Long-range dependence in the volatility of commodity futures prices: Wavelet-based evidence

Commodity futures have long been used to facilitate risk management and inventory stabilization. The study of commodity futures prices has attracted much attention in the literature because they are highly volatile and because commodities represent a large proportion of the export value in many developing countries. Previous research has found apparently contradictory findings about the presence of long memory or more generally, long-range dependence. This note investigates the nature of long-range dependence in the volatility of 14 energy and agricultural commodity futures price series using the improved Hurst coefficient (H) estimator of Abry, Teyssière and Veitch. This estimator is motivated by the ability of wavelets to detect self-similarity and also enables a test for the stability of H. The results show evidence of long-range dependence for all 14 commodities and of a non-stationary H for 9 of 14 commodities.     

Quartz as a pressure sensor in the infrared

The pressure dependence of the 795 cm^?1 mode of quartz has been measured in the infrared up to 20 GPa at 300 and 400 K. For the measurements, which are impossible with a laser light, on photo sensitive or biological samples, we propose to use the pressure dependence of this mode as a pressure gauge.     

VCSEL with reticular electrode and larger emitting aperture and its optoelectronic characteristics

The enlargement of the emitting aperture is usually one of the important methods of increasing vertical- cavity surface-emitting laser （VCSEL） optical output power. However, in a VCSEL with a larger aperture, the inhomogeneity in the injected current often causes inhomogeneous or even no emission. To solve this problem and to increase VCSEL output power, as well as to improve its thermal characteristics, we develop a new type of injected VCSEL with a larger aperture and a reticular electrode, where the conventional circular injection electrode of the P side is turned into a reticular one, and the heat sink is on the N side. The tests of the new VCSEL show an improvement in homogeneity in not only the injected current but also the emission intensity. The optical output power is also considerably increased, and the device optoelectronic performance is improved.     

Nature of bonding in group 13 dimetallenes: a delicate balance between singlet diradical character and closed shell interactions

The nature of metal-metal bonding in group 13 dimetallenes REER (E = Al, Ga, In, Tl; R = H, Me, (t)Bu, Ph) was investigated by use of quantum chemical methods that include HF, second order M?ller-Plesset perturbation theory (MP2), coupled cluster (CCSD(T)), complete active space with (CASPT2) and without (CAS) second order perturbation theory, and two density functionals, namely, B3LYP and M06-2X. The results show that the metal-metal interaction in group 13 dimetallenes stems almost exclusively from static and dynamic electron correlation effects: both dialuminenes and digallenes have an important singlet diradical component in their wave function, whereas the bonding in the heavier diindenes and, in particular, dithallenes is dominated by closed shell metallophilic interactions. The reported calculations represent a systematic attempt to determine the metal and ligand dependent bonding changes in these systems.     

Synthesis and Characterization of a Novel Energetic Complex [Cd(DAT)6](NO3)2 (DAT = 1,5‐diamino‐tetrazole) with High Nitrogen Content

The novel high nitrogen‐containing energetic complex [Cd(DAT)₆](NO₃)₂ was synthesized by reaction of Cd(NO₃)₂·6H₂O with 1,5‐diamino‐tetrazole (DAT). It was characterized by elemental analysis, FT‐IR spectroscopy and single‐crystal X‐ray diffraction analysis. The central Cd²⁺ ion is coordinated by six nitrogen atoms from six DAT ligand molecules to form a hexacoordinate distorted octahedral compound. The [Cd(DAT)₆](NO₃)₂ molecules are linked together through two types of hydrogen bonds thus forming a stable three‐dimensional net structure. The thermal decomposition mechanism of [Cd(DAT)₆](NO₃)₂ was investigated by DSC and TG/DTG analyses and FT‐IR spectroscopy. The kinetic parameters of the exothermic process were studied by using Kissinger’s and Ozawa–Doyle’s methods.     

Terphenyl substituted derivatives of manganese(II): distorted geometries and resistance to elimination

Reaction of {Li(THF)Ar'MnI(2)}(2) (Ar' = C(6)H(3)-2,6-(C(6)H(2)-2,6-(i)Pr(3))(2)) with LiAr', LiC≡CR (R = (t)Bu or Ph), or (C(6)H(2)-2,4,6-(i)Pr(3))MgBr(THF)(2) afforded the diaryl MnAr'(2) (1), the alkynyl salts Ar'Mn(C≡C(t)Bu)(4){Li(THF)}(3) (2) and Ar'Mn(C≡CPh)(3)Li(3)(THF)(Et(2)O)(2)(μ(3)-I) (3), and the manganate salt {Li(THF)}Ar'Mn(μ-I)(C(6)H(2)-2,4,6-(i)Pr(3)) (4), respectively. Complex 4 reacted with one equivalent of (C(6)H(2)-2,4,6-(i)Pr(3))MgBr(THF)(2) to afford the homoleptic dimer {Mn(C(6)H(2)-2,4,6-(i)Pr(3))(μ-C(6)H(2)-2,4,6-(i)Pr(3))}(2) (5), which resulted from the displacement of the bulkier Ar' ligand in preference to the halogen. The reaction of the more crowded {Li(THF)Ar*MnI(2)}(2) (Ar* = C(6)H(3)-2,6-(C(6)H(2)-2,4,6-(i)Pr(3))(2)) with Li(t)Bu gave complex Ar*Mn(t)Bu (6). Complex 1 is a rare monomeric homoleptic two-coordinate diaryl Mn(II) complex; while 6 displays no tendency to eliminate β-hydrogens from the (t)Bu group because of the stabilization supplied by Ar*. Compounds 2 and 3 have cubane frameworks, which are constructed from a manganese, three carbons from three acetylide ligands, three lithiums, each coordinated by a donor, plus either a carbon from a further acetylide ligand (2) or an iodide (3). The Mn(II) atom in 4 has an unusual distorted T-shaped geometry while the dimeric 5 features trigonal planar manganese coordination. The chloride substituted complex Li(2)(THF)(3){Ar'MnCl(2)}(2) (7), which has a structure very similar to that of {Li(THF)Ar'MnI(2)}(2), was also prepared for use as a possible starting material. However, its generally lower solubility rendered it less useful than the iodo salt. Complexes 1-7 were characterized by X-ray crystallography and UV-vis spectroscopy. Magnetic studies of 2-4 and 6 showed that they have 3d(5) high-spin configurations.     

Emittance-exchange-based high harmonic generation scheme for a short-wavelength free electron laser

Generation of short-wavelength radiation by a free-electron laser using up-frequency conversion of an electron bunch density modulation is currently an area of active research. We propose a new scheme for producing the longitudinal electron bunch density modulation similar to the recently proposed echo-enabled harmonic generation but based on an emittance exchange beam line and a multislit mask. Beam line analysis and start-to-end simulation are presented.     

Accumulation effect of SiO_2 protective layer on multi-shot laser-induced damage in high-reflectivity HfO_2/SiO_2 coatings

The accumulation effects in high-reflectivity(HR) HfO2/SiO2 coatings under laser irradiation are investigated.The HR HfO2/SiO2 coatings are prepared by electron beam evaporation at 1 064 nm.The laser-induced damage threshold(LIDT) are measured at 1 064 nm and at a pulse duration of 12 ns,in 1-on-1 and S-on-1 modes.Multi-shot LIDT is lower than single-shot LIDT.The laser-induced and native defects play an important role in the multi-shot mode.A correlative theory model based on critical conduction band electron density is constructed to elucidate the experimental phenomena.     

背景磁场下Y系超导带材临界电流的测量

高温超导电力装置一般工作于低磁场情况下,测量超导带材在低场下的临界电流特性非常重要.文中通过自行设计的实验平台,采用四引线法对Y系超导带材低场下的临界电流特性进行了测量,得到了带材临界电流随外加磁场变化的曲线,并与Bi系带材低场下的临界电流特性进行比较.     

黎开管热声振荡的主动控制研究

本文以黎开管内的热声耦合振荡为研究对象,设计基于主动补偿的适应性控制器抑制黎开管内的不稳定燃烧。试验以扬声器为执行机构来改变黎开管的边界条件,从而抑制黎开管内的热声耦合振荡。实时控制效果表明,本文所采用的适应性控制算法能够有效抑制因热声耦合产生的燃烧振荡,为实际动力系统燃烧振荡抑制提供了思路。