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Grasping the historical volatility of stock market indices and accurately estimating are two of the major focuses of those involved in the financial securities industry and derivative instruments pricing. This paper presents the results of employing the intrinsic entropy model as a substitute for estimating the volatility of stock market indices. Diverging from the widely used volatility models that take into account only the elements related to the traded prices, namely the open, high, low, and close prices of a trading day (OHLC), the intrinsic entropy model takes into account the traded volumes during the considered time frame as well. We adjust the intraday intrinsic entropy model that we introduced earlier for exchange-traded securities in order to connect daily OHLC prices with the ratio of the corresponding daily volume to the overall volume traded in the considered period. The intrinsic entropy model conceptualizes this ratio as entropic probability or market credence assigned to the corresponding price level. The intrinsic entropy is computed using historical daily data for traded market indices (S&P 500, Dow 30, NYSE Composite, NASDAQ Composite, Nikkei 225, and Hang Seng Index). We compare the results produced by the intrinsic entropy model with the volatility estimates obtained for the same data sets using widely employed industry volatility estimators. The intrinsic entropy model proves to consistently deliver reliable estimates for various time frames while showing peculiarly high values for the coefficient of variation, with the estimates falling in a significantly lower interval range compared with those provided by the other advanced volatility estimators.  相似文献   
164.
Coal combustion releases elevated amounts of pollutants to the atmosphere including SOX. During the pyrolysis step, sulfur present in the coal is released to the gas phase as many different chemical species such as H2S, COS, SO2, CS2, thiols and larger tars, also called SOX precursors, as they form SOX during combustion. Understanding the sulfur release process is crucial to the development of reliable kinetic models, which support the design of improved reactors for cleaner coal conversion processes. Sulfur release from two bituminous coals, Colombian hard coal (K1) and American high sulfur coal (U2), were studied in the present work. Low heating rate (LHR) experiments were performed in a thermogravimetric analyzer coupled with mass spectrometry (TG-MS), allowing to track the mass loss and the evolution of many volatile species (CO, CO2, CH4, SO2, H2S, COS, HCl and H2O). High heating rate (HHR) experiments were performed in an entrained flow reactor (drop-tube reactor – DTR), coupled with MS and nondispersive infrared sensor (NDIR). HHR experiments were complemented with CFD simulation of the multidimentional reacting flow field. A kinetic model of coal pyrolysis is employed to reproduce the experiments allowing a comprehensive assessment of the process. The suitability of this model is confirmed for LHR. The combination of HHR experiments with CFD simulations and kinetic modeling revealed the complexity of sulfur chemistry in coal combustion and allowed to better understand of the individual phenomena resulting in the formation of the different SOX precursors. LHR and HHR operating conditions lead to different distribution of sulfur species released, highly-dependent on the gas-phase temperature and residence time. Higher retention of total sulfur in char is observed at LHR (63%) when compared to HHR (37–44%), at 1273 K. These data support the development of reliable models with improved predictability.  相似文献   
165.
The imidazolium chloride [C3H3N(C3H6NMe2)N{C(Me)(=NDipp)}]Cl ( 1 ; Dipp=2,6‐diisopropyl phenyl), a potential precursor to a tritopic NimineCNHCNamine pincer‐type ligand, reacted with [Ni(cod)2] to give the NiI‐NiI complex 2 , which contains a rare cod‐derived η3‐allyl‐type bridging ligand. The implied intermediate formation of a nickel hydride through oxidative addition of the imidazolium C−H bond did not occur with the symmetrical imidazolium chloride [C3H3N2{C(Me)(=NDipp)}2]Cl ( 3 ). Instead, a Ni−C(sp3) bond was formed, leading to the neutral NimineCHNimine pincer‐type complex Ni[C3H3N2{C(Me)(=NDipp)}2]Cl ( 4 ). Theoretical studies showed that this highly unusual feature in nickel NHC chemistry is due to steric constraints induced by the N substituents, which prevent Ni−H bond formation. Remarkably, ethylene inserted into the C(sp3)−H bond of 4 without nickel hydride formation, thus suggesting new pathways for the alkylation of non‐activated C−H bonds.  相似文献   
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This communication describes the electrochemical properties of thin pyrolytic carbon (PyC) films created using a reliable, non-catalytic chemical vapour deposition (CVD) process. After deposition, the electron transfer characteristics of the films are optimised using a simple oxygen plasma treatment. The redox probes Ru(NH3)63+/2+, Fe(CN)63?/4? and Fe3+/2+ are employed to demonstrate that the resulting material is endowed with a large electrochemical surface area and outstanding electron transfer properties. Atomic force microscopy (AFM), Raman and X-ray photoelectron spectroscopy (XPS) are used to elucidate the morphology and chemical composition of the electrode surfaces. This material represents a new class of carbon electrode, and its large densities of edge-plane sites and oxygenated functionalities make it an ideal candidate for electrochemical sensor applications.  相似文献   
168.
The thermal stability of two kinds of dextran-coated magnetite (dextran with molecular weight of 40,000 (Dex40) and 70,000 (Dex70)), obtained by dextran adsorption onto the magnetite surface is investigated in comparison with free dextran in air and argon atmosphere. The thermal behavior of the two free dextran types and corresponding coated magnetites is similar, but atmosphere dependent. The magnetite catalyzes the thermal decomposition of dextran, the adsorbed dextran displaying lower initial decomposition temperatures comparative with the free one in both working atmospheres. The dextran adsorbed onto the magnetite surface decomposes in air through a strong sharp exothermic process up to ~450 °C while in argon atmosphere two endothermic stages are identified, one in the temperature range 160–450 °C and the other at 530–800 °C.  相似文献   
169.
We have investigated the performance of the dispersion-corrected density functionals (BLYP-D, BP86-D and PBE-D) and the widely used B3LYP functional for describing the hydrogen bonds and the stacking interactions in DNA base dimers. For the gas-phase situation, the bonding energies have been compared to the best ab initio results available in the literature. All dispersion-corrected functionals reproduce well the ab initio results, whereas B3LYP fails completely for the stacked systems. The use of the proper functional leads us to find minima for the adenine quartets, which are energetically and structurally very different from the C4h structures, and might explain why adenine has to be sandwiched between guanine quartets to form planar adenine quartets.  相似文献   
170.
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