## 1 Introduction  
Thermal comfort in urban buildings has become an increasing challenge due to the intensification of the Urban Heat Island (UHI) phenomenon [1,2], aggravated by global warming and rapid urbanisation. UHI results in higher temperatures in cities compared with nearby rural areas due to the ability of building materials to absorb and retain heat throughout the day [1,3]. This thermal rise increases energy demand in urban buildings, especially for air conditioning, significantly impacting energy consumption and citizens' well-being [4,5]. Furthermore, the lack of thermal control in indoor environments can compromise quality of life, reducing productivity and increasing health problems [6]. Developing effective strategies for improving thermal comfort in urban buildings and mitigate UHI is a priority for modern cities [2,4] (Figure 1). Latent heat storage materials (LHTS) [7,8], commonly known as Phase Change Materials (PCMs), have emerged as a promising solution for addressing thermal regulation challenges [9]. These materials act as temperature stabilisers by absorbing heat during the day and releasing it at night through latent heat storage, thereby maintaining a more consistent thermal environment. When incorporated into civil engineering building materials such as cement mortar [10] and asphalt [11], PCMs can help mitigate UHI-related issues, improve thermal comfort, and increase energy efficiency [12]. [PERSON] et al. [13] show that despite their high potential, conventional methods of incorporating PCMs often face limitations such as property instability and leakage, compromising their effectiveness in practical applications. These challenges highlight the need for innovative approaches to encapsulate and use PCMs more effectively in sustainable building practices [10]. Aiming to improve these limitations, developing co-axial phase change polymer fibres (PCFs) [14] represents a significant innovation for the scientific world. Produced using the wet-spinning method [15], these PCFs encapsulate PCMs in a well-defined core-sheath structure, preventing leaks and ensuring thermal stability [16]. This approach provides  
Figure 1: Urban Heat Island (UHI) contribution and consequences. controlled release and absorption of thermal energy, making PCFs particularly suitable for use in civil construction materials to improve urban thermal regulation [17; 18]. Among the PCFs' production steps, optimising the coagulation bath is fundamental [14; 19; 20], as it directly influences the fibre sheath-core structure's formation, integrity and functionality. [PERSON] et al. [21] studied how the coagulation process can control the exchange rate between the solvent and the coagulant, affecting the final morphology of the fibres, such as the thickness of the sheath and the uniformity of the core. Recent studies indicate that different parameters such as temperature, composition and length of the coagulation bath play essential roles in obtaining high-quality PCFs [21; 22]. An optimised coagulation bath promotes the removal of toxic solvents, such as dimethylformamide (DMF) [14; 23], improving the structural stability of the fibres and reducing environmental risks. Furthermore, this step is essential to avoid defects, such as ruptures, which could compromise the encapsulation of PCMs and their thermal storage capacity, ensuring their efficiency for long-term applications in civil engineering materials. Therefore, the appropriate choice of the best coagulation bath is essential for the overall performance of PCFs and their application in sustainable thermal regulation solutions. To the best of the authors' knowledge, this is one of the first studies to explore coagulation bath optimisation and evaluate morphological, chemical, and thermal properties with a specific PCF structure. In this work, PCFs containing cellulose acetate (CA) in the sheath and polyethylene glycol (PEG 600 and 1000) in the core were developed for subsequent evaluation of morphological, chemical and thermal properties.