Substituent effects on the electrocatalytic activity of cobalt phthalocyanine in the presence of graphene quantum dots
- Centane, Sixolile Sibongiseni
- Authors: Centane, Sixolile Sibongiseni
- Date: 2019
- Subjects: Phthalocyanines , Quantum dots , Electrocatalysis , Electrochemistry
- Language: English
- Type: text , Thesis , Masters , MSc
- Identifier: http://hdl.handle.net/10962/67614 , vital:29121
- Description: The electrocatalytic activity of metallophthalocyanines derivatives is explored. Cobalt monocarboxyphenoxy phthalocyanine (1), cobalt tetracarboxyphenoxy phthalocyanine (2), cobalt tetraaminophenoxy phthalocyanine (3) and cobalt tris-(tert-butylphenoxy) monocarboxyphenoxy phthalocyanine (4) are the phthalocyanines employed in this work. The metallophthalocyanines were employed alone as well as in the presence of the carbon based graphene quantum dots. The electrocatalytic behaviour of functionalized GQDs is also explored herein. The catalytic processes studies were conducted on a glassy carbon electrode surface. Modification of the electrode was achieved by the adsorption method. The materials were adsorbed either alone, as premixed/covalently linked GQDs/Pc conjugates or sequentially. Sequentially adsorbed electrodes involved the phthalocyanines on top or beneath GQDs. Sequentially modified electrodes where the phthalocyanine had higher currents and low detection limits than when the phthalocyanine is underneath. Premixed conjugates showed better activity than the covalently formed conjugates. The nanomaterials synthesized and used in this work were characterized using transmission electron microscopy, UV-Vis spectroscopy, dynamic light scattering, Raman spectroscopy, X-ray diffraction, Atomic Force Microscopy and X-ray photoelectron spectroscopy. The modified electrodes were characterized using cyclic voltammetry and scanning electrochemical spectroscopy. The electrocatalytic activity of the modified electrodes towards the oxidation of hydrazine was evaluated using cyclic voltammetry and chronoamperometry. Superior catalytic activity was observed for the conjugates compared to that of the individual conjugates.
- Full Text:
- Date Issued: 2019
- Authors: Centane, Sixolile Sibongiseni
- Date: 2019
- Subjects: Phthalocyanines , Quantum dots , Electrocatalysis , Electrochemistry
- Language: English
- Type: text , Thesis , Masters , MSc
- Identifier: http://hdl.handle.net/10962/67614 , vital:29121
- Description: The electrocatalytic activity of metallophthalocyanines derivatives is explored. Cobalt monocarboxyphenoxy phthalocyanine (1), cobalt tetracarboxyphenoxy phthalocyanine (2), cobalt tetraaminophenoxy phthalocyanine (3) and cobalt tris-(tert-butylphenoxy) monocarboxyphenoxy phthalocyanine (4) are the phthalocyanines employed in this work. The metallophthalocyanines were employed alone as well as in the presence of the carbon based graphene quantum dots. The electrocatalytic behaviour of functionalized GQDs is also explored herein. The catalytic processes studies were conducted on a glassy carbon electrode surface. Modification of the electrode was achieved by the adsorption method. The materials were adsorbed either alone, as premixed/covalently linked GQDs/Pc conjugates or sequentially. Sequentially adsorbed electrodes involved the phthalocyanines on top or beneath GQDs. Sequentially modified electrodes where the phthalocyanine had higher currents and low detection limits than when the phthalocyanine is underneath. Premixed conjugates showed better activity than the covalently formed conjugates. The nanomaterials synthesized and used in this work were characterized using transmission electron microscopy, UV-Vis spectroscopy, dynamic light scattering, Raman spectroscopy, X-ray diffraction, Atomic Force Microscopy and X-ray photoelectron spectroscopy. The modified electrodes were characterized using cyclic voltammetry and scanning electrochemical spectroscopy. The electrocatalytic activity of the modified electrodes towards the oxidation of hydrazine was evaluated using cyclic voltammetry and chronoamperometry. Superior catalytic activity was observed for the conjugates compared to that of the individual conjugates.
- Full Text:
- Date Issued: 2019
The impact of unanticipated news announcements by the US Federal Reserve On South African stock returns
- Authors: Sibanda, Lorna
- Date: 2019
- Subjects: Monetary policy -- United States , International finance , South Africa -- Foreign economic relations -- United States , United States -- Foreign economic relations -- South Africa , Banks of issue -- United States , Investments -- South Africa , Stocks -- Prices -- South Africa , Stocks -- Rate of return , Rate of return -- South Africa
- Language: English
- Type: text , Thesis , Masters , MCom
- Identifier: http://hdl.handle.net/10962/94703 , vital:31070
- Description: This thesis analyses whether monetary policy announcement shocks are transmitted across countries, with special emphasis on the impact of US Federal Reserve announcements on the South African stock market. Monetary policy is an important source of economic news and affects the risk perceptions of market participants. This study will improve the understanding of stock price determinants and possibly influence SA monetary policy in guarding against possible shocks originating from abroad. Using Federal Reserve Open Market Committee (FOMC) announcements over the period 2008 – 2014, the research studied changes in volatility of the South African FTSE/JSE All Share Index returns over this period. An event study and GARCH model approach was adopted to reach the goals of the analysis. The findings were a statistically insignificant connection between SA stock returns and both anticipated and unanticipated US Federal Reserve announcements. Over the sample period, each shock to SA stock returns persisted for approximately 4-5 months. Although SA stock return volatility demonstrated clustering behaviour (indicating sensitivity to economic shocks), the research could not find an obvious relationship between these spikes in volatility and US Federal Reserve announcements. It is concluded that South African stock returns do not change in response to unexpected US monetary policy announcements.
- Full Text:
- Date Issued: 2019
- Authors: Sibanda, Lorna
- Date: 2019
- Subjects: Monetary policy -- United States , International finance , South Africa -- Foreign economic relations -- United States , United States -- Foreign economic relations -- South Africa , Banks of issue -- United States , Investments -- South Africa , Stocks -- Prices -- South Africa , Stocks -- Rate of return , Rate of return -- South Africa
- Language: English
- Type: text , Thesis , Masters , MCom
- Identifier: http://hdl.handle.net/10962/94703 , vital:31070
- Description: This thesis analyses whether monetary policy announcement shocks are transmitted across countries, with special emphasis on the impact of US Federal Reserve announcements on the South African stock market. Monetary policy is an important source of economic news and affects the risk perceptions of market participants. This study will improve the understanding of stock price determinants and possibly influence SA monetary policy in guarding against possible shocks originating from abroad. Using Federal Reserve Open Market Committee (FOMC) announcements over the period 2008 – 2014, the research studied changes in volatility of the South African FTSE/JSE All Share Index returns over this period. An event study and GARCH model approach was adopted to reach the goals of the analysis. The findings were a statistically insignificant connection between SA stock returns and both anticipated and unanticipated US Federal Reserve announcements. Over the sample period, each shock to SA stock returns persisted for approximately 4-5 months. Although SA stock return volatility demonstrated clustering behaviour (indicating sensitivity to economic shocks), the research could not find an obvious relationship between these spikes in volatility and US Federal Reserve announcements. It is concluded that South African stock returns do not change in response to unexpected US monetary policy announcements.
- Full Text:
- Date Issued: 2019
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