Real-World Forward Rate Dynamics With Affine Realizations

We investigate the existence of affine realizations for Lévy driven interest rate term structure models under the real-world probability measure, which so far has only been studied under an assumed risk-neutral probability measure. For models driven by Wiener processes, all results obtained under the risk-neutral approach concerning the existence of affine realizations are transferred to the general case. A similar result holds true for models driven by compound Poisson processes with finite jump size distributions. However, in the presence of jumps with infinite activity we obtain severe restrictions on the structure of the market price of risk; typically, it must even be constant.     

Organophosphate esters by GC–MS: An optimized method for aquatic risk assessment

Organophosphate esters used as flame retardants and plasticizers are ubiquitous contaminants in surface waters. Many studies indicate that these compounds are neurotoxicants, endocrine disruptors, and may affect reproduction and development of aquatic organisms. Thus, analytical methods that allow accurate quantification of these contaminants at environmentally relevant concentrations are desirable for risk assessment studies. In this study, a method based on solid phase extraction and gas chromatography coupled to mass spectrometry was developed for determination of organophosphate esters in river water extracts. Multivariate optimization was used to determine the best conditions for injection of larger volumes of sample in a Programmable Temperature Vaporization inlet. Furthermore, the matrix effect on the instrumental response was evaluated and compensated by association of extraction‐blank‐matched calibration and isotopically labeled focus standards. The method quantification limits ranged from 0.009 to 0.11 µg/L, staying below the predicted non‐effect concentration for the aquatic compartment for all analytes, which is a requisite for using in risk assessment studies. The method was applied to freshwater samples collected in rivers from the Sao Paulo State, Brazil, and eight out of the ten target organophosphate esters were quantified, being tris(2‐chloroisopropyl) phosphate and tris(phenyl) phosphate the most frequently detected compounds.     

Ochratoxin A and 2′R-Ochratoxin A in Selected Foodstuffs and Dietary Risk Assessment

The aim of this study was to estimate the contamination of grain coffee, roasted coffee, instant coffee, and cocoa purchased in local markets with ochratoxin A (OTA) and its isomerization product 2′R-ochratoxin A (2′R-OTA), and to assess risk of dietary exposure to the mycotoxins. OTA and 2′R-OTA content was determined using the HPLC chromatography with immunoaffinity columns dedicated to OTA. OTA levels found in all the tested samples were below the maximum limits specified in the European Commission Regulation EC 1881/2006. Average OTA concentrations calculated for positive samples of grain coffee/roasted coffee/instant coffee/cocoa were 0.94/0.79/3.00/0.95 µg/kg, with the concentration ranges: 0.57–1.97/0.44–2.29/0.40–5.15/0.48–1.97 µg/kg, respectively. Average 2′R-OTA concentrations calculated for positive samples of roasted coffee/instant coffee were 0.90/1.48 µg/kg, with concentration ranges: 0.40–1.26/1.00–2.12 µg/kg, respectively. In turn, diastereomer was not found in any of the tested cocoa samples. Daily intake of both mycotoxins with coffee/cocoa would be below the TDI value even if the consumed coffee/cocoa were contaminated with OTA/2′R-OTA at the highest levels found in this study. Up to now only a few papers on both OTA and 2′R-OTA in roasted food products are available in the literature, and this is the first study in Poland.     

Dissipation Behavior and Acute Dietary Risk Assessment of Thiamethoxam and Its Metabolite Clothianidin on Spinach

Thiamethoxam and its metabolite clothianidin residues pose a potential threat to human health. This study aims to investigate the residue behavior and acute dietary risk assessment of thiamethoxam and clothianidin on spinach. Thiamethoxam and clothianidin were extracted using a quick, easy, cheap, effective, rugged, safe (QuEChERS) method and analyzed using liquid chromatography-tandem mass spectrometry (LC-MS/MS). At spike levels from 0.01 to 5 mg kg⁻¹, the average recoveries of both analytes were in the range of 94.5–105.5%, with relative standard deviations (RSDs) of 3.8–10.9%. The dissipation behavior of thiamethoxam followed first-order kinetics, with half-lives of ≤1.6 days. Clothianidin appeared readily as a plant metabolite with highest level exhibited during 3 to 5 days after application. Temperature and light may be two main factors for degradation of thiamethoxam. Besides, acute risk assessment of thiamethoxam and clothianidin was evaluated with risk quotients (RQs) <100%, which suggested a low health risk for all consumer groups of Chinese residents.     

新冠疫情对我国信贷风险冲击的定量测算

文章建立了宏观经济传导模型和信贷风险传导模型,根据对GDP的估计,对新型冠状病毒感染肺炎疫情下的2020年全国和若干疫情严重省市的不良贷款率进行了定量测算.假设一季度内疫情得以控制,全年GDP增速下降至5.7％的情景下,预计全国年末不良贷款率约3％,不良贷款余额比2019年增加逾80％,接近2019年国内商业银行贷款损...     

多溴联苯醚及其环境问题

多溴联苯醚(PBDEs)是全球性的环境污染物,对其环境问题的研究已成为当前环境科学的一大热点,而我国PBDEs的研究刚刚起步.本文介绍了多溴联苯醚的性质、应用、污染来源、环境行为、污染水平、趋势、控制措施以及分析方法等,综述了国内外对PBDEs的研究情况,讨论了目前存在的问题,为我国开展PBDEs的研究提供参考.     

镉的人体健康效应

综述了镉暴露对人体健康的危害、人体对镉的需要量和居民膳食日摄入量、镉暴露生物标记物及危险性评估。过量镉暴露可引起肾、肺、肝、骨和生殖效应以及癌症。在中国和其他国家进行的最新研究表明，生活在镉污染区的一般人群可发生以骨矿密度降低和骨折发生率增加为特征的骨效应；出现肾小管功能异常的镉累积量比骨效应剂量更低，也比从前估计的临界剂量更低。附4图11表25篇参考文献。     

杭州不同功能区道路灰尘中污染物的分布和有效性

比较研究了杭州城市的工业区、商业区、居民区、公园和附近农村道路灰尘中重金属(Pb、Cu、Cd、Zn、Hg)、P和有机物的积累情况,测定了灰尘分散到水中后污染物在溶液、悬浮物和沉积物中的分配情况。结果表明,不同功能区城市灰尘中污染物含量有较大的变异:重金属一般以工业区和商业区为最高;P以居民区和商业区为最高,而有机物以公园和居民区最高;灰尘中污染物含量随粒径减小而增加。当灰尘分散至水中后,重金属等污染物大部分以沉积相形式存在,少量以溶解相和悬浮相存在;溶解态重金属的比例均较低,平均在0.5%以下,其中ρ(Hg)、ρ(Cd)>ρ(Zn)、ρ(Cu)>ρ(Pb)。而生物有效态(双酸提取)重金属占其总量的比例平均在12%~29%之间,由高到低顺序为Zn,Cd,Cu,Hg,Pb。     

反应性物质热危险性评估研究进展

综述了反应性物质热危险性评估的理论方法和实验方法,讨论了反应性物质热分解和热失控危险性的评估策略,并以有机过氧化物为例简述了相关评估策略在反应性物质热危险性评估方面的应用.     

西南山地煤矿区耕地土壤-农作物重金属富集及健康风险评价

为了解西南某典型山地煤矿区周边农田土壤、农作物重金属的富集情况及对当地人群健康的影响程度,采集矿区周边农田土壤样品和对应的农作物样品,测定重金属Cr、Mn、Zn、As、Pb的含量。运用Nemero指数法、潜在风险指数法对土壤重金属的污染程度进行评价;采用靶标危害系数法(THQ)评价农作物重金属对人体的健康风险。结果显示,Cr、Mn、Zn、As、Pb分别是背景值的1.81、1.90、2.89、1.30、0.86倍,处于轻度污染级别,轻微危害程度。农作物重金属Cr、Pb和As含量的超标情况较严重,Zn的含量超标相对较小。各农作物富集的重金属对人体的健康风险大小为：高粱>玉米>白菜>葱>辣椒。农作物重金属对儿童健康的危害均达到了慢性中毒;对成人健康的影响,高粱处于慢性中毒,其它农作物重金属处于产生较大影响的危害程度。农作物重金属与土壤重金属的相关性分析表明,农作物重金属的含量与土壤重金属全量并无线性关系;各重金属在农作物中的转移能力不同;Pb,As在农作物中的转移能力较大,而Cr相对较小。鉴于矿区重金属的富集情况,应尽快采取修复治理措施,为保证当地人群健康,建议当地居民不再食用和种植富集重金属严重的高粱、玉米农作物。