28 documents found, page 1 of 3
Biopolymers Derived from Forest Biomass for the Sustainable Textile Industry
Dias, J. C.; Marques, Susana; Branco, Pedro C.; Rodrigues, Thomas; Torres, Cristiana A.V.; Freitas, Filomena; Evtuguin, Dmitry; Silva, CarlaABSTRACT: In line with environmental awareness movements and social concerns, the textile industry is prioritizing sustainability in its strategic planning, product decisions, and brand initiatives. The use of non-biodegradable materials, obtained from non-renewable sources, contributes heavily to environmental pollution throughout the textile production chain. As sustainable alternatives, considerable efforts ...
Dynamic debt with intensity-based models
Reis, J. M.; Dias, J. C.This article proposes a dynamic debt model where the face value of debt can change. In particular, our dynamic debt setting allows debt changes ruled by intensity processes that are linked to the firm value through the correlation between the stochastic processes. Analytical solutions are obtained, and we extend the proposed dynamic debt model to the case of subordinated debt. While empirical behaviors are emul...
SA-MAIS: Hybrid automatic sentiment analyser for stock market
Taborda, B.; Almeida, A. M. de.; Dias, J. C.; Batista, F.; Ribeiro, R.Sentiment analysis of stock-related tweets is a challenging task, not only due to the specificity of the domain but also because of the short nature of the texts. This work proposes SA-MAIS, a two-step lightweight methodology, specially adapted to perform sentiment analysis in domain-constrained short-text messages. To tackle the issue of domain specificity, based on word frequency, the most relevant words are ...
Pricing levered warrants under the CEV diffusion model
Glória, C. M.; Dias, J. C.; Cruz, A.Much of the work on the valuation of levered (and unlevered) warrants assumes that the volatility of the underlying state variable is constant. This paper extends the literature on warrant pricing to a more general assumption for the state variable process, the so-called constant elasticity of variance (CEV) process. The CEV model is well-known for its ability to capture some empirical observations found in the...
The interaction between equity-based compensation and debt in managerial risk c...
Glória, C. M.; Dias, J. C.; Ruas, J. P.; Nunes, J. P. V.This paper examines the risk incentives of traditional and non-traditional call options in the context of a levered firm where managers under-invest due to risk aversion. Our results contrast with those presented in the literature inasmuch as lookback calls do not always induce higher risk taking than regular calls, and managers always prefer a combination of regular calls and shares of stock in their compensat...
Molecular design of functional polymers for organic radical batteries
Barbosa, J. C.; Fidalgo-Marijuan, A.; Dias, J. C.; Gonçalves, Renato Ferreira; Salado, M.; Costa, Carlos Miguel Silva; Lanceros-Méndez, S.The growing demand for energy storage devices calls for the development of more efficient and sustainable systems. As the current lithium-ion batteries present several safety issues, as well as environmental hazards, some alternatives need to be taken into consideration. The area of organic materials based batteries is gaining interest as they allow for the replacing of the currently used metals, with significa...
Pricing and hedging bond options and sinking-fund bonds under the CIR model
Larguinho, M.; Dias, J. C.; Braumann, C. A.This article derives simple closed-form solutions for computing Greeks of zero-coupon and coupon-bearing bond options under the CIR interest rate model, which are shown to be accurate, easy to implement, and computationally highly efficient. These novel analytical solutions allow us to extend the literature in two other directions. First, the static hedging portfolio approach is used for pricing and hedging Ame...
Thermal degradation behavior of ionic liquid/ fluorinated polymer composites: E...
Dias, J. C.; Correia, Daniela Maria Silva; Costa, C. M.; Botelho, G.; Vilas-Vilela, J. L.; Lanceros-Méndez, S.This work reports on the evaluation of the thermal degradation of poly(vinylidene fluoride) (PVDF) and PVDF co-polymer (PVDF-TrFE, PVDF-HFP and PVDF-CTFE) composite films with different imidazolium ionic liquids (ILs). The influence of the IL type, including cation and anion type, cation chain length and content up to 40 wt% were evaluated. Independently of the fluorinated polymer type, all neat samples present...
The early exercise boundary under the jump to default extended CEV model
Nunes, J. P. V.; Dias, J. C.; Ruas, J. P.This paper proves the existence, uniqueness, monotonicity and continuity of the early exercise boundary attached to American-style standard options under the jump to default extended constant elasticity of variance model of Carr and Linetsky (Financ Stoch 10(3):303–330, 2006).
Mesoporous poly(vinylidene fluoride-co-trifluoroethylene) membranes for lithium...
Costa, C. M.; Kundu, M.; Dias, J. C.; Pereira, João Pedro Nunes; Botelho, Gabriela; Silva, Maria Manuela; Lanceros-Méndez, S.Mesoporous separator membranes based on poly(vinylidene fluoride-co-trifluoroethylene), PVDF-TrFE, were prepared through the removal of ZnO nanoparticles from the polymer matrix composite. Different filler concentrations were used, and the evaluation of the morphology, mechanical properties, uptake and ionic conductivity of the membranes were demonstrated that they depend on initial ZnO content in the composite...