Search results for "5a"

showing 10 items of 204 documents

Cross-Commodity Spot Price Modeling with Stochastic Volatility and Leverage For Energy Markets

2013

Spot prices in energy markets exhibit special features, such as price spikes, mean reversion, stochastic volatility, inverse leverage effect, and dependencies between the commodities. In this paper a multivariate stochastic volatility model is introduced which captures these features. The second-order structure and stationarity of the model are analyzed in detail. A simulation method for Monte Carlo generation of price paths is introduced and a numerical example is presented.

Statistics and Probability15A04Spot contractSABR volatility model01 natural sciences010104 statistics & probabilityEnergy marketVolatility swap0502 economics and businessEconometricsForward volatilityMean reversionstochastic volatilityleverage0101 mathematicsMathematics050208 financeStochastic volatilityApplied Mathematics05 social sciences91G60subordinator91G20Constant elasticity of variance modelVolatility smileOrnstein-Uhlenbeck process60H3060G1060G51Advances in Applied Probability
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Four solutions for fractional p-Laplacian equations with asymmetric reactions

2020

We consider a Dirichlet type problem for a nonlinear, nonlocal equation driven by the degenerate fractional p-Laplacian, whose reaction combines a sublinear term depending on a positive parameter and an asymmetric perturbation (superlinear at positive infinity, at most linear at negative infinity). By means of critical point theory and Morse theory, we prove that, for small enough values of the parameter, such problem admits at least four nontrivial solutions: two positive, one negative, and one nodal. As a tool, we prove a Brezis-Oswald type comparison result.

Sublinear functionGeneral MathematicsMathematical analysisDegenerate energy levelsType (model theory)Fractional p-LaplacianCritical point (mathematics)Dirichlet distributionNonlinear systemsymbols.namesakeMathematics - Analysis of PDEsSettore MAT/05 - Analisi Matematicacritical point theory35A15 35R11 58E05p-LaplaciansymbolsFOS: Mathematicsasymmetric reactionsMathematicsMorse theoryAnalysis of PDEs (math.AP)
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Pricing of Forwards and Options in a Multivariate Non-Gaussian Stochastic Volatility Model for Energy Markets

2013

In Benth and Vos (2013) we introduced a multivariate spot price model with stochastic volatility for energy markets which captures characteristic features, such as price spikes, mean reversion, stochastic volatility, and inverse leverage effect as well as dependencies between commodities. In this paper we derive the forward price dynamics based on our multivariate spot price model, providing a very flexible structure for the forward curves, including contango, backwardation, and hump shape. Moreover, a Fourier transform-based method to price options on the forward is described.

TheoryofComputation_MISCELLANEOUSspread optionStatistics and Probability15A04Computer Science::Computer Science and Game TheoryFinancial economicsNormal backwardationImplied volatility01 natural sciences010104 statistics & probabilityEnergy marketVolatility swap0502 economics and businessEconometricsForward volatilitystochastic volatility0101 mathematicsMathematics050208 financeStochastic volatilityApplied Mathematics05 social sciencesContangosubordinatorforward pricing91G20Forward priceVolatility smile60H3060G1060G51Advances in Applied Probability
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Bradykinin-induced Internalization of the Human B2Receptor Requires Phosphorylation of Three Serine and Two Threonine Residues at Its Carboxyl Tail

1999

The binding of bradykinin (BK) to B2 receptor triggers the internalization of the agonist-receptor complex. To investigate the mechanisms and the receptor structures involved in this fundamental process of receptor regulation, the human B2 receptor was mutated within its cytoplasmic tail by complementary strategies of truncation, deletion, and amino acid substitution. Ligand binding, signal transduction, internalization as well as phosphorylation were studied for the mutated receptors expressed in COS, CHO, and HEK 293 cells. Truncation of 44 out of 55 amino acid residues of the receptor's cytoplasmic tail corresponding to positions 321-364 did not alter the kinetics of BK binding and the r…

ThreonineReceptor Bradykinin B2media_common.quotation_subjectMolecular Sequence DataCHO CellsBiologyBradykininTransfectionBiochemistryCell LineSerineCricetinaeSerineAnimalsHumans5-HT5A receptorAmino Acid SequencePhosphorylationInternalizationReceptorMolecular BiologyPeptide sequenceDNA Primersmedia_commonBase SequenceReceptors BradykininCoated Pits Cell-MembraneCell BiologyInterleukin-13 receptorClathrinEndocytosisRecombinant ProteinsCell biologyKineticsBiochemistryCOS CellsPhosphorylationSignal transductionJournal of Biological Chemistry
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Fertility and Polarized Cell Growth Depends on eIF5A for Translation of Polyproline-Rich Formins in Saccharomyces cerevisiae

2014

eIF5A is an essential and evolutionary conserved translation elongation factor, which has recently been proposed to be required for the translation of proteins with consecutive prolines. The binding of eIF5A to ribosomes occurs upon its activation by hypusination, a modification that requires spermidine, an essential factor for mammalian fertility that also promotes yeast mating. We show that in response to pheromone, hypusinated eIF5A is required for shmoo formation, localization of polarisome components, induction of cell fusion proteins, and actin assembly in yeast. We also show that eIF5A is required for the translation of Bni1, a proline-rich formin involved in polarized growth during …

TranslationSaccharomyces cerevisiae ProteinsSaccharomyces cerevisiaePeptide Chain Elongation TranslationalForminsRNA-binding proteinSaccharomyces cerevisiaeInvestigationsPeptide Initiation FactorsMorphogenesisGeneticsQc-SNARE ProteinsPolyproline helixPolarisomeGeneticsMatingbiologyMicrofilament ProteinsMembrane ProteinsRNA-Binding ProteinsTranslation (biology)Polarized growthbiology.organism_classificationActinsProtein Structure TertiaryCell biologyCytoskeletal ProteinsMating of yeastForminsMutationbiology.proteinEIF5APeptidesRibosomesEIF5A
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miR-15a-3p Protects Against Isoniazid-Induced Liver Injury via Suppressing N-Acetyltransferase 2 Expression

2021

Isoniazid (INH), an effective first-line drug for tuberculosis treatment, has been reported to be associated with hepatotoxicity for decades, but the underlying mechanisms are poorly understood. N-acetyltransferase 2 (NAT2) is a Phase II enzyme that specifically catalyzes the acetylation of INH, and NAT2 expression/activity play pivotal roles in INH metabolism, drug efficacy, and toxicity. In this study, we systematically investigated the regulatory roles of microRNA (miRNA) in NAT2 expression and INH-induced liver injury via a series of in silico, in vitro, and in vivo analyses. Four mature miRNAs, including hsa-miR-15a-3p, hsa-miR-628-5p, hsa-miR-1262, and hsa-miR-3132, were predicted to …

Untranslated regionisoniazidQH301-705.5In silicoBiologyhsa-miR-15a-3pBiochemistry Genetics and Molecular Biology (miscellaneous)BiochemistryN-acetyltransferase 2In vivomicroRNAmedicineMolecular BiosciencesEpigeneticsBiology (General)Molecular BiologyOriginal ResearchLiver injuryIsoniazidregulationmedicine.diseasebody regionsToxicityCancer researchdrug-induced liver injurymedicine.drugFrontiers in Molecular Biosciences
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Respiratory syncytial virus inhibits ciliagenesis in differentiated normal human bronchial epithelial cells: effectiveness of N-acetylcysteine.

2012

Persistent respiratory syncytial virus (RSV) infections have been associated with the exacerbation of chronic inflammatory diseases, including chronic obstructive pulmonary disease (COPD). This virus infects the respiratory epithelium, leading to chronic inflammation, and induces the release of mucins and the loss of cilia activity, two factors that determine mucus clearance and the increase in sputum volume. These alterations involve reactive oxygen species-dependent mechanisms. The antioxidant N-acetylcysteine (NAC) has proven useful in the management of COPD, reducing symptoms, exacerbations, and accelerated lung function decline. NAC inhibits RSV infection and mucin release in human A54…

Viral DiseasesPulmonologyChronic Obstructive Pulmonary Diseaseslcsh:MedicineMucin 5ACVirus ReplicationAcetylcysteinePulmonary Disease Chronic ObstructiveTubulinRespiratory systemlcsh:ScienceCells CulturedMultidisciplinaryInterleukin-13Microscopy VideoCell DifferentiationForkhead Transcription FactorsFree Radical Scavengersrespiratory systemHost-Pathogen InteractionLower Respiratory Tract InfectionsInfectious Diseasesmedicine.anatomical_structureInterleukin 13Medicinemedicine.symptomResearch Articlemedicine.drugDrugs and DevicesInflammationBronchiRespiratory Syncytial Virus InfectionsBiologyMicrobiologyAntiviral AgentsUpper Respiratory Tract InfectionsmedicineHumansCiliaBiologyInflammationRespiratory Syncytial Virus InfectionA549 cellMucinlcsh:RImmunityEpithelial CellsAxonemal DyneinsEpitheliumAcetylcysteineGene Expression RegulationRespiratory Syncytial Virus HumanRespiratory InfectionsImmunologyRespiratory epitheliumlcsh:QPLoS ONE
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A mutation in the second intracellular loop of the pituitary adenylate cyclase activating polypeptide type I receptor confers constitutive receptor a…

2000

AbstractThe pituitary adenylate cyclase activating polypeptide (PACAP) type I receptor belongs to the glucagon/secretin/vasoactive intestinal polypeptide (VIP) receptor family. We mutated and deleted an amino acid residue (E261) which is located within the second intracellular loop of the rat PACAP type I receptor and which is highly conserved among the receptor family. The wild-type receptor and the mutant receptors were efficiently expressed at the surface of COS-7 cells at nearly the same level and revealed the same high affinity for the agonist PACAP-27. The cAMP contents of COS cells transfected with the E261A, E261Q, and the deletion mutant receptor were 4.6-, 5.7-, and 6.7-fold highe…

endocrine systemGrowth-hormone-releasing hormone receptorMolecular Sequence DataReceptors Pituitary Adenylate Cyclase-Activating PolypeptideBiophysicsGlutamic AcidSignal transductionTransfectionBiochemistryBeta-1 adrenergic receptorConstitutive activityStructural BiologycAMPCyclic AMPGeneticsEnzyme-linked receptorAnimals5-HT5A receptorAmino Acid SequenceReceptors Pituitary HormoneMolecular BiologySequence DeletionPeptide hormone receptorSite-directed mutagenesisPituitary adenylate cyclase activating polypeptideChemistryLiver receptor homolog-1Cell BiologyMolecular biologyRatsInterleukin-21 receptorCOS CellsMutagenesis Site-DirectedEstrogen-related receptor gammaSequence AlignmentGlucagon receptor familyhormones hormone substitutes and hormone antagonistsAdenylyl CyclasesReceptors Pituitary Adenylate Cyclase-Activating Polypeptide Type IFEBS Letters
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Genetic Determinants in a Critical Domain of NS5A Correlate with Hepatocellular Carcinoma in Cirrhotic Patients Infected with HCV Genotype 1b

2021

HCV is an important cause of hepatocellular carcinoma (HCC). HCV NS5A domain-1 interacts with cellular proteins inducing pro-oncogenic pathways. Thus, we explore genetic variations in NS5A domain-1 and their association with HCC, by analyzing 188 NS5A sequences from HCV genotype-1b infected DAA-naïve cirrhotic patients: 34 with HCC and 154 without HCC. Specific NS5A mutations significantly correlate with HCC: S3T (8.8% vs. 1.3%, p = 0.01), T122M (8.8% vs. 0.0%, p &lt

hepatitis C virusLiver CirrhosisMaleCirrhosisvirusesHepacivirusViral Nonstructural ProteinsNS5Amedicine.disease_causeSeverity of Illness Indexgenetic variabilityMedicineLiver Neoplasmsvirus diseaseshepatocellular carcinomaMiddle AgedHepatitis CQR1-502Infectious DiseasesHepatocellular carcinomaHCVHost-Pathogen InteractionsFemaleDisease SusceptibilityCarcinoma HepatocellularGenotypeHepatitis C virusViremiaMicrobiologyArticleStructure-Activity RelationshipVirologyGenetic variationHumansGenetic variabilityNS5AneoplasmsAgedbusiness.industrycirrhosisSequence Analysis DNAbiochemical phenomena metabolism and nutritiongenotype 1bmedicine.diseaseSettore MED/17digestive system diseasesMutationCancer researchbusinessCarcinogenesisBiomarkersViruses
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Multi-parameter analysis of the obstacle scattering problem

2022

Abstract We consider the acoustic field scattered by a bounded impenetrable obstacle and we study its dependence upon a certain set of parameters. As usual, the problem is modeled by an exterior Dirichlet problem for the Helmholtz equation Δu + k 2 u = 0. We show that the solution u and its far field pattern u ∞ depend real analytically on the shape of the obstacle, the wave number k, and the Dirichlet datum. We also prove a similar result for the corresponding Dirichlet-to-Neumann map.

integral equationsshape sensitivity analysisassociated exterior Dirichlet problemDirichlet-to-Neumann operatorApplied MathematicsHelmholtz equation; acoustic scattering; associated exterior Dirichlet problem; Dirichlet-to-Neumann operator; shape sensitivity analysis; perturbed domain; integral equationsacoustic scatteringComputer Science ApplicationsTheoretical Computer Scienceperturbed domainMathematics - Analysis of PDEsSettore MAT/05 - Analisi MatematicaSignal ProcessingFOS: Mathematicsacoustic scattering; associated exterior Dirichlet problem; Dirichlet-to-Neumann operator; Helmholtz equation; integral equations; perturbed domain; shape sensitivity analysisHelmholtz equation35J25 35J05 35P25 31B10 45A05Mathematical PhysicsAnalysis of PDEs (math.AP)
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