Booms and busts in commodity markets: bubbles or fundamentals?

This paper considers whether there were periodically collapsing rational speculative bubbles in commodity prices over a 40-year period from the late 1960s. We apply a switching regression approach to a broad range of commodities using two different measures of fundamental values—estimated from convenience yields and from a set of macroeconomic factors believed to affect commodity demand. We find reliable evidence for bubbles only among crude oil and feeder cattle, showing the popular belief that the extreme price movements observed in commodity markets were caused by pure speculation to be unsustainable

Exploring Liquid Sequential Injection Chromatography To Teach Fundamentals of Separation Methods: A Very Fast Analytical Chemistry Experiment

Fundacao de Amparo a Pesquisa do Estado de Sao Paulo (FAPESP)

Convergent journalism : the fundamentals of multimedia reporting

This book explains the phenomenon of media convergence, defines what has been until recently a confusing topic, describes the main business models, provides case studies of successful converged newsrooms around the world, and explains how to introduce convergence into the newsroom. Stephen Quinn provides a practical introduction to the changing landscape of news reporting, and has written a useful book for students and professionals alike.

House price bubble estimations in Australia's capital cities with market fundamentals

This paper investigates the existence of house price bubbles in Australia's eight capital cities in recent years by using quantitative analyses including Johansen cointegration test, Granger causality test, impulse response and Chow forecast test. While interactions between house prices and market fundamentals are discussed in long-run and causal estimations, shocks from the market fundamentals to house prices are investigated in generalized impulse response analyses. Findings from estimating house price bubbles for eight capital cities suggest that there was an obvious house price bubble in Perth, while a slight house price bubble occurred in Sydney. In contrast, house prices in Adelaide and Darwin can be explained very well by market fundamentals, while house prices in Melbourne, Brisbane, Hobart and Canberra were undervalued in the study period.

Fundamentals and applications of Maldi-Tof MS

MALDI was developed for the ionisation of relatively large polypeptides and proteins but its application has widened to incorporate glycoproteins, oligonucleotides and complex carbohydrates. A great advantage of MALDI TOF MS is that the process of soft-ionisation causes little or no fragmentation of analytes, allowing the molecular ions of analytes to be identified, even within mixtures. MALDI TOF MS analysis is sensitive and very rapid as once the sample has been mixed with a 'matrix' on a MALDI target, a spectrum can be generated within seconds. Hence, the majority of protein and oligonucleotide analysis in the context of high throughput proteomics and genomics is carried out by MALDI TOF mass spectrometry.