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Recent empirical studies reveal evidence of the coexistence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD)-based model to take advantage of these heterogeneous characteristics of the price movement and model them in the crude(More)
In this paper, we propose a multiscale dependence-based methodology to analyze the dependence structure and to estimate the downside portfolio risk measures in the energy markets. More specifically, under this methodology, we formulate a new bivariate Empirical Mode Decomposition (EMD) copula based approach to analyze and model the multiscale dependence(More)
Membranes with hierarchical structure exist in biological systems, and bio-inspired building blocks have been used to grow synthetic analogues in the laboratory through self-assembly. The formation of these synthetic membranes is initiated at the interface of two aqueous solutions, one containing cationic peptide amphiphiles (PA) and the other containing(More)
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