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Full-Text Articles in Physical Sciences and Mathematics
Spread Trading In Corn Futures Market, Ryan D. Napier
Spread Trading In Corn Futures Market, Ryan D. Napier
Graduate Theses and Dissertations
The non-linear relationship between old crop – new crop year spreads in corn futures market and stock-to-use (S-U) ratios published by the United States Department of Agriculture is analyzed. Using a non-linear logarithmic smooth transition regression (LSTR) model, we capture asymmetric market behaviors in high and low S-U regimes. Capturing this relationship and understanding the non-linear aspects of the relationship is of interest of grain merchandizers and speculators in the market. A spread trading strategy is simulated for the sample period, January 1985 through April 2015, to determine if the non-linear relationship is a profitable arbitrage opportunity in the market.
Solubility And Detectability Of Hydrocarbons On The Surface Of Titan, Sandeep Singh
Solubility And Detectability Of Hydrocarbons On The Surface Of Titan, Sandeep Singh
Graduate Theses and Dissertations
Titan’s thick atmosphere is enriched with organic compounds and its surface holds reservoirs of hydrocarbons. This makes Titan the only other candidate in our solar system (apart from Earth) to have stable liquid at the surface. The stability and characteristics of liquid and ices on the surface of Titan are of high importance in understanding its surface-atmosphere interactions. Titan’s hydrological cycle is similar to what we see on Earth, with the exception of methane (CH4) and ethane (C2H6) taking the place of water. The smoggy atmosphere veils the surface of Titan from the view of Cassini spacecraft, except at seven …
An Experimental And Computational Evaluation Of The Importance Of Molecular Diffusion In Gas Gravity Currents, Jeremy Jac Herman
An Experimental And Computational Evaluation Of The Importance Of Molecular Diffusion In Gas Gravity Currents, Jeremy Jac Herman
Graduate Theses and Dissertations
The accidental release of hazardous, denser-than-air gases during their transport or manufacture is a vital area of study for process safety researchers. This project examines the importance of molecular diffusion on the developing concentration field of a gas gravity current released into a calm environment. Questions which arose from the unexpectedly severe explosion in 2005 at Buncefield, England were of particular interest. The accidental overfilling of a large tank with gasoline on a completely calm morning led to a massive open air explosion. Forensic evidence showed that at the time of ignition, a vapor cloud, most of which now appears …