Most of the crop plants contain about 30% of hemicelluloses comprising D-xylose and D-arabinose. One of the major limitation for the use of pentose sugars is that high purity grade D-xylose and D-arabinose are yet to be produced as commodity chemicals. Res ...
We model oil price dynamics in a general equilibrium production economy with two goods: a consumption good and oil. Production of the consumption good requires drawing from oil reserves at a fixed rate. Investment necessary to replenish oil reserves is cos ...
This paper discusses about a low-cost wearable assistive device designed for people carrying back loads in mountainous regions of Uttarakhand, a northern state of India. People usually carry commodities like stationeries, gas cylinders, cow feeds and other ...
Vegetables and water samples have been collected around the lake of Loumbila in Burkina Faso. Pesticides resi- dues in food commodities were analyzed using a modified QuEChERS extraction method prior analysis on GC-MS and UPLC-MS/MS of 31 pesticides. Maxim ...
Mono-ethylene glycol (MEG) is an important petrochemical with widespread use in numerous consumer products. The current industrial MEG-production process relies on non-renewable fossil fuel-based feedstocks, such as petroleum, natural gas, and naphtha; hen ...
We present a novel triboelectric nanogenerator (TENG) based on a paper-Teflon configuration fabricated by an easy and cost-efficient process. Carbon electrodes were hand-drawn by means of a graphite pencil on commercial paper cards, and the conductivity wa ...
In the first chapter,which is a joint work with Mathieu Cambou and Philippe H.A. Charmoy, we study the distribution of the hedging errors of a European call option for the delta and variance-minimizing strategies. Considering the setting proposed by Heston ...
This article uses graph theory to provide novel evidence regarding market integration, a favorable condition for systemic risk to appear in. Relying on daily futures returns covering a 12-year period, we examine cross- and inter-market linkages, both withi ...
This paper investigates variance risk premia in energy commodities, particularly crude oil and natural gas, using a robust model-independent approach. Over a period of 11 years, we find that the average variance risk premia are significantly negative for b ...
Commodity derivatives are becoming an increasingly important part of the global derivatives market. Here we develop a tractable stochastic volatility model for pricing commodity derivatives. The model features unspanned stochastic volatility, quasi-analyti ...
