Principal component analysis of 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

What is the value of value-at-risk after all?: A conditional approach using quantile regressions

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

Proteomic and Transcriptomic Approaches to Abiotic Stress Tolerance in Rice (Oryza sativaL.)

Dissertação para a obtenção de grau de doutor em Biologia pelo Instituto de Tecnologia Química e Biológica da Universidade Nova de Lisboa

Impairment in the mortagage loan portfolio: The example of Banco Popular portugal

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

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

Three essays on the term structure of interest rates

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Modelling and Forecasting Mortality Patterns

Thesis submitted in partial fulfillment of the requirements for the Degree of Doctor of Statistics and Information Management

Differential exploitation of cashew - a low conflict crop - by sympatric humans and chimpanzees

Modification of natural areas by human activities mostly has a negative impact on wildlife by increasing the geographical and ecological overlap between people and animals. This can result in escalating levels of competition and conflict between humans and wildlife, for example over crops. However, data on specific crops and crop parts that are unattractive to wildlife yet important for human livelihoods are surprisingly scarce, especially considering their potential application to reducing crop damage by wildlife. Here we examine the co-utilization of a nationally important and spatially abundant cash crop, cashew Anacardium occidentalis, by people and chimpanzees Pan troglodytes verus inhabiting a forested–agricultural matrix in Cantanhez National Park in Guinea-Bissau. In this Park people predominantly harvest the marketable cashew nut and discard the unprofitable fruit whereas chimpanzees only consume the fruit. Local farmers generally perceive a benefit of raiding by chimpanzees as they reportedly pile the nuts, making harvesting easier. By ensuring that conflict levels over crops, especially those with high economic importance, remain low, the costs of living in proximity to wildlife can potentially be reduced. Despite high levels of deforestation associated with cashew farming, these findings point to the importance of cashew as a low-conflict crop in this area.

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

Avaliação do ciclo de vida do sistema de produção soja-girassol no cerrado Brasileiro.

RESUMO: O girassol é uma importante cultura na região de Parecis, no Cerrado brasileiro. Em 2014, a região respondeu pela produção de 232.700 t de grãos, 45% da produção nacional. A produção de girassol provém principalmente de um sistema que tem a soja como cultura principal. A associação entre soja e girassol pode reduzir impactos ambientais devido ao uso compartilhado de recursos. Este estudo desenvolveu uma Avaliação de Ciclo de Vida (ACV) ?do berço ao túmulo? do sistema de produção soja-girassol usado na região de Parecis e comparou seu perfil ambiental ao das monoculturas de soja e girassol. Impactos relacionados ao uso do solo (emissões da mudança de uso da terra e calagem) por cada cultura foram alocados em função do tempo de ocupação do solo. O sistema soja-girassol teve impactos ambientais menores em todas as categorias de impacto quando comparado à monocultura de soja e girassol, com o mesmo rendimento. Reduções importantes foram observadas em ?Mudança do Clima?, ?Acidificação Terrestre? e ?Formação de Material Particulado?. ABSTRACT: Sunflower is an important crop in Parecis region of the Brazilian Cerrado. In 2014 the region accounted for the production of 232,700 tons of sunflower grain, 45% of national production. Sunflower production comes mostly from a system that has soybean as the main crop. The association of soybean and sunflower can reduce environmental impacts due to shared use of resources. This study performed a ?cradle to gate? Life Cycle Assessment (LCA) of the soybean-sunflower production system used in Parecis region and compared its environmental profile to that of the monoculture of these two crops. Impacts related to the use of soil (land use change emissions and liming) by each crop were evaluated according to time of soil occupation criterion. Soybean-sunflower system had lower environmental impacts on every impact category comparing to soybean and sunflower monoculture with the same yield. Important reduction were observed on ?Climate change?, ?Terrestrial acidification? and ?Particulate matter formation? categories.

Study of salt stress tolerance in spelt

World population is increasing at an alarming rate while food productivity is decreasing due to the effect of various abiotic stresses. Soil salinity is one of the most important abiotic stress and a limiting factor for worldwide plant production. In addition to its important effects on yield, salt stress affects numerous cellular activities, including cell wall composition, photosynthesis, protein synthesis, ions and organic solutes. Up to 20% of the irrigated arable land in arid and semiarid regions is already salt affected and is still expanding. Improving salt tolerant varieties is of major importance, and efforts should be focused on finding adaptive mechanisms which are involved in salinity tolerance. In this study, several spelt wheat (Triticum aestivum var. Spelta) genotypes and one cultivar of modern bread wheat were used to screen them for salt tolerance. Spelt is an old-European cereal crop currently attracting renewed interest as a food grain because it is said to be harder than wheat and requires less fertilizer. Spelt wheat is also becoming very attractive genetic source by plant breeders due to its wide adaptation ability to various stressful conditions such as soil salinity. In this study morphological parameters (e.g., leaf appearance; shoot elongation), dry matter production, mineral nutrients (especially Na and K), and activity of antioxidative enzymes were measured to select superior genotypes of spelt for salt tolerance. The results showed that Spelt genotype Sp41 is a salt sensitive genotype and genotypes Sp69, Sp96 and Sp912 are good candidates for salt tolerant genotypes.

A SARIMA forecasting model to predict the number of cases of dengue in Campinas, State of São Paulo, Brazil

INTRODUCTION: Forecasting dengue cases in a population by using time-series models can provide useful information that can be used to facilitate the planning of public health interventions. The objective of this article was to develop a forecasting model for dengue incidence in Campinas, southeast Brazil, considering the Box-Jenkins modeling approach. METHODS: The forecasting model for dengue incidence was performed with R software using the seasonal autoregressive integrated moving average (SARIMA) model. We fitted a model based on the reported monthly incidence of dengue from 1998 to 2008, and we validated the model using the data collected between January and December of 2009. RESULTS: SARIMA (2,1,2) (1,1,1)12 was the model with the best fit for data. This model indicated that the number of dengue cases in a given month can be estimated by the number of dengue cases occurring one, two and twelve months prior. The predicted values for 2009 are relatively close to the observed values. CONCLUSIONS: The results of this article indicate that SARIMA models are useful tools for monitoring dengue incidence. We also observe that the SARIMA model is capable of representing with relative precision the number of cases in a next year.

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