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Thermal and mechanical properties of blends based on high density polyethylene and paraffin wax were investigated. The blends were prepared from 5 to 50 vol. % of paraffin wax employing a twin-screw extruder. Thermal behaviour of samples was determined by differential scanning calorimetry, thermogravimetric and dynamic mechanical analyses. A displacement of melting temperature of polyethylene was detected as a consequence of the plasticization effect of wax. These results revealed that melting temperatures and latent heats of samples are suitable for their application as phase change materials. Blends were processed by injection moulding which is an advantageous method to obtain pieces of this kind of materials. The evolution of loss tangent versus temperature of injected samples showed the lack of miscibility between the components of the blend. Tensile tests were carried out to characterize the mechanical strength of blends. Elongation at break decreased as paraffin wax content increased, and Young's modulus decreased with wax content but in the case of blends with a 30 vol. % of wax and more, brittle rupture occurred and no yield point was observed. (C) 2014 Elsevier Ltd. All rights reserved.