4. Electronic Theses and Dissertations (ETDs) - Faculties submissions
Permanent URI for this communityhttps://hdl.handle.net/10539/37773
Browse
Search Results
Item Biophysical studies of metal chelate binding by HSA: Towards an understanding of metallodrug transport(University of the Witwatersrand, Johannesburg, 2023) Sookai, Sheldon; Munro, OrdeHuman serum albumin (HSA) is the most abundant blood protein, transporting many exogenous compounds including clinically deployed and investigational drugs that are generally organic in nature. HSA may largely influence the pharmacokinetics and pharmacodynamics of these drugs. Therefore, studying their interactions with HSA is vital in progressing drug development. In this thesis we present work on the synthesis and characterisation of five Schiff base bis(pyrrolide-imine) ligands that were metalated with either Au(III) (Chapters 2 and 3) or Pt(II) (Chapters 4 and 5). One of the ligands H2L1 was further metalated with Ni(II) and Pd(II) (Chapter 6). In Chapters 2 and 3 focus on a patented class of anti-cancer bis(pyrrolide-imine) Au(III) Schiff base chelates. Three Au(III) chelates were synthesized in Chapter 2 and underwent National Cancer Institute (NCI)-60 cytotoxic screening. Among them, AuL1 and AuL3 underwent full-five dose testing and recorded GI50 values of 7.3 µM and 11.5 µM, and IC50 values of 15.7 µM and 30.9 µM, respectively. AuL1 was tested further and found to be an interfacial poison of topoisomerase II at 0.5–5 µM and a catalytic inhibitor at 50 µM. In Chapter 3, two chiral tetradentate cyclohexane-1,2-diamine-bridged bis(pyrrole-imine) Au(III) complexes were reported, both of which were found to be cytotoxic in the NCI-60 screen. The chiral Au(III) chelates had a different mode of action compared to AuL1. Hierarchical cluster analysis suggest that their mode of action is similar to that of taxol. All five Au(III) chelates bound to HSA with moderate affinity (104–105 M–1) and minimally perturbed the structure of the protein. This highlights the potential for the Au(III) complexes to be transported by the HSA-mediated pathway. Chapters 4 and 5 focused on the synthesis of novel and previously reported Pt(II) Schiff base chelates to spectroscopically and computationally study their interaction with HSA and elucidate if the chelates could act as theranostic agents. It was found that switching the linking bis(imine) carbon linkage altered the binding affinity of the complex. However, the Pt(II) ion ensured that all three Pt(II) chelates preferred binding to Sudlow’s site II of HSA. The data was corroborated by molecular docking simulations and ONIOM calculations. Only 2 was found to be cytotoxic when irradiated with UV light but was found to act as a photosensitizer rather than a theranostic agent. Chapter 6 investigated the influence of d8 metal ions (Ni(II), Pd(II) and Pt(II) within the same ligand scaffold (H2PrPyrr) binding to HAS, which was investigated by steady state fluorescence quenching. The affinity constants, Ka, ranged from -3.5 -103 M−1 to-1- 106 M–1 at 37 C, following the order Pd(PrPyrr) > Pt(PrPyrr) > Ni(PrPyrr) >H2PrPyrr. The Pd(II) chelate was prone to hydrolysis and had a unique binding mode which we attribute to the unusually high binding affinity. The complexes uptake is enthalpically driven, hinging mainly on London dispersion forces. In summation, twelve metal complexes were successfully synthesized, of which 11 bound to HSA with a moderate binding affinity. The Au(III) chelates preferred Sudlow’s site I, while the Pt(II) chelates preferred Sudlow’s site II. Overall, the metal complexes bound fully intact to HSA.Item The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance in South Africa(University of the Witwatersrand, Johannesburg, 2023) Mudau, Phathutshedzo; Godspower-Akpomiemie, EuphemiaThe relationship between commodity prices and the stock market has been an important focus in literature. This relationship is especially important for a rich mineral resource country with an export-based economy like South Africa. Fluctuating commodity prices create significant business challenges, impacting production costs,product pricing and profitability. Understanding factors that affect the stock market performance becomes important, since the performance of the stock market is associated with the economic condition. This study examined the sensitivity of stock market performance to fluctuations in commodity prices and macroeconomic factors, using monthly data that spans from January 2005 to December 2020. Crude oil and platinum were selected as commodities while interest rate and exchange rate were selected as macroeconomic factors for this study. Ordinary Least Square (OLS) regression method was deployed, together with quantile regression, in this study to achieve the objective. The resulting OLS regression model was also tested for goodness of fit and the residuals tested to validate the model. It was found that commodity price fluctuations affect stock market performance positively and macroeconomic factors affect it negatively. An increase in platinum price caused an increase in the stock market performance. This reflects the importance of palatinum as one of the most produced and exported minerals in South Africa. Crude oil price fluctuations had a positive impact on the stock market performance. The positive impact could be due to South Africa’s trade balance or the source of the crude oil price shock. Exchange rate showed the highest impact on the performance of the stock market. Cheaper imports shift demand from locally produced goods in favour of import, affecting their profitability. Interest rate had a negative but insignificant impact on stock market performance.Item The Impact of Commodity Prices, Interest Rate and Exchange Rate on Stock Market Performance in South Africa(University of the Witwatersrand, Johannesburg, 2023) Mudau, Phathutshedzo; Godspower-Akpomiemie, EuphemiaThe relationship between commodity prices and the stock market has been an important focus in literature. This relationship is especially important for a rich mineral resource country with an export-based economy like South Africa. Fluctuating commodity prices create significant business challenges, impacting production costs, product pricing and profitability. Understanding factors that affect the stock market performance becomes important, since the performance of the stock market is associated with the economic condition. This study examined the sensitivity of stock market performance to fluctuations in commodity prices and macroeconomic factors, using monthly data that spans from January 2005 to December 2020. Crude oil and platinum were selected as commodities while interest rate and exchange rate were selected as macroeconomic factors for this study. Ordinary Least Square (OLS) regression method was deployed, together with quantile regression, in this study to achieve the objective. The resulting OLS regression model was also tested for goodness of fit and the residuals tested to validate the model. It was found that commodity price fluctuations affect stock market performance positively and macroeconomic factors affect it negatively. An increase in platinum price caused an increase in the stock market performance. This reflects the importance of platinum as one of the most produced and exported minerals in South Africa. Crude oil price fluctuations had a positive impact on the stock market performance. The positive impact could be due to South Africa’s trade balance or the source of the crude oil price shock. Exchange rate showed the highest impact on the performance of the stock market. Cheaper imports shift demand from locally produced goods in favour of import, affecting their profitability. Interest rate had a negative but insignificant impact on stock market performance