Effect assessment of nanoparticles toxicity in the terrestrial compartment

Over 11 million tons of nanomaterials (NMs) have been produced in 2012 and predictions point the increase in production. Despite predictions and extended usage via consumer products and industry, the understanding of the potential impact of these materials on the environment is virtually absent. The main aim of this thesis is to understand how a selected group of nanomaterials (metal based particles) may impact soil invertebrates, with special focus on the mechanisms of response. Since a case-by-case Environmental Risk Assessment (ERA) of all the emerging contaminants (particularly NMs) is impossible, among others due to time and cost reasons, to gain understanding on the mechanism of action and response is very important to reach a common paradigm. Understanding the modes of action provides predictive characters in cross particle extrapolation. Besides, it also provides insight for the production of new and sustainable materials. Overall, the effects of the selected NMs (Copper and Silver, Titanium and Zirconium oxides) and the respective salt forms, were investigated at the gene expression (using high-throughput tools, microarray and qPCR technology), biochemical (using enzymatic assays for analysis of oxidative stress markers) and organism (survival and reproduction as in OECD test guidelines) levels, this using standard soil species (Enchytraeus albidus, Enchytraeus crypticus, Eisenia fetida). Gene expression analysis provided valuable information on the mechanisms affected by each of the NMs. The gene expression profile highlighted a (nano)material signature and the effect of the duration of exposure. The functional analyses integrated with the biochemical and organism data, revealed a good understanding power. The biochemical parameters (oxidative stress related) were distinct across the materials and also influenced by duration of exposure and concentration. The standardized organismal responses differed the least between the various materials. The overall outcome is that, in this context of NMs effect assessment, gene expression and enzymatic assays introduced a very important knowledge gap, which could not had been achieved by the standard organismal effects alone. A reoccurring issue with some metal based NMs is the possible dissolution and subsequent release of ions that then causes toxicity e.g. Cu-NPs or Ag-NPs release Cu2+ or Ag+. The oxidation state of the particles was investigated, although this was not the focus of the thesis. The study of fate, e.g. dissolution of NPs, is also only in its beginning and the appropriate techniques are currently being developed. The results showed a specific nanoparticle effect. The UV exposure with titanium dioxide nanoparticles increased its effect.

Integer-valued APARCH processes in the analysis of time series of counts

The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (2010), asymmetric responses in volatility are also observed in time series of counts such as the number of intra-day transactions in stocks. In this work, an asymmetric power autoregressive conditional Poisson model is introduced for the analysis of time series of counts exhibiting asymmetric overdispersion. Basic probabilistic and statistical properties are summarized and parameter estimation is discussed. A simulation study is presented to illustrate the proposed model. Finally, an empirical application to a set of data concerning the daily number of stock transactions is also presented to attest for its practical applicability in data analysis.