Spinal changes after 5-day dry immersion as shown by magnetic resonance imaging (DI-5-CUFFS).

Astronauts frequently report microgravity-induced back pain, which is generally more pronounced in the beginning of a spaceflight. The dry immersion (DI) model reproduces the early effects of microgravity in terms of global support unloading and fluid shift, both of which are involved in back pain pathogenesis. Here, we assessed spinal changes induced by exposure to 5 days of strict DI in 18 healthy men (25-43-yr old) with ( = 9) or without ( = 9) thigh cuffs countermeasure.

A dry immersion model of microgravity modulates platelet phenotype, miRNA signature, and circulating plasma protein biomarker profile.

Ground based research modalities of microgravity have been proposed as innovative methods to investigate the aetiology of chronic age-related conditions such as cardiovascular disease. Dry Immersion (DI), has been effectively used to interrogate the sequelae of physical inactivity (PI) and microgravity on multiple physiological systems. Herein we look at the causa et effectus of 3-day DI on platelet phenotype, and correlate with both miRomic and circulating biomarker expression.

Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach.

This paper provides an analysis of crude oil, diesel, and gasoline prices for the period from November 1, 2019 to December 31, 2020. We apply Log Periodic Power-Law Singularity (LPPLS) and Discrete Scale LPPLS bubble indicators to explore the dynamic bubbles of oil prices and predict their crash times. The results indicate that West Texas Light crude oil and North Sea Brent crude oil experienced a statistically significant negative financial bubble during the COVID-19 outbreak.

Revisiting efficiency in MENA stock markets during political shocks: evidence from a multi-step approach.

In this paper, we attempt to investigate the efficiency of emerging stock markets by considering the advent of dramatic country-specific events. In other words, we analyze and rank the weak-form efficiency levels of emerging stock markets based on a multi-step approach. Our findings support evidence of multifractality and anti-persistent movements of returns, implying a departure from the weak-form efficiency hypothesis.