Volatility Triggered Range Forward (VTRF): an instrument for protection against volatility fluctuations in the BRL/USD pair

Este trabalho propõe um instrumento capaz de absorver choques no par BRL/USD, garantindo ao seu detentor a possibilidade de realizar a conversão entre essas moedas a uma taxa observada recentemente. O Volatility Triggered Range Forward assemelha-se a um instrumento forward comum, cujo preço de entrega não é conhecido inicialmente, mas definido no momento em que um nível de volatilidade pré-determinado for atingido na cotação das moedas ao longo da vida do instrumento. Seu cronograma de ajustes pode ser definido para um número qualquer de períodos. Seu apreçamento e controle de riscos é baseado em uma árvore trinomial ponderada entre dois possíveis regimes de volatilidade. Esses regimes são determinados após um estudo na série BRL/USD no período entre 2003 e 2009, basedo em um modelo Switching Autoregressive Conditional Heteroskedasticity (SWARCH).

Development and evaluation of a range anxiety-reducing business model for connected full electric vehicles

This thesis develops and evaluates a business model for connected full electric vehicles (FEV) for the European market. Despite a promoting political environment, various barriers have thus far prevented the FEV from becoming a mass-market vehicle. Besides cost, the most noteworthy of these barriers is represented by range anxiety, a product of FEVs’ limited range, lacking availability of charging infrastructure, and long recharging times. Connected FEVs, which maintain a constant connection to the surrounding infrastructure, appear to be a promising element to overcome drivers’ range anxiety. Yet their successful application requires a well functioning FEV ecosystem which can only be created through the collaboration of various stakeholders such as original equipment manufacturers (OEM), first tier suppliers (FTS), charging infrastructure and service providers (CISP), utilities, communication enablers, and governments. This thesis explores and evaluates how a business model, jointly created by these stakeholders, could look like, i.e. how stakeholders could collaborate in the design of products, services, infrastructure, and advanced mobility management, to meet drivers with a sensible value proposition that is at least equivalent to that of internal combustion engine (ICE) cars. It suggests that this value proposition will be an end-2-end package provided by CISPs or OEMs that comprises mobility packages (incl. pay per mile plans, battery leasing, charging and battery swapping (BS) infrastructure) and FEVs equipped with an on-board unit (OBU) combined with additional services targeted at range anxiety reduction. From a theoretical point of view the thesis answers the question which business model framework is suitable for the development of a holistic, i.e. all stakeholder-comprising business model for connected FEVs and defines such a business model. In doing so the thesis provides the first comprehensive business model related research findings on connected FEVs, as prior works focused on the much less complex scenario featuring only “offline” FEVs.

Supply chain turbulence: the impact of a mid-range event in multi-tier, multi-dimension supply chains

Nota: A autora agradece à Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP) pela concessão de bolsa de estudos para o desenvolvimento deste projeto de pesquisa.

Síntese e caracterização de catalisadores nanométricos de LaSrNiO4 para aplicação em dessulfurização de tiofeno

The mixed metal oxides constitute an important class of catalytic materials widely investigated in different fields of applications. Studies of rare earth nickelates have been carried by several researchers in order to investigate the structural stability afforded by oxide formed and the existence of catalytic properties at room temperature. So, this study aims synthesize the nanosized catalyst of nickelate of lanthanum doped with strontium (La(1-x)SrxNiO4-d; x = 0,2 and 0,3), through the Pechini method and your characterization for subsequent application in the desulfurization of thiophene reaction. The precursor solutions were calcined at 300ºC/2h for pyrolysis of polyester and later calcinations occurred at temperatures of 500 - 1000°C. The resulting powders were characterized by thermogravimetric analysis (TG / DTG), surface area for adsorption of N2 by BET method, X-ray diffraction (XRD), scanning electron microscopy (HR_SEM) and spectrometry dispersive energy (EDS). The results of XRD had show that the perovskites obtained consist of two phases (LSN and NiO) and from 700ºC have crystalline structure. The results of SEM evidenced the obtainment of nanometric powders. The results of BET show that the powders have surface area within the range used in catalysis (5-50m2/g). The characterization of active sites was performed by reaction of desulfurization of thiophene at room temperature and 200ºC, the relation F/W equal to 0,7 mol h-1mcat -1. The products of the reaction were separated by gas chromatography and identified by the selective detection PFPD sulfur. All samples had presented conversion above 95%

Estudo morfológico da blenda polimérica poli(metacrilato de metila)/poli(tereftalato de etileno) reciclado (PMMA/PET)

Among the options for plastics modification more convenient, both from a technical-scientific and economic, is the development of polymer blends by processing in the molten state. This work was divide into two stages, with the aim to study the phase morphology of binary blend PMMA / PET blend and this compatibilized by the addition of the poly(methyl methacrylate-co-glycidyl methacrylate-co-ethyl acrylate) copolymer (MMA-GMA-EA). In the first stage is analyzed the morphology of the blend at a preliminary stage where we used the bottle-grade PET in a Haake torque rheometer and the effect of compatibilizer in this blend was evaluated. In the second stage the blend was processed using the recycled PET in a single screw extruder and subsequently injection molding in the shape of specimens for mechanical tests. In both stages we used a transmission electron microscopy (TEM) to observe the morphologies of the samples and an image analyzer to characterize them. In the second stage, as well as analysis by TEM, tensile test, scanning electron microscopy (SEM) and atomic force microscopy (AFM) was performed to correlate the morphology with the mechanical properties. The samples used in morphological analyzes were sliced by cryo-ultramicrotomy technique for the analysis by TEM and the analysis by SEM and AFM, we used the flat face of the block after cut cryogenic. It was found that the size of the dispersed phase decreased with the addition of MMA-GMA-EA in blends prepared in a Haake. In the tensile test, the values of maximum tensile strength and modulus of elasticity is maintained in a range between the value of pure PMMA the pure PET, while the elongation at break was influenced by the composition by weight of the PMMA mixture. The coupling agent corroborated the results presented in the blend PMMA / PETrec / MMA-GMA-EA (80/15/5 %w/w), obtained by TEM, AFM and SEM. It was concluded that the techniques used had a good morphologic correlation, and can be confirmed for final analysis of the morphological characteristics of the blends PMMA / PET

Propriedades tribomecânicas de superfícies de titânio carbonitretadas por plasma

Interstitial compounds of titanium have been mainly studied due to the large range of properties acquired when C, N, O and H atoms are added. In this work, surfaces of TiCxNy were produced by thermochemical treatments assisted by plasma with different proportions of Ar + N2 + CH4 gas mixture. The Ar gas flow was fixed in 4 sccm, varying only N2 and CH4 gas flows. During the thermochemical treatment, the plasma was monitored by Optical Emission Spectroscopy (OES) for the investigation of the influence of active species. After treatments, C and N concentration profile, crystalline and amorphous phases were analyzed by Nuclear Reaction (NRA). Besides tribomechanical properties of the Ti surface were studied through the nanohardness measurements and friction coefficient determination. The worn areas were evaluated by profilometry and Scanning Electronic Microscope (SEM) in order to verify the wear mechanism present in each material. It has been seen which the properties like nanohardness and friction coefficient have strong relation with luminous intensity of species of the plasma, suggesting a using of this characteristic as a parameter of process

Adição de resíduo cerâmico em pastas geopoliméricas para cimentação de poços de petróleo

The development of activities the of oil and gas sector have promoted the search for suitable materials for cementing oil wells. In the state of the Rio Grande do Norte, the integrity of the cement sheath tends to be impaired during steam injection, a procedure necessary to increase oil recovery in reservoirs with low-viscosity oil. The geopolymer is a material that can be used as alternative cement, since it has been used in the production of fire-resistant components, building structures, and for the control of toxic or radioactive residues. Geopolymers result from condensation polymer alkali aluminosilicates and silicates resulting three-dimensional polymeric structures. They are produced in a manner different from that of Portland cement, which is made an activating solution that is mixed with geopolymer precursor. Among the few works studied allowed us to conclude that the pastes prepared with metakaolin as precursor showed better performance of its properties. Several studies show the addition of waste clay as a means of reducing cost and improving end of the folder properties. On this basis, the goal is to study the influence of the addition of ceramic waste in geopolymer paste. To develop the study of rheology tests were carried out, filtered, thickening time, compressive strength, free water, specific gravity and permeability, according to the American Pretoleum Institute (API). The results for all formulations studied show that the folders have high mechanical strength to a light paste; low filtrate volume, absence of free water, very low permeability, slurry, consistent with a light paste, and thickening time low that can be corrected with the use of a retardant handle. For morphological characterization, microstructural, physical, chemical and thermal tests were carried out by XRD, MEV, DTA, TG, FTIR. In the trial of XRD, it was found that geopolymer is an amorphous material, with a peak of crystalline kaolinite. In tests of TG / DTA, revealed the presence of a significant event, which represents the mass loss related to water, and also observed the reduction of weight loss by increasing the concentration of ceramic waste. In the trial of MEV, we found a uniform matrix without the presence of other phases. In the trial of FT-IR, we observed the presence of the band related to water. From all results it was determined that the optimum concentration range of use is between 2.5 and 5% of waste ceramic

Membrana de alumina anódica: comportamento da microestrutura e estudo das propriedades ópticas após tratamento térmico

Thin commercial aluminum electrolytic and passed through reactions was obtained with anodic alumina membranes nanopores. These materials have applications in areas recognized electronic, biomedical, chemical and biological weapons, especially in obtaining nanostructures using these membranes as a substrate or template for processing nanowires, nanodots and nanofibers for applications noble. Previous studies showed that the membranes that have undergone heat treatment temperature to 1300° C underwent changes in morphology, crystal structure and optical properties. This aim, this thesis, a study of the heat treatment of porous anodic alumina membranes, in order to obtain and to characterize the behavior changes structures during the crystallization process of the membranes, at temperatures ranging between 300 and 1700° C. It was therefore necessary to mount a system formed by a tubular furnace resistive alumina tube and controlled environment, applying flux with special blend of Ag-87% and 13% N2, in which argon had the role of carrying out the oxygen nitrogen system and induce the closing of the pores during the densification of the membrane. The duration of heat treatment ranged from 60 to 15 minutes, at temperatures from 300 to 1700° C respectively. With the heat treatment occurred: a drastic reduction of porosity, grain growth and increased translucency of the membrane. For the characterization of the membranes were analyzed properties: Physical - thermogravimetric, X-ray diffraction, BET surface area; morphological - SEM, EDS through compositional and, optical absorbance, and transmittance in the UV-VIS, and FTIR. The results using the SEM showed that crystallization has occurred, densification and significant changes in membrane structure, as well as obtaining microtube, the BET analysis showed a decrease in specific surface area of the membranes has to 44.381 m2.g-1 to less than 1.8 m2.g-1 and in the analysis of transmittance and absorbance was found a value of 16.5% in the range of 800 nm, characteristic of the near infrared and FTIR have confirmed the molecular groups of the material. Thus, one can say that the membranes were mixed characteristics and properties which qualify for use in gas filtration system, as well as applications in the range of optical wavelength of the infra-red, and as a substrate of nanomaterials. This requires the continuation and deepening of additional study

Desenvolvimento de membranas porosas de alumina para fins de tratamento de efluente industrial têxtil

Textile production has been considered as an activity of high environmental impact due to the generation of large volumes of waste water with high load of organic compounds and strongly colored effluents, toxic and difficult biodegradability. This thesis deals with obtaining porous alumina ceramic membranes for filtration of textile effluent in the removal of contaminants, mainly color and turbidity. Two types of alumina with different particle sizes as a basis for the preparation of formulation for mass production of ceramic samples and membranes. The technological properties of the samples were evaluated after using sintering conditions: 1,350ºC-2H, 1,450ºC-30M, 1,450ºC-2H, 1,475ºC-30M and 1,475ºC-2H. The sintered samples were characterized by XRD, XRF, AG, TG, DSC, DL, AA, MEA, RL, MRF-3P, SEM and Intrusion Porosimetry by Mercury. After the characterization, a standard membrane was selected with their respective sintering condition for the filterability tests. The effluent was provided by a local Textile Industry and characterized at the entry and exit of the treatment plant. A statistical analysis was used to study the effluent using the following parameters: pH, temperature, EC, SS, SD, oil and grease, turbidity, COD, DO, total phosphorus, chlorides, phenols, metals and fecal coliform. The filtered effluent was evaluated by using the same parameters. These results demonstrate that the feasibility of the use of porous alumina ceramic membranes for removing contaminants from textile effluent with improved average pore size of 0.4 micrometre (distribution range varying from 0,025 to 2.0 micrometre), with total porosity of 29.66%, and average percentages of color removal efficiency of 89.02%, 92.49% of SS, turbidity of 94.55%, metals 2.70% (manganese) to 71.52% (iron) according to each metal and COD removal of 72.80%

Efeito do tratamento por plasma na proliferação de fibroblastos e esterilização de membranas de quitosana

Chitosan is being studied for use as dressing due their biological properties. Aiming to expand the use in biomedical applications, chitosan membranes were modified by plasma using the following gases: nitrogen (N2), methane (CH4), argon (Ar), oxygen (O2) and hydrogen (H2). The samples were characterized by scanning electron microscopy (SEM), atomic force microscopy (AFM), contact angle, surface energy and water absorption test. Biological Tests were also performed, such as: test sterilization and proliferation of fibroblasts (3T3 line). Through SEM we observed morphological changes occurring during the plasma treatment, the formation of micro and nano-sized valleys. MFA was used to analyze different roughness parameters (Ra, Rp, Rz) and surface topography. It was found that the treated samples had an increase in surface roughness and sharp peaks. Methane plasma treatment decreased the hydrophilicity of the membranes and also the rate of water absorption, while the other treatments turned the membranes hydrophilic. The sterilization was effective in all treatment times with the following gases: Ar, N2 and H2. With respect to proliferation, all treatments showed an improvement in cell proliferation increased in a range 150% to 250% compared to untreated membrane. The highlights were the treatments with Ar 60 min, O2 60 min, CH4 15 min. Observing the results of the analyzes performed in this study, it appears that there is no single parameter that influences cell proliferation, but rather a set of ideal conditions that favor cell proliferation

Efeito da Gália como aditivo de sinterização em eletrólitos cerâmicos à base de céria sintetizados pelo método de complexação de cátions

Fuel cells are considered one of the most promising ways of converting electrical energy due to its high yield and by using hydrogen (as fuel) which is considered one of the most important source of clean energy for the future. Rare earths doped ceria has been widely investigated as an alternative material for the electrolyte of solid oxide fuel cells (SOFCs) due to its high ionic conductivity at low operating temperatures compared with the traditional electrolytes based on stabilized zirconia. This work investigates the effect of gallium oxide (Gallia) as a sintering aid in Eu doped ceria ceramic electrolytes since this effect has already been investigated for Gd, Sm and Y doped ceria electrolytes. The desired goal with the use of a sintering aid is to reduce the sintering temperature aiming to produce dense ceramics. In this study we investigated the effects on densification, microstructure and ionic conduction caused by different molar fraction of the dopants europium (10, 15 and 20%) and gallium oxide (0.3, 0.6 and 0.9%) in samples sintered at 1300, 1350 and 1450 0 C. Samaria (10 and 20%) doped ceria samples sintered between 1350 and 1450 °C were used as reference. Samples were synthesized using the cation complexation method. The ceramics powders were characterized by XRF, XRD and SEM, while the sintered samples were investigated by its relative density, SEM and impedance spectroscopy. It was showed that gallia contents up to 0.6% act as excellent sintering aids in Eu doped ceria. Above this aid content, gallia addition does not promote significant increase in density of the ceramics. In Ga free samples the larger densification were accomplished with Eu 15% molar, effect expressed in the microstructure with higher grain growth although reduced and surrounded by many open pores. Relative densities greater than 95 % were obtained by sintering between 1300 and 1350 °C against the usual range 1500 - 1600 0 C. Samples containing 10% of Sm and 0.9% of Ga reached 96% of theoretical density by sintering at 1350 0 C for 3h, a gain compared to 97% achieved with 20% of Sm and 1% of Ga co-doped cerias sintered at 1450 0 C for 24 h as described in the literature. It is found that the addition of gallia in the Eu doped ceria has a positive effect on the grain conductivity and a negative one in the grain boundary conductivity resulting in a small decrease in the total conductivity which will not compromise its application as sintering aids in ceria based electrolytes. Typical total conductivity values at 600 and 700 °C, around 10 and 30 mS.cm -1 respectively were reached in this study. Samples with 15% of Eu and 0.9 % of Ga sintered at 1300 and 1350 °C showed relative densities greater than 96% and total conductivity (measured at 700 °C) between 20 and 33 mS.cm -1 . The simultaneous sintering of the electrolyte with the anode is one of the goals of research in materials for SOFCs. The results obtained in this study suggest that dense Eu and Ga co-doped ceria electrolytes with good ionic conductivity can be sintered simultaneously with the anode at temperatures below 1350 °C, the usual temperature for firing porous anode materials

Degradacao termica e catalitica da borra oleosa de Petroleo com materiais nanoestruturados al-mcm-41 e AL-SBA-15

Aiming to reduce and reuse waste oil from oily sludge generated in large volumes by the oil industry, types of nanostructured materials Al-MCM-41 and Al-SBA-15, with ratios of Si / Al = 50, were synthesized , and calcined solids used as catalysts in the degradation of oily sludge thermocatalytic oil from oilfield Canto do Amaro, in the state of Rio Grande do Norte. Samples of nanostructured materials were characterized by thermogravimetric analysis (TG / DTG), X-ray diffraction (XRD), scanning electron microscopy (SEM), absorption spectroscopy in the infrared Fourier transform (FT-IR) and adsorption nitrogen (BET). The characterization showed that the synthesized materials resulted in a catalyst nanostructure, and ordered pore diameter and surface area according to existing literature. The oily sludge sample was characterized by determining the API gravity and sulfur content and SARA analysis (saturates, aromatics, resins and asphaltenes). The results showed a material equivalent to the average oil with API gravity of 26.1, a low sulfur content and considerable amount of resins and asphaltenes, presented above in the literature. The thermal and catalytic degradation of the oily sludge oil was performed from room temperature to 870 ° C in the ratios of heating of 5, 10 and 20 ° C min-1. The curves generated by TG / DTG showed a more accelerated degradation of oily sludge when it introduced the nanostructured materials. These results were confirmed by activation energy calculated by the method of Flynn-Wall, in the presence of catalysts reduced energy, in particular in the range of cracking, showing the process efficiency, mainly for extraction of lightweight materials of composition of oily sludge, such as diesel and gasoline

Adesão, proliferação e genotoxicidade celular de celulose bacteriana modificada por plasma

Bacterial cellulose (BC) has a wide range of potential applications, namely as temporary substitute skin in the treatment of skin wounds, such as burns, ulcers and grafts. Surface properties determine the functional response of cells, an important factor for the successful development of biomaterials. This work evaluates the influence of bacterial cellulose surface treatment by plasma (BCP) on the cellular behavior and its genotoxicity potential. The modified surface was produced by plasma discharge in N2 and O2 atmosphere, and the roughness produced by ion bombardment characterized by scanning electron microscopy (SEM) and atomic force microscopy (AFM). Cell adhesion, viability and proliferation on BCP were analysed using crystal violet staining and the 3-[4,5-dimethylthiazol-2-yl]-2,5-diphenyl-tetrazolium (MTT) method. Genotoxicity was evaluated using the comet and cytokinesis block micronucleus assay. The results show that the plasma treatment changed surface roughness, producing an ideal cell attachment, evidenced by more elongated cell morphology and improved proliferation. The excellent biocompatibility of BCP was confirmed by genotoxicity tests, which showed no significant DNA damage. The BCP has therefore great potential as a new artificial implant

Home range and habitat use by the roadside hawk, Rupornis magnirostris (Gmelin, 1788) (Aves: Falcaniformes) in southeastern Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Soil compaction by machine traffic and least limiting water range related to soybean yield

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)