Volatility term structures in commodity markets

In this study, we comprehensively examine the volatility term structures in commodity markets. We model state‐dependent spillovers in principal components (PCs) of the volatility term structures of different commodities, as well as that of the equity market. We detect strong economic links and a substantial interconnectedness of the volatility term structures of commodities. Accounting for intra‐commodity‐market spillovers significantly improves out‐of‐sample forecasts of the components of the volatility term structure. Spillovers following macroeconomic news announcements account for a large proportion of this forecast power. There thus seems to be substantial information transmission between different commodity markets

Charge-Transfer Forces in the Self-Assembly of Heteromolecular Reactive Solids: Successful Design of Unique (Single-Crystal-to-Single-Crystal) Diels−Alder Cycloadditions

Electron donor/acceptor (EDA) interactions are found to be a versatile methodology for the engineering of reactive heteromolecular crystals. In this way, a series of the charge-transfer π-complexes between bis(alkylimino)-1,4-dithiin acceptors and anthracene donors are shown to form heteromolecular (1:1) crystalline solids that spontaneously undergo stereoselective [2 + 4] Diels−Alder cycloadditions. The flexible nature of the 1,4-dithiin moiety allows this homogeneous topochemical transformation to proceed with minimal distortion of the crystal lattice. As a result, a unique (single) crystal phase of the Diels−Alder adduct can be produced anti-thermodynamically with a molecular arrangement very different from that in solvent-grown crystals. Such a topochemical reaction between bis(methylimino)-1,4-dithiin and anthracene proceeds thermally and homogeneously up to very high conversions without disintegration of the single crystal. This ideal case of the mono-phase topochemical conversion can be continuously monitored structurally (X-ray crystallography) and kinetically (NMR spectroscopy) throughout the entire range of the crystalline transformation. The resultant “artificial” crystal of the Diels−Alder adduct is surprisingly stable despite its different symmetry and packing mode compared to the naturally grown (thermodynamic) crystal

Diels−Alder Topochemistry via Charge-Transfer Crystals: Novel (Thermal) Single-Crystal-to-Single-Crystal Transformations

The solid-state [4+2] cycloaddition of anthracene to bis(N-ethylimino)-1,4-dithiin occurs via a unique single-phase topochemical reaction in the intermolecular (1:1) charge-transfer crystal. The thermal heteromolecular solid-state condensation involves the entire crystal, and this rare crystalline event follows topochemical control during the entire cycloaddition. As a result, a new crystalline modification of the Diels−Alder product is formed with a crystal-packing similar to that of the starting charge-transfer crystal but very different from that of the (thermodynamically favored) product modification obtained from solution-phase crystallization. Such a single-phase transformation is readily monitored by X-ray crystallography at various conversion stages, and the temporal changes in crystallographic parameters are correlated with temperature-dependent (solid-state) kinetic data that are obtained by 1H NMR spectroscopy at various reaction times. Thus, an acceleration of the solid-state reaction over time is found which results from a progressive lowering of the activation barrier for cycloaddition in a single crystal as it slowly and homogeneously converts from the reactant to the product lattice

Production ecology of the amphipod Hyalella azteca (Saussure) in a Northern Ontario lake

Annual production of the amphipod Hyalella azteca was estimated in the upper littoral zone of Dock Lake, Ontario, over a 2 year period (1980-1981). Population density (negligible below 1 meter) differed among the three habitats sampled. Cohort production by the size frequency method was 1.39 g/m[superscript 2] (dry weight), mean annual biomass was 0.36 g/m[superscript 2] , and the P/B ratio was 3.9 for the 1980 year class. Six other methods for estimating production were applied to this cohort, providing comparable estimates ranging from 1.21 (instantaneous growth) to 1.65 (cohort G) g/m[superscript 2] . Size frequency estimates of annual production for 1980 and 1981 were 1.24 and 1.40 g/m[superscript 2] respectively. The annual P/B ratios of 3.9 and 4.0 for these two years agree with the cohort value. A comparison of production estimates for Hyalella azteca in the literature shows a gradient of production correlating with habitat temperature regime

GeoBoids: A Mobile AR Application for Exergaming

“© © 2012 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.”We have designed a mobile Augmented Reality (AR) game which incorporates video see-through and spatialized audio AR techniques and encourages player movement in the real world. In the game, called GeoBoids, the player is surrounded by flocks of virtual creatures that are visible and audible through mobile AR application. The goal is for the player to run to the location of a GeoBoid swarm in the real world, capture all the creatures there, then run to the next swarm and repeat, before time runs out, encouraging the player to exercise during game play. The most novel elements of the game are the use of audio input and output for interacting with the creatures. The interface design of the game includes AR visualization, spatialized audio, touch gestures and whistle interaction. Feedback from users in a preliminary user study was mostly positive on overall game play and the design of the UI, while the results also revealed improvements were needed for whistle interaction and the visual design of the GeoBoids

Examination Free-Flow Speed Distribution on Two-Lane Rural Roads

[EN] Free-flow speed variation of passenger vehicles along a road segment is one of the most used factors in road safety studies, as a surrogate measure to evaluate road design consistency. Free-flow speed may be measured when a road segment is already built but must be estimated during the design phase. Several studies have been carried out to calibrate models to estimate free-flow speed, with geometric features as explanatory variables. Currently, most free-flow speed models focus only on mean speed or speed in particular percentiles, such as the 85th or 95th. Moreover, most studies have assumed normality in the free-flow speed distribution without checking this hypothesis. The main objective of this study was to analyze the free-flow speed distribution on two-lane rural road curves and tangents. The research focused on two main issues: determining whether speed data were normally distributed at a specific site and analyzing the behavior of the mean and standard deviation of speed on curves and tangents. The study was based on continuous operating speed profiles, which were obtained from a database of more than 16,000 vehicles/km. A total of 63 horizontal curves and 78 tangents were analyzed. According to the results, the normal distribution is not the best distribution in most cases for describing free-flow speeds. In 46 of the curves and 64 of the tangents, free-flow speed cannot be assumed to be normally distributed. Therefore, some other distributions should be tested in further research.The study presented in this paper is part of the research project CASEFU-Estudio experimental de la funcionalidad y seguridad de las carreteras convencionales, subsidized by the Spanish Ministry of Economy and Competitiveness and the European Social Fund. In addition, the authors thank the Center for Studies and Experimentation of Public Works of the Spanish Ministry of Public Works for subsidizing the field data collection, and the Infrastructure and Transportation Department of the General Directorate of Public Works of the Valencian Government, the Valencian Provincial Council, and the Ministry of the Interior, especially the General Directorate of Traffic of Spain, for their cooperation in gathering the field data.García Jiménez, ME.; Pérez Zuriaga, AM.; Llopis-Castelló, D.; Camacho Torregrosa, FJ.; García García, A. (2016). Examination Free-Flow Speed Distribution on Two-Lane Rural Roads. Transportation Research Record Journal of the Transportation Research Board. 2556:86-97. https://doi.org/10.3141/2556-09S8697255