä regiimien lukumäärä tilastotieteellisen testauksen menetelmin sekä tutkimalla energiafutuureja yksittäin; ei indeksi- tai alaindeksitasolla. Tutkimuksessa käytetään päivä-, viikko- ja kuukausiaikasarjoja Brent-raakaöljyn, WTI-raakaöljyn, maakaasun, lämmitysöljyn ja polttoöljyn tuotoista aikaväliltä 1994–2014, siltä osin kuin aineistoa on saatavilla. Likelihood ratio -testin avulla estimoidaan kaikille aikasarjoille regiimien määrä,jonka jälkeen Markov regiiminvaihtomallia hyödyntäen määritetään yksittäisten regiimientuottojakaumien ominaisuudet sekä regiimien välinen transitiomatriisi. Tulokset regiimien lukumäärän osalta osoittavat, että energiafutuurien päiväkohtaisten tuottojen aikasarjoissa regiimien lukumäärä vaihtelee kolmen ja kuuden välillä. Viikko- ja kuukausituottojen kohdalla kaikkien energiafutuurien prosesseissa regiimien lukumäärä on kaksi. Kun regiimejä on enemmän kuin kaksi, on prosessilla taipumus muodostaa regiimeistä koostuvia ryhmiä. Prosessi pysyy ryhmän sisällä yleensä pitkään, koska todennäköisyys siirtyä ryhmään kuuluvien regiimien välillä on suuri. Yksittäiset regiimit ryhmän sisällä eivät kuitenkaan ole kovin pysyviä. Näin ollen prosessi vaihtelee ryhmän sisäisten regiimien välillä tiuhaan. Regiimit, jotka eivät kuulu ryhmään, ovat yleensä pysyviä, mutta prosessi ajautuu niihin vain harvoin, sillä todennäköisyys siirtyä muista regiimeistä niihin on pieni. Tutkimuksen tulokset osoittavat myös, että prosesseissa, joita ohjaa kaksi regiimiä, nämä regiimit eivät välttämättä ole pysyvät bull- ja bear-markkinatilanteet. Tulokset osoittavat sen sijaan, että bear-markkinatilanne on energiafutuureissa selvästi vähemmän pysyvä.