Rh- and Cu-Cocatalyzed Aerobic Oxidative Approach to Quinazolines via [4 + 2] C–H Annulation with Alkyl Azides

A novel and efficient rhodium- and copper-co-catalyzed C–H bond activation and annulation for the construction of bioactively important quinazolines has been developed. This [4 + 2] annulation strategy utilizing alkyl azides as the carbon–heteroatom synthons shows high efficiency in the synthesis of six-membered benzoheterocycles containing two heteroatoms. This aerobic oxidative protocol provides a useful application of simple alkyl azides in N-heterocycle synthesis with N₂ and H₂O as byproducts

Synthesis and Investigation of Host-[2]Rotaxanes That Bind Metal Cations

Materials that bind metal cations are highly sought after for new devices. In this report, we show that rotaxanes can transfer metal cations with picrate, perchlorate, or chloride counterions from an aqueous solution into chloroform. The rotaxanes contain a dibenzyl-24-crown-8 ether as the wheel with either a benzyl-18-crown-6 ether (CEBG-R1−3) or a 3,5-dimethylbenzyl moiety (ArBG-R) as one blocking group. Alkali and alkaline picrate salts were efficiently extracted from an aqueous solution, presented in the millimolar range, into chloroform. Large association constants were derived for the complexes in chloroform, especially for the divalent cation Mg2+. Switching the counterion to chloride greatly diminished the amount of salt extracted. To explore the transfer mechanism of the rotaxanes, a comparison was made in the amount of NaClO4, KClO4, NaCl, and KCl extracted by CEBG-R1, ArBG-R, benzyl-18-crown-6 ether (B18C6), and two model compounds, which were used to represent the crown-ether blocking group and the axle of a rotaxane. Two-dimensional NMR analysis was performed on the rotaxane−cation complexes in CDCl3. We found that the host rotaxanes transfer the perchlorate salts poorly when compared to B18C6, but they transfer chloride salts from 1 M salt solutions, whereas B18C6 does not. The transfer of chloride salts appears to rely on an allosteric type relationship between the binding of the chloride ion and metal cation to a rotaxane. Accordingly, when chloride binds to the dialkylammonium ion of the axle, the wheel moves along the axle and forms a binding site for a metal cation. In this report we demonstrate that host rotaxanes can bind metal cations, change their geometries upon cation and anion association, and operate through allosteric mechanisms, making them promising candidates for molecular devices

The complete chloroplast genome sequence of <i>Zygophyllum brachypterum</i> (Zygophyllaceae) reveals its distinctive characteristics and evolutionary implication

Zygophyllum brachypterum Karelin & Kirilov belongs to Zygophyllaceae and is mainly distributed in the desert regions of Central Asia, Mongolia, and Northwest China. The species is valuable in exploring the adaptations of Zygophyllaceae plants to salt stress in ecological environments. In this study, we report the complete chloroplast (cp) genome of Z. brachypterum. The entire cp genome was 104590 bp in length, with a large single-copy region (LSC, 79170 bp), a small single-copy region (SSC, 16778 bp), and two inverted repeats (IRa/IRb) of 4321 bp each. A total of 106 genes were detected, among which seven were located in the IRs, and 65, 30, and 4 were protein-coding, tRNA, and rRNA genes, respectively. Notably, eleven genes encoding the subunits of NAD(P)H dehydrogenase complex (NDH) were absent. Phylogenetic analysis indicated that Z. brachypterum belonged to Zygophylloideae (Zygophyllaceae). Furthermore, it was closely related to Z. fabago and Z. kansuense.</p

Wavelet coherence of selected stock markets during crisis 2008–09 (Panel B).

Wavelet Coherence is considered significant at 5% under the red noise prediction defined by Monte Carlo. The two variables have a positive relationship if the arrows are towards the right. Suppose the arrow is towards the right and up. In that case, the first variable leads, and there is a positive relationship, or if arrows are toward right and downward, the variables first are lagging and positive. On the other side, if the arrows are toward left and up, then the first variable is lagging, and the relationship between variables is negative, or if the arrows are toward left and down, then the variable is leading, and the correlation is negative yet.</p

Cross-wavelet power spectra of selected stock markets (Panel D 1993–2021): Cross- wavelet power spectra are considered significant at 5% under the red noise prediction defined by Monte Carlo.

The two variables have a positive relationship if the arrows are toward the right. Suppose the arrow is towards the right and up. In that case, the first variable leads, and there is a positive relationship, or if arrows are toward right and downward, the variables first are lagging and positive. On the other side, if the arrows are toward left and up, the first variable is lagging, and the relationship between variables is negative, or if the arrows are toward left and down, then the variable is leading, and the correlation is negative.</p

Wavelet coherence of selected stock markets during crisis 2020-2021(Panel A) in panel C (1997–98), there is a high level of co-movement being found between the pairs Malaysia-China and Malaysia-Singapore; co-movement is high from October 1997 to October 1998 at medium and high-frequency domain because arrows are right at both frequency domains.

In pairs, Malaysia-Pakistan, Malaysia-UK, Malaysia-Japan, Malaysia-France, and Malaysia-Indonesia in-phase relationships are being observed from June 1997 to August 1997 at frequency domain, indicating the short-run relationship between the risk of these stock market in the period of financial crisis and findings are similar with [51, 68]. The Malaysia-India Pair has high co-movement, and an in-phase relationship is observed from October 1998 to December 1998.</p

Cross-wavelet power spectra of selected stock markets during crisis 1997–98 (Panel C): Cross-wavelet power spectra are considered significant at 5% under the red noise prediction defined by Monte Carlo.

Two variables have a positive relationship if the arrows are toward the right. Suppose the arrow is towards the right and up. In that case, the first variable leads, and there is a positive relationship, or if the arrows are towards right and downward, the variables first are lagging and positive. On the other side, if the arrows are toward left and up, the first variable is lagging, and the relationship between variables is negative, or if the arrows are toward left and down, then the variable is leading, and the correlation is negative.</p

Wavelet coherence of selected stock markets during Crisis 1997–98 (Panel C).

Wavelet coherence of selected stock markets during Crisis 1997–98 (Panel C).</p

Granger causality test for emerging and OECD economy at various frequencies.

Granger causality test for emerging and OECD economy at various frequencies.</p

Results DCC-GARCH model.

The growing trend of interdependence between the international stock markets indicated the amalgamation of risk across borders that plays a significant role in portfolio diversification by selecting different assets from the financial markets and is also helpful for making extensive economic policy for the economies. By applying different methodologies, this study undertakes the volatility analysis of the emerging and OECD economies and analyzes the co-movement pattern between them. Moreover, with that motive, using the wavelet approach, we provide strong evidence of the short and long-run risk transfer over different time domains from Malaysia to its trading partners. Our findings show that during the Asian financial crisis (1997–98), Malaysia had short- and long-term relationships with China, Germany, Japan, Singapore, the UK, and Indonesia due to both high and low-frequency domains. Meanwhile, after the Global financial crisis (2008–09), it is being observed that Malaysia has long-term and short-term synchronization with emerging (China, India, Indonesia), OECD (Germany, France, USA, UK, Japan, Singapore) stock markets but Pakistan has the low level of co-movement with Malaysian stock market during the global financial crisis (2008–09). Moreover, it is being seen that Malaysia has short-term at both high and low-frequency co-movement with all the emerging and OECD economies except Japan, Singapore, and Indonesia during the COVID-19 period (2020–21). Japan, Singapore, and Indonesia have long-term synchronization relationships with the Malaysian stock market at high and low frequencies during COVID-19. While in a leading-lagging relationship, Malaysia’s stock market risk has both leading and lagging behavior with its trading partners’ stock market risk in the selected period; this behavior changes based on the different trade and investment flow factors. Moreover, DCC-GARCH findings shows that Malaysian market has both short term and long-term synchronization with trading partners except USA. Conspicuously, the integration pattern seems that the cooperation development between stock markets matters rather than the regional proximity in driving the cointegration. The study findings have significant implications for investors, governments, and policymakers around the globe.</div