The valuation of clean spread options: linking electricity, emissions and fuels

The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the use of a structural model as opposed to reduced-form models which fail to capture properly the fundamental dependencies between the economic factors entering the production process

Influence of the kind of wood (chestnut and Limousin oak) in the extractives and Klason lignin contents of wood fragments used in the ageing of wine brandies

Só está disponível o resumo da comunicação.Influence of the kind of wood (chestnut and Limousin oak) in the extractives and Klason lignin contents of wood fragments used in the ageing of wine brandie

Generalized commutation relations and Non linear momenta theories, a close relationship

A revision of generalized commutation relations is performed, besides a description of Non linear momenta realization included in some DSR theories. It is shown that these propositions are closely related, specially we focus on Magueijo Smolin momenta and Kempf et al. and L.N. Chang generalized commutators. Due to this, a new algebra arises with its own features that is also analyzed.Comment: accepted version in IJMP

Instantaneous frequency and amplitude identification using wavelets: Application to glass structure

This paper describes a method for extracting rapidly varying, superimposed amplitude- and frequency-modulated signal components. The method is based upon the continuous wavelet transform (CWT) and uses a new wavelet which is a modification to the well-known Morlet wavelet to allow analysis at high resolution. In order to interpret the CWT of a signal correctly, an approximate analytic expression for the CWT of an oscillatory signal is examined via a stationary-phase approximation. This analysis is specialized for the new wavelet and the results are used to construct expressions for the amplitude and frequency modulations of the components in a signal from the transform of the signal. The method is tested on a representative, variable-frequency signal as an example before being applied to a function of interest in our subject area - a structural correlation function of a disordered material - which immediately reveals previously undetected features.Comment: 9 pages, 19 figures; v1.04 higher quality diagrams, removed mathematica font requirement

Pseudoscalar mesons and their radial excitations from the Effective Chiral Lagrangian

Effective Chiral Lagrangian is derived from QCD in the framework of Field Correlator Method. It contains the effects of both confinement and chiral symmetry breaking due to a special structure of the resulting quark mass operator. It is shown that this Lagrangian describes light pseudoscalar mesons, and Gell-Mann-Oakes-Renner relations for pions, eta and K mesons are reproduced. Spectrum of radial excitations of pions and K mesons is found and compared to experimentally known masses.Comment: 6 pages; v3: minor corrections, references adde

Neutron background at the Canfranc Underground Laboratory and its contribution to the IGEX-DM dark matter experiment

A quantitative study of the neutron environment in the Canfranc Underground Laboratory has been performed. The analysis is based on a complete set of simulations and, particularly, it is focused on the IGEX-DM dark matter experiment. The simulations are compared to the IGEX-DM low energy data obtained with different shielding conditions. The results of the study allow us to conclude, with respect to the IGEX-DM background, that the main neutron population, coming from radioactivity from the surrounding rock, is practically eliminated after the implementation of a suitable neutron shielding. The remaining neutron background (muon-induced neutrons in the shielding and in the rock) is substantially below the present background level thanks to the muon veto system. In addition, the present analysis gives us a further insight on the effect of neutrons in other current and future experiments at the Canfranc Underground Laboratory. The comparison of simulations with the body of data available has allowed to set the flux of neutrons from radioactivity of the Canfranc rock, (3.82 +- 0.44) x 10^{-6} cm^{-2} s^{-1}, as well as the flux of muon-induced neutrons in the rock, (1.73 +- 0.22(stat) \+- 0.69(syst)) x 10^{-9} cm^{-2} s^{-1}, or the rate of neutron production by muons in the lead shielding, (4.8 +- 0.6 (stat) +- 1.9 (syst)) x 10^{-9} cm^{-3} s^{-1}.Comment: 17 pages, 8 figures, elsart document class; final version to appear in Astroparticle Physic

Wavelets: mathematics and applications

The notion of wavelets is defined. It is briefly described {\it what} are wavelets, {\it how} to use them, {\it when} we do need them, {\it why} they are preferred and {\it where} they have been applied. Then one proceeds to the multiresolution analysis and fast wavelet transform as a standard procedure for dealing with discrete wavelets. It is shown which specific features of signals (functions) can be revealed by this analysis, but can not be found by other methods (e.g., by the Fourier expansion). Finally, some examples of practical application are given (in particular, to analysis of multiparticle production}. Rigorous proofs of mathematical statements are omitted, and the reader is referred to the corresponding literature.Comment: 16 pages, 5 figures, Latex, Phys. Atom. Nuc

Corrigendum to "The influence of vegetation, fire spread and fire behaviour on biomass burning and trace gas emissions: results from a process-based model" published in Biogeosciences, 7, 1991-2011, doi:10.5194/bg-7-1991-2010, 2010

No abstract available

Methamphetamine abstinence induces changes in μ-opioid receptor, oxytocin and CRF systems: Association with an anxiogenic phenotype

The major challenge in treating methamphetamine addicts is the maintenance of a drug free-state since they experience negative emotional symptoms during abstinence, which may trigger relapse. The neuronal mechanisms underlying long-term withdrawal and relapse are currently not well-understood. There is evidence suggesting a role of the oxytocin (OTR), μ-opioid receptor (MOPr), dopamine D2 receptor (D2R), corticotropin-releasing factor (CRF) systems and the hypothalamic-pituitary-adrenal (HPA)-axis in the different stages of methamphetamine addiction. In this study, we aimed to characterize the behavioral effects of methamphetamine withdrawal in mice and to assess the modulation of the OTR, MOPr, D2R, CRF and HPA-axis following chronic methamphetamine administration and withdrawal. Ten-day methamphetamine administration (2 mg/kg) increased OTR binding in the amygdala, whilst 7 days of withdrawal induced an upregulation of this receptor in the lateral septum. Chronic methamphetamine treatment increased plasma OT levels that returned to control levels following withdrawal. In addition, methamphetamine administration and withdrawal increased striatal MOPr binding, as well as c-Fos+/CRF+ neuronal expression in the amygdala, whereas an increase in plasma corticosterone levels was observed following METH administration, but not withdrawal. No differences were observed in the D2R binding following METH administration and withdrawal. The alterations in the OTR, MOPr and CRF systems occurred concomitantly with the emergence of anxiety-related symptoms and the development of psychomotor sensitization during withdrawal. Collectively, our findings indicate that chronic methamphetamine use and abstinence can induce brain-region specific neuroadaptations of the OTR, MOPr and CRF systems, which may, at least, partly explain the withdrawal-related anxiogenic effects