4,075 research outputs found
A model of financialization of commodities
We analyze how institutional investors entering commodity futures markets, referred to as the financialization of commodities, affect commodity prices. Institutional investors care about their performance relative to a commodity index. We find that all commodity futures prices, volatilities, and correlations go up with financialization, but more so for index futures than for nonindex futures. The equity-commodity correlations also increase. We demonstrate how financial markets transmit shocks not only to futures prices but also to commodity spot prices and inventories. Spot prices go up with financialization, and shocks to any index commodity spill over to all storable commodity prices
Baryon Operators and Baryon Spectroscopy
The issues involved in a determination of the baryon resonance spectrum in
lattice QCD are discussed. The variational method is introduced and the need to
construct a sufficient basis of interpolating operators is emphasised. The
construction of baryon operators using group-theory techniques is outlined. We
find that the use both of quark-field smearing and link-field smearing in the
operators is essential firstly to reduce the coupling of operators to
high-frequency modes and secondly to reduce the gauge-field fluctuations in
correlators. We conclude with a status report of our current investigation of
baryon spectroscopy.Comment: Invited talk at Workshop on Computational Hadron Physics, Cyprus,
Sept. 14-17, 200
Effect of strain on the transport properties of the manganite systems
The effect of strain on the resistivity and thermopower of ferromagnetic
manganites has been examined based on the model that incorporates the
electron-lattice interaction through the Jahn-Teller effect and an effective
hopping determined by nearest neighbour spin-spin correlation of t2g electrons.
The metal insulator transition temperature associated with resistivity
decreases with increase in strain. In the presence of large strain the system
remains in the semiconducting state. Thermopower (S) is positive and increasing
function of strain and it exhibits a maximum with temperature. The temperature
where maximum of S appears, shifts towards higher (lower) value with in the
presence of magnetic field (strain). A large magneto-thermopower that depends
on strain is obtained around metal-insulator transition.Comment: 11pages, 4 figure
Reflection coefficient for superresonant scattering
We investigate superresonant scattering of acoustic disturbances from a
rotating acoustic black hole in the low frequency range. We derive an
expression for the reflection coefficient, exhibiting its frequency dependence
in this regime.Comment: 7 page
Sparse component separation for accurate CMB map estimation
The Cosmological Microwave Background (CMB) is of premier importance for the
cosmologists to study the birth of our universe. Unfortunately, most CMB
experiments such as COBE, WMAP or Planck do not provide a direct measure of the
cosmological signal; CMB is mixed up with galactic foregrounds and point
sources. For the sake of scientific exploitation, measuring the CMB requires
extracting several different astrophysical components (CMB, Sunyaev-Zel'dovich
clusters, galactic dust) form multi-wavelength observations. Mathematically
speaking, the problem of disentangling the CMB map from the galactic
foregrounds amounts to a component or source separation problem. In the field
of CMB studies, a very large range of source separation methods have been
applied which all differ from each other in the way they model the data and the
criteria they rely on to separate components. Two main difficulties are i) the
instrument's beam varies across frequencies and ii) the emission laws of most
astrophysical components vary across pixels. This paper aims at introducing a
very accurate modeling of CMB data, based on sparsity, accounting for beams
variability across frequencies as well as spatial variations of the components'
spectral characteristics. Based on this new sparse modeling of the data, a
sparsity-based component separation method coined Local-Generalized
Morphological Component Analysis (L-GMCA) is described. Extensive numerical
experiments have been carried out with simulated Planck data. These experiments
show the high efficiency of the proposed component separation methods to
estimate a clean CMB map with a very low foreground contamination, which makes
L-GMCA of prime interest for CMB studies.Comment: submitted to A&
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