bluuebunny/crossref_metadata_2025_split huggingface dataset:
Experimental investigation of the velocity of a sand cloud blowing over a sandy surface
Authors: Dong Zhibao , Liu Xiaoping , Wang Xunming , Li Fang , Zhao Aiguo 
Published: March 2004

AbstractThe velocity of a wind‐blown sand cloud is important for studying its kinetic energy, related erosion, and control measures. PDA (particle dynamics analyser) measurement technology is used in a wind tunnel to study the probability distribution of particle velocity, variations with height of the mean velocity and particle turbulence in a sand cloud blowing over a sandy surface. The results suggest that the probability distribution of the particle velocity in a blowing sand cloud is stochastic. The probability distribution of the downwind velocity complies with a Gaussian function, while that of the vertical velocity is greatly complicated by grain impact with the bed and particle–particle collisions in the air. The probability distribution of the vertical velocity of ﬁne particles (0·1–0·3 mm sands) can be expressed as a Lorentzian function while that of coarse particles (0·3–0·6 mm sands) cannot be expressed by a simple distribution function. The mean downwind velocity is generally one or two orders greater than the mean vertical velocity, but the particle turbulence in the vertical direction is at least two orders greater than that in the downwind direction. In general, the mean downwind velocity increases with height and free‐stream wind velocity, but decreases with grain size. The variation with height of the mean downwind velocity can be expressed by a power function. The particle turbulence of a blowing sand cloud in the downwind direction decreases with height. The variations with height of the mean velocity and particle turbulence in the vertical direction are very complex. It can be concluded that the velocity of a sand cloud blowing over a sandy surface is mainly inﬂuenced by wind velocity, grain impact with the bed and particle–particle collisions in the air. Wind velocity is the primary factor inﬂuencing the downwind velocity of a blowing sand cloud, while the grain impact with the bed and particle–particle collisions in the air are the primary factors responsible for the vertical velocity. Copyright © 2004 John Wiley & Sons, Ltd.
A hybrid method for size characterization of coarse subsurface fluvial sediments
Authors: Rice Stephen P. , Haschenburger Judith K. 
Published: March 2004

AbstractThis paper introduces and evaluates a novel method for ascertaining the grain‐size distribution of subsurface sediments that involves profoundly less sampling effort than standard methods. It is based on hybrid sampling principles previously applied to the construction of synthetic surface grain‐size distributions. The method is developed from an empirical demonstration of the approximate similarity of surface and subsurface grain‐size distributions when compared over a common range of sizes. Subsurface hybrid models are found to provide good facsimiles of grain‐size distributions deﬁned using standard criteria and to yield distribution percentiles with millimetre accuracy. The technique is presented as an expedient alternative to standard methods for large, perennial gravel‐bed rivers. As this is a new technique, prudent application is advised in lieu of further investigation. Copyright © 2004 John Wiley & Sons, Ltd.
Do designated market makers improve liquidity in open‐outcry futures markets?
Authors: Tse Yiuman , Zabotina Tatyana 
Published: March 2004

AbstractOn February 1, 2002, the Chicago Board of Trade appointed a designated market maker to enhance liquidity in
its 10‐year interest rate swap futures contract. This market‐making program is the first of its
kind in the open‐outcry futures industry. We find that introduction of the market maker has increased
volume and reduced transaction costs. The market maker has also enhanced the speed and the efficiency of price
discovery. Overall, the results suggest that the market‐making program is successful in improving
liquidity. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark 24:479–502, 2004
Rational expectations and market efficiency in the U.S. live cattle futures market: The role of proprietary information
Authors: Schaefer Matthew P. , Myers Robert J. , Koontz Stephen R. 
Published: March 2004

AbstractThe role of proprietary information in forecasting and market efficiency in the U.S. live cattle futures
market is investigated. Using a unique proprietary data source collected by a private firm, we test whether the
initial estimates in the USDA Cattle on Feed Report and the Knight‐Ridder
pre‐release forecasts are unbiased and efficient forecasts of final revised USDA Cattle on Feed
Report numbers. We then use these results to test whether futures price movements are predictable based
on information in the proprietary data. We also test whether the initial estimates from the Cattle on
Feed Report have new information that moves prices once the information contained in the proprietary
data source has been taken into account. Results suggest that the information contained in the proprietary data
source does have statistically significant explanatory power for forecasting final revised Cattle on Feed
Report numbers and for predicting short‐term price movements of futures contracts. The results
are inconsistent with strong‐form market efficiency in the live cattle futures market. We also find that
the initial estimates in the Cattle on Feed Report still have new information that moves prices
even after accounting for the unique information in both the Knight‐Ridder pre‐release forecasts
and the proprietary data. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark 24:429–451, 2004
Clustering in the futures market: Evidence from S&P 500 futures contracts
Authors: Schwartz Adam L. , Van Ness Bonnie F. , Van Ness Robert A. 
Published: March 2004

AbstractWe document trade price clustering in the futures markets. We find clustering at prices of x.00 and x.50 for
S&P 500 futures contracts. While trade price clustering is evident throughout time to maturity of these
contracts, there is a dramatic change when the S&P 500 futures contract is designated a front‐month
contract (decrease in clustering) and a back‐month contract (increase in clustering).
We find that trade price clustering is a positive function of volatility and a negative function of volume or open
interest. In addition, we find a high degree of clustering in the daily opening and closing prices, but a lower
degree of clustering in the settlement prices. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark 24:413–428,
2004
A note on price futures versus revenue futures contracts
Authors: Lien Donald , Hennessy David A. 
Published: March 2004

AbstractHere we consider the hedging roles of a price futures contract versus a revenue futures contract. In the
absence of idiosyncratic output risk, the revenue contract almost always dominates the price contract.
Idiosyncratic output risk provides conditions under which the price contract should dominate. When production
risk
is largely idiosyncratic, a producer with an anticipated long actuals position might combine a long revenue
futures position with a short price futures position. © 2004 Wiley Periodicals, Inc. Jrl Fut Mark
24:503–512, 2004
An examination of the impact of macroeconomic news on the spot and futures treasuries markets
Authors: Simpson Marc W. , Ramchander Sanjay 
Published: March 2004

AbstractIn this study we analyze the reaction of daily cash and futures prices for several Treasury securities to the
release of U.S. macroeconomic news. Some important results are reported. First, consistent with the notion of
market integration, the futures market is found to be cointegrated with the corresponding cash market. Second, of
the 23 types of periodic macroeconomic announcements, 19 of them have a significant influence on either the cash or
futures prices. Most notably, surprises in nonfarm payroll and Treasury budget significantly influence the cash and
futures market across the entire maturity spectrum. Third, consistent with the Fisher and real activity hypotheses,
macroeconomic news that conveys higher inflation and/or economic growth has a negative influence on cash and
futures prices. Finally, hedging with Treasury futures appears to offer investors protection from
inflation‐related fluctuations in interest rates, but not against fluctuations arising due to variations in
real output. Some important policy implications of the results are offered. © 2004 Wiley Periodicals, Inc. Jrl
Fut Mark 24:453–478, 2004
Power of non‐parametric linkage analysis in mapping genes contributing to human longevity in long‐lived sib‐pairs
Authors: Tan Qihua , Zhao J. H. , Iachine I. , Hjelmborg J. , Vach W. , Vaupel J. W. , Christensen K. , Kruse T.A. 
Published: March 2004

AbstractThis report investigates the power issue in applying the non‐parametric linkage analysis of affected sib‐pairs (ASP) [Kruglyak and Lander, 1995: Am J Hum Genet 57:439–454] to localize genes that contribute to human longevity using long‐lived sib‐pairs. Data were simulated by introducing a recently developed statistical model for measuring marker‐longevity associations [Yashin et al., 1999: Am J Hum Genet 65:1178–1193], enabling direct power comparison between linkage and association approaches. The non‐parametric linkage (NPL) scores estimated in the region harboring the causal allele are evaluated to assess the statistical power for different genetic (allele frequency and risk) and heterogeneity parameters under various sampling schemes (age‐cut and sample size). Based on the genotype‐specific survival function, we derived a heritability calculation as an overall measurement for the effect of causal genes with different parameter settings so that the power can be compared for different modes (dominant, recessive) of inheritance. Our results show that the ASP approach is a powerful tool in mapping very strong effect genes, both dominant and recessive. To map a rare dominant genetic variation that reduces hazard of death by half, a large sample (above 600 pairs) with at least one extremely long‐lived (over age 99) sib in each pair is needed. Again, with large sample size and high age cut‐off, the method is able to localize recessive genes with relatively small effects, but the power is very limited in case of a dominant effect. Although the power issue may depend heavily on the true genetic nature in maintaining survival, our study suggests that results from small‐scale sib‐pair investigations should be referred with caution, given the complexity of human longevity. © 2004 Wiley‐Liss, Inc.
Properties of case/pseudocontrol analysis for genetic association studies: Effects of recombination, ascertainment, and multiple affected offspring
Authors: Cordell Heather J. 
Published: March 2004

AbstractThe case/pseudocontrol approach is a general framework for family‐based association analysis, incorporating several previously proposed methods such as the transmission/disequilibrium test and log‐linear modelling of parent‐of‐origin effects. In this report, I examine the properties of methods based on a case/pseudocontrol approach when applied to a linked marker rather than (or in addition to) the true disease locus or loci, and when applied to sibships that have been ascertained on, or that may simply contain, multiple affected sibs. Through simulations and analytical calculations, I show that the expected values of the observed relative risk parameters (estimating quantities such as effects due to a child's own genotype, maternal genotype, and parent‐of‐origin) depend crucially on the ascertainment scheme used, as well as on whether there is non‐negligible recombination between the true disease locus and the locus under study. In the presence of either recombination or ascertainment on multiple affected offspring, methods based on conditioning on parental genotypes are shown to give unbiased genotype relative risk estimates at the true disease locus (or loci) but biased estimates of population genotype relative risks at a linked marker, suggesting that the resulting estimates may be misleading when used to predict the power of future studies. Methods that allow for exchangeability of parental genotypes are shown (in the presence of either recombination or ascertainment on multiple affected offspring) to produce false‐positive evidence of maternal genotype effects when there are true parent‐of‐origin or mother‐child interaction effects, even when analyzing the true locus. These results suggest that care should be taken in both the interpretation and application of parameter estimates obtained from family‐based genetic association studies. © 2004 Wiley‐Liss, Inc.
Case/pseudocontrol analysis in genetic association studies: A unified framework for detection of genotype and haplotype associations, gene‐gene and gene‐environment interactions, and parent‐of‐origin effects
Authors: Cordell Heather J. , Barratt Bryan J. , Clayton David G. 
Published: March 2004

AbstractEstimation and testing of genetic effects (genotype relative risks) are often performed conditionally on parental genotypes, using data from case‐parent trios. This strategy avoids having to estimate nuisance parameters such as parental mating type frequencies, and also avoids generating spurious results due to confounding causes of association such as population stratification. For effects at a single locus, the resulting analysis is equivalent to matched case/control analysis via conditional logistic regression, using the case and three “pseudocontrols” derived from the untransmitted parental alleles. We previously showed that a similar approach can be used for analyzing genotype and haplotype effects at a set of closely linked loci, but with a required adjustment to the conditioning argument that results in varying numbers of pseudocontrols, depending on the disease model that is to be fitted. Here we extend this method to include the analysis of epistatic effects (gene‐gene interactions) at unlinked loci, to include parent‐of‐origin effects at one or more loci, and to allow additional incorporation of gene‐environment interactions. The conditional logistic approach provides a natural and flexible framework for incorporating these additional effects. By relaxing the conditioning on parental genotypes to allow exchangeability of parental genotypes, we show how the power of this approach can be increased when studying parent‐of‐origin effects. Simulations suggest that there is limited power to distinguish between parent‐of‐origin effects and effects due to interaction between genotypes of mother and child. © 2004 Wiley‐Liss, Inc.
Multipoint linkage analysis of quantitative traits on sex‐chromosomes
Authors: Ekstrøm Claus Thorn 
Published: March 2004

AbstractVariance component models form a powerful and flexible tool for multipoint linkage analysis of quantitative traits. Estimates of genetic similarity are needed for the variance component model to detect linkage and to locate genes, and two methods are commonly used to calculate multipoint identity‐by‐descent (IBD) estimates for autosomes. Fulker et al. ([1995] Am. J. Hum. Genet. 56: 1229–1233) and Almasy and Blangero ([1998] Am. J. Hum. Genet. 62: 119–121) used multiple regression to estimate the IBD sharing along a chromosome, while the approach of Kruglyak and Lander ([1995] Am. J. Hum. Genet. 57: 439–454) is based on a hidden Markov model. In this paper, we modify the variance component model to accommodate sex‐chromosomes, and we extend both multipoint IBD estimation methods to accommodate sex‐linked loci. Simulation studies demonstrate the power and precision of the variance component model to detect QTLs located on the sex‐chromosome. The two multipoint IBD estimation methods have the same accuracy to identify QTL position, but the hidden Markov model yields a larger average maximum LOD score to detect linkage than the regression model. The extension of the multipoint IBD estimation methods and the variance component model to the X chromosome shows that the variance component model is a powerful and flexible tool for linkage analysis of quantitative traits on both autosomes and sex‐chromosomes. © 2004 Wiley‐Liss, Inc.
Latent class and genetic analysis does not support migraine with aura and migraine without aura as separate entities
Authors: Nyholt Dale R. , Gillespie Nathan G. , Heath Andrew C. , Merikangas Kathleen R. , Duffy David L. , Martin Nicholas G. 
Published: March 2004

AbstractLatent class and genetic analyses were used to identify subgroups of migraine sufferers in a community sample of 6,265 Australian twins (55% female) aged 25–36 who had completed an interview based on International Headache Society (IHS) criteria. Consistent with prevalence rates from other population‐based studies, 703 (20%) female and 250 (9%) male twins satisfied the IHS criteria for migraine without aura (MO), and of these, 432 (13%) female and 166 (6%) male twins satisfied the criteria for migraine with aura (MA) as indicated by visual symptoms. Latent class analysis (LCA) of IHS symptoms identified three major symptomatic classes, representing 1) a mild form of recurrent nonmigrainous headache, 2) a moderately severe form of migraine, typically without visual aura symptoms (although 40% of individuals in this class were positive for aura), and 3) a severe form of migraine typically with visual aura symptoms (although 24% of individuals were negative for aura). Using the LCA classification, many more individuals were considered affected to some degree than when using IHS criteria (35% vs. 13%). Furthermore, genetic model fitting indicated a greater genetic contribution to migraine using the LCA classification (heritability, h2=0.40; 95% CI, 0.29–0.46) compared with the IHS classification (h2=0.36; 95% CI, 0.22–0.42). Exploratory latent class modeling, fitting up to 10 classes, did not identify classes corresponding to either the IHS MO or MA classification. Our data indicate the existence of a continuum of severity, with MA more severe but not etiologically distinct from MO. In searching for predisposing genes, we should therefore expect to find some genes that may underlie all major recurrent headache subtypes, with modifying genetic or environmental factors that may lead to differential expression of the liability for migraine. © 2004 Wiley‐Liss, Inc.
Evaluations of maximization procedures for estimating linkage parameters under heterogeneity
Authors: Biswas Swati , Lin Shili 
Published: March 2004

AbstractLocus heterogeneity is a major problem plaguing the mapping of disease genes responsible for complex genetic traits via linkage analysis. A common feature of several available methods to account for heterogeneity is that they involve maximizing a multidimensional likelihood to obtain maximum likelihood estimates. The high dimensionality of the likelihood surface may be due to multiple heterogeneity (mixing) parameters, linkage parameters, and/or regression coefficients corresponding to multiple covariates. Here, we focus on this nontrivial computational aspect of incorporating heterogeneity by considering several likelihood maximization procedures, including the expectation maximization (EM) algorithm and the stochastic expectation maximization (SEM) algorithm. The wide applicability of these procedures is demonstrated first through a general formulation of accounting for heterogeneity, and then by applying them to two specific formulations. Furthermore, our simulation studies as well as an application to the Genetic Analysis Workshop 12 asthma datasets show that, among other observations, SEM performs better than EM. As an aside, we illustrate a limitation of the popular admixture approach for incorporating heterogeneity, proved elsewhere. We also show how to obtain standard errors (SEs) for EM and SEM estimates, using methods available in the literature. These SEs can then be combined with the corresponding estimates to provide confidence intervals of the parameters. © 2004 Wiley‐Liss, Inc.
Oblique rainfall and contemporary geomorphological dynamics (Serra da Estrela, Portugal)
Authors: Vieira Gonçalo , Mora Carla , Gouveia Maria Manuel 
Published: March 2004

AbstractCoarse sand accumulations are polygenic microforms that attain a width of several metres, a height up to 30–40 cm, a gradient of 8–12° and a slope length up to 1 m. These accumulations are frequent in the gruss‐covered plateaus of the granite mountains of central and northern Portugal, but they have been described in other mountain areas (i.e. Cairngorms, Scotland). Though these microforms are frequent features, studies on them are rare. They have been attributed to complex genesis controlled primarily by aeolian processes, but also by wash and cryogenic dynamics. Results presented here add new insights into the origin of the sand accumulations and emphasize the importance of rainsplash‐saltation induced by oblique rainfall as the main transportation mechanism. The study was conducted in the Serra da Estrela, a granite mountain in central Portugal (1993 m above sea level) and is supported by a detailed mapping of the orientation of the accumulations, monitoring of the surface material and analysis of meteorological data. The results are particularly significant since they indicate that the coarse sand accumulations are very active features that show a clear climatic and ecological signal. Copyright © 2004 John Wiley & Sons, Ltd.
Sources of weathering‐derived solutes in two granitic catchments with contrasting forest growth
Authors: Asano Yuko , Ohte Nobuhito , Uchida Taro 
Published: March 2004

AbstractChemical weathering is one of the controlling factors for landform evolution. Here, we present deductions about the location and rate of chemical weathering within catchments based on chemical observations of soil water, groundwater, springs, and streams in two granitic catchments with contrasting forest growth conditions (forested and non‐vegetated) and soil development. The two catchments are located in the Tanakami Mountains of central Japan, and share the same climate. In both catchments, SiO2 and Na+ are the dominant weathering‐derived solutes in the first‐order stream. Using hydrological evidence, the contribution to the SiO2 and Na+ fluxes from soil and bedrock were partitioned. Despite the difference in mean soil depth, net fluxes of SiO2 and Na+ from the soil profile do not differ much between the two catchments, suggesting low levels of easily weatherable minerals in the forest soil. Net SiO2 and Na+ fluxes from bedrock are about three times greater in the forested catchment than in the bare catchment, and these differences contribute largely to the difference in net fluxes from the catchments. Net fluxes of SiO2 and Na+ from the forested catchment are about twice those from the bare catchment. Part of this increase may be related to the greater proton production in forested catchment. Consequently, about 60 to 70% of the net SiO2 and Na+ fluxes from the non‐vegetated catchment, and 70 to 90% from the forested catchment, are derived from bedrock, suggesting that the contribution of bedrock to the export of these weathering products increased with forest growth and soil formation. Copyright © 2004 John Wiley & Sons, Ltd.