A SIMULTANEOUS EQUATION APPROACH TO PRODUCTION RESPONSE: DELTA REGION

Production Economics,

THE VALUE ADDED TAX: A PRELIMINARY LOOK AT EFFECTS ON THE AGRICULTURAL SECTOR

Public Economics,

An analysis between implied and realised volatility in the Greek Derivatives Market

In this article, we examine the relationship between implied and realised volatility in the Greek derivative market. We examine the differences between realised volatility and implied volatility of call and put options for at-the-money index options with a two-month expiration period. The findings provide evidence that implied volatility is not an efficient estimate of realised volatility. Implied volatility creates overpricing, for both call and put options, in the Greek market. This is an indication of inefficiency for the market. In addition, we find evidence that realised volatility ‘Granger causes’ implied volatility for call options, and implied volatility of call options ‘Granger causes’, the implied volatility of put option

4-Methyl-2,6-bis(phosphonomethyl)phenol dihydrate

The 4-methyl-2,6-bis(phosphomethyl)phenol molecule, which crystallizes with two water molecules per asymmetric unit, has approximate twofold symmetry and is involved in extensive three-dimensional hydrogen bonding in which every available OH group participates. The principal dimensions include P--O 1.4981 (13) and 1.5015 (14) ,~, four P--OH distances in the range 1.5395(14) to 1.5688(13) A, P--C 1.7857(17) and 1.7893 (17) ~k, and O...O intramolecular and intermolecular hydro.gen-bond distances in the range 2.458 (2) to 2.866 (2) A

Fourth Annual Report of the Farm Management Service for Farmers of Northern Minnesota for the Year 1934 (April 1, 1934 to April 1, 1935)

Farm Management,

Conformal Anomaly for Free Scalar Propagation on Curved Bounded Manifolds

The trace anomaly for free propagation in the context of a conformally invariant scalar field theory defined on a curved manifold of positive constant curvature with boundary is evaluated through use of an asymptotic heat kernel expansion. In addition to their direct physical significance the results are also of relevance to the holographic principle and to Quantum Cosmology.Comment: 8 pages. To appear in General Relativity and Gravitatio

The staggered domain wall fermion method

A different lattice fermion method is introduced. Staggered domain wall fermions are defined in 2n+1 dimensions and describe 2^n flavors of light lattice fermions with exact U(1) x U(1) chiral symmetry in 2n dimensions. As the size of the extra dimension becomes large, 2^n chiral flavors with the same chiral charge are expected to be localized on each boundary and the full SU(2^n) x SU(2^n) flavor chiral symmetry is expected to be recovered. SDWF give a different perspective into the inherent flavor mixing of lattice fermions and by design present an advantage for numerical simulations of lattice QCD thermodynamics. The chiral and topological index properties of the SDWF Dirac operator are investigated. And, there is a surprise ending...Comment: revtex4, 7 figures, minor revisions, 2 references adde

Reproducibility of the computational fluid dynamic analysis of a cerebral aneurysm monitored over a decade

Computational fluid dynamics (CFD) simulations are increasingly utilised to evaluate intracranial aneurysm (IA) haemodynamics to aid in the prediction of morphological changes and rupture risk. However, these models vary and differences in published results warrant the investigation of IA-CFD reproducibility. This study aims to explore sources of intra-team variability and determine its impact on the aneurysm morphology and CFD parameters. A team of four operators were given six sets of magnetic resonance angiography data spanning a decade from one patient with a middle cerebral aneurysm. All operators were given the same protocol and software for model reconstruction and numerical analysis. The morphology and haemodynamics of the operator models were then compared. The segmentation, smoothing factor, inlet and outflow branch lengths were found to cause intra-team variability. There was 80% reproducibility in the time-averaged wall shear stress distribution among operators with the major difference attributed to the level of smoothing. Based on these findings, it was concluded that the clinical applicability of CFD simulations may be feasible if a standardised segmentation protocol is developed. Moreover, when analysing the aneurysm shape change over a decade, it was noted that the co-existence of positive and negative values of the wall shear stress divergence (WSSD) contributed to the growth of a daughter sac

Herschel -ATLAS: The dust energy balance in the edge-on spiral galaxy UGC 4754

We use Herschel PACS and SPIRE observations of the edge-on spiral galaxy UGC 4754, taken as part of the H-ATLAS SDP observations, to investigate the dust energy balance in this galaxy. We build detailed SKIRT radiative models based on SDSS and UKIDSS maps and use these models to predict the far-infrared emission. We find that our radiative transfer model underestimates the observed FIR emission by a factor of two to three. Similar discrepancies have been found for other edge-on spiral galaxies based on IRAS, ISO, and SCUBA data. Thanks to the good sampling of the SED at FIR wavelengths, we can rule out an underestimation of the FIR emissivity as the cause for this discrepancy. Instead we support highly obscured star formation that contributes little to the optical extinction as a more probable explanation.This work used data from the UKIDSS DR5 and SDSS DR7. The UKIDSS project is defined in Lawrence et al. (2007) and uses the UKIRT Wide Field Camera (WFCAM; Casali et al. 2007). Funding for the SDSS and SDSS-II has been provided by the Alfred P. Sloan Foundation, the Participating Institutions, the National Science Foundation, the US Department of Energy, the National Aeronautics and Space Administration, the Japanese Monbukagakusho, the Max Planck Society, and the Higher Education Funding Council for England

Predictors of Lumbar Spine Degeneration and Low Back Pain in the Community: The Johnston County Osteoarthritis Project

Objective: To determine the incidence and worsening of lumbar spine structure and low back pain (LBP) and whether they are predicted by demographic characteristics or clinical characteristics or appendicular joint osteoarthritis (OA). Methods: Paired baseline (2003–2004) and follow-up (2006–2010) lumbar spine radiographs from the Johnston County Osteoarthritis Project were graded for osteophytes (OST), disc space narrowing (DSN), spondylolisthesis, and presence of facet joint OA (FOA). Spine OA was defined as at least mild OST and mild DSN at the same level for any level of the lumbar spine. LBP, comorbidities, and back injury were self-reported. Weibull models were used to estimate hazard ratios (HRs) and 95% confidence intervals (95% CIs) of spine phenotypes accounting for potential predictors including demographic characteristics, clinical characteristics, comorbidities, obesity, and appendicular OA. Results: Obesity was a consistent and strong predictor of incidence of DSN (HR 1.80 [95% CI 1.09–2.98]), spine OA (HR 1.56 [95% CI 1.01–2.41]), FOA (HR 4.99 [95% CI 1.46–17.10]), spondylolisthesis (HR 1.87 [95% CI 1.02–3.43]), and LBP (HR 1.75 [95% CI 1.19–2.56]), and worsening of DSN (HR 1.51 [95% CI 1.09–2.09]) and LBP (HR 1.51 [95% CI 1.12–2.06]). Knee OA was a predictor of incident FOA (HR 4.18 [95% CI 1.44–12.2]). Spine OA (HR 1.80 [95% CI 1.24–2.63]) and OST (HR 1.85 [95% CI 1.02–3.36]) were predictors of incidence of LBP. Hip OA (HR 1.39 [95% CI 1.04–1.85]) and OST (HR 1.58 [95% CI 1.00–2.49]) were predictors of LBP worsening. Conclusion: Among the multiple predictors of spine phenotypes, obesity was a common predictor for both incidence and worsening of lumbar spine degeneration and LBP