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total: 73
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Search results for: G-7 CAPITAL MARKETS
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Investing in wine, precious metals and G-7 stock markets – A co-occurrence analysis for price bubbles
PublicationThis paper used the GSADF test to determine the periods defined in this paper as price bubbles in the three markets studied, i.e. the investment wine market, precious metal market and national stock market indices of G-7 countries. The results obtained enabled the calculation of the values of the phi correlation coefficients, which served the research objective of assessing the co-occurrence of price bubbles in the markets analysed....
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Spectral Analysis of Capital Markets
PublicationIn this paper the problem of cycles existence in capital markets is addressed. A spectral analysis algorithm, which reduces signal-to-noise ratio, is proposed to derive cycle periodograms for the yield function of DJIA, WIG~20, and NIKKEI 225 indices. Peaks of the the periodograms provide premises to postulate the existence of some possible cycles. The 3.5 year periodicity in all 3 indices, which can be related to Kitchin cycle...
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The Response of Selected Domestic Capital Markets on the Development of COVID-19 Pandemic – a Broader View
PublicationObjective: The study examines how the record of the first, hundredth, thousandth, ten-thousandth, one-hundred-thousandth, and millionth cases of COVID-19 affected investor behaviour in capital markets. It also looks at whether the month in which the first case was recorded in a given market affected the direction and strength of investor reactions. Lastly, it verifies whether the two announcements made by the WHO related to COVID-19...
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Stock Markets’ Reactions to the Announcement of the Hosts. An Event Study in the Analysis of Large Sporting Events in the Years 1976–2032
PublicationThis study attempts to estimate the impact of the announcements of hosts of large sporting events on domestic stock markets. The research problem is to establish a connection between the uniqueness of a sporting event and investors’ beliefs through stock price behavior. Using appropriate estimation windows, 13 different sporting events classified as large, including mega and major events, were tested. The obtained results show...
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Stock markets in BRIC: development levels and macroeconomic implications
PublicationThe main purpose of the article is the presentation of changes in the stock market development level and their implications for the real economy in BRIC, i.e. Brazil, Russia, India and China. Research method was case studies based on qualitative and quantitative data. First part of the text is devoted to presenting main concepts regarding theoretical linkages between the stock market and real economy. Empirical part begins with...
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Essays on China's international trade - focus on One-Belt One-Road initiative
PublicationThis thesis explores China's international trade from trade, global value chains (GVCs) and export diversity, focusing on the "One-Belt One-Road" (OBOR) initiative proposed at the end of 2013. Specifically, I verify the potential association of OBOR with bilateral imports and exports in the first chapter. Then the relationship between OBOR and GVCs has been explored in Chapter 2. And I have extended the research in GVCs to China's...
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Balkan Stock Exchanges – Consideration of the Length of the Estimation Window in Similar Markets
PublicationPurpose: We study if capital markets in the Balkan are closely and positively related in terms of rate of return, risk, efficiency, and maximum cumulative loss in relation to different lengths of the estimation window. Design/Methodology/Approach: The research was carried out for the period from 01/01/2017 to 31/12/2019 using portfolio analysis. It was divided into an estimation window (01/01/2019 to 31/12/2019) and another with...
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Analysis of latency between quotations and capital flow in capital markets.
PublicationThe aim of this paper is to prove that the derivative of the log of capital flow understood as price times volume advances the derivative of log of the price. A certain concept of signal processing using linear filtering has been proposed to conduct the research.
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Determinants of export diversification: an empirical investigation
PublicationEmpirical findings confirm that relatively high specialisation of economic structures tends to be associated with low levels of income per capita, but countries diversify their export structures along their path of growth. However, usually only per capita income, and eventually, country-specific fixed effects are the sole explanatory variables taken into consideration in the estimation of specialisation curves. We extend the analysis...
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przegląd zjawisk i problemów w analizie rynków kapitałowych metodami matematyki. Zdefiniowano główny cel analiz rynkowych. Przedstawiono stosowane podejście w analizie rynków. Przedyskutowano podejście stochastyczne i deterministyczne. Kolejno przedstawiono zjawiska sprężeń zwrotnych w rynkach. Na koniec przedstawiono, specyficzne dla rynków zjawiska, które mają duży wpływ na zniekształcenie wyników analizy.
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Overview of problems in mathematics related analysis of capital markets
PublicationCelem pracy jest przedstawienie niektórych zjawisk w rynkach kapitałowych i problemów z ich analizą przy użyciu metod matematyki i nauk od niej pochodnych. Na wstępie określono cel analizy rynków. Kolejno przedstawiono historyczne podejścia do problemu ich analizy. Pokrótce przedyskutowano zagadnienie postrzegania rynków w kategoriach deterministycznych jak i stochastycznych. Następnie wskazano na istnienie sprzężeń zwrotnych w...
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Russian companies on foreign stock markets: alternative to domestic market?
PublicationFirst aim of this study is to present the main aspects of the Russian stock market, including obstacles for local companies and investors. Second aim is presentation of the Russian companies listed on foreign stock exchanges. In order to perform such analysis, descriptive statistics and information about qualitative features were used. Assessment of the Russian stock market’s development level covered 2003-2012 time period. According...
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Non-causal final impulse response filters for the maximum return from capital markets
PublicationW artykule rozważa się strategię operacji na rynkach kapitałowych, która polega na kupowaniu lub sprzedawaniu instrumentu finansowego, kiedy sygnał wyjściowy nie-przyczynowego filtru o skończonej odpowiedzi impulsowej osiąga odpowiednio minimum lub maksimum. Celem artykułu jest wyznaczenie "najlepszego" nie-przyczynowego filtru o skończonej odpowiedzi impulsowej (FIR), który zapewnia maksymalną stopę zwrotu z rynku przy użyciu...
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Short-term Shocks and Long-term Relationships of Interdependencies Among Central European Capital Markets
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Development of potential candidate reference materials for drugs in bottom sediment, cod and herring tissues
PublicationRegular use of a reference material and participation in a proficiency testing program can improve the reliability of analytical data. This paper presents the preparation of candidate reference materials for the drugs metoprolol, propranolol, carbamazepine, naproxen, and acenocoumarol in freshwater bottom sediment and cod and herring tissues. These reference materials are not available commercially. Drugs (between 7 ng/g and 32...
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Przebieg wpracowywania kwarcowych złóż filtracyjnych przeznaczonych do usuwania manganu i azotu amonowego z wód podziemnych.The course of ripenining of quartz sand filter beds used for manganese and ammonium nitrogen removal from the groundwaters.
PublicationPrzeprowadzone badania wykazały, ze czas wpracowywania się kwarcowego złoża filtracyjnego w procesie odmanganiania i nitryfikacji trwał od 7 do 8 tygodni (złoże wpracowywało się jednocześnie w obu procesach) Wpracowanie uzyskano filtrując napowietrzoną wodę podziemną o stosunkowo wysokich stężeniach manganu (0,6 - 1,1 mg/l) i azotu amonowego (0,4 - 1,4 mgN/l) i niewielkich stężeniach żelaza (poniżej 0,5 mg/l). Po wpracowaniu...
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Copper(II) complexes of 7-amino-2-methylchromone and 7-aminoflavone: Magneto-structural, spectroscopic and DFT characterization
PublicationFour new complexes of copper(II) consisting of two different chromone derivatives with carbonyl and amine donor atoms: 7-aminoflavone (L1) and 7-amino-2-methylchromone (L2), were synthesized and characterized by X-ray diffraction, UV–Vis, FT-IR, EPR spectroscopy, MS and elemental analysis. In all four compounds, the chromone derivatives were found to act as monodentate O- or N-ligands. The structural characteristics of 1a and...
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Turán numbers for odd wheels
PublicationThe Turán number ex(n,G) is the maximum number of edges in any n-vertex graph that does not contain a subgraph isomorphic to G. A wheel W_n is a graph on n vertices obtained from a C_{n−1} by adding one vertex w and making w adjacent to all vertices of the C_{n−1}. We obtain two exact values for small wheels: ex(n,W_5)=\lfloor n^2/4+n/2\rfloor, ex(n,W_7)=\lfloor n^2/4+n/2+1 \rfloor. Given that ex(n,W_6) is already known, this...
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The speciation of selected heavy metals in sewage sludge stabilized in reed basins
PublicationThe aim of the work was to determine influence of time on organic matter content, nutrients concentrations as well as speciation of selected heavy metals (Cd, Pb, Ni, Cr, Cu and Zn) in sewage sludge stabilized in reed basins during 7-15 years. The analyzed sewage sludge was collected from reed basins from four municipal WWTPs located in Denmark serving from 9 000 to 40 000 pe in Vallo, Rudkøbing, Nakskov and Helsinge. Sewage...
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The effects of different aeration modes on ammonia removal from sludge digester liquors in the nitritation–anammox proces
PublicationThe aim of this study was to determine the impact of continuous and intermittent aeration on the rate of ammonia removal in the combined nitritation–anammox process. This process was run in two parallel sequencing batch reactors (SBRs), with a working volume V = 10 L, treating sludge digester liquors from the Gdansk (Poland) wastewater treatment plant (WWTP). The ammonia oxidizing bacteria were cultivated from activated sludge...
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About the Noether’s theorem for fractional Lagrangian systems and a generalization of the classical Jost method of proof
PublicationRecently, the fractional Noether's theorem derived by G. Frederico and D.F.M. Torres in [10] was proved to be wrong by R.A.C. Ferreira and A.B. Malinowska in (see [7]) using a counterexample and doubts are stated about the validity of other Noether's type Theorem, in particular ([9],Theorem 32). However, the counterexample does not explain why and where the proof given in [10] does not work. In this paper, we make a detailed analysis...
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Phenolic Content and Related Antioxidant Activities in in vitro Cultures of Cephalotaxus Harringtonia L. Grown in Egypt
PublicationAbstract: Quantitative estimation of the total phenolics, total flavonoids, antioxidant activity and HPLC analysis of phenolic compounds in the mother plant, in vitro shooting and callus cultures of Cephalotaxus harringtonia L. grown in Egypt were measured. For shooting behaviour, using Woody plant medium (WPM) with 2 mg/l Benzyladinin (BA) in the second subculture gave the highest number of shootlet/explant (2.33 shootlet/explant)...
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Suspension and process parameters selection for electrophoretic deposition of Mn–Co spinel coating on steel interconnects
PublicationMetallic interconnect coatings, consisting of MnCo2O4 spinel, were effectively applied to Crofer 22 APU using the electrophoretic deposition (EPD) method in both H2O: ethanol and pure ethanol solvents. The primary goal of this method was to prevent chromium migration, minimize evaporation, and control the oxidation rate. The study aimed to assess the quality, adhesion, and thickness of the Mn–Co coating, with the objective of...
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A NOTE ON ON-LINE RAMSEY NUMBERS FOR QUADRILATERALS
PublicationWe consider on-line Ramsey numbers defined by a game played between two players, Builder and Painter. In each round Builder draws an the edge and Painter colors it either red or blue, as it appears. Builder’s goal is to force Painter to create a monochromatic copy of a fixed graph H in as few rounds as possible. The minimum number of rounds (assuming both players play perfectly) is the on-line Ramsey number \widetilde{r}(H) of...
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Zmiany udziału pracy w dochodzie narodowym a nierówności społeczne na przykładzie państw Grupy Wyszehradzkiej
PublicationDokonująca się liberalizacja handlu, rynków pieniężnych i kapitałowych, umiędzynaro-dowienie produkcji oraz szybkie i szerokie wykorzystanie technologii stanowiące siłę napędową globalizacji włączyły, transformującą się gospodarkę polską w ten proces. Globalizacja określa rozprzestrzenianie się charakterystycznych trendów światowej ekonomii, polityki, życia społecznego i kultury na całym świecie, niezależnie od stopnia zaawansowania...
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Corncob-supported calcium oxide nanoparticles from hen eggshells for cadmium (Cd-II) removal from aqueous solutions; Synthesis and characterization
PublicationThis study investigated the efficient removal of cadmium ions from aqueous solutions using calcium oxide nanoparticles (CaO NPs) synthesized from waste hen eggshells using a Sol-gel method and supported on corncob bio-adsorbent. The synthesized CaO NPs were characterized using FT-IR, XRD, specific surface area, and TGA. Batch adsorption experiments were conducted to examine the influence of process parameters such as adsorbent...
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Overcoming carboxylic acid inhibition by granular consortia in high-load liquefied food waste fermentation for efficient lactate accumulation
PublicationGranular sludge, a self-aggregating spherical biofilm, possesses better stability compared to flocculent sludge under extreme conditions. This study compared the ability of anaerobic granular sludge (AnGS) and flocculent waste activated sludge (WAS) to convert food waste (FW) into highly-valuable optically active lactic acid (LA), a central and versatile intermediate platform molecule. Different loadings (30–60 g volatile suspended...
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Nanoparticle-assisted biohydrogen production from pretreated food industry wastewater sludge: Microbial community shifts in batch and continuous processes
PublicationBiohydrogen production from industrial waste has gained a significant attention as a sustainable energy source. In this study, the enrichment of biohydrogen production from pretreated dissolved air flotation (DAF) sludge, generated from food industry wastewater treatment plants, was investigated using SiO2@Cu-Ag dendrites cor- e–shell nanostructure (NS). The effect of NS on the changes of the microbial community and biohydrogen...
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Layer-by-layer polymer deposited fabrics with superior flame retardancy and electrical conductivity
PublicationSmart and multifunctional textiles and fabrics are progressively developing, such that multifunctional fabrics are becoming more widespread. We elaborated herein multi-layered flax fabrics with superior flame retardancy and conductivity, which revealed fireproof feature while keeping conductivity during burning. The flax fabric was reinforced by layer-by-layer (LbL) deposition of sodium polyacrylate (SPA), polyethylenimine (PEI),...
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Influence of the particle size of carbonate-siliceous rock on the efficiency of phosphorous removal from domestic wastewater
PublicationtThe aim of the study was to determine the influence of the particle size of carbonate–silica rock (opoka)used in rock filters on the efficiency of phosphorus removal from domestic wastewater. The investigationswere carried out in a laboratory using a model consisting of three vertical flow filters with carbonate–silicarock of different particle sizes (G1= 1–2 mm; G2= 2–5 mm; G3= 5–10 mm). The tested rock was subjectedto decarbonising...
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Determination of antifreeze substances in the airport runoff waters by solid-phase microextraction and gas chromatography–mass spectrometry method
PublicationA new method has been developed for the determination of antifreeze agents such as ethylene glycol (EG), propylene glycol (PG), and diethylene glycol (DEG) in the samples of airport runoff water. The method is based on headspace solid–phase microextraction (HS–SPME) of target analytes, which is coupled with gas chromatography–mass spectrometry (GC–MS). Until now, there was a lack of appropriate methodology for collecting reliable...
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Role of the disulfide bond in stabilizing and folding of the fimbrial protein DraE from uropathogenic Escherichia coli
PublicationDr fimbriae are homopolymeric adhesive organelles of uropathogenic Escherichia coli composed of DraE subunits, responsible for the attachment to host cells. These structures are characterized by enormously high stability resulting from the structural properties of an Ig-like fold of DraE. One feature of DraE and other fimbrial subunits that makes them peculiar among Ig-like domain-containing proteins is a conserved disulfide bond...
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Ruthenium(II) and Iridium(III) Complexes as Tested Materials for New Anticancer Agents
PublicationThe oncological use of cisplatin is hindered by its severe side eects and a very important resistance problem. To overcome these problems, scientists have attempted to design new generation transition-metal anticancer complexes. In this study, we present new complexes, ruthenium(II) [(6-p-cymene)RuCl(py2CO)]PF6 (1), iridium(III) [(5-Cp)IrCl(py2CO)]PF6 (2), and NH4[IrCl4(py2CO)]H2O (3), based on di-2-pyridylketone (py2CO). The prepared...
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Phytoextraction and recovery of rare earth elements using willow (Salix spp.)
PublicationSoil and water contaminations are caused by rare earth elements (REEs) due to mining and industrial activities, that threaten the ecosystem and human health. Therefore, phytoremediation methods need to be developed to overcome this problem. To date, little research has been conducted concerning the phytoremediation potential of Salix for REEs. In this study, two Salix species (Salix myrsinifolia and Salix schwerinii) and two Salix...
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The Impact of Material Selection on Durability of Exhaust Valve Faces of a Ship Engine – A Case Study
Publicationwo alloys were used in order to extend the service life of marine engine exhaust valve head. Layers of cobalt base alloys were made of the powders with with chemical composition as follow: the layer marked L12; C-1,55%; Si-1,21%; Cr-29,7%; W-9%; Ni-2%; Mo<0,01%; Fe-1,7%; Co-54,83% and the layer marked N; C-1,45%; Co-38,9%; Cr-24,13%; Ni-10,43%; W-8,75%; Fe-7,64%; Mo-7,56%; Si-2,59%. Base metal was valve steel after heat treatment....
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Któtkoterminowe prognozowanie dopływu ścieków do oczyszczalni na podstawie ilości zużywanej wody.
PublicationBieżące pomiary oraz krótkoterminowe prognozy dotyczące ilości i parametrów jakościowych ścieków surowych mają podstawowe znaczenie przy ustalaniu warunków normalnej pracy oczyszczalni ścieków. W stanach zakłóceniowych znaczenie tych informacji jest jeszcze większe. Pozwalają one przygotować oczyszczalnię do bezpiecznego przyjęcia partii ścieków o znacząco zmienionych parametrach. Prognozowanie parametrów charakteryzujących ścieki...