Search results for: Defne Akinci Midas
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 21

Search results for: Defne Akinci Midas

21 Determining the Number of Words Required to Fulfil the Writing Task in an English Proficiency Exam with the Raters’ Scores

Authors: Defne Akinci Midas

Abstract:

The aim of this study was to determine the minimum, and maximum number of words that would be sufficient to fulfill the writing task in the local English Proficiency Exam (EPE) produced and administered at the Middle East Technical University, Ankara, Turkey. The relationship between the number of words and the scores of the written products that had been awarded by two raters in three online EPEs administered in 2020 was examined. The means, standard deviations, percentages, range, minimum and maximum scores as well as correlations of the scores awarded to written products with the words that amount to 0-50, 51-100, 101-150, 151-200, 201-250, 251-300, and so on were computed. The results showed that the raters did not award a full score to texts that had fewer than 100 words. Moreover, the texts that had around 200 words were awarded the highest scores. The highest number of words that earned the highest scores was about 225, and from then onwards, the scores were either stable or lower. A positive low to moderate correlation was found between the number of words and scores awarded to the texts. We understand that the idea of ‘the longer, the better’ did not apply here. The results also showed that words between 101 to about 225 were sufficient to fulfill the writing task to fully display writing skills and language ability in the specific case of this exam.

Keywords: English proficiency exam, number of words, scoring, writing task

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20 Long- and Short-Term Impacts of COVID-19 and Gold Price on Price Volatility: A Comparative Study of MIDAS and GARCH-MIDAS Models for USA Crude Oil

Authors: Samir K. Safi

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The purpose of this study was to compare the performance of two types of models, namely MIDAS and MIDAS-GARCH, in predicting the volatility of crude oil returns based on gold price returns and the COVID-19 pandemic. The study aimed to identify which model would provide more accurate short-term and long-term predictions and which model would perform better in handling the increased volatility caused by the pandemic. The findings of the study revealed that the MIDAS model performed better in predicting short-term and long-term volatility before the pandemic, while the MIDAS-GARCH model performed significantly better in handling the increased volatility caused by the pandemic. The study highlights the importance of selecting appropriate models to handle the complexities of real-world data and shows that the choice of model can significantly impact the accuracy of predictions. The practical implications of model selection and exploring potential methodological adjustments for future research will be highlighted and discussed.

Keywords: GARCH-MIDAS, MIDAS, crude oil, gold, COVID-19, volatility

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19 Nowcasting Indonesian Economy

Authors: Ferry Kurniawan

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In this paper, we nowcast quarterly output growth in Indonesia by exploiting higher frequency data (monthly indicators) using a mixed-frequency factor model and exploiting both quarterly and monthly data. Nowcasting quarterly GDP in Indonesia is particularly relevant for the central bank of Indonesia which set the policy rate in the monthly Board of Governors Meeting; whereby one of the important step is the assessment of the current state of the economy. Thus, having an accurate and up-to-date quarterly GDP nowcast every time new monthly information becomes available would clearly be of interest for central bank of Indonesia, for example, as the initial assessment of the current state of the economy -including nowcast- will be used as input for longer term forecast. We consider a small scale mixed-frequency factor model to produce nowcasts. In particular, we specify variables as year-on-year growth rates thus the relation between quarterly and monthly data is expressed in year-on-year growth rates. To assess the performance of the model, we compare the nowcasts with two other approaches: autoregressive model –which is often difficult when forecasting output growth- and Mixed Data Sampling (MIDAS) regression. In particular, both mixed frequency factor model and MIDAS nowcasts are produced by exploiting the same set of monthly indicators. Hence, we compare the nowcasts performance of the two approaches directly. To preview the results, we find that by exploiting monthly indicators using mixed-frequency factor model and MIDAS regression we improve the nowcast accuracy over a benchmark simple autoregressive model that uses only quarterly frequency data. However, it is not clear whether the MIDAS or mixed-frequency factor model is better. Neither set of nowcasts encompasses the other; suggesting that both nowcasts are valuable in nowcasting GDP but neither is sufficient. By combining the two individual nowcasts, we find that the nowcast combination not only increases the accuracy - relative to individual nowcasts- but also lowers the risk of the worst performance of the individual nowcasts.

Keywords: nowcasting, mixed-frequency data, factor model, nowcasts combination

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18 Time-Dependent Behaviour of Reinforced Concrete Beams under Sustained and Repeated Loading

Authors: Sultan Daud, John P. Forth, Nikolaos Nikitas

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The current study aims to highlight the loading characteristics impact on the time evolution (focusing particularly on long term effects) of the deformation of realized reinforced concrete beams. Namely the tension stiffening code provisions (i.e. within Eurocode 2) are reviewed with a clear intention to reassess their operational value and predicting capacity. In what follows the experimental programme adopted along with some preliminary findings and numerical modelling attempts are presented. For a range of long slender reinforced concrete simply supported beams (4200 mm) constant static sustained and repeated cyclic loadings were applied mapping the time evolution of deformation. All experiments were carried out at the Heavy Structures Lab of the University of Leeds. During tests the mid-span deflection, creep coefficient and shrinkage strains were monitored for duration of 90 days. The obtained results are set against the values predicted by Eurocode 2 and the tools within an FE commercial package (i.e. Midas FEA) to yield that existing knowledge and practise is at times over-conservative.

Keywords: Eurocode2, midas fea, repeated, sustained loading.

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17 Pesticide Risk: A Study on the Effectiveness of Organic/Biopesticides in Sustainable Agriculture

Authors: Berk Kılıç, Ömer Aydın, Kerem Mestani, Defne Uzun

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In agriculture and farming, pesticides are frequently used to kill off or fend off any pests (bugs, bacteria, fungi, etc.). However, traditional pesticides have proven to have harmful effects on both the environment and the human body, such as hazards in the endocrine, neurodevelopmental, and reproductive systems. This experiment aims to test the effectiveness of organic/bio-pesticides (environmentally friendly pesticides) compared to traditional pesticides. Black pepper and garlic will be used as biopesticides in this experiment. The results support that organic farming applying organic pesticides operates through non-toxic mechanisms, offering minimal threats to human well-being and the environment. Consequently, consuming organic produce can significantly diminish the dangers associated with pesticide intake. In this study, method is introduced to reduce pesticide-related risks by promoting organic farming techniques within organic/bio-pesticide usage.

Keywords: pesticide, garlic, black pepper, bio-pesticide

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16 Magnetic Field Effects on Parabolic Graphene Quantum Dots with Topological Defects

Authors: Defne Akay, Bekir S. Kandemir

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In this paper, we investigate the low-lying energy levels of the two-dimensional parabolic graphene quantum dots (GQDs) in the presence of topological defects with long range Coulomb impurity and subjected to an external uniform magnetic field. The low-lying energy levels of the system are obtained within the framework of the perturbation theory. We theoretically demonstrate that a valley splitting can be controlled by geometrical parameters of the graphene quantum dots and/or by tuning a uniform magnetic field, as well as topological defects. It is found that, for parabolic graphene dots, the valley splitting occurs due to the introduction of spatial confinement. The corresponding splitting is enhanced by the introduction of a uniform magnetic field and it increases by increasing the angle of the cone in subcritical regime.

Keywords: coulomb impurity, graphene cones, graphene quantum dots, topological defects

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15 Behavior of a Vertical Pile under the Effect of an Inclined Load

Authors: Fathi Mohamed Abdrabbo, Khaled Elsayed Gaaver, Musab Musa Eldooma

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This paper presents an attempt made to investigate the behavior of a single vertical steel hollow pile embedded in sand subjected to compressive inclined load at various inclination angles α through FEM package MIDAS GTS/NX 2019. The effect of the inclination angle and slenderness ratio on the performance of the pile was investigated. Inclined load caring capacity and pile stiffness, as well as lateral deformation profiles along with the pile, were presented. The global, vertical, and horizontal load displacements, as well as the deformation profiles along with the pile and the pile stiffness, are significantly affected by α. Whereas P-Y curves of the pile are independent of α., also the slenderness ratios are markedly affecting the behavior of the pile. In addition, there was a noticeable effect of the horizontal component on the vertical behavior of the pile, whereas there was no influence of the presence of vertical load on the horizontal behavior of the pile.

Keywords: deep foundations, piles, inclined load, pile deformations

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14 Behavior of A Vertical Pile Under the Effect of an Inclined Load in Loose Sand

Authors: Fathi Mohamed Abdrabbo, Khaled Esayed Gaaver, Musab Musa Eldooma

Abstract:

This paper presents an attempt made to investigate the behavior of a single vertical steel hollow pile embedded in sand subjected to compressive inclined load at various inclination angles α through FEM package MIDAS GTS/NX 2019. The effect of the inclination angle and slenderness ratio on the performance of the pile was investigated. Inclined load caring capacity and pile stiffness, as well as lateral deformation profiles along with the pile, were presented. The global, vertical, and horizontal load displacements of pile head, as well as the deformation profiles along the pile and the pile stiffness, are significantly affected by α. It was observed that the P-Y curves of the pile-soil system are independent of α. Also, the slenderness ratios are markedly affecting the behavior of the pile. In addition, there was a noticeable effect of the horizontal load component of the applied load on the vertical behavior of the pile, whereas there was no influence of the presence of vertical load on the horizontal behavior of the pile.

Keywords: deep foundation, piles, inclined load, pile deformations

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13 The Behavior of Dam Foundation Reinforced by Stone Columns: Case Study of Kissir Dam-Jijel

Authors: Toufik Karech, Abderahmen Benseghir, Tayeb Bouzid

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This work presents a 2D numerical simulation of an earth dam to assess the behavior of its foundation after a treatment by stone columns. This treatment aims to improve the bearing capacity, to increase the mechanical properties of the soil, to accelerate the consolidation, to reduce the settlements and to eliminate the liquefaction phenomenon in case of seismic excitation. For the evaluation of the pore pressures, the position of the phreatic line and the flow network was defined, and a seepage analysis was performed with the software MIDAS Soil Works. The consolidation calculation is performed through a simulation of the actual construction stages of the dam. These analyzes were performed using the Mohr-Coulomb soil model and the results are compared with the actual measurements of settlement gauges implanted in the dam. An analysis of the bearing capacity was conducted to show the role of stone columns in improving the bearing capacity of the foundation.

Keywords: earth dam, dam foundation, numerical simulation, stone columns, seepage analysis, consolidation, bearing capacity

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12 Comparative Study of Arch Bridges with Varying Rise to Span Ratio

Authors: Tauhidur Rahman, Arnab Kumar Sinha

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This paper presents a comparative study of Arch bridges based on their varying rise to span ratio. The comparison is done between different steel Arch bridges which have variable span length and rise to span ratio keeping the same support condition. The aim of our present study is to select the optimum value of rise to span ratio of Arch bridge as the cost of the Arch bridge increases with the increasing of the rise. In order to fulfill the objective, several rise to span ratio have been considered for same span of Arch bridge and various structural parameters such as Bending moment, shear force etc have been calculated for different model. A comparative study has been done for several Arch bridges finally to select the optimum rise to span ratio of the Arch bridges. In the present study, Finite Element model for medium to long span, with different rise to span ratio have been modeled and are analyzed with the help of a Computational Software named MIDAS Civil to evaluate the results such as Bending moments, Shear force, displacements, Stresses, influence line diagrams, critical loads. In the present study, 60 models of Arch bridges for 80 to 120 m span with different rise to span ratio has been thoroughly investigated.

Keywords: arch bridge, analysis, comparative study, rise to span ratio

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11 The Views of Teachers over the Father Involvement to Preschool Education Programs

Authors: Fatma Tezel Sahin, Zeynep Nur Aydin Kilic, Aysegul Akinci Cosgun

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Family involvement activities are a significant place in increasing the success in preschool education and maintaining the education. It is necessary that both of the parents be in the family involvement activities. However, while mother involvement is obtained in the family involvement activities, father involvement is neglected. For that reason, the current study aims at determining the views of teachers with regard to father involvement in the preschool education programs. The working group of the study consisted of 23 preschool teachers. The study is a descriptive survey. The data were obtained through individual interviews. As a data collection instrument, “Teacher Interview Form” was used. The data were analysed through content analysis method. The data regarding the views of the teachers were given as frequency and percentage values. At the end of the research, a great majority of the teachers stated that they were proficient in applying family involvement studies. They also pointed out that they held more family meetings in order to obtain family involvement and then they implemented involvement activities both in the class and out of the class for parents. They expressed that they observed more mother involvement in these activities that fathers. Parents expressed that the reasons why fathers involved in these activities less compared to mothers were the working conditions of fathers and that it was regarded as a task of mothers. Depending on the results of the research, it is likely to recommend that fathers should be informed about the involvement in family activities and that some applications and opportunities should be supplied for the fathers in preschool education institutions in order to encourage them.

Keywords: preschool education, parent involvement, father involvement, teacher views

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10 Human-Induced Vibration and Degree of Human Comfortability Analysis of Intersection Pedestrian Bridge

Authors: Yaowen Sheng, Jiuxian Liu

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In order to analyze the pedestrian bridge dynamic characteristics and degree of comfortability, the finite element method and live load time history method is used to calculate the dynamic response of the bridge. The example bridge’s dynamic characteristics and degree of human comfortability need to be analyzed. The project background is a three-way intersection. The intersection has three side blocks. An intersection bridge is designed to help people cross the streets. The finite element model of the bridge is established by the Midas/Civil software, and the analysis of the model is done. The strength, stiffness, and stability checks are also completed. Apart from the static analysis of the bridge, the dynamic analysis of the bridge is also completed to avoid the problems resulted from vibrations. The results show that the pedestrian bridge has different dynamic characteristics compared to other normal bridges. The degree of human comfortability satisfies the requirements of Chinese and British specifications. The live load time history method can be used to calculate the dynamic response of the bridge.

Keywords: pedestrian bridge, steel box girder, human-induced vibration, finite element analysis, degree of human comfortability

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9 The Relationship between Job Stress and Handover Effectiveness of Nurses

Authors: Rujnan Tuna, Ayse Cil Akinci

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Work life takes up an important place in human life, and an employed person faces many stimuli from internal and external environments and is affected by them in a positive or negative way. Also, the handover process, which is the process of sharing information about the patient with other health professionals, is an important criterion to maintain patient care and enhance the quality of care provided. Handover is a key component for sustaining daily basic clinical practices and is also essential to maintain the safe patient care. This investigation followed a descriptive and correlation design in order to establish job stress and the handover efficiency of nurses and the relationship in between. The study was conducted with 192 nurses working in a public hospital in Istanbul between January and March 2017. Descriptive information form, Job Stressors Scale, and Handover Evaluation Scale were used to collect the data of the study. The data were analyzed by using IBM SPSS Statistics 22.0 statistical software. Approvals from participants, managers of institution, and ethics committee were taken for the study. As a result of the research, it was found that job stress was above the median value, and the highest score in the ‘work role conflict’ subdimension. Also, it was found that the effectiveness of the nurses' handover effectiviness was above the median value and the highest score in the ‘quality of information’ subdimension. In the study, there was a negatively weak correlation between ‘work role overload’ subdimension of Job Stressors Scale and ‘interaction and support’ subdimension of Handover Evaluation Scale. There is a need for further study in order to maintain patient safety.

Keywords: handover, job stress, nurse, patient

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8 Vibration control of Bridge Super structure using Tuned Mass Damper (TMD)

Authors: Tauhidur Rahman, Dhrubajyoti Thakuria

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In this article, vibration caused by earthquake excitation, wind load and the high-speed vehicle in the superstructure has been studied. An attempt has been made to control these vibrations using passive Tuned Mass Dampers (TMD). Tuned mass damper consists of a mass, spring, and viscous damper which dissipates the vibration energy of the primary structure at the damper of the TMD. In the present paper, the concrete box girder bridge superstructure is considered and is modeled using MIDAS software. The bridge is modeled as Euler-Bernoulli beam to study the responses imposed by high-speed vehicle, earthquake excitation and wind load. In the present study, comparative study for the responses has been done considering different velocities of the train. The results obtained in this study are based on Indian standard loadings specified in Indian Railways Board (Bridge Rules). A comparative study has been done for the responses of the high-speed vehicle with and without Tuned Mass Dampers. The results indicate that there is a significant reduction in displacement and acceleration in the bridge superstructure when Tuned Mass Damper is used.

Keywords: bridge superstructure, high speed vehicle, tuned mass damper, TMD, vibration control

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7 The Effect of the COVID-19 on Alzheimer’s Disease

Authors: Ayşe Defne Öz, Özlem Bozkurt

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Alzheimer's Disease (AD) is counted as one of the most important global health problems and the main cause of dementia. The term dementia refers to a wide spectrum of disorders characterized by global, chronic, and generally irreversible cognitive deterioration. It is estimated that %60 % to 80 of the cases of dementia are because of AD. Alzheimer's is a slowly progressive brain disease. The reason for AD is unknown to the author's best knowledge, yet it is one of the topics that is most researched. AD shows the histopathologically abnormal accumulation of the protein beta-amyloid (plague) outside neurons and twisted strands of the protein tau (tangles) inside neurons in the brain. These changes are accompanied by damage to the brain tissue and the death of neurons. AD causes people to have difficulty remembering names or conversations. Some of the later symptoms are difficulty in talking and walking. Alzheimer's Disease is elevated by the illness and mortality of COVID-19. COVID-19 has affected many lives globally and had profound effects on human lives. COVID-19 is caused by SARS-CoV-2, which is a virus that attacks the respiratory and central nervous system and has neuroinvasive potential. More than %80 of COVID-19 patients have ageusia or anosmia, representing the pathognomic features of the disease. Patients with dementia are frail, and with the COVID-19 pandemic, including isolation, cognitive decline may exacerbate. Furthermore, patients with AD can be unable to follow the directions, such as covering their mouth and nose while coughing and can live in nursing homes which makes them more open to being infected. As COVID-19 is highly infectious and its management requires isolation and quarantine, the need for caregivers for AD management conflicts with that of COVID-19 and adds an extra burden on AD patients, caregivers, families, society, and the economy. Due to the entry of SARS-CoV-2 into the central nervous system, inflammation caused by COVID-19, prolonged hospitalization, and delirium, it has been reported that COVID-19 causes many neurological disorders and predisposition to AD.

Keywords: Alzheimer's disease, COVID-19, dementia, SARS-CoV-2

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6 Representation of Agamben's Concept of 'Homo Sacer': Interpretative Analysis in Turkish TV Series Based on Turkey's 1980 Military Coup

Authors: Oyku Yenen

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The notion of biopolitics, as studied by such intellectuals as Foucault, Agamben, and Negri, is an important guide for comprehending the current understanding of politics. While Foucault evaluates biopolitics as a survival policy, Giorgio Agamben, German legist, identifies the theory with death. Agamben claims the fact we can all considered to be homo sacer who are abandoned by the law, left in the field of exception, and whose killing does not require punishment. Agamben defines the person who is tried by the public for committing a crime but is not allowed to be sacrificed and whose killing is not considered a crime, as 'homo sacer'. This study analyzes how the concept of 'homo sacer' is made visible in TV series such as Çemberimde Gül Oya (Cagan Irmak, 2005-2005), Hatırla Sevgili (Ummu Burhan, 2006-2008), Bu Kalp Seni Unutur Mu? (Aydin Bulut, 2009-1010) all of which portray the period Turkey's 1980 military coup, within the framework of Agamben's thoughts and notions about biopolitics. When the main plots of these abovementioned TV series, which constitute the universe of this study, are scrutinized closely, they lay out the understanding of politics that has existed throughout history and prevails today. Although there is a large number of TV series on the coup of 1980, these three series are the only main productions that specifically focused on the event itself. Our final analysis will reveal that the concepts of homo sacer, bare life, exception, camp have been embodied in different ways in these three series. In these three series, which all deal with similar subjects using differing perspectives, the dominant understanding of politics is clearly conveyed to the audience. In all three series, the reigning power always decides on the exceptions, those who will live, those who will die, and those who will be ignored by law. Such characters as Mehmet, Sinan, Yıldız, Deniz, Defne, all of which we come across in these series, are on trial as a criminals of thought and are subjected to various forms of torture while isolated in an area where they are virtually deprived of law. Their citizenship rights are revoked. All of them are left alone with their bare lives (zoe).

Keywords: bare life, biopolitics, homo sacer, sovereign power, state of exception

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5 Fatigue Analysis and Life Estimation of the Helicopter Horizontal Tail under Cyclic Loading by Using Finite Element Method

Authors: Defne Uz

Abstract:

Horizontal Tail of helicopter is exposed to repeated oscillatory loading generated by aerodynamic and inertial loads, and bending moments depending on operating conditions and maneuvers of the helicopter. In order to ensure that maximum stress levels do not exceed certain fatigue limit of the material and to prevent damage, a numerical analysis approach can be utilized through the Finite Element Method. Therefore, in this paper, fatigue analysis of the Horizontal Tail model is studied numerically to predict high-cycle and low-cycle fatigue life related to defined loading. The analysis estimates the stress field at stress concentration regions such as around fastener holes where the maximum principal stresses are considered for each load case. Critical element identification of the main load carrying structural components of the model with rivet holes is performed as a post-process since critical regions with high-stress values are used as an input for fatigue life calculation. Once the maximum stress is obtained at the critical element and the related mean and alternating components, it is compared with the endurance limit by applying Soderberg approach. The constant life straight line provides the limit for several combinations of mean and alternating stresses. The life calculation based on S-N (Stress-Number of Cycles) curve is also applied with fully reversed loading to determine the number of cycles corresponds to the oscillatory stress with zero means. The results determine the appropriateness of the design of the model for its fatigue strength and the number of cycles that the model can withstand for the calculated stress. The effect of correctly determining the critical rivet holes is investigated by analyzing stresses at different structural parts in the model. In the case of low life prediction, alternative design solutions are developed, and flight hours can be estimated for the fatigue safe operation of the model.

Keywords: fatigue analysis, finite element method, helicopter horizontal tail, life prediction, stress concentration

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4 Comparative Fragility Analysis of Shallow Tunnels Subjected to Seismic and Blast Loads

Authors: Siti Khadijah Che Osmi, Mohammed Ahmad Syed

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Underground structures are crucial components which required detailed analysis and design. Tunnels, for instance, are massively constructed as transportation infrastructures and utilities network especially in urban environments. Considering their prime importance to the economy and public safety that cannot be compromised, thus any instability to these tunnels will be highly detrimental to their performance. Recent experience suggests that tunnels become vulnerable during earthquakes and blast scenarios. However, a very limited amount of studies has been carried out to study and understanding the dynamic response and performance of underground tunnels under those unpredictable extreme hazards. In view of the importance of enhancing the resilience of these structures, the overall aims of the study are to evaluate probabilistic future performance of shallow tunnels subjected to seismic and blast loads by developing detailed fragility analysis. Critical non-linear time history numerical analyses using sophisticated finite element software Midas GTS NX have been presented about the current methods of analysis, taking into consideration of structural typology, ground motion and explosive characteristics, effect of soil conditions and other associated uncertainties on the tunnel integrity which may ultimately lead to the catastrophic failure of the structures. The proposed fragility curves for both extreme loadings are discussed and compared which provide significant information the performance of the tunnel under extreme hazards which may beneficial for future risk assessment and loss estimation.

Keywords: fragility analysis, seismic loads, shallow tunnels, blast loads

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3 Potential Risks of Using Disconnected Composite Foundation Systems in Active Seismic Zones

Authors: Mohamed ElMasry, Ahmad Ragheb, Tareq AbdelAziz, Mohamed Ghazy

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Choosing the suitable infrastructure system is becoming more challenging with the increase in demand for heavier structures contemporarily. This is the case where piled raft foundations have been widely used around the world to support heavy structures without extensive settlement. In the latter system, piles are rigidly connected to the raft, and most of the load goes to the soil layer on which the piles are bearing. In spite of that, when soil profiles contain thicker soft clay layers near the surface, or at relatively shallow depths, it is unfavorable to use the rigid piled raft foundation system. Consequently, the disconnected piled raft system was introduced as an alternative approach for the rigidly connected system. In this system, piles are disconnected from the raft using a cushion of soil, mostly of a granular interlayer. The cushion is used to redistribute the stresses among the piles and the subsoil. Piles are also used to stiffen the subsoil, and by this way reduce the settlement without being rigidly connected to the raft. However, the seismic loading effect on such disconnected foundation systems remains a problem, since the soil profiles may include thick clay layers which raise risks of amplification of the dynamic earthquake loads. In this paper, the effects of seismic behavior on the connected and disconnected piled raft systems are studied through a numerical model using Midas GTS NX Software. The study concerns the soil-structure interaction and the expected behavior of the systems. Advantages and disadvantages of each foundation approach are studied, and a comparison between the results are presented to show the effects of using disconnected piled raft systems in highly seismic zones. This was done by showing the excitation amplification in each of the foundation systems.

Keywords: soil-structure interaction, disconnected piled-raft, risks, seismic zones

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2 The Effect of Recycling on Price Volatility of Critical Metals in the EU (2010-2019): An Application of Multivariate GARCH Family Models

Authors: Marc Evenst Jn Jacques, Sophie Bernard

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Electrical and electronic applications, as well as rechargeable batteries, are common in any economy. They also contain a number of important and valuable metals. It is critical to investigate the impact of these new materials or volume sources on the metal market dynamics. This paper investigates the impact of responsible recycling within the European region on metal price volatility. As far as we know, no empirical studies have been conducted to assess the role of metal recycling in metal market price volatility. The goal of this paper is to test the claim that metal recycling helps to cushion price volatility. A set of circular economy indicators/variables, namely, 1) annual total trade values of recycled metals, 2) annual volume of scrap traded and 3) circular material use rate, and 4) information about recycling, are used to estimate the volatility of monthly spot prices of regular metals. A combination of the GARCH-MIDAS model for mixed frequency data sampling and a simple GARCH (1,1) model for the same frequency variables was adopted to examine the potential links between each variable and price volatility. We discovered that from 2010 to 2019, except for Nickel, scrap consumption (Millions of tons), Scrap Trade Values, and Recycled Material use rate had no significant impact on the price volatility of standard metals (Aluminum, Lead) and precious metals (Gold and Platinum). Worldwide interest in recycling has no impact on returns or volatility. Specific interest in metal recycling did have a link to the mean return equation for Aluminum, Gold and to the volatility equation for lead and Nickel.

Keywords: recycling, circular economy, price volatility, GARCH, mixed data sampling

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1 A Static and Dynamic Slope Stability Analysis of Sonapur

Authors: Rupam Saikia, Ashim Kanti Dey

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Sonapur is an intense hilly region on the border of Assam and Meghalaya lying in North-East India and is very near to a seismic fault named as Dauki besides which makes the region seismically active. Besides, these recently two earthquakes of magnitude 6.7 and 6.9 have struck North-East India in January and April 2016. Also, the slope concerned for this study is adjacent to NH 44 which for a long time has been a sole important connecting link to the states of Manipur and Mizoram along with some parts of Assam and so has been a cause of considerable loss to life and property since past decades as there has been several recorded incidents of landslide, road-blocks, etc. mostly during the rainy season which comes into news. Based on this issue this paper reports a static and dynamic slope stability analysis of Sonapur which has been carried out in MIDAS GTS NX. The slope being highly unreachable due to terrain and thick vegetation in-situ test was not feasible considering the current scope available so disturbed soil sample was collected from the site for the determination of strength parameters. The strength parameters were so determined for varying relative density with further variation in water content. The slopes were analyzed considering plane strain condition for three slope heights of 5 m, 10 m and 20 m which were then further categorized based on slope angles 30, 40, 50, 60, and 70 considering the possible extent of steepness. Initially static analysis under dry state was performed then considering the worst case that can develop during rainy season the slopes were analyzed for fully saturated condition along with partial degree of saturation with an increase in the waterfront. Furthermore, dynamic analysis was performed considering the El-Centro Earthquake which had a magnitude of 6.7 and peak ground acceleration of 0.3569g at 2.14 sec for the slope which were found to be safe during static analysis under both dry and fully saturated condition. Some of the conclusions were slopes with inclination above 40 onwards were found to be highly vulnerable for slopes of height 10 m and above even under dry static condition. Maximum horizontal displacement showed an exponential increase with an increase in inclination from 30 to 70. The vulnerability of the slopes was seen to be further increased during rainy season as even slopes of minimal steepness of 30 for height 20 m was seen to be on the verge of failure. Also, during dynamic analysis slopes safe during static analysis were found to be highly vulnerable. Lastly, as a part of the study a comparative study on Strength Reduction Method (SRM) versus Limit Equilibrium Method (LEM) was also carried out and some of the advantages and disadvantages were figured out.

Keywords: dynamic analysis, factor of safety, slope stability, strength reduction method

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