Azepanium-based ionic liquids as green electrolytes for high voltage supercapacitors

This work provides a first-time-study of Azepanium-based ionic liquids (ILs) as electrolyte components for electrochemical double layer capacitors (EDLCs). Herein, two Azepanium-based ILs, namely N-methyl, N-butyl-azepanium bis(trifluoromethanesulfonyl)imide (Azp(14)TFSI) and N-methyl, N-hexyl-azepanium bis(trifluoromethanesulfonyl)imide (Azp(16)TFSI) were compared with the established IL N-butyl, N-methylpyrrolidinium bis(trifluoromethanesulfonyl)imide (Pyr(14)TFSI) in terms of viscosity, conductivity, thermal stability and electrochemical behavior in EDLC systems. The ILs' operative potentials were found to be comparable, leading to operative voltages up to 3.5 V without significant electrolyte degradation. 

Mixtures of azepanium based ionic liquids and propylene carbonate as high voltage electrolytes for supercapacitors

This work provides a study of mixtures of the azepanium-based ionic liquid (IL) N-methyl, N-butyl-azepanium bis[(trifluoromethane) sulfonyl]imide (Azp₁₄TFSI) and propylene carbonate (PC) as electrolyte components in electrochemical double layer capacitors (EDLCs). The considered mixtures' properties were then compared to the properties of mixtures of N-butyl, N-methylpyrrolidinium bis[(trifluoromethane) sulfonyl]imide (Pyr₁₄TFSI) and PC in terms of viscosity, conductivity and electrochemical behavior. The mixtures' operative potentials were found to be comparable to each other, leading to operative voltages as high as 3.5 V, while retaining the low viscosities and high conductivities of PC based EDLC electrolytes.

Outperformance in exchange-traded fund pricing deviations: Generalized control of data snooping bias

An investigation into exchange-traded fund (ETF) outperforrnance during the period 2008-2012 is undertaken utilizing a data set of 288 U.S. traded securities. ETFs are tested for net asset value (NAV) premium, underlying index and market benchmark outperformance, with Sharpe, Treynor, and Sortino ratios employed as risk-adjusted performance measures. A key contribution is the application of an innovative generalized stepdown procedure in controlling for data snooping bias. We find that a large proportion of optimized replication and debt asset class ETFs display risk-adjusted premiums with energy and precious metals focused funds outperforming the S&P 500 market benchmark.