Paper-based all-solid-state flexible asymmetric micro-supercapacitors fabricated by a simple pencil drawing methodology

A simple and novel methodology was developed for manufacturing interdigitated asymmetric all-solid-state flexible micro-supercapacitors (MSCs) by a facile pencil drawing process followed by electrodepositing MnO₂ on one of the as-drawn graphite electrode as anode and the other as cathode.     

Investigation on enthalpies of combustion and heat capacities for 2-aminomethylpyridine derivatives

Journal of Thermal Analysis and Calorimetry - The molar energies of combustion $$\left( {\Delta_{\text{c}} U_{\text{m}} } \right)$$ for 2-aminomethylpyridine (AMP), tert-butyl...     

Direct C−H Arylation Meets Perovskite Solar Cells: Tin‐Free Synthesis Shortcut to High‐Performance Hole‐Transporting Materials

In contrast to the traditional multistep synthesis, we demonstrate herein a two‐step synthesis shortcut to triphenylamine‐based hole‐transporting materials (HTMs) through sequential direct C?H arylations. These hole‐transporting molecules are fabricated in perovskite‐based solar cells (PSCs) that exhibit promising efficiencies up to 17.69 %, which is comparable to PSCs utilizing commercially available 2,2′,7,7′‐tetrakis[N,N‐di(4‐methoxyphenyl)amino]‐9,9′‐spirobifluorene (spiro‐OMeTAD) as the HTM. This is the first report describing the use of step‐saving C?H activations/arylations in the facile synthesis of small‐molecule HTMs for perovskite solar cells.     

Risk factor extraction with quantile regression method

Firm characteristics based risk factors constitute a large part of the asset pricing literature. These characteristic based factors are constructed using the extreme quantiles of the sorted portfolios based on the firm characteristic in question. Yet to date, there is no consensus on a systematic approach to determine the optimal quantile used for extracting firm characteristic based risk factors. In addition, it is a stylised fact that asset prices exhibit heteroscedastic behavior, and counting on the extreme portfolios to extract the characteristic factors can produce unexpected result. In this study, we use quantile regressions to determine the optimal quantiles used in portfolios sorts to extract characteristic based risk factors used in asset pricing. Quantile regressions are well-suited to identify the quantiles needed to extract firm characteristic based factors, especially when the firm characteristic based factors and stock returns relationship is non-linear. More over, quantile regressions presents the quantile-by-quantile risk-return coefficients, thereby verifying the behavior of the extreme quantiles used in the factor construction. By examining the relationship between common characteristic based factors and stock returns in 23 developed countries, we observed that the optimal quantiles used to construct the common factors may differ between factors, but is similar across the North American, Asia-Pacific and Europe regions.

     

Nmp-based ionic liquids: Recyclable catalysts for both hetero-Michael addition and Knoevenagel condensation in water

A series of novel N-methyl piperidine (Nmp)-based ionic liquids with 1,2-propanediol group are synthesized and used as catalysts for both hetero-Michael addition of α,β-unsaturated amides and Knoevenagel condensation at room temperature in water; and all the examined substrates could be transformed into corresponding products in good to excellent yields. Meanwhile IL-catalyzed hetero-Michael addition of α,β-unsaturated amides in water has not been reported in the previous literatures. Additionally, the catalyst is recyclable for the two reactions. This finding provides a green catalyst for both hetero-Michael addition of α,β-unsaturated amides and Knoevenagel condensation in water.