<p>This dissertation develops new econometric techniques for use in estimating and conducting inference on parameters that can be identified from option prices. The techniques in question extend the existing literature in financial econometrics along several directions.</p><p>The first essay considers the problem of estimating and conducting inference on the term structures of a class of economically interesting option portfolios. The option portfolios of interest play the role of functionals on an infinite-dimensional parameter (the option surface indexed by the term structure of state-price densities) that is well-known to be identified from option prices. Admissible functionals in the essay are generalizations of the VIX volatility index, which represent weighted integrals of options prices at a fixed maturity. By forming portfolios for various maturities, one can study their term structure. However, an important econometric difficulty that must be addressed is the illiquidity of options at longer maturities, which the essay overcomes by proposing a new nonparametric framework that takes advantage of asset pricing restrictions to estimate a shape-conforming option surface. In a second stage, the option portfolios of interest are cast as functionals of the estimated option surface, which then gives rise to a new, asymptotic distribution theory for option portfolios. The distribution theory is used to quantify the estimation error induced by computing integrated option portfolios from a sample of noisy option data. Moreover, by relying on the method of sieves, the framework is nonparametric, adheres to economic shape restrictions for arbitrary maturities, yields closed-form option prices, and is easy to compute. The framework also permits the extraction of the entire term structure of risk-neutral distributions in closed-form. Monte Carlo simulations confirm the framework's performance in finite samples. An application to the term structure of the synthetic variance swap portfolio finds sizeable uncertainty around the swap's true fair value, particularly when the variance swap is synthesized from noisy long-maturity options. A nonparametric investigation into the term structure of the variance risk premium finds growing compensation for variance risk at long maturities.</p><p>The second essay, which represents joint work with Jia Li, proposes an econometric framework for inference on parametric option pricing models with two novel features. First, point identification is not assumed. The lack of identification arises naturally when a researcher only has interval observations on option quotes rather than on the efficient option price itself, which implies that the parameters of interest are only partially identified by observed option prices. This issue is solved by adopting a moment inequality approach. Second, the essay imposes no-arbitrage restrictions between the risk-neutral and the physical measures by nonparametrically estimating quantities that are invariant to changes of measures using high-frequency returns data. Theoretical justification for this framework is provided and is based on an asymptotic setting in which the sampling interval of high frequency returns goes to zero as the sampling span goes to infinity. Empirically, the essay shows that inference on risk-neutral parameters becomes much more conservative once the assumption of identification is relaxed. At the same time, however, the conservative inference approach yields new and interesting insights into how option model parameters are related. Finally, the essay shows how the informativeness of the inference can be restored with the use of high frequency observations on the underlying.</p><p>The third essay applies the sieve estimation framework developed in this dissertation to estimate a weekly time series of the risk-neutral return distribution's quantiles. Analogous quantiles for the objective-measure distribution are estimated using available methods in the literature for forecasting conditional quantiles from historical data. The essay documents the time-series properties for a range of return quantiles under each measure and further compares the difference between matching return quantiles. This difference is shown to correspond to a risk premium on binary options that pay off when the underlying asset moves below a given quantile. A brief empirical study shows asymmetric compensation for these return risk premia across different quantiles of the conditional return distribution.</p> / Dissertation

Submitted by Maria Medeiros (maria.dilva1@ufcg.edu.br) on 2018-08-17T13:19:35Z No. of bitstreams: 1 CARLOS EDUARDO PEREIRA - TESE (PPGEQ) 2017.pdf: 6340687 bytes, checksum: a5c8d06008238c03161add19b46e0a44 (MD5) / Made available in DSpace on 2018-08-17T13:19:35Z (GMT). No. of bitstreams: 1 CARLOS EDUARDO PEREIRA - TESE (PPGEQ) 2017.pdf: 6340687 bytes, checksum: a5c8d06008238c03161add19b46e0a44 (MD5) Previous issue date: 2017-08-02 / A peneira molecular MCM-41 é considerada promissora como suporte para os óxidos metálicos em processo de refino de petróleo, adsorventes e catalisadores. Os catalisadores heterogêneos apresentam grande potencial de viabilizar a produção de biodiesel através da reação de transesterificação. A síntese da peneira molecular MCM-41 foi realizada a partir da água deionizada, brometo de cetiltrimetilamônio, hidróxido de amônio, etanol e ortossilicato de tetraetila. O óxido de zircônia foi obtido pelo método sol-gel a partir do oxicloreto de zircônio com hidróxido de amônio à temperatura ambiente e ativado por calcinação a 550 e 700°C. Em seguida o óxido de zircônia ativado foi sulfatado, seco e calcinado a 400 °C. A zircônia sulfatada foi incorporada a peneira molecular MCM-41 por impregnação via úmida, com diferentes proporções mássicas (10, 20, 30, 40, 50%). Verifica-se que a partir das análises de difração de raio X a formação da peneira molecular MCM-41 confirmou a estrutura hexagonal e a fase mesoporosa. Observou-se formação das fases, tetragonal e monoclínica do óxido de zircônia. Através da espectroscopia de absorção na região do infravermelho com transformada de Fourier foi possível detectar picos referentes a presença de íons sulfatos bidentados ligado a superfície da zircônia. As propriedades texturais apresentaram estruturas com poros bimodais após o processo de incorporação da zircônia sulfatada. As micrografias do óxido de zircônia ativadas a 550 e 700 °C apresentaram tricas em sua superfície antes e após de incorporação da zircônia sulfatada. O potencial catalítico foi avaliado na reação transesterificação do óleo de soja por rota metílica. O catalisador com óxido de zircônia ativado a 700 °C e sulfatado e incorporado a peneira molecular com 40% (em peso) apresentou maior conversão de ésteres metílicos 83,8%. No entanto, esta conversão não especifica o óleo obtido como biodiesel de acordo com a norma da Agência Nacional de Petróleo, Gás Natural e Combustíveis. Assim como o índice de acidez. Porém os resultados de densidade e viscosidade estão de acordo com a especificação estabelecida pelas normas. / The MCM-41 molecular sieve is considered promising as a support for the petroleum refining metal oxides, adsorbents and catalysts. Heterogeneous catalysts have great potential to make viable the production of biodiesel through the transesterification reaction. The synthesis of the MCM-41 molecular sieve was performed from deionized water, cetyltrimethylammonium bromide (CTABr), ammonium hydroxide (NH4OH), ethanol and tetraethyl orthosilicate (TEOS). The zirconium oxide was obtained by the sol-gel method from zirconium oxychloride with ammonium hydroxide at room temperature, the material was activated at 550 and 700 °C, and thereafter, sulphated. The material was then activated using the calcination process at 550 and 700 ° C and sulfated. The sulfation process was carried out with a 0.5 mol.L-1 sulfuric acid solution and allowed to stand for 30 minutes, dried for 12 h at 120 ° C and calcined at 400 ° C. The process of incorporation of ZS into the MCM-41 molecular sieve was done using different mass proportions (10, 20, 30, 40 and 50%) in relation to the mass of the MCM-41 molecular sieve, by wet method. It was verified from the analyzes of X-ray diffraction, the adsorption of nitrogen (BET method) and Fourier transform infrared spectroscopy (FTIR) the crystalline and textural properties which confirmed the molecular sieve obtainment and the presence of the tetragonal and monoclinic phases of the sulfated zirconia in the mesoporous structure. The micrographs of activated zirconium oxide at 550 and 700 °C and sulphated showed dispersed particles with the presence of cracks on its surface, after the incorporation there were no modifications in the structure. The catalytic activity was evaluated by the transesterification reaction of the soybean oil via the methyl route, using all the catalysts which were synthesized. The results showed that the catalyst 50_ZS/MCM-41_550 °C showed a greater conversion of methyl esters of 81.4% with the predominant tetragonal phase. The catalyst with the zirconium oxide activated at 700 °C obtained a conversion of 83.8% to the 40_ZS/MCM-41_700 °C catalyst, with the predominant monoclinic phase. However, the ester content of the oil samples was below the value established by the National Agency of Petroleum, Natural Gas and Fuels (ANP). The density and kinematic viscosity of the catalysts under study X_ZS/MCM-41 were in the range of the established standard. The acidity index was above the specified values, confirmed by the high percentage of free fatty acids in the oil.

Made available in DSpace on 2015-03-26T13:53:14Z (GMT). No. of bitstreams: 1 texto completo.pdf: 1644038 bytes, checksum: 68d3f82cdf154a7375fea21660c0f3e0 (MD5) Previous issue date: 2010-07-27 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / In laboratories in different regions of the country and in some cases, even in the same region, the procedures of particle size analysis are not standardized. There are differences in the chemical and physical dispersion techniques and in texture fraction quantification. There is no agreement on the most indicated chemical dispersant for particle-size analysis. Solutions of sodium hydroxide, sodium hexametaphosphate and sodium carbonate are the most commonly used. It is believed that the high pH of the NaOH solution favors the dispersion of variable-charge clay soils. Based on this statement the efficiency of NaOH, of [(NaPO3)n + Na2CO3] and of [(NaPO3)n + NaOH] solutions as chemical dispersants was tested in the particle-size analysis of two horizons of 26 reference soils of the state of Pernambuco. The treatments were arranged in a 26 x 2 x 3 factorial design (26 representative soils of Pernambuco, two horizons and three chemical dispersants {NaOH (D1), [(NaPO3)n + NaOH] (D2) and [(NaPO3)n + Na2CO3] (D3)}. A complete randomized block design was used with four replications. The dispersants were compared by the L&O test, which consists of a decision rule based on the F statistics and analysis of the average error and the correlation coefficient. The efficiency of dispersants was interpreted based on the clay proportion; the higher the clay proportion, the more effective the solution. A comparison of D2 = f (D1) and D3 = f (D1) showed no agreement between the dispersants. The intercept in the linear regression equation for the clay fraction was significant at 1% and negative, with highest clay values when using D1, while D2 and D3 were statistically equal. It was concluded that, given the higher clay proportion in the particle size analysis, NaOH was the most suitable dispersant to determine the texture of two horizons with 26 soil profiles in Pernambuco, representative of 82% of the total area of the state. / Laboratórios de diferentes regiões do País e, em alguns casos, da mesma região, não utilizam procedimentos uniformes para a execução da análise granulométrica. Há diferenças quanto à dispersão química, à dispersão física e a quantificação das frações texturais. Para o dispersante químico, não há unanimidade na indicação do mais apropriado para realização da análise granulométrica. Soluções de hidróxido de sódio e de hexametafosfato de sódio e carbonato de sódio são as mais utilizadas. Acredita-se que o elevado pH da solução de NaOH favorece a dispersão de solos com argilas de carga variável. Baseado nesta afirmativa objetivou-se testar a eficiência de soluções de NaOH, de [(NaPO3)n + Na2CO3] e de [(NaPO3)n + NaOH] como dispersantes químicos na análise granulométrica de dois horizontes de 26 solos de referência do Estado de Pernambuco. Os tratamentos corresponderam a um arranjo fatorial 26 x 2 x 3 (26 solos representativos do Estado de Pernambuco, 2 horizontes e 3 dispersantes químicos {NaOH (D1), [(NaPO3)n + NaOH] (D2) e [(NaPO3)n + Na2CO3] (D3)}. Utilizou-se delineamento experimental em blocos casualizadoscom quatro repetições. As análises granulométricas foram realizadas segundo a rotina do Laboratório de Física do Solo do Departamento de Solos da UFV. Na comparação dos dispersantes foi utilizado o teste L&O que consiste em uma regra decisória construída com base na estatística F, na avaliação do erro médio e na análise do coeficiente de correlação linear. O critério para considerar um dispersante mais efetivo foi a maior proporção de argila resultante da utilização dessa solução. Na comparação de D2 = f(D1) e D3 = f(D1) observou-se que não houve identidade entre os dispersantes. O intercepto encontrado na equação de regressão linear para a fração argila, significativo a 1 % e negativo, indica a obtenção de teores mais elevados de argila com D1. Houve igualdade na comparação de D2 com D3. Conclui-se assim que, considerando a maior proporção de argila na análise granulométrica, o NaOH foi o dispersante mais adequado na determinação da textura de dois horizontes de 26 perfis de solos do Estado de Pernambuco, representativos de 82 % da área total do Estado.

Submitted by João Gabriel Moreno Ancheschi (joao.ancheschi@gmail.com) on 2018-05-15T14:42:52Z No. of bitstreams: 1 Versão Definitiva_Dissertação_Repositório.pdf: 772662 bytes, checksum: 6b02b1c9423f84e02a44afef707f71d8 (MD5) / Approved for entry into archive by Alexandra Maria Donadon Lusser Segali null (alexmar@fcav.unesp.br) on 2018-05-17T16:49:41Z (GMT) No. of bitstreams: 1 ancheschi_jgm_me_jabo.pdf: 772662 bytes, checksum: 6b02b1c9423f84e02a44afef707f71d8 (MD5) / Made available in DSpace on 2018-05-17T16:49:41Z (GMT). No. of bitstreams: 1 ancheschi_jgm_me_jabo.pdf: 772662 bytes, checksum: 6b02b1c9423f84e02a44afef707f71d8 (MD5) Previous issue date: 2018-03-21 / RESUMO – Existem poucos resultados de pesquisa sobre resposta de cultivares de amendoim do grupo botânico Virgínia à adubação nitrogenada na semeadura e, para a cultivar IAC OL3, de introdução relativamente recente, não há dados disponíveis. Desta forma, foi objetivo com o presente trabalho, avaliar o estado nutricional, a produtividade e o rendimento do amendoim IAC OL3 em função de doses de N aplicadas na semeadura. O experimento foi instalado em Sertãozinho-SP, em área de Latossolo Vermelho argiloso. O delineamento utilizado foi de blocos ao acaso, com cinco tratamentos e cinco repetições. Os tratamentos foram 0, 10, 20, 30 e 40 kg ha-1 de N aplicados na semeadura, usando ureia como fertilizante. A semeadura foi realizada em novembro de 2016 e a colheita foi feita em março de 2017, aos 125 dias após a semeadura. No florescimento foi feita coleta de folhas para avaliação do estado nutricional das plantas e, na colheita, determinou-se: produção de grãos+casca, produção de grãos, rendimento e % de grãos retidos nas peneiras 25, 23, 21 e 19 avos de polegada. Os dados foram submetidos à análise de variância (teste F) e, quando houve efeito significativo das doses de N, aplicou-se teste de comparação de médias (Tukey, 5% de probabilidade). A aplicação de doses de N de até 40 kg ha-1 favoreceu o aumento da concentração de N nas folhas de amendoim. No entanto, acima de 10 kg ha-1 de N não houve ganho de produtividade com o aumento da concentração de N nas folhas. A maior produtividade, 7.318 kg ha-1 de grãos, foi obtida com aplicação de 10 kg ha-1 de N, o que representou aumento de 33% em relação ao tratamento que não recebeu adubação nitrogenada. Com esta dose o rendimento foi de 74% de grãos, 3% maior do que no tratamento controle. / ABSTRACT – There are few research results on the response of peanut cultivars to nitrogen fertilization and, for the relatively recent introduction IAC OL3, no data are available. Thus, the objective of this work was to evaluate the the nutritional status and the yield of peanut IAC OL3 as a function of N rates applied at sowing. The experiment was installed in Sertãozinho-SP, in a clayey Oxisol area. The experimental design was a randomized block design, with five treatments and five replications. The treatments were 0, 10, 20, 30 and 40 kg ha-1 N applied at sowing, using urea as fertilizer. Seeding was carried out in November 2016 and the harvest was made in March 2017, approximately 125 days after sowing. In the flowering, leaves were collected to evaluate the nutritional status of the plants, and grain yield + bark yield, grain yield, yield, and % of grains retained in sieves 25, 23, 21 and 19 were determined at harvest. Data were submitted to analysis of variance (F test) and, when there was a significant effect of the N doses, a test of comparison of means (Tukey, 5% of probability) was applied. The application of N doses of up to 40 kg ha-1 favored the increase of N concentration in the peanut leaves, but above 10 kg ha-1 of N there was no gain in productivity with the increase of N concentration in the leaves. The highest productivity, 7,318 kg ha-1, was obtained with application of 10 kg ha-1 of N, which represented an increase of 33% in relation to the treatment that did not receive nitrogen fertilization. At this dose the yield was 74% of grains, 3% higher than the control treatment

Made available in DSpace on 2014-06-11T19:30:24Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-11-20Bitstream added on 2014-06-13T21:01:01Z : No. of bitstreams: 1 fonseca_nr_dr_botfca.pdf: 724750 bytes, checksum: de71adb7ebdb6beff40404eafeea026c (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / A separação de sementes por classes de tamanho em soja é uma prática recentemente adotada no Brasil. Essa classificação favorece a precisão da semeadura, a obtenção de população adequada, a eqüidistância de plantas e, ainda, redução da demanda de sementes por área. O objetivo do estudo foi avaliar a influência do tamanho das sementes na qualidade fisiológica, durante o armazenamento, e no desempenho agronômico de duas cultivares de soja, produzidas em três localidades distintas do Estado do Paraná, de acordo com a classificação do tamanho proposto pela Comissão Estadual de Sementes e Mudas – CESM/PR. O trabalho foi conduzido em duas etapas, nos anos de 2005 e 2006. A primeira etapa foi realizada no Laboratório de Análise de Sementes do Departamento de Produção Vegetal - Setor Agricultura (DPV-A), e a segunda na área experimental da Fazenda Lageado, ambas as dependências pertencentes à Faculdade de Ciências Agronômicas (FCA), da Universidade Estadual Paulista (UNESP), em Botucatu-SP. Foi utilizado dois cultivares de ciclo semiprecoce, produzidas e classificadas em dois tamanhos (5,5 e 6,5 mm) em Faxinal, Mauá-da-Serra e Ponta Grossa, todas localizadas no Estado do Paraná. Após classificação mediante emprego de peneiras de crivos circulares, as sementes foram transportadas para o DPV-A da FCA onde foram armazenadas sob condições de ambiente natural (sem controle de temperatura e umidade relativa do ar) por um período de seis meses. Nas avaliações de laboratório ao início do armazenamento foram utilizados os seguintes testes: massa de 100 sementes, retenção de peneiras, dano mecânico (hipoclorito de sódio), porcentagem de sementes verdes, e a cada dois meses do período de armazenamento: teor de água das sementes, teste de germinação, primeira contagem de germinação, comprimento... . / Separation of soybean seeds considering its size class is a recently technique adopted in Brazil. This kind of classification favors sowing precision, obtaining of adequate population and equidistance among plants and, yet, reduction in seed requirement per area. The objective of this research was to evaluate physiological quality of seeds during storage and agronomic performance of two soybean varieties, produced in three different localities from the State of Paraná, according to the size classification suggested by Comissão Estadual de Sementes e Mudas – CESM/PR. The research was carried out in two stages, in the years of 2005 and 2006. The first was carried out in the Laboratório de Análise de Sementes, Departamento de Produção Vegetal - Setor Agricultura (DPV-A), and the second at an experimental area in the Fazenda Lageado, both belonging to the Faculdade de Ciências Agronômicas (FCA), Universidade Estadual Paulista (UNESP), in Botucatu-SP. Two varieties were used, classified as semi-early growth cycle, produced the classification in two sieves (5,5 and 6,5 mm) in Faxinal, Mauá-da-Serra and Ponta Grossa, all located in the State of Paraná. After the classification through the use of screens with round sieves, the seeds were transported to the DPV-A – FCA, where they were stored in environmental conditions (without control of the temperature and relative humidity) for six months. For the laboratorial evaluations before the storage, the following tests were used: weight of 100 seeds, screen retention, mechanical damage (sodium hypochlorite) and percentage of green seeds. During the storage, the seed moisture content, germination, first count of the germination, seed length, seedling dry matter, accelerated aging, electrical conductivity, tetrazolium test, seedling emergence in field and speed of emergence-index were... (Complete abstract, click electronic address below).

Submitted by Liliane Ferreira (ljuvencia30@gmail.com) on 2018-06-21T11:05:12Z No. of bitstreams: 2 Dissertação - Maurício dos Santos Matos Malaquias - 2018.pdf: 2856630 bytes, checksum: a00fba48e864a23964adc8e7b38bb34b (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-06-27T10:52:48Z (GMT) No. of bitstreams: 2 Dissertação - Maurício dos Santos Matos Malaquias - 2018.pdf: 2856630 bytes, checksum: a00fba48e864a23964adc8e7b38bb34b (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-06-27T10:52:48Z (GMT). No. of bitstreams: 2 Dissertação - Maurício dos Santos Matos Malaquias - 2018.pdf: 2856630 bytes, checksum: a00fba48e864a23964adc8e7b38bb34b (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-03-29 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / This dissertation is theoretical and has the main objectives of proposing, unprecedentedly, the Goldbach Bingo, alluding to the Goldbach Conjecture and inspiration in the Goldbach Game. The construction of the proposal, for application in the 7th Year of Elementary School, was divided into moments such as Souza's methodology. Finally we did the analysis and justification of the importance of the proposal and the use of games in Mathematics teaching, based on the questions of Cabral and the perspectives of Regina Grando, Tizuko Kishimoto and Cristiano Muniz. Our Goldbach Bingo proposal was designed to help teachers improve content such as even and odd numbers, prime numbers, and the Sieve of Eratosthenes and also the Goldbach Conjecture. / Essa dissertação é de cunho teórico e tem por objetivos principais propor, de modo inédito, o Bingo de Goldbach, em alusão à Conjectura de Goldbach e inspiração no Jogo de Goldbach. A construção da proposta, para aplicação no 7° Ano do Ensino Fundamental, foi dividida em momentos como na metodologia de Souza. Por fim fizemos a análise e justificativa da importância da proposta e do Uso de Jogos no ensino de Matemática, com base nos questionamentos de Cabral e nas perspectivas de Regina Grando, Tizuko Kishimoto e Cristiano Muniz. Nossa proposta do Bingo de Goldbach foi pensada com intuito de auxiliar professores a aprimorar conteúdos tais como números pares e ímpares, números primos e o Crivo de Eratóstenes e também a Conjectura de Goldbach.

Orientadores: Heloise de Oliveira Pastore, Leonardo Marchese / Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Química / Made available in DSpace on 2018-08-16T12:57:15Z (GMT). No. of bitstreams: 1 Gallo_JeanMarcelRibeiro_D.pdf: 4780624 bytes, checksum: 5426a4e169601ec9fd875fbe271a36c9 (MD5) Previous issue date: 2010 / Resumo: Esse trabalho teve como objetivo a aplicação de peneiras moleculares mesoporosas de sílica como suporte para metal em aplicações em eletrodos na Célula a combustível a metanol direto (DMFC). As peneiras moleculares mais importantes, MCM-41, MCM-48 e SBA-15, foram escolhidas. Em um primeiro momento a reprodutibilidade das sínteses foi verificada. Como pesquisa lateral foi estudada a acidez de superfície da SBA-15 contendo alumínio obtida por síntese direta. Além disso, foi desenvolvida a primeira síntese direta para a [Al]-SBA-15 Sílica é um isolante elétrico e, portanto, não pode ser utilizada como um eletrodo, deste modo, uma nova família de compósitos chamada Carbonos Cerâmicos Mesoporosos (MCC) foi preparada pela adição de grafite comercial na síntese das sílicas mesoporosas (MCM-41, MCM-48 ou SBA-15). A grafite não influenciou na formação da mesofase de sílica, de qualquer maneira, a MCC-MCM-41 e a MCC-MCM-48 cresceram na superfície da grafite. As MCCs preparadas com razão em massa sílica/carbono de 1/1 e 1/1.25 apresentaram condutividades elétricas similares enquanto MCCs com menos quantidade de carbono se mostraram isolantes elétricos. As MCCs(1/1) modificadas com 20 % em massa de paládio foram usadas na DMFC chegando no máximo a desempenhos 10 vezes menores que o do sistema usando o suporte comercia Vulcan XC-72R. Esse comportamento foi atribuida a menos condutividade elétrica dos MCCs. Para aumentar a condutividade elétrica dos MCCs(1/1), o agente direcionador orgânico usado na síntese da fase silícica foi carbononizado ( ao invez de calcinado, como feito anteriormente) Alternativamente, os MCCs foram sintetizados com uma razão em massa sílica/carbono de 1/3. Os testes dos MCCs contendo 20 % em massa de platina no cátodo da DMFC mostraram melhores resultados para a MCC-SBA-15(1/3) e a MCC-MCM-48(1/1) pirolisada. Por outro lado, o despenho do sistema usando o suporte Vulcan-XC-72R foi o dobro. Modificados com 60 % em massa da liga PtRu, o MCC-SBA-15(1/3) e o MCC-MCM-48(1/1) pirolisado foram aplicados no ânodo da DMFC, alcançando desempenhos 20 e 40 % maiores que a Vulcan XC-72R. / Abstract: The present work aimed at using mesoporous silica as metal support for Direct Methanol Fuel Cell (DMFC) electrodes. The most important mesoporous silica, MCM-41, MCM-48 and SBA-15, were chosen. In a first moment their synthesis were verified with respect to the reproductibility. As side results, the surface acidity of aluminum containing SBA-15 obtained by direct synthesis was also studied and it is also reported the first [Al]-SBA-16 obtained by direct synthesis was reported. Silica is electrically insulating and thus cannot be used directly in a cell electrode, thus it was reported here the preparation of the novel composite named Mesoporous Carbon Ceramics (MCC) obtained by the addition of commercial graphite into the mesoporous silica synthesis (MCM-41, MCM-48 or SBA-15). The graphite did not influence in the formation of the silica mesophase, however, MCC-MCM-41 and MCC-MCM-48 grow on the graphite surface. The MCCs prepared with silica/carbon weight ratio of 1/1 and 1/1.25 presented similar electrical conductivities while lower carbon loading MCCs were found insulating. The MCCs(1/1) modified with 20 wt % of platinum were used on Direct Methanol Fuel Cell electrodes (DMFC) reaching performances more ten 10 times lower than that of a system using the commercial metal support Vulcan XC-72R, probably due to their lower electrical conductivity. To increase the electrical conductivity of the MCCs(1/1), the surfactant used to synthesize the silica phase was carbonized (instead of calcined as done for the previous materials). Alternatively, MCCs was synthesized with silica/carbon weight ratio of 1/3. The test of 20 wt. % platinum-containing MCCs on the cathode of the DMFC showed that the best results were obtained for the MCC-SBA-15(1/3) and for the template-pyrolysed MCC-MCM-48(1/1), however, the performance was approximately half of that of the system using Vulcan-XC-72R. When modified with 60 wt % of PtRu alloy, MCC-SBA-15(1/3) and to the template-pyrolysed MCC-MCM-48(1/1) and applied on the DMFC anode, the performances at 343 K was ca. 20 and 40 % higher that that obtained for the system using Vulcan XC-72R. / Doutorado / Quimica Inorganica / Doutor em Ciências

Orientadores: Gustavo Paim Valença, Sandra Bizarria Lopes Villanueva / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Química / Made available in DSpace on 2018-08-16T11:20:37Z (GMT). No. of bitstreams: 1 LaSalvia_Nathalia_M.pdf: 2174540 bytes, checksum: fc21aef557be5b73b478199385b64dde (MD5) Previous issue date: 2010 / Resumo: Peneiras moleculares do tipo MCM-41 foram sintetizadas e impregnadas com 16% de bário e 1,4%; 2,9% e 5,6 % de cromo. As amostras foram então calcinadas e caracterizadas, e utilizadas na conversão catalítica de etanol. Esses materiais apresentaram áreas superficiais entre 400 a 1.200 m2 g-1. Os difratogramas de raios X mostraram que fases da MCM-41 foram obtidas. A introdução de Ba e Cr resultou em picos de DRX diferentes da MCM-41, sugerindo a formação de fases cristalinas diferentes dentro da peneira molecular. O aumento da quantidade do Cr (1,4; 2,9 e 5,6%) provoca um aumento na intensidade cristalina. Os testes catalíticos foram realizados em um reator de leito fixo, as temperaturas de reação utilizadas foram 600, 650, 700 e 750 K e as pressões de etanol de 5820, 4278, 3110 e 2220 Pa, a massa utilizada foi 30 mg, e o fluxo de etanol de 2×10-6 m3 s-1. Os produtos da reação identificados por um cromatógrafo a gás com uma coluna Porapak Q foram o eteno, etoxietano, acetaldeído, água e butadieno e suas concentrações foram calculadas com base na área do pico e os fatores de resposta térmicos. Os cálculos dos efeitos difusivos demonstraram que a transferência de massa externa para reações a 750 K podem ser limitantes da reação. Foram realizados também os cálculos da taxa de reação, da energia de ativação, fatores pré exponencial, constante da taxa e ordens de reação para todos os sólidos Os resultados obtidos a partir do estudo das energias das reações consideradas neste estudo mostram que a equação da taxa de reação não pode ser da forma r = KCn , ou seja, a expressão da taxa de reação possui uma forma mais complexa que deve considerar uma constante de adsorção do reagente na superfície. Cinco reações principais foram observadas, com formação de eteno, etoxietano, acetaldeído, hidrogênio e butadieno. A MCM-41 sem Ba e Cr catalisou a reação de desidratação de etanol, com eteno como produto principal em todas as temperaturas testadas nesse trabalho. A introdução de Ba resultou na formação de eteno e etoxietano como produtos de reação, com esse último em maiores proporções em temperaturas menores e o paulatino aumento da quantidade de eteno e diminuição da quantidade de etoxietano com o aumento da temperatura. A introdução de Cr nos poros da Ba/MCM-41 resultou na formação de acetaldeído e butadieno. O aumento da quantidade de Cr resultou em um aumento na quantidade de butadieno nos produtos de reação / Abstract: Molecular sieves of the MCM-41 type were synthesized and impregnated with 16% w/w Ba and three loads of Cr: 1.4%, 2.9% and 5.6%. The solids were then calcined, characterized and tested as catalysts for the conversion of ethanol. The surface areas of the solids varied between 400 and 1200 m2 g-1. The X ray diffraction patterns show MCM-41 phases in all solids. The introduction of Ba and Cr resulted in different XRD peaks in addition to the MCM-41 peaks, suggesting the formation of different crystal phases inside the molecular sieve. The increase in the amount of Cr in the solids resulted in more crystalline phases (more intense peaks). The catalytic test reaction of ethanol was carried out in a fixed bed microreactor under differential conditions at 600, 650, 700 and 750 K and at 5820, 4278, 3110 e 2220 Pa of ethanol partial pressure. The mass of catalyst used in all tests was ca. 30 mg and the volumetric flow of ethanol saturated N2 was 2×10-6 m3 s-1. The reaction products were sent to a gas chromatograph with a Porapak column where they were separated. Ethene, diethyl ether, acetaldehyde, water and butadiene were identified and their concentrations calculated based on peak area and thermal response factors. The mass balance of all compounds was calculated for all reactions as well as the extent of reaction for all reactions for every pressure and temperature used in this work. The criteria for diffusion limitations were used in all cases. Calculations based on the experimental data suggest that data at 750 K may be diffusion-limited. Reaction rate, activation energy and pre exponential factor were calculated for all reactions. Five reactions were observed in this work, namely, the dehydration of ethanol into ethene and into diethyl ether, the dehydrogenation of ethanol into acetaldehyde, the condensation of ethanol and acetaldehyde into butadiene and the dehydration of diethyl ether into ethene. When MCM-41 with no Ba or Cr was used as a catalyst, only ethene, water and diethyl ether were observed as reaction products, with ethene as the main products for the entire range of temperatures and pressures used in this work. The introduction of Ba resulted also in the formation of ethene, water and diethyl ether, but with the latter being formed in larger amounts at lower temperatures and the former at higher temperatures. The introduction of Cr in the pores of Ba/MCM-41 resulted in the formation of acetaldehyde and butadiene. The increase in the amount of Cr resulted in an increase in the amount of butadiene / Mestrado / Desenvolvimento de Processos Químicos / Mestre em Engenharia Química

The main purpose of this study was to optimise the grain size distribution of the raw material mixture for the production of iron sinter. It well known that the constitution of the sinter mix is based on the knowledge of chemical composition and grain size distribution. Although Mittal Vanderbijlpark has fixed specifications on the physical and chemical properties of the sinter for optimal blast furnace performance, the particle size distribution of the sinter mix has not yet been optimized. This was achieved by using the granulation characteristics of the sinter mix and the green bed permeability tests. The influence of the moisture content of the feed, granulation time, and mean granule diameter on permeability was investigated on Thabazimbi and Sishen iron ore, as well as on their mixture with fluxes and without fluxes. The iron ore results indicated that the mixture containing 20% Thabazimbi iron ore and 80% Sishen iron ore with fluxes where the coke, lime and return fines were sized by removing the – 0.5 mm size fraction of the return fines and coke, and the 1 mm size fraction of lime has the highest permeability of all the studied mixtures. The sintering properties of the mixtures of optimised grain size distributions were also investigated and the results were very similar for all the mixtures and better than the base case mixture, which was not optimised with respect to grain size distribution. / Dissertation (MEng)--University of Pretoria, 2008. / Materials Science and Metallurgical Engineering / unrestricted

Ethylene is the most important organic molecule with regard to production volume. Therefore, the energy spent in its separation processes, based on old-fashioned distillation, takes approx. 33% of total operating costs. Membranes do not require significant thermal energy input; therefore, membrane processes may separate hydrocarbons cheaply and just as reliably as distillation columns. Olefin/paraffin separations are the future targets of commercial membrane applications, provided high-performing materials become available at reasonable prices. This thesis addresses the development of advanced carbon molecular sieve (CMS) membranes derived from intrinsically microporous polymers (PIMs). Chronologically, Chapter 4 of this work reports the evaluation of PIMs as potential ethylene/ethane selective materials, while Chapters 5 to 7 propose PIMs as carbonization precursors. The gravimetric sorption studies conducted in this work regarding both the polymers and their heated-derivatives revealed that this separation is entirely controlled by diffusion differences. The pristine polymers examined in this study presented BET surface areas from 80 to 720 m2g-1. Furthermore, the effect of using bromine-substituted PIM-polyimides elucidated a boost in ethylene permeability, but with a significant drop in selectivity. The hydroxyl functionalization of PIM-polyimides was confirmed as a valuable strategy to increase selectivity. Functionalized PMDA-HSBF is the most selective polyimide of intrinsic microporosity known to date (= 5.1) due to its hydrogen-bonded matrix. In spite of their novelty, pristine PIMs based on the spirobisindane moiety were not tight enough to distinguish between the 0.2 Å difference in diameter of the ethylene/ethane molecules. Therefore, they did not surpass the upper bound limit performance of known polymeric membranes. Nevertheless, the carbons derived from these polymers were excellent ethylene/ethane sieves by virtue of their narrow and tight pore distribution around the 3.6- 4.4 Å range. PIM-based carbons were typically 10 times more permeable than their corresponding low free-volume analogues treated after the weight-loss of the sample reached a plateau. Furthermore, carbons derived from PIM-6FDA-OH and PIM-6FDA at 800 ºC were as ethylene separating efficient as their lower free-volume counterparts. The pore sintering mechanism that takes place above 600 ºC during the carbonization procedure of these films reduced the entropic freedom of the molecules, as was observed from separation factors of up to 25 under pure-gas conditions and 2 bar of pressure— The best performing CMS membranes reported to date for ethylene/ethane separation. The mixed-gas separation of 1:1 binary ethylene/ethane mixtures revealed a significant decrease of the pure-gas measurements due to a carbon matrix dilation effect. This localized ultramicroporous dilation caused the ethane permeation rate to increase monotonically as the pressure rose to realistic operating values. Nevertheless, the CMS obtained from PIM-6FDA and PIM-6FDA-OH surpassed any diffusion-controlled polymer or carbon that has been reported to date.