Avalanche multiplication and breakdown in AlxGa1-xAs (x < 0-9)

Measurements carried out on thick Al/sub x/Ga/sub 1-x/As (x 0.63

The Significance of Heavy Metal and Organic Micropollutants in Soils.

End of Project ReportThe southeastern region of Ireland, representing 22% of the land area of the country, has been systematically sampled. Soils have been analysed for a range of heavy metals and persistent organics. These soils have now been archived and are available for future analyses as required. Analyses conducted to date, the results of which are discussed here, are for soil parameters pH and organic matter, for major components, aluminum, iron, and manganese, for trace elements (heavy metals) arsenic, cadmium, chromium, cobalt, copper, lead, mercury, nickel, selenium and zinc and for organics, hexachlorobenzene, hexachloro-cyclohexanes, and for DDT and its metabolites. Other organics, polychlorinated biphenyls and polycyclic aromatic hydrocarbons, were examined in a proportion of soils. Results have been statistically analysed and frequency distributions have been calculated. Geographic distributions have also been plotted and localized concentrations have been found for most elements. Geochemical factors are considered to be largely responsible for most of these localized concentrations. Aerial deposition of lead and selenium was also indicated. Historic usage of DDT and g - HCH was detected in soils with different land uses. Overall, little serious contamination of soils, especially that caused by man, by toxic elements was evident. However, as many as 21% of soils breached the provisions of the EU Sewage Sludge Directive for heavy metals in soil

Sustainable Development Goal Disclosures within Australian Superannuation Funds: An Exploratory Study

The financial reporting landscape is continuing to expand with both regulated and voluntary disclosures making their way into various reporting frameworks. This increased attention to disclosures is being pursued by professional bodies, governments, companies and other organisations given the changing demands by stakeholders for sustainability disclosures. The Australian superannuation industry is a compulsory system developed to ensure a comfortable retirement income for members. It is now a trillion-dollar business and therefore, has significant influence on the investment decisions that it makes on behalf of its members. The United Nations Sustainable Development Goals (UN SDGs) are increasingly being used as a signal to the market that an organisation is meeting the demands of stakeholders. The objective of this study is exploratory in nature, investigating the types of SDG disclosures made by the largest superannuation funds in Australia. Data was collected through a content analysis of the annual and/or supplementary reports produced by Australian superannuation funds. The findings suggest that Australian superannuation funds currently disclose a minimal level information in accordance with the SDGs in different reporting formats and the SDGs tends to prevail where superannuation managers believe they can have the most impact. Our results have implications for SDG reporting, policy and management practice. Future research that helps explain how managers choose which SDGs to report would be a useful contribution in the context of superannuation

Competitive formation of spiro and ansa derivatives in the reactions of tetrafluorobutane-1,4-diol with hexachlorocyclotriphosphazene: a comparison with butane-1,4-diol

Reaction of hexachlorocyclotriphosphazene, N3P3Cl6 (1), in two stoichiometries (1:1.2 and 1:3) with the sodium derivative of the fluorinated diol, 2,2,3,3-tetrafluorobutane-1,4-diol, (2), in THF solution at room temperature afforded six products, whose structures have been characterized by X-ray crystallography and 1H, 19F and 31P NMR spectroscopy: the mono-spiro compound, N3P3Cl4(OCH2CF2CF2CH2O), (3), its ansa isomer, (4), a di-spiro derivative N3P3Cl2(OCH2CF2CF2CH2O)2, (5), its spiro-ansa (6) and non-gem cis bis-ansa (7) isomers and a tri-spiro compound N3P3(OCH2CF2CF2CH2O)3, (8). The tri-spiro derivative (8) was also formed in the reaction of the ansa compound (4) with diol (2) in a 1:3 ratio in THF at room temperature. The reactions of (1) with step-wise additions of (2) were also investigated at low temperature (-780C) to give the same range of products as at room temperature. The results of all reactions are compared with previous work on the reactions of (1) with butane-1,4-diol/pyridine mixtures and with the reaction of hexafluorocyclotriphosphazene, N3P3F6 (9), with the silyl derivative of the diol (2), (Me3SiOCH2CF2)2, in a 1:0.4 mole ratio in the same solvent, THF

Stereoisomerism in pentaerythritol-bridged cyclotriphosphazene tri-spiranes: spiro and ansa 1,3-propanediyldioxy disubstituted derivatives

Four isomeric products were isolated and purified from the reaction of 1,3-propanediol with the tetra-spirane cyclophosphazene-organophosphate compound (1): viz. the di-monospiro (2a), di-monoansa (2b) and two monospiro-monoansa derivatives (2c) and (2d). It is shown by 31P NMR spectroscopy on addition of a chiral solvating agent (CSA) that both the di-monospiro (2a) and di-monoansa (2b) derivatives are racemates, as expected, whereas no splitting of NMR signals occurred on addition of CSA to solutions of (2c) and (2d). It is found by X-ray crystallography that the two monospiro-monoansa spirane derivatives, (2c) and (2d), are meso diastereoisomers, which represent a new case of the stereochemistry of bis di-substituted cyclophosphazene derivatives of (1). It is also observed from the 31P NMR spectrum of the reaction mixture, supported by the yields of pure compounds, that formation of a spiro group is about 4.5 times more likely than that of an ansa moiety under the conditions of the reaction

A Capital Adequacy Buffer Model

__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures distance to default and the timeless capital asset pricing model (CAPM) which measures additional returns to compensate for additional share price risk

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution of a set of time-ordered variables. The approach involves the nonparametric estimation of both the number of change points and the positions at which they occur. The approach is general and does not involve assumptions about the nature of the distributions involved or the type of change beyond the assumption of the existence of the α absolute moment, for some α ε (0,2). The estimation procedure is based on hierarchical clustering and the application of both divisive and agglomerative algorithms. The method is used to evaluate the impact of the Global Financial Crisis (GFC) on the US, French, German, UK, Japanese and Chinese markets, as represented by the S&P500, CAC, DAX, FTSE All Share, Nikkei 225 and Shanghai A share Indices, respectively, from 2003 to 2013. The approach is used to explore the timing and number of change points in the datasets corresponding to the GFC and subsequent European Debt Crisis