Search

Your search keyword '"Scaillet A"' showing total 311 results
Start Over Author "Scaillet A" Publisher elsevier bv
311 results on '"Scaillet A"'

3. A higher-order correct fast moving-average bootstrap for dependent data

Author

La Vecchia, Davide, Moor, Alban, and Scaillet, Olivier

Subjects
Methodology (stat.ME), FOS: Computer and information sciences, FOS: Economics and business, Economics and Econometrics, Statistical Finance (q-fin.ST), Applied Mathematics, Econometrics (econ.EM), Quantitative Finance - Statistical Finance, Statistics - Methodology, Economics - Econometrics
Abstract

We develop and implement a novel fast bootstrap for dependent data. Our scheme is based on the i.i.d. resampling of the smoothed moment indicators. We characterize the class of parametric and semi-parametric estimation problems for which the method is valid. We show the asymptotic refinements of the proposed procedure, proving that it is higher-order correct under mild assumptions on the time series, the estimating functions, and the smoothing kernel. We illustrate the applicability and the advantages of our procedure for Generalized Empirical Likelihood estimation. As a by-product, our fast bootstrap provides higher-order correct asymptotic confidence distributions. Monte Carlo simulations on an autoregressive conditional duration model provide numerical evidence that the novel bootstrap yields higher-order accurate confidence intervals. A real-data application on dynamics of trading volume of stocks illustrates the advantage of our method over the routinely-applied first-order asymptotic theory, when the underlying distribution of the test statistic is skewed or fat-tailed.

Published
2023
Full Text
View/download PDF

18. Factors and risk premia in individual international stock returns

Author

Hugues Langlois, Ines Chaieb, and Olivier Scaillet

Subjects
040101 forestry, Estimation, Economics and Econometrics, 050208 finance, Strategy and Management, Risk premium, 05 social sciences, 04 agricultural and veterinary sciences, Factor structure, Carry (investment), Currency, Accounting, 0502 economics and business, Econometrics, Economics, 0401 agriculture, forestry, and fisheries, Emerging markets, Foreign exchange risk, health care economics and organizations, Finance, Stock (geology)
Abstract

We propose an estimation methodology tailored for large unbalanced panels of individual stock returns to study the factor structure and expected returns in international stock markets. We show that the local market is necessary to capture the factor structure in both developed and emerging markets. Neither the presence of multiple world or regional risk factors, systematic currency risk factors, nor a country-specific currency subsumes the importance of the local market factor. All factors, including the local market, carry significant risk premia across a large proportion of countries. The contribution of pricing errors to total expected returns is large and time-varying.

Published
2021
Full Text
View/download PDF

22. Eigenvalue tests for the number of latent factors in short panels

Author

Fortin, Alain-Philippe, Gagliardini, Patrick, and Scaillet, Olivier

Subjects
FOS: Computer and information sciences, History, Statistical Finance (q-fin.ST), Polymers and Plastics, Econometrics (econ.EM), Quantitative Finance - Statistical Finance, Statistics - Applications, Industrial and Manufacturing Engineering, Methodology (stat.ME), FOS: Economics and business, Applications (stat.AP), Pricing of Securities (q-fin.PR), Business and International Management, Quantitative Finance - Pricing of Securities, Statistics - Methodology, Economics - Econometrics
Abstract

This paper studies new tests for the number of latent factors in a large cross-sectional factor model with small time dimension. These tests are based on the eigenvalues of variance-covariance matrices of (possibly weighted) asset returns, and rely on either the assumption of spherical errors, or instrumental variables for factor betas. We establish the asymptotic distributional results using expansion theorems based on perturbation theory for symmetric matrices. Our framework accommodates semi-strong factors in the systematic components. We propose a novel statistical test for weak factors against strong or semi-strong factors. We provide an empirical application to US equity data. Evidence for a different number of latent factors according to market downturns and market upturns, is statistically ambiguous in the considered subperiods. In particular, our results contradicts the common wisdom of a single factor model in bear markets.

Published
2022
Full Text
View/download PDF

23. Redox controls during magma ocean degassing

Author

Gaillard, Fabrice, primary, Bernadou, Fabien, additional, Roskosz, Mathieu, additional, Bouhifd, Mohamed Ali, additional, Marrocchi, Yves, additional, Iacono-Marziano, Giada, additional, Moreira, Manuel, additional, Scaillet, Bruno, additional, and Rogerie, Gregory, additional

Published
2022
Full Text
View/download PDF

30. Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor Calibration

Author

Naser El-Sheimy, Stéphane Guerrier, Gaetan Bakalli, Davide A. Cucci, Ahmed Radi, Olivier Scaillet, and Roberto Molinari

Subjects
History, Observational error, Inertial frame of reference, Polymers and Plastics, Computer science, Calibration (statistics), Replicate, Variation (game tree), Signal, Industrial and Manufacturing Engineering, Extended Kalman filter, Business and International Management, Constant (mathematics), Algorithm
Abstract

Inertial sensor calibration plays a progressively important role in many areas of research among which navigation engineering. By performing this task accurately, it is possible to significantly increase general navigation performance by correctly filtering out the deterministic and stochastic measurement errors that characterize such devices. While different techniques are available to model and remove the deterministic errors, there has been considerable research over the past years with respect to modelling the stochastic errors which have complex structures. In order to do the latter, different replicates of these error signals are collected and a model is identified and estimated based on one of these replicates. While this procedure has allowed to improve navigation performance, it has not yet taken advantage of the information coming from all the other replicates collected on the same sensor. However, it has been observed that there is often a change of error behaviour between replicates which can also be explained by different (constant) external conditions under which each replicate was taken. Whatever the reason for the difference between replicates, it appears that the model structure remains the same between replicates but the parameter values vary. In this work we therefore consider and study the properties of different approaches that allow to combine the information from all replicates considering this phenomenon, confirming their validity both in simulation settings and also when applied to real inertial sensor error signals. By taking into account parameter variation between replicates, this work highlights how these approaches can improve the average navigation precision as well as obtain reliable estimates of the uncertainty of the navigation solution.

Published
2021
Full Text
View/download PDF

31. Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets

Author

Chenxu Li, Olivier Scaillet, and Yiwen Shen

Subjects
Stochastic volatility, Bond, Incomplete markets, media_common.quotation_subject, Sharpe ratio, Monte Carlo method, Decomposition (computer science), Econometrics, Economics, Portfolio, Interest rate, media_common
Abstract

This paper provides a novel five-component decomposition of optimal dynamic portfolio choice. It reveals the simultaneous impacts from market incompleteness and wealth-dependent utilities. The decomposition leads to implementation via either closed-form solutions or Monte Carlo simulations. With a nonrandom but time-varying interest rate, we can explicitly solve for the optimal policy under the wealth-dependent HARA utility. It is a combination of a bond holding scheme and the corresponding simpler CRRA strategy. Under incomplete markets with a stochastic volatility model estimated on US equity data, wealth-dependence introduces sophisticated cycle-dependence for optimal policy and hysteresis effect in Sharpe ratio.

Published
2020
Full Text
View/download PDF

32. Spanning analysis of stock market anomalies under Prospect Stochastic Dominance

Author

Nikolas Topaloglou, Stelios Arvanitis, and Olivier Scaillet

Subjects
History, Polymers and Plastics, Linear programming, Computer science, Stochastic dominance, Investment (macroeconomics), Industrial and Manufacturing Engineering, Set (abstract data type), Value (economics), Econometrics, Portfolio, Stock market, Market anomaly, Business and International Management
Abstract

We develop and implement methods for determining whether introducing new securities or relaxing investment constraints improves the investment opportunity set for prospect investors. We formulate a new testing procedure for prospect spanning for two nested portfolio sets based on subsampling and Linear Programming. In an application, we use the prospect spanning framework to evaluate whether well-known anomalies are spanned by standard factors. We find that of the strategies considered, many expand the opportunity set of the prospect type investors, thus have real economic value for them. In-sample and out-of-sample results prove remarkably consistent in identifying genuine anomalies for prospect investors.

Published
2020
Full Text
View/download PDF

33. Swag: A Wrapper Method for Sparse Learning

Author

Roberto Molinari, Cesare Miglioli, Gaetan Bakalli, Olivier Scaillet, Samuel Orso, and Stéphane Guerrier

Subjects
FOS: Computer and information sciences, Computer Science - Machine Learning, J.2, J.3, Meta learning (computer science), Computer science, Big data, Machine Learning (stat.ML), Feature selection, 02 engineering and technology, Overfitting, Machine learning, computer.software_genre, 01 natural sciences, 68T09, 68T20, Machine Learning (cs.LG), 010104 statistics & probability, Statistics - Machine Learning, 0202 electrical engineering, electronic engineering, information engineering, 0101 mathematics, Greedy algorithm, Data collection, I.2.6, business.industry, I.2.8, Ensemble learning, Predictive power, 020201 artificial intelligence & image processing, Artificial intelligence, business, computer
Abstract

Predictive power has always been the main research focus of learning algorithms with the goal of minimizing the test error for supervised classification and regression problems. While the general approach for these algorithms is to consider all possible attributes in a dataset to best predict the response of interest, an important branch of research is focused on sparse learning in order to avoid overfitting which can greatly affect the accuracy of out-of-sample prediction. However, in many practical settings we believe that only an extremely small combination of different attributes affect the response whereas even sparse-learning methods can still preserve a high number of attributes in high-dimensional settings and possibly deliver inconsistent prediction performance. As a consequence, the latter methods can also be hard to interpret for researchers and practitioners, a problem which is even more relevant for the “black-box”-type mechanisms of many learning approaches. Finally, aside from needing to quantify prediction uncertainty, there is often a problem of replicability since not all data-collection procedures measure (or observe) the same attributes and therefore cannot make use of proposed learners for testing purposes. To address all the previous issues, we propose to study a procedure that combines screening and wrapper methods and aims to find a library of extremely low-dimensional attribute combinations (with consequent low data collection and storage costs) in order to (i) match or improve the predictive performance of any particular learning method which uses all attributes as an input (including sparse learners); (ii) provide a low-dimensional network of attributes easily interpretable by researchers and practitioners; and (iii) increase the potential replicability of results due to a diversity of attribute combinations defining strong learners with equivalent predictive power. We call this algorithm “Sparse Wrapper AlGorithm” (SWAG).

Published
2020
Full Text
View/download PDF

34. Hedge Fund Performance under Misspecified Models

Author

Laurent Barras, David Ardia, Olivier Scaillet, and Patrick Gagliardini

Subjects
History, Polymers and Plastics, business.industry, Variance (accounting), Industrial and Manufacturing Engineering, Hedge fund, Key factors, Momentum (finance), Carry (investment), Econometrics, Economics, Capital asset pricing model, Trading strategy, Business and International Management, business
Abstract

We develop a new approach for evaluating the entire alpha distribution across hedge funds. Our methodology allows for performance comparisons between models that are misspecified – a common feature given the numerous factors that drive hedge fund returns. Empirically, we find that the standard models used in previous work are subject to misspecification as they perform like the CAPM and produce large and positive hedge funds alphas. We then construct a new model based on alternative trading strategies (including variance, carry, and time-series momentum) and document a large and statistically significant decrease in performance. Whereas this new model remains misspecified, it identifies several key factors that drive hedge fund returns.

Published
2020
Full Text
View/download PDF

35. Storage conditions of the mafic and silicic magmas at Cotopaxi, Ecuador

Author

Patricia Mothes, Indira Molina, Joan Andújar, Bruno Scaillet, Caroline Martel, Michel Pichavant, Institut des Sciences de la Terre d'Orléans - UMR7327 (ISTO), Bureau de Recherches Géologiques et Minières (BRGM) (BRGM)-Observatoire des Sciences de l'Univers en région Centre (OSUC), Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Institut national des sciences de l'Univers (INSU - CNRS)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Magma - UMR7327, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Institut national des sciences de l'Univers (INSU - CNRS)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Bureau de Recherches Géologiques et Minières (BRGM) (BRGM)-Observatoire des Sciences de l'Univers en région Centre (OSUC), instituto Geofísico, Escuela Politécnica Nacional (EPN), and European Project: 282759,EC:FP7:ENV,FP7-ENV-2011,VUELCO(2011)

Subjects
Rhyolite, Experimental petrology, 010504 meteorology & atmospheric sciences, Cotopaxi, Lava, Geochemistry, [SDU.STU]Sciences of the Universe [physics]/Earth Sciences, Silicic, Pyroclastic rock, 010502 geochemistry & geophysics, 01 natural sciences, Eruptive dynamics, Geochemistry and Petrology, [SDU.STU.VO]Sciences of the Universe [physics]/Earth Sciences/Volcanology, 0105 earth and related environmental sciences, Fractional crystallization (geology), biology, Andesites, Andesite, biology.organism_classification, Geophysics, [SDU]Sciences of the Universe [physics], 13. Climate action, Phenocryst, Scoria, Mafic, Geology
Abstract

International audience; The 2015 reactivation of the Cotopaxi volcano urges us to understand the complex eruptive dynamics of Cotopaxi for better management of a potential major crisis in the near future. Cotopaxi has commonly transitioned from andesitic eruptions of strombolian style (lava flows and scoria ballistics) or nuées ardentes (pyroclastic flows and ash falls) to highly explosive rhyolitic ignimbrites (pumiceous pyroclastic flows), which entail drastically different risks. To better interpret geophysical and geochemical signals, Cotopaxi magma storage conditions were determined via existing phase-equilibrium experiments that used starting materials chemically close to the Cotopaxi andesites and rhyolites. The results suggest that Cotopaxi's most mafic andesites (last erupted products) can be stored over a large range of depth from ~7 km to ≥16 km below the summit (pressure from ~200 to ≥400 MPa), 1000 °C, NNO +2, and contain 4.5–6.0±0.7 wt% H2O dissolved in the melt in equilibrium with ~30–40% phenocrysts of plagioclase, two pyroxenes, and Fe-Ti oxides. These mafic andesites sometimes evolve towards more silicic andesites by cooling to 950 °C. Rhyolitic magmas are stored at 200–300 MPa (i.e. ~7–11 km below the summit), 750 °C, NNO +2, and contain ~6–8 wt% H2O dissolved in a nearly aphyric melt (

Published
2018
Full Text
View/download PDF

40. Non-Standard Errors

Author

Menkveld, Albert J., primary, Dreber, Anna, additional, Holzmeister, Felix, additional, Huber, Juergen, additional, Johanneson, Magnus, additional, Kirchler, Michael, additional, Razen, Michael, additional, Weitzel, Utz, additional, Abad, David, additional, Abudy, Menachem (Meni), additional, Adrian, Tobias, additional, Ait-Sahalia, Yacine, additional, Akmansoy, Olivier, additional, Alcock, Jamie, additional, Alexeev, Vitali, additional, Aloosh, Arash, additional, Amato, Livia, additional, Amaya, Diego, additional, Angel, James J., additional, Bach, Amadeus, additional, Baidoo, Edwin, additional, Bakalli, Gaetan, additional, Barbon, Andrea, additional, Bashchenko, Oksana, additional, Bindra, Parampreet Christopher, additional, Bjonnes, Geir Hoidal, additional, Black, Jeffrey R., additional, Black, Bernard S., additional, Bohorquez, Santiago, additional, Bondarenko, Oleg, additional, Bos, Charles S., additional, Bosch-Rosa, Ciril, additional, Bouri, Elie, additional, Brownlees, Christian T., additional, Calamia, Anna, additional, Cao, Viet Nga, additional, Capelle-Blancard, Gunther, additional, Capera, Laura, additional, Caporin, Massimiliano, additional, Carrion, Allen, additional, Caskurlu, Tolga, additional, Chakrabarty, Bidisha, additional, Chernov, Mikhail, additional, Cheung, William Ming Yan, additional, Chincarini, Ludwig B., additional, Chordia, Tarun, additional, Chow, Sheung Chi, additional, Clapham, Benjamin, additional, Colliard, Jean-Edouard, additional, Comerton-Forde, Carole, additional, Curran, Edward, additional, Dao, Thong, additional, Dare, Wale, additional, Davies, Ryan J., additional, De Blasis, Riccardo, additional, De Nard, Gianluca, additional, Declerck, Fany, additional, Deev, Oleg, additional, Degryse, Hans, additional, Deku, Solomon, additional, Desagre, Christophe, additional, Van Dijk, Mathijs A., additional, Dim, Chukwuma, additional, Dimpfl, Thomas, additional, Dong, Yun Jiang, additional, Drummond, Philip, additional, Dudda, Tom, additional, Dumitrescu, Ariadna, additional, Dyakov, Teodor, additional, Dyhrberg, Anne Haubo, additional, Dzieliński, Michał, additional, Eksi, Asli, additional, El Kalak, Izidin, additional, ter Ellen, Saskia, additional, Eugster, Nicolas, additional, Evans, Martin D.D., additional, Farrell, Michael, additional, Félez-Viñas, Ester, additional, Ferrara, Gerardo, additional, FERROUHI, El Mehdi, additional, Flori, Andrea, additional, Fluharty-Jaidee, Jonathan, additional, Foley, Sean, additional, Fong, Kingsley Y. L., additional, Foucault, Thierry, additional, Franus, Tatiana, additional, Franzoni, Francesco A., additional, Frijns, Bart, additional, Frömmel, Michael, additional, Fu, Servanna, additional, Füllbrunn, Sascha, additional, Gan, Baoqing, additional, Gehrig, Thomas, additional, Gerritsen, Dirk, additional, Gil-Bazo, Javier, additional, Glosten, Lawrence R., additional, Gomez, Thomas, additional, Gorbenko, Arseny, additional, Güçbilmez, Ufuk, additional, Grammig, Joachim, additional, Gregoire, Vincent, additional, Hagströmer, Björn, additional, Hambuckers, Julien, additional, Hapnes, Erik, additional, Harris, Jeffrey H., additional, Harris, Lawrence, additional, Hartmann, Simon, additional, Hasse, Jean-Baptiste, additional, Hautsch, Nikolaus, additional, He, Xue-Zhong 'Tony', additional, Heath, Davidson, additional, Hediger, Simon, additional, Hendershott, Terrence J., additional, Hibbert, Ann Marie, additional, Hjalmarsson, Erik, additional, Hoelscher, Seth, additional, Hoffmann, Peter, additional, Holden, Craig W., additional, Horenstein, Alex R., additional, Huang, Wenqian, additional, Huang, Da, additional, Hurlin, Christophe, additional, Ivashchenko, Alexey, additional, Iyer, Subramanian R., additional, Jahanshahloo, Hossein, additional, Jalkh, Naji, additional, Jones, Charles M., additional, Jurkatis, Simon, additional, Jylha, Petri, additional, Kaeck, Andreas, additional, Kaiser, Gabriel, additional, Karam, Arzé, additional, Karmaziene, Egle, additional, Kassner, Bernhard, additional, Kaustia, Markku, additional, Kazak, Ekaterina, additional, Kearney, Fearghal, additional, van Kervel, Vincent, additional, Khan, Saad, additional, Khomyn, Marta, additional, Klein, Tony, additional, Klein, Olga, additional, Klos, Alexander, additional, Koetter, Michael, additional, Krahnen, Jan Pieter, additional, Kolokolov, Aleksey, additional, Korajczyk, Robert A., additional, Kozhan, Roman, additional, Kwan, Amy, additional, Lajaunie, Quentin, additional, Lam, Full Yet Eric Campbell, additional, Lambert, Marie, additional, Langlois, Hugues, additional, Lausen, Jens, additional, Lauter, Tobias, additional, Leippold, Markus, additional, Levin, Vladimir, additional, Li, Yijie, additional, Li, (Michael) Hui, additional, Liew, Chee Yoong, additional, Lindner, Thomas, additional, Linton, Oliver B., additional, Liu, Jiacheng, additional, Liu, Anqi, additional, Llorente-Alvarez, Jesus-Guillermo, additional, Lof, Matthijs, additional, Lohr, Ariel, additional, Longstaff, Francis A., additional, Lopez-Lira, Alejandro, additional, Mankad, Shawn, additional, Mano, Nicola, additional, Marchal, Alexis, additional, Martineau, Charles, additional, Mazzola, Francesco, additional, Meloso, Debrah C, additional, Mihet, Roxana, additional, Mohan, Vijay, additional, Moinas, Sophie, additional, Moore, David, additional, Mu, Liangyi, additional, Muravyev, Dmitriy, additional, Murphy, Dermot, additional, Neszveda, Gabor, additional, Neumeier, Christian, additional, Nielsson, Ulf, additional, Nimalendran, Mahendrarajah, additional, Nolte, Sven, additional, Nordén, Lars L., additional, O'Neill, Peter, additional, Obaid, Khaled, additional, Ødegaard, Bernt Arne, additional, Östberg, Per, additional, Painter, Marcus, additional, Palan, Stefan, additional, Palit, Imon, additional, Park, Andreas, additional, Pascual Gascó, Roberto, additional, Pasquariello, Paolo, additional, Pastor, Lubos, additional, Patel, Vinay, additional, Patton, Andrew J., additional, Pearson, Neil D., additional, Pelizzon, Loriana, additional, Pelster, Matthias, additional, Pérignon, Christophe, additional, Pfiffer, Cameron, additional, Philip, Richard, additional, Plíhal, Tomáš, additional, Prakash, Puneet, additional, Press, Oliver-Alexander, additional, Prodromou, Tina, additional, Putnins, Talis J., additional, Raizada, Gaurav, additional, Rakowski, David A., additional, Ranaldo, Angelo, additional, Regis, Luca, additional, Reitz, Stefan, additional, Renault, Thomas, additional, Wang, Renjie, additional, Renò, Roberto, additional, Riddiough, Steven, additional, Rinne, Kalle, additional, Rintamäki, Paul, additional, Riordan, Ryan, additional, RITTMANNSBERGER, Thomas, additional, Rodríguez Longarela, Iñaki, additional, Rösch, Dominik, additional, Rognone, Lavinia, additional, Roseman, Brian, additional, Rosu, Ioanid, additional, Roy, Saurabh, additional, Rudolf, Nicolas, additional, Rush, Stephen, additional, Rzayev, Khaladdin, additional, Rzeźnik, Aleksandra, additional, Sanford, Anthony, additional, Sankaran, Harikumar, additional, Sarkar, Asani, additional, Sarno, Lucio, additional, Scaillet, Olivier, additional, Scharnowski, Stefan, additional, Schenk-Hoppé, Klaus Reiner, additional, Schertler, Andrea, additional, Schneider, Michael, additional, Schroeder, Florian, additional, Schürhoff, Norman, additional, Schuster, Philipp, additional, Schwarz, Marco A., additional, Seasholes, Mark S., additional, Seeger, Norman, additional, Shachar, Or, additional, Shkilko, Andriy, additional, Shui, Jessica, additional, Sikic, Mario, additional, Simion, Giorgia, additional, Smales, Lee A., additional, Söderlind, Paul, additional, Sojli, Elvira, additional, Sokolov, Konstantin, additional, Spokeviciute, Laima, additional, Stefanova, Denitsa, additional, Subrahmanyam, Marti G., additional, Neusüss, Sebastian, additional, Szaszi, Barnabas, additional, Talavera, Oleksandr, additional, Tang, Yuehua, additional, Taylor, Nicholas, additional, Tham, Wing Wah, additional, Theissen, Erik, additional, Thimme, Julian, additional, Tonks, Ian, additional, Tran, Hai, additional, Trapin, Luca, additional, Trolle, Anders B., additional, Vaduva, Maria, additional, Valente, Giorgio, additional, Van Ness, Robert A., additional, Vasquez, Aurelio, additional, Verousis, Thanos, additional, Verwijmeren, Patrick, additional, Vilhelmsson, Anders, additional, Vilkov, Grigory, additional, Vladimirov, Vladimir, additional, Vogel, Sebastian, additional, Voigt, Stefan, additional, Wagner, Wolf, additional, Walther, Thomas, additional, Weiss, Patrick, additional, van der Wel, Michel, additional, Werner, Ingrid M., additional, Westerholm, P. Joakim, additional, Westheide, Christian, additional, Wipplinger, Evert, additional, Wolf, Michael, additional, Wolff, Christian C. P., additional, Wolk, Leonard, additional, Wong, Wing Keung, additional, Wrampelmeyer, Jan, additional, Wu, Zhen-Xing, additional, Xia, Shuo, additional, Xiu, Dacheng, additional, Xu, Ke, additional, Xu, Caihong, additional, Yadav, Pradeep K., additional, Yagüe, José, additional, Yan, Cheng, additional, Yang, Antti, additional, Yoo, Woongsun, additional, Yu, Wenjia, additional, Yu, Shihao, additional, Yueshen, Bart Zhou, additional, Yuferova, Darya, additional, Zamojski, Marcin, additional, Zareei, Abalfazl, additional, Zeisberger, Stefan, additional, Zhang, Sarah, additional, Zhang, Xiaoyu, additional, Zhong, Zhuo, additional, Zhou, Z. Ivy, additional, Zhou, Chen, additional, Zhu, Xingyu, additional, Zoican, Marius, additional, Zwinkels, Remco C.J., additional, Chen, Jian, additional, Duevski, Teodor, additional, Gao, Ge, additional, Gemayel, Roland, additional, Gilder, Dudley, additional, Kuhle, Paul, additional, Pagnotta, Emiliano, additional, Pelli, Michele, additional, Sönksen, Jantje, additional, Zhang, Lu, additional, Ilczuk, Konrad, additional, Bogoev, Dimitar, additional, Qian, Ya, additional, Wika, Hans C., additional, Yu, Yihe, additional, Zhao, Lu, additional, Mi, Michael, additional, and Bao, Li, additional

Published
2021
Full Text
View/download PDF

41. Magmatic epidote in Archean granitoids of the Carajás Province, Amazonian craton, and its stability during magma rise and emplacement

Author

Luan Alexandre Martins de Sousa, Ingrid Roberta Viana da Cunha, Roberto Dall'Agnol, Bruno Scaillet, Federal University of Para - Universidade Federal do Para [Belem - Brésil], Institut des Sciences de la Terre d'Orléans - UMR7327 (ISTO), Centre National de la Recherche Scientifique (CNRS)-Université d'Orléans (UO)-Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire des Sciences de l'Univers en région Centre (OSUC), Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Bureau de Recherches Géologiques et Minières (BRGM) (BRGM), Magma - UMR7327, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Bureau de Recherches Géologiques et Minières (BRGM) (BRGM)-Centre National de la Recherche Scientifique (CNRS)-Université d'Orléans (UO)-Institut national des sciences de l'Univers (INSU - CNRS)-Observatoire des Sciences de l'Univers en région Centre (OSUC), ANR-10-LABX-0100,VOLTAIRE,Geofluids and Volatil elements – Earth, Atmosphere, Interfaces – Resources and Environment(2010), and ANR-11-EQPX-0036,PLANEX,Planète Expérimentation: simulation et analyse in-situ en conditions extrêmes(2011)

Subjects
Archean, Pluton, Geochemistry, [SDU.STU]Sciences of the Universe [physics]/Earth Sciences, engineering.material, 010502 geochemistry & geophysics, 01 natural sciences, 010503 geology, Epidotes, Magmatic epidote, 0105 earth and related environmental sciences, Earth-Surface Processes, geography, Sanukitoid, geography.geographical_feature_category, Viscosity, Carajás province, Geology, Crust, Epidote, Craton, [SDU]Sciences of the Universe [physics], Magma, engineering, Incremental growth, Dissolution
Abstract

International audience; In the Rio Maria and Sapucaia Domains of the Carajás Province, during the Mesoarchean, tonalite-trondhjemite-granodiorite (TTG) series (2.98–2.92 Ga; Colorado Trondhjemite) and sanukitoid rocks (∼2.87 Ga; Rio Maria Suite of Ourilândia do Norte) were formed. They were followed, in the Neoarchean (2.75–2.73 Ga), by numerous stocks of granitoids similar to A-type granites (Vila Jussara Suite). Despite the compositional differences between these granitoids, epidote is a mineral phase common to all of them, with pistacite contents of 26–29 mol% in TTGs, 22–33 mol% in sanukitoids and 25–30 mol% in Neoarchean granitoids. The study of the dissolution kinetics of Archean epidotes of the Carajás Province reveals that the partial dissolution time of their crystals was ∼4–10 years, with corresponding magma ascent rates of 4–8 km/year. Magma viscosities at liquidus temperature were estimated at 105.3 Pa s for TTG magma and 102.5 Pa s for sanukitoid magma, whereas monzogranitic magmas of the Vila Jussara Suite exhibited a viscosity of 104.4 Pa s. In contrast, the viscosity of tonalitic magma of the Vila Jussara Suite was 103.5 Pa s. The preservation of magmatic epidote in Archean granitoids requires that the plutons grew in an incremental way, similar to their Phanerozoic counterparts, with the stacking of small sill-dykes of about 100 m thickness each intruded in a rather cold crust, allowing fast cooling rates so as to prevent complete dissolution of epidote at the final emplacement level.

Published
2021
Full Text
View/download PDF

42. Experimental and thermodynamic constraints on mineral equilibrium inpantelleritic magmas

Author

Bruno Scaillet, Silvio G. Rotolo, John C. White, Ida Di Carlo, Pierangelo Romano, Joan Andújar, Dipartimento di Scienze della Terra e del Mare [Palermo] (DiSTeM), Università degli studi di Palermo - University of Palermo, Institut des Sciences de la Terre d'Orléans - UMR7327 (ISTO), Bureau de Recherches Géologiques et Minières (BRGM) (BRGM)-Observatoire des Sciences de l'Univers en région Centre (OSUC), Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université d'Orléans (UO)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Institut national des sciences de l'Univers (INSU - CNRS)-Centre National de la Recherche Scientifique (CNRS)-Université d'Orléans (UO)-Observatoire de Paris, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Institut national des sciences de l'Univers (INSU - CNRS)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS), Magma - UMR7327, Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)-Institut national des sciences de l'Univers (INSU - CNRS)-Université d'Orléans (UO)-Centre National de la Recherche Scientifique (CNRS)-Bureau de Recherches Géologiques et Minières (BRGM) (BRGM)-Observatoire des Sciences de l'Univers en région Centre (OSUC), Eastern Kentucky University, Istituto Nazionale di Geofisica e Vulcanologia - Sezione di Palermo (INGV), Istituto Nazionale di Geofisica e Vulcanologia, ANR-10-LABX-0100,VOLTAIRE,Geofluids and Volatil elements – Earth, Atmosphere, Interfaces – Resources and Environment(2010), ANR-11-EQPX-0036,PLANEX,Planète Expérimentation: simulation et analyse in-situ en conditions extrêmes(2011), Romano P., Scaillet B., White J.C., Andujar J., Di Carlo I., and Rotolo S.G.

Subjects
Mineral, Olivine, 010504 meteorology & atmospheric sciences, Anorthoclase, Settore GEO/07 - Petrologia E Petrografia, Geochemistry, [SDU.STU]Sciences of the Universe [physics]/Earth Sciences, Geology, Liquidus, engineering.material, 010502 geochemistry & geophysics, 01 natural sciences, Peralkaline rock, Experimental Petrology, Aenigmatite, [SDU]Sciences of the Universe [physics], Geochemistry and Petrology, Mineral Equilibria, engineering, Fayalite, Peralkaline magmas, Pantellerite, Amphibole, 0105 earth and related environmental sciences
Abstract

Crystallization experiments on two pantellerites from Pantelleria, Italy, provide new evidence for the relationships between mineral phases in pantelleritic rocks as well as the influence of temperature and redox conditions on mineral assemblages. Experiments were performed at 1 kbar with temperature ranging between 750–900°C, and fluid saturation conditions with XH2O (=H2O/H2O+CO2) between 0 and 1. Redox conditions were fixed at, or slightly below, the FMQ buffer. Results show that at temperature of 900 °C pantelleritic magmas are well above the liquidus regardless their water content; we also observed a decrease in liquidus temperature (800°C) with increasingly reducing conditions. Mineral assemblages of the natural rocks have been successfully reproduced, particularly the relationship between fayalite and aenigmatite, which appear to be strongly controlled by melt peralkalinity, temperature and redox conditions. This is the first time that fayalitic olivine have been synthetized in experimental studies on pantellerites, which was found to be stable only for temperatures ≥750°C while amphibole can be stable at temperatures as high as 800°C at high fF2. Experimental results have been compared with the composition of mineral phases as well as with the results obtained from mineral equilibrium, geothermometry, and oxygen barometry studies on pantelleritic lava and tuffs from Pantelleria (Italy), Eburru (Kenya) and Menengai (Kenya). Petrological characteristics appear similar at different locations worldwide, with typical assemblages of anorthoclase and sodian clinopyroxene with variable fayalite, aenigmatite, Fe-Ti oxides and amphibole.

Published
2020
Full Text
View/download PDF

43. Diffusion and fluid interaction in Itrongay pegmatite (Madagascar): Evidence from in situ 40Ar/39Ar dating of gem-quality alkali feldspar and U Pb dating of protogenetic apatite inclusions

Author

Popov, Daniil V., primary, Spikings, Richard A., additional, Scaillet, Stéphane, additional, O'Sullivan, Gary, additional, Chew, David, additional, Badenszki, Eszter, additional, Daly, J. Stephen, additional, Razakamanana, Théodore, additional, and Davies, Joshua H.F.L., additional

Published
2020
Full Text
View/download PDF

48. PROFAST: A randomised trial implementing enhanced recovery after surgery for highcomplexity advanced ovarian cancer surgery

Author

Sánchez-Iglesias, José Luis, primary, Carbonell-Socias, Melchor, additional, Pérez-Benavente, Ma Assumpció, additional, Monreal Clua, Sonia, additional, Manrique-Muñoz, Susana, additional, García Gorriz, Manel, additional, Burgos-Peláez, Rosa, additional, Segurola Gurrutxaga, Hegoi, additional, Pamies Serrano, Mónica, additional, Pilar Gutiérrez-Barceló, Ma Del, additional, Serrano-Castro, Susana, additional, Balcells-Farré, Ma Teresa, additional, Pérez-Barragán, Carmen, additional, Scaillet-Houberechts, Axelle, additional, Cossio-Gil, Yolima, additional, and Gil-Moreno, Antonio, additional

Published
2020
Full Text
View/download PDF

Catalog

Books, media, physical & digital resources
See catalog results