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EN
Complex estimation of industrial pollution in Kyiv using spectrophotometric method for measuring the reflection characteristics of bioindicator species Tilia cordata Mill. leaves was held. As the most informative indicator that determines the state of the plant (by inhibition of the photosynthesis), we selected index of stress (reverse vegetation index). At low values of the index of stress the productivity of photosynthesis is higher and respectively the state of the ecosystem as a whole is better. The spectral reflective coefficients of T. cordata leaves were measured in green – R1 (551.9 nm), red – R2 (656.8 nm) and near infrared – R3 (802.0 nm) the spectrum zones. The measured spectral reflective coefficients in these ranges were from 0 to 1. Studies on reflective characteristics of more than 500 samples of T. cordata leaves from 17 habitats in 7 administrative districts of Kyiv has revealed the trend of increasing index of stress on the gradient of the traffic intensity. On the base of obtained results it is recommended the using of this method for monitoring of environmental quality, the possibility of rapid assessment of current environmental changes. In perspective the offered spectrophotometric method will do possible researches on responses of vegetation to the effect of natural and technogenic stressors at different phases of plant degradation each of that has the own mechanism.
PL
Celem badania jest weryfikacja zakłóceń na rynku zbywalnych instrumentów finansowych w Polsce na podstawie szacunków kompozytowego indeksu stresu, który obejmuje wskaźniki dotyczące rynku akcji (zmienność, płynność, CMAX na podstawie indeksu giełdowego WIG), rynku obligacji (zmienność rentowności 10-letnich obligacji skarbowych, ich płynność, spread suwerenny oraz krzywej rentowności) i rynku derywatów (zmiana liczby otwartych pozycji oraz wolumenu na rynku kontraktów terminowych i opcji). Przeprowadzona analiza wartości indeksu w latach 2007–2015 potwierdza skuteczność indeksu stresu (FIMSI) w rozpoznaniu zakłóceń na rynku (kiedy wartość indeksu przekracza trend długoterminowy więcej niż o jedno odchylenie standardowe).
EN
The aim of the study is to verify the turbulence in the negotiable financial instruments market in Poland, by evaluating the composite stress index, which includes indicators concerning the stock market (volatility, liquidity, CMAX based on stock index WIG), the bond market (volatility of 10-year Treasury bonds, their liquidity, the sovereign spread and the yield curve spread) and the derivatives market (the change in the number of open positions and volume in the futures and options market). The analysis of index values for the years 2007–2015 confirms the robustness of the stress index (FIMSI) in the diagnosis of stresses in the market (when the index value exceeds the long-term trend by more than 1 standard deviation).
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