Modelling and forecasting fossil fuels, CO2 and electricity prices and their volatilities

In the current uncertain context that affects both the world economy and the energy sector, with the rapid increase in the prices of oil and gas and the very unstable political situation that affects some of the largest raw materials’ producers, there is a need for developing efficient and powerful quantitative tools that allow to model and forecast fossil fuel prices, CO2 emission allowances prices as well as electricity prices. This will improve decision making for all the agents involved in energy issues. Although there are papers focused on modelling fossil fuel prices, CO2 prices and electricity prices, the literature is scarce on attempts to consider all of them together. This paper focuses on both building a multivariate model for the aforementioned prices and comparing its results with those of univariate ones, in terms of prediction accuracy (univariate and multivariate models are compared for a large span of days, all in the first 4 months in 2011) as well as extracting common features in the volatilities of the prices of all these relevant magnitudes. The common features in volatility are extracted by means of a conditionally heteroskedastic dynamic factor model which allows to solve the curse of dimensionality problem that commonly arises when estimating multivariate GARCH models. Additionally, the common volatility factors obtained are useful for improving the forecasting intervals and have a nice economical interpretation. Besides, the results obtained and methodology proposed can be useful as a starting point for risk management or portfolio optimization under uncertainty in the current context of energy markets.

Exposição a substâncias organocloradas em São Paulo: níveis séricos em doadores de sangue e fatores associados

A utilização de pesticidas organoclorados é motivo de preocupação das entidades ligadas à área de saúde em todo o mundo. Apesar de as formas de contaminação serem bem conhecidas, não há um controle eficaz na fiscalização do seu uso no Brasil. Sabe-se que altos níveis séricos destes compostos nos organismos de seres humanos e animais acarretam sérios problemas de saúde. Tendo em vista essa realidade, foi realizado, em 2009, o Projeto Piloto do I Inquérito Nacional de Populações Expostas a Substâncias Químicas, cujo subprojeto \"doadores de sangue\" teve como objetivo mensurar as concentrações de substâncias químicas no sangue de 547 residentes da região metropolitana de São Paulo, dentre elas os pesticidas organoclorados. Este trabalho teve como objetivos avaliar as concentrações dos pesticidas hexaclorobenzeno (HCB), alfa-HCH, ?-HCH, beta-HCH, beta-HCH, heptacloro, heptacloro epóxido, dieldrin, mirex, o,p\'-DDT, p,p\'-DDT, o,p\'-DDE, p,p\'-DDE, o,p\'-DDD e p,p\'-DDD nesta população e compará-las com as encontradas em outros países e determinar fatores associados aos níveis mais elevados destas substâncias. O método analítico utilizado foi de cromatografia a gás. Os resultados deste estudo indicam que a população adulta de São Paulo não está exposta a níveis preocupantes de pesticidas organoclorados, pois dentre os compostos analisados, apenas o beta-HCH e o p,p\'-DDE tiveram um número significante de amostras acima do limite de quantificação, 10,7% e 31,2% das amostras respectivamente. Quando utilizada a metade do limite de quantificação para substituir os valores abaixo do limite de quantificação do método, o valor médio encontrado para o beta-HCH foi de 0,028 ug/dL e para o p,p\'-DDE foi de 0,045 ug/dL. Este estudo propôs dois modelos multivariados para explicar os fatores associados aos compostos beta-HCH e p,p\'-DDE no sangue dos doadores. Segundo o modelo de Regressão Logística Ordinal Multivariado, os fatores associados a níveis mais altos de beta-HCH foram ter idade entre 26 e 45 anos e ser do sexo feminino. Para o p,p\'-DDE os fatores associados a níveis mais altos foram ter idade entre 26 e 45 anos, ser do sexo feminino e ter trabalhado com pesticidas, enquanto receber renda mensal de 3 a 5 salários mínimos e consumir derivados de origem animal uma ou mais vezes por semana foram associados a níveis mais baixos de p,p\'-DDE. Segundo o modelo de Regressão Linear Múltipla, os fatores associados a níveis mais altos de beta-HCH foram o sexo feminino, ter contato prévio com pesticidas na região agrícola, ter trabalhado com pesticidas em campanhas de saúde pública, ter trabalhado em empresas de capacitores ou transformadores, ter trabalhado em indústrias de solventes clorados, ter renda mensal de 3 a 5 salários mínimos, consumo de carnes uma ou duas vezes por semana e consumo de frutos do mar uma ou duas vezes por semana, enquanto consumo frequente de cerveja e ter renda mensal de 1 a 3 salários mínimos foram associado a níveis menores de beta-HCH. Já para o p,p\'-DDE, os fatores associados a níveis mais elevados foram ser do sexo feminino, ser não branco, ter trabalhado com pesticidas e consumir água de fontes que não sejam minerais ou de rede, enquanto o consumo frequente de bebidas alcoólicas foi associado a níveis mais baixos de p,p\'-DDE

Changes in Access to Health Services of the Immigrant and Native-Born Population in Spain in the Context of Economic Crisis

Aim: To analyze changes in access to health care and its determinants in the immigrant and native-born populations in Spain, before and during the economic crisis. Methods: Comparative analysis of two iterations of the Spanish National Health Survey (2006 and 2012). Outcome variables were: unmet need and use of different healthcare levels; explanatory variables: need, predisposing and enabling factors. Multivariate models were performed (1) to compare outcome variables in each group between years, (2) to compare outcome variables between both groups within each year, and (3) to determine the factors associated with health service use for each group and year. Results: unmet healthcare needs decreased in 2012 compared to 2006; the use of health services remained constant, with some changes worth highlighting, such as the decline in general practitioner visits among autochthons and a narrowed gap in specialist visits between the two populations. The factors associated with health service use in 2006 remained constant in 2012. Conclusion: Access to healthcare did not worsen, possibly due to the fact that, until 2012, the national health system may have cushioned the deterioration of social determinants as a consequence of the financial crisis. Further studies are necessary to evaluate the effects of health policy responses to the crisis after 2012.

Suboptimal Vitamin D Associated with Dental Caries at an Urban Pediatric Hospital

Thesis (Master's)--University of Washington, 2016-06

Interspecific variation in the use of carotenoid-based coloration in birds: diet, life history and phylogeny

Birds show striking interspecific variation in their use of carotenoid-based coloration. Theory predicts that the use of carotenoids for coloration is closely associated with the availability of carotenoids in the diet but, although this prediction has been supported in single-species studies and those using small numbers of closely related species, there have been no broad-scale quantitative tests of the link between carotenoid coloration and diet. Here we test for such a link using modern comparative methods, a database on 140 families of birds and two alternative avian phylogenies. We show that carotenoid pigmentation is more common in the bare parts (legs, bill and skin) than in plumage, and that yellow coloration is more common than red. We also show that there is no simple, general association between the availability of carotenoids in the diet and the overall use of carotenoid-based coloration. However, when we look at plumage coloration separately from bare part coloration, we find there is a robust and significant association between diet and plumage coloration, but not between diet and bare part coloration. Similarly, when we look at yellow and red plumage colours separately, we find that the association between diet and coloration is typically stronger for red coloration than it is for yellow coloration. Finally, when we build multivariate models to explain variation in each type of carotenoid-based coloration we find that a variety of life history and ecological factors are associated with different aspects of coloration, with dietary carotenoids only being a consistent significant factor in the case of variation in plumage. All of these results remain qualitatively unchanged irrespective of the phylogeny used in the analyses, although in some cases the precise life history and ecological variables included in the multivariate models do vary. Taken together, these results indicate that the predicted link between carotenoid coloration and diet is idiosyncratic rather than general, being strongest with respect to plumage colours and weakest for bare part coloration. We therefore suggest that, although the carotenoid-based bird plumage may a good model for diet-mediated signalling, the use of carotenoids in bare part pigmentation may have a very different functional basis and may be more strongly influenced by genetic and physiological mechanisms, which currently remain relatively understudied.

Development of a clinical and echocardiographic score for assigning risk of major events after exercise and dobutamine echocardiograms

The prognostic value of exercise (EXE) and dobutamine echocardiograms (DbE) has been well defined in large studies. However, while risk is determined by both clinical and echo features, no simple means of combining these data has been defined. We sought to combine these data into risk scores. Methods. At 3 expert centers, 7650 pts underwent standard EXE (n=5211) and DbE (w2439) for evaluation of known or suspected CAD and were followed for up to 10 years (mean 5-2) for major events (death or myocardial infarction). A subgroup of 2953 EXE and 1025 DbE pts was randomly selected to develop separate multivariate models for prediction of events. After simplication of each model for clinical use, models were validated in the remaining EXE and DbE pts. ResuI1s. The total number of events was 200 in the EXE and 225 in the DbE pts, of which 58 and 99 events occurred in the respective testing groups. The following regression equations gave equivalent results I” the testing and validation groups for both EXE and DbE; DbE = (Age’O.02) + (DM’l .O) + (Low RPP’0.6) + ([CHF+lschemia+Scar]‘O.7) EXE = ([DM+CHF]‘O.S) + O.S(lschemla #) + l.B(Scar#) - (METS0.19) (where each categorical variable scored 1 when present and 0 when absent, Ischemia# = 1 for l-2 VD. 6 for 3 VD; Scar# = 1 for 1-2 VD, 1.7 for 3 VD). The table summarizes the scores and equivalent outcomes for EXE and DbE. Conclusions. Risk scores based on clinical and EXE or DbE results may be used to quantify the risk of events during follow-up.

Deconstructing phonological tasks:the contribution of stimulus and response type to the prediction of early decoding skills

Abstract Phonological tasks are highly predictive of reading development but their complexity obscures the underlying mechanisms driving this association. There are three key components hypothesised to drive the relationship between phonological tasks and reading; (a) the linguistic nature of the stimuli, (b) the phonological complexity of the stimuli, and (c) the production of a verbal response. We isolated the contribution of the stimulus and response components separately through the creation of latent variables to represent specially designed tasks that were matched for procedure. These tasks were administered to 570 6 to 7-year-old children along with standardised tests of regular word and non-word reading. A structural equation model, where tasks were grouped according to stimulus, revealed that the linguistic nature and the phonological complexity of the stimulus predicted unique variance in decoding, over and above matched comparison tasks without these components. An alternative model, grouped according to response mode, showed that the production of a verbal response was a unique predictor of decoding beyond matched tasks without a verbal response. In summary, we found that multiple factors contributed to reading development, supporting multivariate models over those that prioritize single factors. More broadly, we demonstrate the value of combining matched task designs with latent variable modelling to deconstruct the components of complex tasks.

Temporal analysis of land use and transportation investments with geographic information system

Land use and transportation interaction has been a research topic for several decades. There have been efforts to identify impacts of transportation on land use from several different perspectives. One focus has been the role of transportation improvements in encouraging new land developments or relocation of activities due to improved accessibility. The impacts studied have included property values and increased development. Another focus has been on the changes in travel behavior due to better mobility and accessibility. Most studies to date have been conducted in metropolitan level, thus unable to account for interactions spatially and temporally at smaller geographic scales. ^ In this study, a framework for studying the temporal interactions between transportation and land use was proposed and applied to three selected corridor areas in Miami-Dade County, Florida. The framework consists of two parts: one is developing of temporal data and the other is applying time series analysis to this temporal data to identify their dynamic interactions. Temporal GIS databases were constructed and used to compile building permit data and transportation improvement projects. Two types of time series analysis approaches were utilized: univariate models and multivariate models. Time series analysis is designed to describe the dynamic consequences of time series by developing models and forecasting the future of the system based on historical trends. Model estimation results from the selected corridors were then compared. ^ It was found that the time series models predicted residential development better than commercial development. It was also found that results from three study corridors varied in terms of the magnitude of impacts, length of lags, significance of the variables, and the model structure. Long-run effect or cumulated impact of transportation improvement on land developments was also measured with time series techniques. The study offered evidence that congestion negatively impacted development and transportation investments encouraged land development. ^

Parenting style and behavior as longitudinal predictors of adolescent alcohol use

OBJECTIVE: Adolescent alcohol use is a serious problem in Australia and other nations. Longitudinal data on family predictors are valuable to guide parental education efforts. The present study tested Baumrind's proposal that parenting styles are direct predictors of adolescent alcohol use.

METHOD: Latent class modeling was used to investigate adolescent perceptions of parenting styles and multivariate regression to examine their predictive effect on the development of adolescent alcohol use. The data set comprised 2,081 secondary school students (55.9% female) from metropolitan Melbourne, Australia, who completed three waves of annual longitudinal data starting in 2004.

RESULTS: Baumrind's parenting styles were significant predictors in unadjusted analyses, but these effects were not maintained in multivariate models that also included parenting behavior dimensions.

CONCLUSIONS: Family influences on the development of adolescent alcohol use appear to operate more directly through specific family management behaviors rather than through more global parenting styles.

Maternal correlates of young children's physical activity across periods of the day

OBJECTIVES: Associations between maternal correlates and young children's physical activity levels across the whole day and the segmented day were examined.
DESIGN: Cross-sectional study
METHODS: Participants were 136 mothers and their 1-3 year old children recruited between July 2013 and March 2014. Mothers reported time spent providing physical activity opportunities for their child, co-participating in and modelling physical activity and sedentary behaviours during the morning, afternoon and evening. Participants wore ActiGraph GT3X (mothers) and GT3X+ (children) accelerometers concurrently for seven consecutive days and the time spent in light- (LPA), moderate- to vigorous- (MVPA) and total (LMVPA) physical activity were assessed. Two-level (family; recruitment group) multivariate models examined associations between maternal correlates (including maternal objectively-assessed sedentary time [ST] and physical activity) and children's physical activity.
RESULTS: Maternal self-reported co-participation in sedentary behaviour and provision of child opportunities for physical activity were associated with children's physical activity; associations varied by period and physical activity intensity. During the morning period, mothers' objectively assessed ST was negatively associated with children's MVPA and LMVPA while her LPA was positively associated with children's LPA, MVPA and LMVPA. Mothers' MVPA was negatively associated with children's LPA and LMVPA during the evening period.
CONCLUSIONS: Maternal correlates of young children's physical activity may be period- and intensity-specific. Programmes promoting physical activity for families may need to consider incorporating strategies to reduce mother-child co-participation in sedentary behaviour, increase mothers' provision of opportunities to be active and increase mothers' own LPA over ST during certain periods of the day.

Factors contributing to depressive mood states in everyday life: A systematic review

BACKGROUND: Although accumulated evidence suggests that fluctuations in depressed mood are common among individuals with depression, and may be associated with onset, duration, and severity of illness, a systematic appraisal of putative predictors of depressed mood is lacking. METHODS: A systematic search for relevant studies in the literature was conducted using PsycInfo and PubMed databases via EbscoHost in February 2016. The search was limited to articles using the experience sampling method, an approach suitable for capturing in situ fluctuations in mood states. RESULTS: Forty-two studies met inclusion criteria for the review, from which three key risk factors (poor sleep, stress, and significant life events) and two protective factors (physical activity and quality of social interactions) were identified. The majority of papers supported concurrent and lagged associations between these putative protective/risk factors and depressed mood. LIMITATIONS: Despite support for each of the proposed protective/risk factors, few studies evaluated multiple factors in the same study. Moreover, the time course for the effects of these predictors on depressed mood remains largely unknown. CONCLUSIONS: The present review identified several putative risk and protective factors for depressed mood. A review of the literature suggests that poor sleep, negative social interactions, and stressful negative events may temporally precede spikes in depressed mood. In contrast, exercise and positive social interactions have been shown to predict subsequent declines in depressed mood. However, the lack of multivariate models in which the unique contributions of various predictors could be evaluated means that the current state of knowledge prevents firm conclusions about which factors are most predictive of depressed mood. More complex modeling of these effects is necessary in order to provide insights useful for clinical treatment in daily life of the depressed mood component of depressive disorders.

Étude de l’effet d’interaction entre l’âge, le sexe, et les problèmes anxieux ou les comportements perturbateurs associés à la dépression, chez les adolescents de 12 à 15 ans

Il y a peu de recherche sur la comorbidité concomitante entre les problèmes de santé mentale et la dépression, tels que perçus par les adolescents de 12-15 ans. L’objectif de cette étude est d’effectuer des analyses secondaires pour vérifier l’association entre quatre problèmes de santé mentale (phobies spécifiques (PS), anxiété généralisée (AG), opposition avec provocation (OP), problème des conduites (PC)) et la dépression ainsi que les interactions de ces associations avec l’âge (12-13 ans; 14-15 ans) et le sexe. Ces problèmes ont été évalués par le Dominique Interactif pour Adolescents (DIA), un questionnaire informatisé et auto-administré. L’analyse de la régression logistique a été réalisée séparément dans un échantillon clinique (n=141) et dans un échantillon scolaire (n=464) composés d’adolescents francophones. Les résultats indiquent un effet d’interaction significatif dans l’échantillon clinique suggérant que les filles ont trois fois plus de chance d’avoir une comorbidité entre les PS et la dépression comparativement aux garçons. Les modèles multivariés révèlent que pour les autres associations, la comorbidité ne varie pas significativement selon l’âge et le sexe. Cependant, dans les deux échantillons, une forte association entre AG, OP, ou PC et la dépression a été observé indépendamment de l’âge et du sexe, ce qui suggère l’importance de la comorbidité globale entre ces problèmes. L’utilisation du DIA pour évaluer la perception des adolescents concernant leurs problèmes de santé mentale représente une contribution originale de cette étude. Les résultats obtenus suggèrent que l’évaluation clinique de la comorbidité devrait inclure l’information provenant de l’adolescent.

Étude de l’effet d’interaction entre l’âge, le sexe, et les problèmes anxieux ou les comportements perturbateurs associés à la dépression, chez les adolescents de 12 à 15 ans

Il y a peu de recherche sur la comorbidité concomitante entre les problèmes de santé mentale et la dépression, tels que perçus par les adolescents de 12-15 ans. L’objectif de cette étude est d’effectuer des analyses secondaires pour vérifier l’association entre quatre problèmes de santé mentale (phobies spécifiques (PS), anxiété généralisée (AG), opposition avec provocation (OP), problème des conduites (PC)) et la dépression ainsi que les interactions de ces associations avec l’âge (12-13 ans; 14-15 ans) et le sexe. Ces problèmes ont été évalués par le Dominique Interactif pour Adolescents (DIA), un questionnaire informatisé et auto-administré. L’analyse de la régression logistique a été réalisée séparément dans un échantillon clinique (n=141) et dans un échantillon scolaire (n=464) composés d’adolescents francophones. Les résultats indiquent un effet d’interaction significatif dans l’échantillon clinique suggérant que les filles ont trois fois plus de chance d’avoir une comorbidité entre les PS et la dépression comparativement aux garçons. Les modèles multivariés révèlent que pour les autres associations, la comorbidité ne varie pas significativement selon l’âge et le sexe. Cependant, dans les deux échantillons, une forte association entre AG, OP, ou PC et la dépression a été observé indépendamment de l’âge et du sexe, ce qui suggère l’importance de la comorbidité globale entre ces problèmes. L’utilisation du DIA pour évaluer la perception des adolescents concernant leurs problèmes de santé mentale représente une contribution originale de cette étude. Les résultats obtenus suggèrent que l’évaluation clinique de la comorbidité devrait inclure l’information provenant de l’adolescent.

A Diagnostic Calculator for Detecting Glaucoma on the Basis of Retinal Nerve Fiber Layer, Optic Disc, and Retinal Ganglion Cell Analysis by Optical Coherence Tomography

Purpose: The purpose of this study was to develop and validate a multivariate predictive model to detect glaucoma by using a combination of retinal nerve fiber layer (RNFL), retinal ganglion cell-inner plexiform (GCIPL), and optic disc parameters measured using spectral-domain optical coherence tomography (OCT). Methods: Five hundred eyes from 500 participants and 187 eyes of another 187 participants were included in the study and validation groups, respectively. Patients with glaucoma were classified in five groups based on visual field damage. Sensitivity and specificity of all glaucoma OCT parameters were analyzed. Receiver operating characteristic curves (ROC) and areas under the ROC (AUC) were compared. Three predictive multivariate models (quantitative, qualitative, and combined) that used a combination of the best OCT parameters were constructed. A diagnostic calculator was created using the combined multivariate model. Results: The best AUC parameters were: inferior RNFL, average RNFL, vertical cup/disc ratio, minimal GCIPL, and inferior-temporal GCIPL. Comparisons among the parameters did not show that the GCIPL parameters were better than those of the RNFL in early and advanced glaucoma. The highest AUC was in the combined predictive model (0.937; 95% confidence interval, 0.911–0.957) and was significantly (P = 0.0001) higher than the other isolated parameters considered in early and advanced glaucoma. The validation group displayed similar results to those of the study group. Conclusions: Best GCIPL, RNFL, and optic disc parameters showed a similar ability to detect glaucoma. The combined predictive formula improved the glaucoma detection compared to the best isolated parameters evaluated. The diagnostic calculator obtained good classification from participants in both the study and validation groups.

Effets de la vitamine D et du sexe sur l’association entre l’arthrite et les maladies cardiovasculaires

Se basant sur les données d’un large registre américain, le National Health and Nutrition Examination Survey (NHANES) des années 2005-2006, nous avons réalisé une étude transversale où 3406 hommes et femmes âgés entre 20 et 69 ans ont été retenus. L’objectif était d’évaluer l’association entre l’arthrite et les maladies cardiovasculaires (MCV) ainsi que les effets du sexe et de la vitamine D sur cette association. L’arthrite et les maladies cardiovasculaires étaient rapportées dans un questionnaire médical, et l’exposition à la vitamine D était mesurée à partir des concentrations sériques de la 25-hydroxyvitamine D (25(OH)D). Des ajustements pour diverses variables confondantes ont été considérés dans les modèles multivariés. Les analyses statistiques ont été stratifiées par niveau sérique de vitamine D (déficient et suffisant) et appliquées séparément chez les hommes et les femmes. La régression logistique multiple a été utilisée pour évaluer l’association entre l’arthrite et les MCV ; des rapports de cotes (RC) avec leurs intervalles de confiance à 95% ont été calculés. Le modèle complet comprenait un terme d’interaction triple entre l’arthrite, le sexe et la vitamine D, et ce, dans le but d’étudier les possibles effets modifiants du sexe et des concentrations sériques de vitamine D sur l’association entre l’arthrite et les MCV. Pour mesurer ces effets, nous avons calculé des rapports des RC (RRC) avec leurs intervalles de confiance à 95% ; un RRC de 1 signifiant une absence d’effet modifiant. Nous avons observé une double association statistiquement significative entre le diagnostic auto-déclaré de l’arthrite et celui des MCV, mais cette association n’a pas été différente en fonction des concentrations sériques de vitamine D, ni en fonction du sexe.