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Empirical Asset Pricing With Equity Tail Risk, Jingrui Li

Graduate Theses, Dissertations, and Problem Reports (ETD)

This dissertation comprises three separate chapters on both risk-neutral and physical probability spaced equity tail risk for both the market index and in the cross-section of individual stocks.

The first chapter is titled “Does VIX Truly Measure Return Volatility?” This chapter studies the bias of the VIX index as a volatility measure. Particularly, VIX undervalues (overvalues) volatility when market return is expected to be negatively (positively) skewed. Alternatively, we develop a model-free generalized volatility index (GVIX). This chapter further derives the risk-neutral tail risk estimated from the VIX index.

The second chapter is titled “Decomposing the VIX: Implications for the …

Evaluating The Use Of Lottery-Based Contingency Management To Increase Physical Activity In Adults, Jennifer M. Owsiany

Graduate Theses, Dissertations, and Problem Reports (ETD)

It is widely known that physically inactive adults are at a greater risk for developing noncommunicable diseases (e.g., cancer, stroke, coronary heart disease, type 2 diabetes) and premature death compared to their physically active peers. Consequently, physical inactivity is one of the leading causes of death worldwide. Thus, it is important to develop effective ways to increase and maintain physical activity. In the current study, we randomly assigned adults between the ages of 18 and 64 years old to one of three groups (i.e., contingency management, participation-based incentive, and self-monitoring). Participants wore Fitbit Alta HR fitness tracking devices, which provided …

Kidney Ailment Prediction Under Data Imbalance, Ranaa Mahveen

Graduate Theses, Dissertations, and Problem Reports (ETD)

Chronic Kidney Disease (CKD) is the leading cause for kidney failure. It is a global health problem affecting approximately 10% of the world population and about 15% of US adults. Chronic Kidney Diseases do not generally show any disease specific symptoms in early stages thus it is hard to detect and prevent such diseases. Early detection and classification are the key factors in managing Chronic Kidney Diseases.

In this thesis, we propose a new machine learning technique for Kidney Ailment Prediction. We focus on two key issues in machine learning, especially in its application to disease prediction. One is related …

Effects Of E-Cigarette Flavoring Chemicals On Human Macrophages And Bronchial Epithelial Cells, Anna Manzi Morris

Graduate Theses, Dissertations, and Problem Reports (ETD)

E-cigarettes and vapes are relatively new devices which are popular among young adults and teens. These devices vaporize an “e-liquid” for the user to inhale, which typically contains a mixture of propylene glycol (PG), vegetable glycerin (VG), varying concentrations of nicotine, and flavoring chemicals. Due to these flavoring chemicals being intended for ingestion as a food additive, their respiratory health effects are not well understood. Thousands of e-cigarette flavors are available on the market, many of which have the potential for toxicity. The majority of e-liquid flavoring chemicals (ELFCs) have not been tested for inhalation safety. In this study, we …

Application Of Global Search Methods To Materials Prediction And Design, Adam J. Payne

Graduate Theses, Dissertations, and Problem Reports (ETD)

Due to increased availability and power of computational resources over the past few decades, prediction and design of novel materials using computational methods has become feasible. Simulation of material systems has become vital to the further realization of novel material systems. In order to ascertain physical properties, accurate determination and identification of stable crystalline structures is necessary. Additionally, further identification of novel properties, such as magnetic moments or orbital occupation, is necessary to further realize this goal. Global search methods provide a path to accurate prediction of these properties. In this dissertation, the Firefly algorithm and minima hopping methods are …

Canonical Wnt Mechanisms In Neural Crest Induction, Mark Stephen Perfetto

Graduate Theses, Dissertations, and Problem Reports (ETD)

Canonical Wnt signaling is a pathway that is critical for normal development and the progression of disease. The canonical Wnt signaling pathway was put together carefully by synthesizing decades of research. Over those decades, canonical Wnt signaling was found to be crucial for nearly all aspects of development, but of importance to this thesis, is a key regulatory factor for the development of the highly migratory multipotent stem cells, the neural crest. As our knowledge of the importance of canonical Wnt signaling grew, research is being conducted to further our understanding of how canonical Wnt signaling communicates with other signaling …

Tie Strength, Optimal Connections, And Distance In Social Networks, David Anthony Buch

Graduate Theses, Dissertations, and Problem Reports (ETD)

Social network analysis seeks to understand the structure of relationships in networks of actors. As researchers identify structural properties of interest (e.g. vulnerability to network cuts) they introduce measures to quantify the expression of those properties in observed networks. In fact, it is not uncommon that multiple measures are introduced purporting to evaluate a single property. Relative merits of competing measures are not self-evident but the corresponding inferences can conflict, encouraging arbitrary choice among measures and endangering the validity of conclusions. We argue (i) that multiplicity of measures is a necessary consequence of the de rigueur practice of conflating different …

Enhancing Water Stress Tolerance In Floriculture Crops, Suejin Park

Graduate Theses, Dissertations, and Problem Reports (ETD)

Water deficit is one of the major constraints on plant growth and development, causing reduction of crop productivity. To minimize water loss, among many adaptation strategies, plants close their stomata to reduce transpiration. The stomatal closure is regulated by light, internal CO2 concentration, and plant hormones, mainly abscisic acid. Plants’ response mechanisms to water deficit are complex processes involving numerous genes and various signaling pathways. Floriculture crops are often exposed to water deficit during shipping and retailing, and these periods often result in damaged crops and profit loss. Understanding of plant responses to water deficit stress will provide us an …

Experimental And Numerical Study Of The Stirling Engine Robust Foil Regenerator, Koji Yanaga

Graduate Theses, Dissertations, and Problem Reports (ETD)

The regenerator is located between the heat accepter and the heat rejecter of the Stirling engine. It works as a thermal energy storage component in the engine. Most of the regenerators are made of woven screen or random fiber. However, the flow going through the woven screen or random fiber is similar to the cylinders in crossflow which has flow separation. To achieve higher engine efficiency, it is required to design a regenerator which has higher convective heat transfer, lower pressure drops. Therefore, a parallel channel regenerator called a robust foil regenerator was designed and manufactured.

In this study, a …

Design Of Geothermal District Heating And Cooling System For The West Virginia University, Oluwasogo Bolaji Alonge

Graduate Theses, Dissertations, and Problem Reports (ETD)

Recent Appalachian Basin Geothermal Play Fairway Analysis estimated elevated heat flows in north-central West Virginia. This region provides an optimal and unique combination of elevated temperatures and flow necessary for geothermal development along with year-round surface demand for heating and cooling on the campus. Therefore, West Virginia University’s (WVU’s) Morgantown campus has been identified as a prime location in the eastern United States for the development of a geothermal direct-use heating and cooling application. The objective of this study was to perform a feasibility analysis for the development of a geothermal district heating and cooling (GDHC) system for WVU campus …

Can Fitts' Throughput Be A Predictor Of Muscle Fatigue – A Study Based On Metacarpal Gloves?, Sachin Sah

Graduate Theses, Dissertations, and Problem Reports (ETD)

In this study, Fitts’ throughput was used to estimate throughput for metacarpal gloves. Fitts’ throughput combines speed and accuracy during target transfer/movement tasks into a single performance index. It was hypothesized that the throughput will be affected by the glove condition and it will exhibit a relationship with the physiological response of hand muscles and perceived exertions. Fifteen healthy participants (10 males, 5 females) were recruited for data collection. Each participant performed a series of target transfer tasks using four glove conditions: (1) a pigskin leather (glove 1); (2) a synthetic fiber glove (glove 2); (3) a goat-grain leather glove …

Richwood, West Virginia After The 2016 Flood: Place, Devastation, And Hope In An Appalachian Community, Christine Elizabeth Witt

Graduate Theses, Dissertations, and Problem Reports (ETD)

How does a community cope with a crisis that threatens its identity or even its existence? This is the question facing the town of Richwood, West Virginia, after a devastating flood that impacted much of the town in 2016. Some of the consequences of the 2016 flood were the loss of the high school building, followed by difficulties receiving the FEMA (Federal Emergency Management Agency) money to rebuild the school, and a loss of additional FEMA money for other critical issues due to alleged corruption. How do community residents cope emotionally with devastation? How do they understand the causes of …

Three Essays On Water Economics, Fahad Alzahrani

Graduate Theses, Dissertations, and Problem Reports (ETD)

This dissertation consists of three essays that explore the impacts of changes in public water quality, reliability, and raw water source. The first essay explores the relationship between episodes of contaminated drinking water and health care expenditures in the United States. Using panel data from 48 contiguous states from 2000 to 2011 and spatial econometrics modeling methods, the results indicate that there is positive and statistically significant impact on per capita health care expenditures from the percentage of a state’s population exposed to contamination episodes. The second essay examines the problem of water supply reliability due to aging infrastructure of …

The Politics Of Drug Courts, Jeffrey Chris Moss

Graduate Theses, Dissertations, and Problem Reports (ETD)

This study examined drug courts from a public policy and political science perspective. The first portion of the study focused on the history of sentencing policy from the 1970s through the drug court movement. The second chapter addressed gaps in the policy literature about how drug courts were created and how they evolved. Another focal point was determining how state-level actors such as legislators, state supreme courts, and bureaucratic agencies regulated drug court policy in each particular state. From this data, a continuum was formed to determine which states operated from a top-down management style for drug courts and which …

Critical Physicochemical Properties For Nanoparticle Toxicity: Impact Of Surface Coating And Size On Particle-Induced Cell Transformation And Inflammatory Response, Tiffany Kornberg

Graduate Theses, Dissertations, and Problem Reports (ETD)

Nanoparticles, which measure 100 nm in at least one dimension, have surged in development, production, and use for a wide range of applications. However, the rapid pace of development for these emerging materials with unclear/unknown toxicity profiles makes it difficult to adequately assess health risk associated with exposure. One critical obstacle which limits scientific research to fill these critical knowledge gaps is the lack of accurate and predictive models for nanotoxicology studies, particularly those which involve occupationally relevant exposure scenarios (pulmonary exposure to low dose of particles in the circulating air). Typically, animal models are used to assess potential systemic …

Thermal Performance Of Growth At Consumption Maximum (C-Max) And Routine Metabolic Rate (Rmr) In Brook Trout Salvelinus Fontinalis From Four Populations In Central Appalachia, Cory Michael Hartman

Graduate Theses, Dissertations, and Problem Reports (ETD)

Growth of an individual is the end result of many physiological processes stemming from the consumption of food items. These processes can be influenced by many variables including temperature. Current bioenergetics models for Brook Trout Salvelinus fontinalis suggest growth increases with temperature until an inflection point of 20.2°C. With a warming climate, and water temperatures expected to rise, the ability of a population to adapt to the warming environment is crucial to the survival of the species. For this study we sought to see how spatial variation would influence the specific consumption, conversion efficiency, and specific growth at consumption maximum …

Exsolved Nanoparticle Decorated Redox Stable Ceramic Anode Material With High Performance For Solid Oxide Fuel Cells, He Qi

Graduate Theses, Dissertations, and Problem Reports (ETD)

The solid oxide fuel cell (SOFC) is an efficient high-temperature device that can directly convert chemical energy to electrical energy. Because of its high efficiency and environmental friendliness, extensive investigations have been made worldwide in past decades. Though broadly used as the anode material for Solid-Oxide Fuel Cells, Ni-YSZ is limited in some practical applications by severe carbon deposition on Ni in hydrocarbon fuels and a significant volume change of Ni-NiO among redox cycling. In order to overcome these problems and achieve excellent performance in the redox environment, a Ni-free ceramic material La_0.5Sr_1.5Fe_1.5Mo_{0.5 …}

Recovery Of Rare Earth Elements (Rees) From Coal Mine Drainage Sludge Leachate, Panpan Ren

Graduate Theses, Dissertations, and Problem Reports (ETD)

Acid mine drainage (AMD) is the primary cause of aquatic habitat loss in the Appalachian Coal Basin and many other mining districts across the U.S. and the world. The objective of this work is to develop a cost-effective and environmentally benign process to treat and recover Rare Earth Elements (REEs) from AMD. Solvent extraction (SX) is one effective way to turn AMD into a commercially viable feedstock for rare earth production.

In this work, SX experiments were conducted on Y-Ca-Mg-Al-HDEHP-n-heptane-HNO3-H2O system to simulate AMD treatment for Yttrium recovery by changing four parameters: pH values, concentration ratio of Yttrium (Y) over …

Screening Sexual Assault Evidence With Low Concentrations Of Male Dna Utilizing The Rapidhit 200 And Paradna Intelligence Test, Taylor L. Koepfler

Graduate Theses, Dissertations, and Problem Reports (ETD)

Over the last several years, crime laboratories have largely focused on the sexual assault kit (SAK) backlog, where they are often confronted with many low-quality samples. The lack of available screening techniques has prevented analysts from gaining insight into the disposition of the sample earlier on in the testing process; requiring analysts to rely on visual observations and little background information. Consequently, resulting in the hindrance of probative STR profiles while expending a large amount of time and resources to gain this result. In recent years, crime laboratories have explored a male screening technique, recommended by SWGDAM, to combat this …

Multidimensional Analysis Of Vulnerability: Methodological Advances And A Case Study From Malawi., Park Mcmillan Muhonda

Graduate Theses, Dissertations, and Problem Reports (ETD)

Since 1990s rural households in Malawi, constituting 85% of the population, have experienced deepening livelihood vulnerability, often manifested as persistent food insecurity. Livelihood crises have since been blamed on or attributed directly to weather perturbations/climatic shocks i.e. El-Nino induced climate variability/drought conditions. This study revealed that persistent livelihood crisis in rural Malawi cannot be attributed to or squarely blamed on weather shocks alone, rather it is at the intersection of various livelihoods shocks that rural livelihood vulnerability in Malawi is exacerbated i.e. worsening and deepening.

Thus, rural livelihood vulnerability to climate shocks in Malawi is manifest not in isolation but …

Population Health Of Spotted Salamanders (Ambystoma Maculatum) In Created Vernal Pools: An Integrative Approach, Alice R. Millikin

Graduate Theses, Dissertations, and Problem Reports (ETD)

Habitat creation is an important tool for conservation to counteract habitat loss and degradation. Vernal pools are susceptible to destruction due to limited detection, protection, and regulation. These wetlands provide fishless breeding habitat for many amphibian species including spotted salamanders (Ambystoma maculatum) in eastern North America. Determining whether created vernal pool habitat is successful is often determined by demographic data of colonizing populations. I suggest that hormone levels, population genetics, and disease prevalence can improve our understanding of population health in created habitat. The goal of this dissertation was to assess the health of spotted salamander larvae in …

Detecting Balsam Woolly Adelgid Infestations Using Tree Rings, Morgan Lane Leef

Graduate Theses, Dissertations, and Problem Reports (ETD)

Balsam woolly adelgid (BWA), Adelges piceae(Ratzeburg), is a sap-sucking, exotic invasive insect that arrived in North America from central Europe around 1900. Since then, its range has expanded from New Brunswick, Canada to the southern Appalachian Mountains. It is a threat to all North American true-fir species, but populations can be controlled by cold continental winters. Adelgid feeding leaves noticeable traces on the wood tissue (“rotholz”) and causes a temporary positive radial growth response among affected trees. The purpose of this research was to determine dates of initial outbreaks, balsam fir radial growth change during outbreaks, and the relationship …

Evaluating The Potential Of Methyl Jasmonate Application As An Agricultural Practice On Phytochemicals In Brassica Vegetables: Sensory Quality, Cooking, And Cost-Benefit Analysis, Yu-Chun Chiu

Graduate Theses, Dissertations, and Problem Reports (ETD)

In the United States, Brassica vegetables, including broccoli (Brassica oleracea var. italica) and kale (Brassica oleracea var. acephala or Brassicae napus var. pabularia), are widely consumed and are easily accessible in farmer’s market or grocery stores with increasing interest of their health-promoting properties. For example, the consumption of broccoli has been associated with anti-cancer activity in in vitro and in vivo trails due to the high content of phytochemicals, minerals, vitamins, and fibers. Application of methyl jasmonate (MeJA) has been reported to enhance the potential health-promoting compounds in Brassica vegetables, glucosinolates (GS), especially indolyl GS neoglucobrassicin …

The Impact Of Post Translational Modification On The Aggregation Of The Ss-Amyloid Peptide In The Presence Or Absence Of Lipids, Albert Walton Pilkington Iv

Graduate Theses, Dissertations, and Problem Reports (ETD)

Alzheimer’s disease (AD) is a neurodegenerative condition afflicting 5.7 million Americans with no effective treatments. The pathology of AD is described by the formation of neurotoxic oligomers formed by the self-assembly of amyloid-β (Aβ). The affinity of oligomers for cellular membranes disrupts calcium homeostasis and is believed to be the underlying cause of neurotoxicity; however, due to the metastability of oligomers, it has been difficult to understand their role in membrane interactions and self-assembly. Here we utilize post translational modifications (PTM) to understand the role of specific amino acids on Aβ₄₀-membrane interactions and self-assembly. We employ ThT, AFM, …

Exploring The Diffuse Neutral Hydrogen In And Around Nearby Galaxies, Amy Sardone

Graduate Theses, Dissertations, and Problem Reports (ETD)

We explore the environment of 36 nearby galaxies in neutral hydrogen (H I) as part of the MeerKAT H I Observations of Nearby Galactic Objects; Observing Southern Emitters (MHONGOOSE) survey with the Robert C. Byrd Green Bank Telescope (GBT), and the Imaging Galaxies Intergalactic and Nearby En- vironment (IMAGINE) survey with the Parkes Radio Telescope. We obtained deep observations of each of these galaxies, reaching column density detection sensitivities as low as NHI ∼ 1e17 cm^−2, which allowed us to quantify the amount of diffuse H I in both samples of galaxies. This allows us to search for evidence of …

Peatlands And Histosols In Canaan Valley National Wildlife Refuge, West Virginia, Mitzy Leigh Schaney

Graduate Theses, Dissertations, and Problem Reports (ETD)

Canaan Valley in West Virginia contains a greater area of peatlands than any other locality in the mid-Atlantic Highlands. Extensive fieldwork focused on peat stratigraphy and pedology, combined with high-resolution radiocarbon dating, was used to evaluate five peatlands within Canaan Valley National Wildlife Refuge (CVNWR) in the central Appalachian Mountains. One hundred soil cores were profiled and described, 30 with laboratory data, including 52 radiocarbon dates. Calibrated basal peat dates among the five mapped peatlands indicate a late Pleistocene timeframe for the onset of peat genesis, ranging from ~18,600 to ~15,200 cal yr BP. The dates for peat initiation are …

A Randomized Controlled Trial Of Parent-Child Interaction Therapy With And Without Incentives In A Community Mental Health Setting, Lauren Borduin Quetsch

Graduate Theses, Dissertations, and Problem Reports (ETD)

Disruptive behavior disorders (e.g., oppositional defiant disorder, conduct disorder) are the leading cause of referrals for children in mental health settings. Significant advancements in the implementation and dissemination of evidence-based family therapies have yielded successful reductions in these problem behaviors while also promoting long-term outcomes. Unfortunately, effective interventions such as Parent-Child Interaction Therapy (PCIT) are plagued with high rates of attrition and low rates of homework completion in community clinics. The current research study focused on evaluating the use of low cost incentives to increase retention and homework adherence in PCIT for a sample of low income, largely Hispanic families. …

Stockmanship Education And Evaluation, John K. Yost

Graduate Theses, Dissertations, and Problem Reports (ETD)

This dissertation documents two separate works. The first is an evaluation of WVU SFMS/SOIDC Large Animal Module and the second is the development and use of the Stockman’s Scorecard. The WVU SFMS/SOIDC Large Animal Module provides foundational information on food animal husbandry and veterinary procedures to SOF Combat Medic candidates. A quasi-experimental design was used to determine if the module content resulted in an increase in food animal production knowledge for the participants. Seventy-five percent of the subjects had no previous livestock exposure and only seven percent had previously participated in 4-H or FFA. Matched pair analysis determined that the …

West Virginia Waterscapes: Surface And Mineral Owners’ Perspectives On Groundwater Contamination Due To Natural Gas Extraction, Bethani Turley

Graduate Theses, Dissertations, and Problem Reports (ETD)

In the past decade, northwest West Virginia has experienced increasing natural gas extraction from the Marcellus shale. Because water usage for natural gas extraction is high and increasing, there has been a proliferation of concerns about gas extraction’s impacts on surface and groundwaters, especially how hydraulic fracturing and drilling impacts residents’ access to safe household well water. This issue is particularly salient in rural West Virginia, where many residents rely on groundwater wells for household uses. This thesis, based on 30 in-depth interviews with surface and mineral owners, explores resident perspectives and lived experience of natural gas extraction’s impacts on …

The Progressive Miners Of America: Roots Of Dissent And Foundational Years, 1932-1940, Ian Stewart Cook

Graduate Theses, Dissertations, and Problem Reports (ETD)

This thesis will examine the events around the formation of the Progressive Miners of America and the early years of their existence. The period covered will begin in the early 1900s and cover the coal industry broadly and the specific events that occurred in Illinois leading to the Progressives formation in 1932. Events occurring within the United Mine Workers that influenced Progressive members will also be discussed at length. From there, this thesis will examine the union’s reliance on a legal strategy to gain recognition from coal operators, its interactions with the various levels of government, and the violence that …