Does anybody have any figures or the coefficient of expansion of this material. I understand that it is also affected by humidity. If so, can this effect be reduced by applying a protective varnish or similar?

Carbon fibre reinforced polymers tend to have extremely small thermal expansion .. the CF itself is one of the materials with the lowest thermal expansion ..

A pultruded CF tube or rod will have almost zero thermal expansion within the temperature range where the binding resin is still stable.

In some cases the thermal expansion of the resin may actually lead to a small negative expansion coefficient for the rod/tube.

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