Fitting the yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Inflation forecasts using the tips yield curve

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Government bond yield spreads in EMU countries: The story of an ephemeral convergence

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

Determinants of the Portuguese government bond yield spread

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Electrochemical and quantum chemical investigations of the insecticide fipronil.

This work describes an electrochemical and quantum chemical investigation of the fipronil insecticide. Cyclic voltammetry (CV) and square wave voltammetry (SWV) experiments were performed over a graphite-polyurethane (GPU) composite electrode. The fipronil molecule presents an one?electron irreversible oxidation reaction. Profiting the SWV signal a square wave stripping voltammetry (SWSV) procedure to determine the fipronil molecule in a 0.10 mol L-1 Britton-Robinson buffer solution, pH 8.0 was developed with accumulation potential and time of 0.50 V and 120 s, respectively. The limits of detection and quantification were 0.80 and 2.67 ?g L-1, respectively. Recovery tests were performed in three natural waters samples with values ranging from 99.67 to 101.37%. Quantum chemical studies showed that the nitrogen atom of the pyrazole group is the most probable oxidation site of the fipronil molecule.

Can the Yield Spread predict economic growth? An assessment for European countries

Double Degree. A Work Project presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA- School of Business and Economics and a Masters Degree in Management from Louvain School of Management

Search-for-yield in Portuguese fixed-income mutual funds and monetary policy

This paper studies the effects of monetary policy on mutual fund risk taking using a sample of Portuguese fixed-income mutual funds in the 2000-2012 period. Firstly I estimate time-varying measures of risk exposure (betas) for the individual funds, for the benchmark portfolio, as well as for a representative equally-weighted portfolio, through 24-month rolling regressions of a two-factor model with two systematic risk factors: interest rate risk (TERM) and default risk (DEF). Next, in the second phase, using the estimated betas, I try to understand what portion of the risk exposure is in excess of the benchmark (active risk) and how it relates to monetary policy proxies (one-month rate, Taylor residual, real rate and first principal component of a cross-section of government yields and rates). Using this methodology, I provide empirical evidence that Portuguese fixed-income mutual funds respond to accommodative monetary policy by significantly increasing exposure, in excess of their benchmarks, to default risk rate and slightly to interest risk rate as well. I also find that the increase in funds’ risk exposure to gain a boost in return (search-for-yield) is more pronounced following the 2007-2009 global financial crisis, indicating that the current historic low interest rates may incentivize excessive risk taking. My results suggest that monetary policy affects the risk appetite of non-bank financial intermediaries.

Solution processed quantum dot photodetectors

To find sustainable solutions for the production of energy, it is necessary to create photovoltaic technologies that make every photon count. To pursue this necessity, in the present work photodetectors of zinc oxide embedded with nano-structured materials, that significantly raise the conversion of solar energy to electric energy, were developed. The novelty of this work is on the development of processing methodologies in which all steps are in solution: quantum dots synthesis, passivation of their surface and sol-gel deposition. The quantum dot solutions with different capping agents were characterized by UVvisible absorption spectroscopy, spectrofluorimetry, dynamic light scattering and transmission electron microscopy. The obtained quantum dots have dimensions between 2 and 3nm. These particles were suspended in zinc acetate solutions and used to produce doped zinc oxide films with embedded quantum dots, whose electric response was tested. The produced nano-structured zinc oxide materials have a superior performance than the bulk, in terms of the produced photo-current. This indicates that an intermediate band material should have been produced that acts as a photovoltaic medium for solar cells. The results are currently being compiled in a scientific article, that is being prepared for possible submission to Energy and Environmental Science or Nanoscale journals.

Saeta Yield utilities

Equity research report

Effect of polymeric matrix on morphology and photoelectric properties of polymer-quantum dots nanocomposites

Recently, CdTe semiconductor quantum dots (QDs) have attracted great interest due to their unique properties [1]. Their dispersion into polymeric matrices would be very for several optoelectronics applications. Despite its importance, there has been relatively little work done on charge transport in the QD polymeric films [2], which is mainly affected by their structural and morphological properties. In the present work, polymer-quantum dot nanocomposites films based on optically transparent polymers in the visible spectral range and CdTe QDs with controlled particle size and emission wavelength, were prepared via solvent casting. Photoluminescent (PL) measurements indicate different emission intensity of the nanocomposites. A blue shift of the emission peak compared to that of QDs in solution occurred, which is attributed to the QDs environment changes. The morphological and structural properties of the CdTe nanocomposites were evaluated. Since better QDs dispersion was achieved, PMMA seemed to be the most promising matrix. Electrical properties measurements indicate an ohmic behavior.

Design of assemblies based on polymer-coated quantum dots and organic dye

During last years, photophysical properties of complexes of semiconductor quantum dots (QDs) with organic dyes have attracted increasing interest. The development of different assemblies based on QDs and organic dyes allows to increase the range of QDs applications, which include imaging, biological sensing and electronic devices.1 Some studies demonstrate energy transfer between QDs and organic dye in assemblies.2 However, for electronic devices purposes, a polymeric matrix is required to enhance QDs photostability. Thus, in order to attach the QDs to the polymer surface it is necessary to chemically modify the polymer to induce electronic charges and stabilize the QDs in the polymer. The present work aims to investigate the design of assemblies based on polymer-coated QDs and an integrated acceptor organic dye. Polymethylmethacrylate (PMMA) and polycarbonate (PC) were used as polymeric matrices, and nile red as acceptor. Additionally, a PMMA matrix modified with 2-mercaptoethylamine is used to improve the attachment between both the donor (QDs) and the acceptor (nile red), as well as to induce a covalent bond between the modified PMMA and the QDs. An enhancement of the energy transfer efficiency by using the modified PMMA is expected and the resulting assembly can be applied for energy harvesting.

Strain induced edge magnetism at zigzag edge of a graphene quantum dot

We study the temperature dependent magnetic susceptibility of a strained graphene quantum dot by using the determinant quantum Monte Carlo method. Within the Hubbard model on a honeycomb lattice, our unbiased numerical results show that a relative small interaction $U$ may lead to a edge ferromagnetic like behavior in the strained graphene quantum dot, and a possible room temperature transition is suggested. Around half filling, the ferromagnetic fluctuations at the zigzag edge is strengthened both markedly by the on-site Coulomb interaction and the strain, especially in low temperature region. The resultant strongly enhanced ferromagnetic like behavior may be important for the development of many applications.

Effect of surface plasmon resonance in TiO2/Au thin films on the fluorescence of self-assembled CdTe QDs structure

The exceptional properties of localised surface plasmons (LSPs), such as local field enhancement and confinement effects, resonant behavior, make them ideal candidates to control the emission of luminescent nanoparticles. In the present work, we investigated the LSP effect on the steady-state and time-resolved emission properties of quantum dots (QDs) by organizing the dots into self-assembled dendrite structures deposited on plasmonic nanostructures. Self-assembled structures consisting of water-soluble CdTe mono-size QDs, were developed on the surface of co-sputtered TiO2 thin films doped with Au nanoparticles (NPs) annealed at different temperatures. Their steady-state fluorescence properties were probed by scanning the spatially resolved emission spectra and the energy transfer processes were investigated by the fluorescence lifetime imaging (FLIM) microscopy. Our results indicate that a resonant coupling between excitons confined in QDs and LSPs in Au NPs located beneath the self-assembled structure indeed takes place and results in (i) a shift of the ground state luminescence towards higher energies and onset of emission from excited states in QDs, and (ii) a decrease of the ground state exciton lifetime (fluorescence quenching).

Biomass production and essential oil yield from leaves, fine stems and resprouts using pruning the crown of Aniba canelilla (H.B.K.) (Lauraceae) in the Central Amazon

Aniba canelilla (H.B.K.) Mez. is a tree species from Amazon that produces essential oil. The oil extraction from its leaves and stems can be an alternative way to avoid the tree cutting for production of essential oil. The aim of this study was to analyse factors that may influence the essential oil production and the biomass of resprouts after pruning the leaves and stems of A. canelilla trees. The tree crowns were pruned in the wet season and after nine months the leaves and stems of the remaining crown and the resprouts were collected, in the dry season. The results showed that the essential oil yield and chemical composition differed among the stems, leaves and resprouts. The stems' essential oil production differed between the seasons and had a higher production in the resprouting stems than the old stems of the remaining crown. The production of essential oil and leaf biomass of resprouts were differently related to the canopy openness, indicating that light increases the production of the essential oil and decreases the biomass of resprouting leaves. This study revealed that plant organs differ in their essential oil production and that the canopy openness must be taken into account when pruning the A. canelilla tree crown in order to achieve higher oil productivity.