Photochemical and Electrochemical Switching of Overcrowded Alkenes

This thesis contains the research into the synthesis and functioning of molecular electromotors with quaternary centres; the novel synthesis and electrochmistry of bisthioxanthylidene electrochemical switches. Further research delves into new molecular motors with helical chirality and computational studies of isoindigo

The contagion effects of the COVID-19 pandemic:Evidence from gold and cryptocurrencies

At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results indicate that a number of characteristics expected during a "flight to safety" were present during the period analysed. The volatility relationship between the main Chinese stock markets and Bitcoin evolved significantly during this period of enormous financial stress. We provide a number of observations as to why this situation occurred. Such dynamic correlations during periods of stress present further evidence to cautiously support the validity of the development of this new financial product within mainstream portfolio design through the diversification benefits provided

Bitcoin futures - what use are they?

Early analysis of Bitcoin concluded that it did not meet the economic conditions to be classified as a currency. Since this conclusion, interest in Bitcoin has increased substantially. We investigate whether the introduction of futures trading in Bitcoin is able to resolve the issues that stopped Bitcoin from being considered a currency. Our analysis shows that spot volatility has increased following the appearance of futures contracts, that futures contracts are not an effective hedging instrument, and that price discovery is driven by uninformed investors in the spot market. We therefore argue that the conclusion that Bitcoin is a speculative asset rather than a currency is not altered by the introduction of futures trading

Fast synthesis and redox switching of di- And tetra-substituted bisthioxanthylidene overcrowded alkenes

A rapid and efficient method for the synthesis of overcrowded alkenes using (trimethylsilyl)diazomethane provides a range of substituted bisthioxanthylidenes. We show large conformational redox switching from folded to orthogonal states, which tolerates many substitution patterns. The facile access to bisthioxanthylidene switches with the potential for further functionalization, in combination with the reliable redox chemistry, provides major opportunities for the design of electrochemically responsive systems

Palladium-Catalyzed C(sp³) C(sp²) Cross-Coupling of (Trimethylsilyl)methyllithium with (Hetero)Aryl Halides

The palladium-catalyzed direct cross-coupling of a range of organic chlorides and bromides with the bifunctional C(sp(3))-(trimethylsilyl)methyllithium reagent is reported. The use of Pd-PEPPSI-IPent as the catalyst allows for the preparation of structurally diverse and synthetically versatile benzyl- and allylsilanes in high yields under mild conditions (room temperature) with short reaction times.</p

Cryptocurrency reaction to fomc announcements: Evidence of heterogeneity based on blockchain stack position

We examine the response of a broad set of digital assets to US Federal Fund interest rate and quantitative easing announcements, specifically examining associated volatility spillover and feedback effects. We classify each digital asset into one of three categories: Currencies; Protocols; and Decentralised Applications (dApps). Currency-based digital assets experience idiosyncratic spillovers in the period immediately after US monetary policy announcements, while application or protocol-based digital assets are largely immune to policy volatility spillover and feedback. Mineable digital assets are found to be more susceptible to monetary policy volatility spillovers and feedback than non-mineable. Responses indicate a diverse market within which, not all assets are comparable to Bitcoin

Datestamping the Bitcoin and Ethereum bubbles

We examine the existence and dates of pricing bubbles in Bitcoin and Ethereum, two popular cryptocurrencies using the (Phillips et al., 2011) methodology. In contrast to previous papers, we examine the fundamental drivers of the price. Having derived ratios that are economically and computationally sensible, we use these variables to detect and datestamp bubbles. Our conclusion is that there are periods of clear bubble behaviour, with Bitcoin now almost certainly in a bubble phas

Predicting the substituent effects in the optical and electrochemical properties of N,N′-substituted isoindigos

Isoindigo, the structural isomer of the well-known dye indigo, has seen a major revival recently because of the increasing interest of its use as a potential drug core structure and for the development of organic photovoltaic materials. Highly beneficial for diverse applications are its facile synthesis, straightforward functionalisation and the broad absorption band in the visible range. Moreover, its intrinsic electron deficiency renders isoindigo a promising acceptor structure in bulk heterojunction architectures. Here we present new insights into the substituent effects of N-functionalised isoindigos, developing a reliable and fast in silico screening approach of a library of compounds. Using experimental UV–Vis and electrochemical data increased the accuracy of the TD-DFT method employed. This procedure allowed us to accurately predict the optical and electrochemical properties of N-functionalised isoindigos and the elucidation of the relationship between substituent effects and electronic properties

High frequency volatility co-movements in cryptocurrency markets

Through the application of Diagonal BEKK and Asymmetric Diagonal BEKK methodologies to intra-day data for eight cryptocurrencies, this paper investigates not only conditional volatility dynamics of major cryptocurrencies, but also their volatility co-movements. We first provide evidence that all conditional variances are significantly affected by both previous squared errors and past conditional volatility. It is also shown that both methodologies indicate that cryptocurrency investors pay the most attention to news relating to Neo and the least attention to news relating to Dash, while shocks in OmiseGo persist the least and shocks in Bitcoin persist the most, although all of the considered cryptocurrencies possess high levels of persistence of volatility over time. We also demonstrate that the conditional covariances are significantly affected by both cross-products of past error terms and past conditional covariances, suggesting strong interdependencies between cryptocurrencies. It is also demonstrated that the Asymmetric Diagonal BEKK model is a superior choice of methodology, with our results suggesting significant asymmetric effects of positive and negative shocks in the conditional volatility of the price returns of all of our investigated cryptocurrencies, while the conditional covariances capture asymmetric effects of good and bad news accordingly. Finally, it is shown that time-varying conditional correlations exist, with our selected cryptocurrencies being strongly positively correlated, further highlighting interdependencies within cryptocurrency markets