The Zn 3 V 3 O 8 @N-graphene (ZnVO@NG) hybrid was successfully prepared by hydrothermal method as anode material for lithium-ion Batteries (LIBs). The introduced N-graphene (NG) was used as a conductive carbonaceous plat for encapsulating Zn 3 V 3 O 8 (ZnVO) flowers due to good mechanical...

Continuous removal of toxic element boron from aqueous solution was investigated with new phenolic hydroxyl modified resin (T-resin) using a fixed bed column reactor operated under various flow rates, bed height and influent concentrations. The breakthrough time, exhaustion time and uptake...

CoNi alloys are excellent magnetic microwave absorption materials, and the influence of various structures on performance is very significant, especially chains versus particles. Herein, a magnetic field-induced solvothermal method was applied to prepare hierarchical CoNi chains, and without the...

Analysing the vertical distribution of nutrient salts and estimating the total mass of lake nutrients is helpful for the management of lake nutrient status and the formulation of drainage standards in basins. However, studies on nitrogen (N) and phosphorus (P) in lakes have focused on obtaining...

This paper studies the asset pricing implications of idiosyncratic labor income tail risk on credit spread. I propose a model featuring an incomplete market, heterogeneous households with recursive preference, and comovement of tail risk in labor income and firm cash flow growth. The model...

New empirical facts show that equity term premium is counter-cyclical, while the term structure of equity yield is pro-cyclical and switches sign between expansions and recessions. We decompose the term structure of equity yield into an equity term premium and a mean reversion component about...

We introduce imperfect information and parameter learning into a production-based asset pricing model. Our model features slow learning about firms' exposure to aggregate productivity shocks over time. In contrast to a full information case, our framework provides a unified explanation for the...

We study the joint determinants of stock and bond returns in a long-run risks model framework with regime shifts in consumption and inflation dynamics. In particular, the means, volatilities, and the correlation structure between consumption growth and inflation are regime-dependent. This...