Herbicidal activity of volatiles from coriander, winter savory, cotton lavender, and thyme isolated by hydrodistillation and supercritical fluid extraction

The volatiles from Coriandrum sativum L., Satureja montana L., Santolina chamaecyparissus L., and Thymus vulgaris L. were isolated by hydrodistillation (essential oil) and supercritical fluid extraction (volatile oil). Their effect on seed germination and root and shoot growth of the surviving seedlings of four crops (Zea mays L., Triticum durum L., Pisum sativum L., and Lactuca sativa L.) and two weeds (Portulaca oleracea L. and Vicia sativa L.) was investigated and compared with those of two synthetic herbicides, Agrocide and Prowl. The volatile oils of thyme and cotton lavender seemed to be promising alternatives to the synthetic herbicides because they were the least injurious to the crop species. The essential oil of winter savory, on the other hand, affected both crop and weeds and can be appropriate for uncultivated fields.

Ação dos Dr. Palhaços em contexto hospitalar com crianças em risco de desenvolvimento

Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção de grau de Mestre em Ciências da Educação - Especialidade Intervenção Precoce

Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.