Article
Economics
Enzo D'Innocenzo, Andre Lucas, Bernd Schwaab, Xin Zhang
Summary: We propose a dynamic semiparametric framework to study time variation in tail parameters, using the Generalized Pareto Distribution (GPD) and a conditional framework. Empirical datasets of daily U.S. equity returns and 15-min euro area sovereign bond yield changes demonstrate the usefulness of the approach.
JOURNAL OF BUSINESS & ECONOMIC STATISTICS
(2023)
Article
Management
Ilya Dergunov, Christoph Meinerding, Christian Schlag
Summary: In this parsimonious model, we show that expected consumption growth and inflation expectations vary over time. These dynamics capture the observed time variation in stock return volatilities and stock-bond return correlations. Additionally, the model provides an alternative measure of time-varying disaster risk and extends the understanding of stock-bond correlations.
MANAGEMENT SCIENCE
(2023)
Article
Computer Science, Information Systems
Kristy Hecht, David Gonzalez-Ovejero, Dimitrios L. Sounas, Mario Junior Mencagli
Summary: This paper investigates the scattering from a time-varying capacitor and reveals its reflectionless behavior when properly modulated. The required temporal dependence of the capacitance is analytically derived to avoid extreme values, making it feasible for implementation with a DC voltage source. The energy balance of such a reflectionless time-varying capacitor is derived for the first time, showing that the incoming pulse energy is completely transferred to the modulation source. This finding clarifies wave scattering from time-varying capacitors and provides a new approach for matching broadband pulses and converting electromagnetic energy to other forms of energy.
Article
Engineering, Electrical & Electronic
Kurt Schab, Bradley Shirley, K. C. Kerby-Patel
Summary: This paper investigates harmonic generation in the scattered fields produced by a dielectric sphere coated with a time-varying conductive shell using a hybrid approach of Mie theory and conversion matrix methods. Analytical results are derived for plane wave incidence and general external excitation, and the equivalent transmission line approach is also discussed. Numerical examples validate the derived expressions and explore the convergence characteristics, while additional examples illustrate unique trends in far- and near-field scattering.
IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION
(2022)
Article
Business, Finance
Carlos Giraldo, Iader Giraldo, Jose E. Gomez-Gonzalez, Jorge M. Uribe
Summary: We use Extreme Gradient Boosting and SHAP Additive Explanations to analyze the determinants of sovereign risk across countries from 2002 to 2021. By considering multiple variables in a single framework, we identify year-by-year factors influencing sovereign credit risk. Our findings show that key variables driving sovereign risk remain stable over time and share similarities in liquidity and solvency components. Macroeconomic fundamentals such as current account, GDP growth, per capita GDP growth, and real exchange rate play crucial roles in explaining sovereign risk, with the relative importance shifting from macroeconomic variables to institutional variables, especially the rule of law, after the Global Financial Crisis.
FINANCE RESEARCH LETTERS
(2023)
Article
Environmental Sciences
Abdollah Ah Mand, Abdul Ghafoor, Imtiaz Sifat
Summary: This paper examines the dynamic relationships among four key instruments in relation to clean and dirty energy assets: WTI futures, United States Oil Fund (USO), EnergySelect Sector SPDR Fund (XLE), and iShares Global Clean Energy ETF (ICLN). The econometric tests show a long-term relationship between all variables, and causality tests indicate that the clean energy ETF has a causal influence on most instruments. However, the economic interpretation of the causal patterns is not conclusive. Wavelet-based tests on a 1-minute interval transaction dataset reveal a convergence delay between WTI and XLE, and to a lesser extent, USO, but not ICLN, suggesting that clean energy has the potential to be a distinct asset class. The study also identifies the time scales at which arbitrage opportunities and liquidity movements occur: 32-256 and 4-8 minutes, respectively. These findings contribute to the limited literature on high-frequency dynamics in the clean and dirty energy markets.
JOURNAL OF ENVIRONMENTAL MANAGEMENT
(2023)
Article
Soil Science
Aakriti Sharma, Joseph Guinness, Amanda Muyskens, Matthew L. Polizzotto, Montserrat Fuentes, Dean Hesterberg
Summary: This study aimed to infer the chemical elements and solids that contribute to As binding in soil samples from different environments. The results showed that Fe and possibly Al (hydr)oxides dominate the immobilization of As, with varying contributions from Zn, Ti, Cu, or Mn.
Article
Computer Science, Information Systems
Gaobiao Xiao, Rui Liu
Summary: It is difficult to accurately evaluate the reactive electromagnetic energy and radiative electromagnetic energy of a radiator due to the lack of explicit expressions. This paper proposes a method to separate the total electromagnetic energy into three parts based on the energy concept in charged particle theory. The theory is consistent in both time and frequency domains and provides proper interpretations for electromagnetic radiation and mutual coupling problems.
Article
Computer Science, Artificial Intelligence
Fatma Gami, Ziyad A. Alrowaili, Mohammed Ezzeldien, Mohamed Ebeed, Salah Kamel, Eyad S. Oda, Shazly A. Mohamed
Summary: This paper proposes an improved jellyfish search optimizer algorithm for solving the optimal reactive dispatch problem. The algorithm enhances the exploration and exploitation phases to achieve the optimal allocation of load demand and renewable energy resources under deterministic and probabilistic states. Experimental results show that the algorithm provides effective and robust high-quality solutions when solving the problem under deterministic state, and significantly reduces the expected power loss.
NEURAL COMPUTING & APPLICATIONS
(2022)
Article
Engineering, Electrical & Electronic
Haidar Samet, Reza Sadeghi, Teymoor Ghanbari
Summary: Accurate modeling of the Electric arc furnace (EAF) is crucial for studying its impact on power systems. A new model is proposed here, which takes into account both non-linearity and time-varying characteristics, with considerations for fundamental and harmonic currents. By using actual recorded data and employing autoregressive moving average (ARMA) models, the proposed model is able to predict the non-stationary and stochastic behaviors of the EAF over extended periods.
IET GENERATION TRANSMISSION & DISTRIBUTION
(2022)
Article
Engineering, Mechanical
ChengJiu Zhu, HaiDong Yang, YaJun Fan, Bi Fan, KangKang Xu
Summary: A novel online spatiotemporal modeling method is proposed to model time-varying distributed parameter systems using Kernel-based Multilayer Extreme Learning Machine. The method creates a deep network by stacking multiple Kernel-based Extreme Learning Machine Autoencoders and one original Extreme Learning Machine Autoencoder, transforming the spatiotemporal output of time-varying DPSs into low-dimensional time coefficients and reconstructing the spatiotemporal dynamics using Kernel-based Extreme Learning Machine.
NONLINEAR DYNAMICS
(2022)
Article
Green & Sustainable Science & Technology
Sefa Awaworyi Churchill, Kris Ivanovski, Musharavati Ephraim Munyanyi
Summary: The study examines the time-varying effect of income inequality on renewable energy consumption, with a short period of negative relationship between 1995 and 2002, followed by a switch to positive relationship from 2010 onwards. Different measures of renewable energy show heterogeneous effects of income inequality, emphasizing the need for policymakers to consider the channels through which income inequality works when developing dynamic policies for renewable energy uptake or transition.
JOURNAL OF CLEANER PRODUCTION
(2021)
Article
Astronomy & Astrophysics
K. K. Gowthama, Manu Kurian, Vinod Chandra
Summary: The response of hot QCD medium to external time dependent electromagnetic fields was studied, exploring the impact of time dependence and collisions on induced current densities, as well as obtaining nonequilibrium momentum distributions in the presence of space-time varying electromagnetic fields. The analysis was extended to an anisotropic QCD medium, revealing sensitivity in electric charge transport to field inhomogeneity and momentum anisotropy in the medium.
Article
Engineering, Civil
Pengcheng Xu, Dong Wang, Yuankun Wang, Jianchun Qiu, Vijay P. Singh, Xiaopei Ju, Along Zhang, Jichun Wu, Changsheng Zhang
Summary: This study conducted multivariate nonstationary hazard assessment of annual extreme rainfall events in the Haihe River basin, China, revealing nonstationarity in some stations and showing that the nonstationarity of dependence structure has a smaller impact on the estimation of design quantiles based on reliability levels, but adds more uncertainty to the estimation of hydrologic design quantiles.
JOURNAL OF HYDROLOGY
(2021)
Article
Optics
Diego M. Solis, Raphael Kastner, Nader Engheta
Summary: This study investigates the issue of temporal discontinuity in an unbounded medium with Lorentzian dispersion, which leads to two shifted frequencies due to the second-order nature of the dielectric function. Additional temporal boundary conditions are required to describe the generation of two forward and two backward plane waves in response to a forward-only plane wave.
PHOTONICS RESEARCH
(2021)
Article
Optics
Grigorii Ptitcyn, Aristeidis Lamprianidis, Theodosios Karamanos, Viktar Asadchy, Rasoul Alaee, Marvin Mueller, Mohammad Albooyeh, Mohammad Sajjad Mirmoosa, Shanhui Fan, Sergei Tretyakov, Carsten Rockstuhl
Summary: This article explores the interaction between light and time-varying media, which not only provides fundamental insights but also opens up possibilities for various practical applications. Time modulation is a fundamental tool for controlling light in different ways, especially for complex systems with both spatial and temporal structures. The article develops and applies a self-consistent analytical theory of light scattering, focusing on a sphere made from a time-varying material with Lorentzian dispersion. The proposed theory is verified through full-wave simulations and reveals interesting effects such as energy transfer from the time-modulation subsystem to the electromagnetic field.
LASER & PHOTONICS REVIEWS
(2023)
Article
Optics
Mohammad Sajjad Mirmoosa, Xuchen Wang, Lukas Freter, Ari Sihvola, Sergei Tretyakov
Summary: Generalized duality transformations modify constitutive relations of electromagnetic media while preserving principal electromagnetic properties. In this work, we consider the transformation of Tellegen nihility as a specific type of extreme-property nonreciprocal bi-isotropic media and demonstrate that intriguing electromagnetic properties of that medium can be realized in a certain class of isotropic magnetodielectric media without magnetoelectric coupling. We show that the transformed medium exhibits permittivity and permeability values with equal absolute values and opposite signs.
Article
Physics, Applied
M. H. Mostafa, N. Ha-Van, P. Jayathurathnage, X. Wang, G. Ptitcyn, S. A. Tretyakov
Summary: The Chu limit restricts the operational bandwidth of resonant circuits due to the size limitation of the resonator. This limitation hinders the miniaturization of antennas, as their bandwidth is inversely proportional to their size. To overcome this, we propose the use of slow time modulation of resistive elements to engineer the bandwidth of small antennas. The modulation of resistance induces a virtual impedance that can be fully controlled by modulation parameters and optimize the frequency response of a resonant circuit.
APPLIED PHYSICS LETTERS
(2023)
Article
Nanoscience & Nanotechnology
Mohamed Hesham Mohamed Mostafa, Mohammad S. Mirmoosa, Sergei A. Tretyakov
Summary: Recently, there has been extensive research on temporally varying electromagnetic media to explore new ways of controlling light. However, spin-dependent phenomena in these media have not been thoroughly investigated. In this study, we demonstrate the existence of spin-dependent phenomena at a temporal interface between chiral and dielectric media. We show that linearly polarized light is split into right-handed and left-handed circularly polarized waves with different angular frequencies and the same phase velocities due to the material discontinuity in time. This effect allows for high-efficiency temporal separation of the two spin states of light.
Article
Multidisciplinary Sciences
Xuchen Wang, Mohammad Sajjad Mirmoosa, Viktar S. Asadchy, Carsten Rockstuhl, Shanhui Fan, Sergei A. Tretyakov
Summary: Photonic time crystals are artificial materials with spatially uniform but temporally varying electromagnetic properties. This study extends the concept of photonic time crystals to two-dimensional artificial structures called metasurfaces. By designing a microwave metasurface, the researchers confirmed the existence of momentum bandgaps and exponential wave amplification, demonstrating the potential of metasurfaces as a material platform for emerging photonic space-time crystals and for amplifying surface-wave signals in wireless communications.
Article
Engineering, Electrical & Electronic
Grigorii Ptitcyn, Mohammad Sajjad Mirmoosa, Amirhosein Sotoodehfar, Sergei A. Tretyakov
Summary: In recent years, there has been increasing interest in using time-modulation techniques to realize new phenomena and create new applications by varying system properties. This field, which originated in the middle of the previous century, has gained revitalized attention. In this tutorial article, the authors provide a historical overview and review the basic concepts in this field. They introduce the general theory of linear time-varying systems, discuss accounting for frequency dispersion in nonstationary systems, and elucidate models of time-varying electrical circuits and materials.
IEEE ANTENNAS AND PROPAGATION MAGAZINE
(2023)
Article
Engineering, Electrical & Electronic
Mostafa Movahediqomi, Grigorii Ptitcyn, Sergei Tretyakov
Summary: This article discusses four main methods for designing anomalous reflectors for microwave and millimeter-wave applications and analyzes and discusses various performance aspects.
IEEE TRANSACTIONS ON ANTENNAS AND PROPAGATION
(2023)
Article
Physics, Applied
N. Ha-Van, C. R. Simovski, F. S. Cuesta, P. Jayathurathnage, S. A. Tretyakov
Summary: In conventional inductive wireless power devices, energy is transferred via reactive near fields, and radiation from transmitting and receiving coils is considered a parasitic effect that reduces power-transfer efficiency. This paper develops a dynamic theory of wireless power transfer between two small loop antennas, clarifies the role of far-field radiation, and proposes a possibility to achieve efficient wireless power transfer at large distances through radiation suppression. The analytical results are validated through simulations and measurements, offering the potential to greatly expand the distance range of compact wireless power-transfer devices.
PHYSICAL REVIEW APPLIED
(2023)
Article
Physics, Applied
G. A. Ptitcyn, M. S. Mirmoosa, S. Hrabar, S. A. Tretyakov
Summary: Temporal modulation allows dynamic control and modification of electromagnetic system response, enabling functionalities that were conventionally unachievable. By explicitly considering the time dependence of circuit or surface parameters, it becomes possible to emulate electromagnetic systems with arbitrary frequency dispersion and nonlinear properties, including non-Foster response. Proper modulation of a time-varying capacitor can mimic static inductance, capacitance, or resistance with arbitrary values, positive or negative. The stability of the system is ensured through necessary modifications of determined ideal modulation functions. A proposed invisible sensor is demonstrated using full-wave simulations, along with discussions on the stability of externally modulated systems. This study introduces an alternative paradigm of using time modulations to engineer system responses, applicable not only to electromagnetic systems but also in other branches of physics.
PHYSICAL REVIEW APPLIED
(2023)
Proceedings Paper
Engineering, Electrical & Electronic
Sergei Kosulnikov, Francisco S. Cuesta, Xuchen Wang, Ana Diaz-Rubio, Sergei Tretyakov
Summary: High-frequency wireless communications at millimeter-wave bands require directive, high-gain antennas to achieve longer communication links. Anomalously reflecting and reconfigurable intelligent surfaces can be used to ensure sufficient space coverage. This presentation discusses recent analytical estimations of link budget with the presence of such reflectors, providing simple expressions for the far field using macroscopic reflection coefficients and a generalized Friis formula. The analytical results are validated through numerical simulations of a specific realization for millimeter-wave frequency band.
2023 17TH EUROPEAN CONFERENCE ON ANTENNAS AND PROPAGATION, EUCAP
(2023)
Proceedings Paper
Engineering, Electrical & Electronic
Yongming Li, Xikui Ma, Grigorii Ptitcyn, Sergei Tretyakov
Summary: In this study, a novel method is proposed for designing anomalous reflectors using arrays of loaded strips. By assuming two different sets of induced polarization currents flowing on the surface, specular reflection can be eliminated and the reflected wave propagates towards the desired direction. Surface waves are tuned by optimizing the current distribution to obtain purely reactive loads. Additional loaded strips inserted within a lambda/2-sized cell of the structure help optimize the design, and perfect anomalous reflection is achieved. The obtained results are compared with conventional reflectarrays, demonstrating significant improvement.
2023 17TH EUROPEAN CONFERENCE ON ANTENNAS AND PROPAGATION, EUCAP
(2023)
Article
Materials Science, Multidisciplinary
F. S. Cuesta, M. S. Mirmoosa, S. A. Tretyakov
Summary: One advantage of reciprocal bianisotropic metasurfaces is their ability to produce asymmetric scattering depending on the illumination side and circular polarization. However, we demonstrate that geometrical asymmetry can be emulated using nonbianisotropic layers in coherent illumination, enabling optical control of desired asymmetric scattering and chirality effects. We illustrate this concept by emulating asymmetric scattering required for creating a 180 degrees hybrid junction for plane waves using either a bianisotropic metasurface or simple sheets with electric response under simultaneous illumination by two coherent waves.