Search results for " SWAP"

showing 10 items of 66 documents

On the Link Between Volatility and Growth

2011

A model of growth with endogenous innovation and distortionary taxes is presented. Since innovation is the only source of volatility, any variable that influences innovation directly affects volatility and growth. This joint endogeneity is illustrated by working out the effects through which economies with different tax levels differ in their volatility and growth process. We obtain analytical measures of macro volatility based on cyclical output and on output growth rates for plausible parametric restrictions. This analysis implies that controls for taxes should be included in the standard growth-volatility regressions. Our estimates show that the conventional Ramey-Ramey coefficient is af…

MacroeconomicsStochastic volatilityVolatility swapForward volatilityEconometricsEconomicsVolatility smileEndogeneityImplied volatilityVolatility (finance)Volatility risk premiumSSRN Electronic Journal
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The Stabilizing Role of Government Size

2007

This paper presents an analysis of how alternative models of the business cycle can replicate the stylized fact that large governments are associated with less volatile economies. Our analysis shows that adding nominal rigidities and costs of capital adjustment to an otherwise standard RBC model can generate a negative correlation between government size and the volatility of output. However, in the model, we find that the stabilizing effect is only due to a composition effect and it is not present when we look at the volatility of private output. Given that empirically we also observe a negative correlation between government size and the volatility of consumption, we modify the model by i…

MacroeconomicsStylized factVolatility swapEconometricsEconomicsBusiness cycleVolatility smileReplicateImplied volatilityNegative correlationVolatility (finance)SSRN Electronic Journal
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Monotonic solution of flow and transport problems in heterogeneous media using Delaunay unstructured triangular meshes

2013

Transport problems occurring in porous media and including convection, diffusion and chemical reactions, can be well represented by systems of Partial Differential Equations. In this paper, a numerical procedure is proposed for the fast and robust solution of flow and transport problems in 2D heterogeneous saturated media. The governing equations are spatially discretized with unstructured triangular meshes that must satisfy the Delaunay condition. The solution of the flow problem is split from the solution of the transport problem and it is obtained with an approach similar to the Mixed Hybrid Finite Elements method, that always guarantees the M-property of the resulting linear system. The…

Mathematical optimizationFinite volume methodDiscretizationTransport problem porous media anisotropic diffusion tensor heterogeneous medium M-matrix Delaunay mesh edge swap numerical methods finite elementsDelaunay triangulationAnisotropic diffusionLinear systemMonotonic functionFinite element methodSettore ICAR/01 - IdraulicaApplied mathematicsPolygon meshWater Science and TechnologyMathematics
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Putting Oneself in the Body of Others: A Pilot Study on the Efficacy of an Embodied Virtual Reality System to Generate Self-Compassion

2019

[EN] Compassion-based interventions (CBIs) have been shown to be effective for increasing empathy and compassion, and reducing stress, anxiety, and depression. CBIs are based on constructive meditations where imagery abilities are essential. One of the major difficulties that participants report during the training is the difficulty related to imagery abilities. Virtual reality (VR) can be a useful tool to overcome this limitation because it can facilitate the construction and sustainment of mental images. The machine to be another (TMTBA) uses multi-sensory stimulation to induce a body swap illusion. This system allows participants to see themselves from a third perspective and have the il…

MindfulnessBody swappingmedia_common.quotation_subjectlcsh:BF1-990Applied psychologyPsychological interventionEmpathy050105 experimental psychologyVirtual reality03 medical and health sciences0302 clinical medicineCompassionTEORIA DE LA SEÑAL Y COMUNICACIONESmedicinePsychology0501 psychology and cognitive sciencesActive listeningMeditationSelf-compassionGeneral PsychologyOriginal Researchmedia_common05 social scienceslcsh:PsychologyMeditationPsicologiaAnxietymedicine.symptomPersonalitatFull body illusionPsychologyMindfulness030217 neurology & neurosurgerySelf-compassionMental image
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Monotonic solution of heterogeneous anisotropic diffusion problems

2013

Anisotropic problems arise in various areas of science and engineering, for example groundwater transport and petroleum reservoir simulations. The pure diffusive anisotropic time-dependent transport problem is solved on a finite number of nodes, that are selected inside and on the boundary of the given domain, along with possible internal boundaries connecting some of the nodes. An unstructured triangular mesh, that attains the Generalized Anisotropic Delaunay condition for all the triangle sides, is automatically generated by properly connecting all the nodes, starting from an arbitrary initial one. The control volume of each node is the closed polygon given by the union of the midpoint of…

Numerical AnalysisPhysics and Astronomy (miscellaneous)Anisotropic diffusionDelaunay triangulationApplied MathematicsMathematical analysisMonotonic functionGeometryMidpointFinite element methodComputer Science ApplicationsSettore ICAR/01 - IdraulicaComputational MathematicsModeling and SimulationPolygonTriangle meshanisotropic diffusion heterogeneous medium M-matrix Delaunay mesh affine transformation edge swapGalerkin methodComputingMethodologies_COMPUTERGRAPHICSMathematics
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Profili di personalità in pazienti con disturbi del comportamento alimentare: uno studio con la SWAP-200.

2012

Introduzione: Osservazioni cliniche hanno suggerito la presenza di una relazione tra personalità e DCA ed evidenze empiriche hanno confermato la presenza di livelli di comorbilità tra DCA e PD che variano dal 27% al 97% (Vrabel et al., 2010). In linea con le indicazioni presenti in letteratura (De Bolle et al., 2010), obiettivo del presente studio è di valutare in soggetti con diagnosi DCA, o con condotte alimentari scorrette, lo stile di personalità prevalente (sia in termini categoriali sia dimensionali). Metodo: La valutazione della personalità è stata effettuata da 12 psicologi clinici e psicoterapeuti, di diversi orientamenti teorici, che hanno compilato la SWAP-200 (Westen et al., 200…

Profili di personalità Disturbi alimentari SWAP-200
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Estimation of actual evapotranspiration of Mediterranean perennial crops by means of remote-sensing based surface energy balance models

2009

Abstract. Actual evapotranspiration from typical Mediterranean crops has been assessed in a Sicilian study area by using surface energy balance (SEB) and soil-water balance models. Both modelling approaches use remotely sensed data to estimate evapotranspiration fluxes in a spatially distributed way. The first approach exploits visible (VIS), near-infrared (NIR) and thermal (TIR) observations to solve the surface energy balance equation whereas the soil-water balance model uses only VIS-NIR data to detect the spatial variability of crop parameters. Considering that the study area is characterized by typical spatially sparse Mediterranean vegetation, i.e. olive, citrus and vineyards, alterna…

SEBALWater flowEnergy balancelcsh:Technologylcsh:TD1-1066remote sensingWater balanceSEBALEvapotranspirationSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-Forestalilcsh:Environmental technology. Sanitary engineeringTSEBlcsh:Environmental sciencesRemote sensinglcsh:GE1-350Evapotranspiration remote sensing SEBAL TSEB SWAPEvapotranspirationtemperaturalcsh:TSWAPlcsh:Geography. Anthropology. RecreationHyperspectral imaginglcsh:GSoil watertelerilevamentoEnvironmental scienceSpatial variabilityevapotraspirazioneHydrology and Earth System Sciences
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Assessing the agro hydrological SWAP model to simulate soil water balance in typical Mediterranean crops

2007

SOIL WATER BALANCE SWAP MODEL MEDITERRANEA CROPS
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Volatility Transmission Models: A Survey

2005

This study reviews the literature on volatility transmission in order to determine what we have learnt about the different methodologies applied. In particular, GARCH, regime switching and stochastic volatility models are analysed. In addition, this study covers several concrete aspects such as their scope of application, the overlapping problem, the concept of efficiency and asymmetry modelling. Finally, emerging topics and unanswered questions are identified, serving as an agenda for future research.

Scope (project management)Stochastic volatilityOrder (exchange)Financial economicsFinancial models with long-tailed distributions and volatility clusteringAutoregressive conditional heteroskedasticityVolatility swapVolatility smileEconometricsEconomicsImplied volatilitySSRN Electronic Journal
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Misura e Modellazione degli Scambi Idrici nel Sistema Continuo SPA e approfondimenti sulle Funzioni di Stress Idrico: Applicazione alla coltura dell’…

2010

Gli effetti negativi dovuti ai periodi di aridità che caratterizzano i Paesi del bacino del Mediterraneo (Rebetez et al. 2006) determinano nel suolo una ridotta disponibilità di acqua per le piante e quindi l’insorgenza inevitabile di una forma importante di stress abiotico (Nielsen et al., 1996). In particolare, nel bacino del Mediterraneo l'aridità ambientale viene ancor più accentuata da fattori climatici poiché, in corrispondenza del periodo estivo, alle scarse o assenti precipitazioni sono associate elevate temperature che si traducono in un aumento della domanda evapotraspirativa dell’atmosfera. Tali effetti sono più marcati nelle regioni semiaride del bacino del Mediterraneo e più in…

Settore AGR/03 - Arboricoltura Generale E Coltivazioni ArboreeSettore AGR/08 - Idraulica Agraria E Sistemazioni Idraulico-ForestaliModelli di bilancio agro-idrologico SWAP FAO-56 Funzioni di stress idrico Spettroradiometria Stress idrico
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