We document a new stylized fact regarding the dynamics of the commodity convenience yield: the volatility of the convenience yield is heteroskedastic for industrial commodities; specically, the volatility (variance) of the convenience yield depends on the convenience yield level. To explore the...

This thesis builds a stochastic volatility model for the term structure of interest rates, which is also known as the dynamics of the yield curve. The main purpose of the model is to propose a parsimonious and plausible approach to capture some characteristics that conform to some empirical...

Hyperbranched aliphatic polyester grafted silica nanoparticles (HAPE-SNs) have been prepared via the polycondensation of a AB2 monomer, 2, 2-bis(hydroxymethyl)propionic acid (bis-MPA) from the surface of the aminopropyl silica nanoparticles (APSNs) by a facile one-pot method catalyzed with...

We explore the economic dependence and financial market feedback effects among firms with economic linkages, notably landlord-tenant when shocks occur to the system. In particular, we examine 157 major tenant bankruptcy announcements of retail real estate firms over the 2000 to 2010 period. The...

<section xml:id="fut21649-sec-0001"> This study extends the maximal affine models of single assets to a multi‐commodity setup. We show that the correlated version of maximal affine models for a single commodity is no longer maximal for multiple commodities. In the maximal model, the convenience yield of a certain commodity could...</section>

Jatropha curcas is believed to be one of the potential biofuel crops, as it does not compete with planting lands for the edible oil plants. However, J. curcas has not been domesticated for producing biodiesel. Conventional breeding to increase the productivity of J. curcas has started since the...