Pricing electricity derivatives within a Markov regime-switching model: a risk premium approach

In this paper we derive analytic formulas for electricity derivatives under assumption that electricity spot prices follow a 3-regime Markov regime-switching model with independent spikes and drops and periodic transition matrix. Since the classical derivatives pricing methodology cannot be used in the case of non-storable commodities, we employ the concept of the risk premium. The obtained theoretical results are then used for the European Energy Exchange data analysis. We calculate the risk premium in the case of the calibrated 3-regime MRS model. We find a time varying structure of the risk premium and an evidence for a negative risk premium (or positive forward premium), especially at short times before delivery. Finally, we use the obtained risk premium to calculate prices of European options written on spot, as well as, forward prices.     

Fluorogel Elastomers with Tunable Transparency,Elasticity, Shape‐Memory,and Antifouling Properties

Omniphobic fluorogel elastomers were prepared by photocuring perfluorinated acrylates and a perfluoropolyether crosslinker. By tuning either the chemical composition or the temperature that control the crystallinity of the resulting polymer chains, a broad range of optical and mechanical properties of the fluorogel can be achieved. After infusing with fluorinated lubricants, the fluorogels showed excellent resistance to wetting by various liquids and anti‐biofouling behavior, while maintaining cytocompatiblity.     

Green synthesis and antibacterial effects of aqueous colloidal solutions of silver nanoparticles using clove eugenol

Silver nanoparticles were synthesized using clove extract (CE). Scanning transmission electron microscopy (STEM) revealed the morphology of the metallic Ag nanoparticles obtained via the clove extract synthesis (Ag NPs‐CE), which had a uniform distribution and average sizes varying from 10 nm to 100 nm. Fourier transform infra‐red (FTIR) spectroscopy showed that clove eugenol acts as a capping and reducing agent being adsorbed on the surface of Ag NPs‐CE, enabling their reduction from Ag⁺ and preventing their agglomeration. Formation of the Ag⁰ structure is also confirmed in the FTIR spectrum by the presence in the Ag NPs‐CE sample of the –C=O and –C=C vibrations at wavenumbers 1600 and 2915 cm^‐1, respectively. Antibacterial and antifungal tests using three strains of bacteria and one fungi strain showed that the Ag NPs‐CE performed better compared to pure clove extract (CE) sample.     

Liquid crystalline properties of 4‐hexyloxybenzylidene‐4′‐alkyloxyanilines

The liquid‐crystalline polymorphism of the homologous series of 4‐hexyloxybenzylidene‐4′‐alkyloxyanilines is investigated. Basing on the polarization microscopy (POM, TOA), the DSC calorimetry and miscibility studies the following mesophases were detected: nematic, smectic A, smectic C and smectic I. The phase diagrams of the compounds of these series with 4‐hexyloxybenylidene‐4′‐pentylaniline (as the standard of mesophases) show induction of the smectic F mesophases. Their dependence on the alkyl chain length and mole fraction is shown.     

Focusing of Fe3O4 nanoparticles using a rotating magnetic field in various environments

The paper shows the application of a new method – Magnetic Nanoparticles Focusing 3D, MNF-3D – for focusing of magnetic nanoparticles at any point in a three-dimensional space between the rotating magnet system. The results of focusing process of nanoparticles in water, human blood, human serum and polyurethane sponge are presented. Additionally, blood flow was also considered. The effectiveness of nanoparticle focusing was monitored optically and quantitatively by electron spin resonance method. The method enabled focusing of magnetic nanoparticles within a few minutes in different environments. A good efficiency of focusing process was observed for all the samples.     

The conformation of epinephrine in polar solvents: an NMR study

Structural Chemistry - Epinephrine (Epi) is a physiologically important catecholamine. Molecular conformation of Epi controls the interactions with other molecules and its biological effects. There...     

Photodegradation of pyridylketoximes in methanolic solutions under UV–Vis radiation

Photodegradation of the oximes of alkyl-2-, -3-, and -4-pyridylketones and identification of possible degradation products using LC–MS/MS and GC–MS techniques were performed. The influence of copper(II) and iron(III) ions on the stability of the oxime under UV–Vis radiation exposure were also studied. It was found that the photodegradation of the pyridylketoximes resulted in the photoisomerization, photofragmentation and photosubstitution to a pyridine ring. Based on these results, a hypothetical mechanism of photodegradation of pyridylketoximes was proposed.     

A new class of stereoregular vinylene‐arylene copolymers with double‐decker silsesquioxane in the main chain

A synthesis of a new macromolecular class of vinylene‐arylene copolymers with double‐decker silsesquioxane in the main chain is presented. Two transition‐metal‐catalyzed processes, which is silylative‐coupling copolycondensation (SCC) and ADMET copolymerization of divinyl‐substituted double‐decker silsesquioxanes (DDSQ‐2SiVi) with selected diolefins, are reported to be highly efficient tools for the formation of stereoregular copolymers containing DDSQ‐silylene‐vinylene‐arylene units. The copolymeric products are studied in terms of their structural, thermal, and mechanical properties. © 2015 Wiley Periodicals, Inc. J. Polym. Sci., Part A: Polym. Chem. 2016 , 54, 1044–1055