Electrons generated by Landau damping of the plasmon excitation on gold nanoparticles that can be injected into an adjacent semiconductor e.g. anatase TiO2, enhancing the light harvesting capabilities of solar energy conversion devices. The understanding of the electron injection processes is crucial for the optimization of the devices. The first step is to have an understanding of the bare gold nanoparticle itself, we thus report on ultrafast transient absorption studies of surface plasmon-excited ~25 nm diameter gold nanoparticles in solution, monitoring the surface plasmon resonance response in the visible (1.7-3.0 eV) as well as the inter- and intra-band transitions in the near-to-deep-UV (3.4-4.5 eV). However, in order to distinguish the thermal effects in absorption spectrum on gold NPs, we present temperature-dependent (from room temperature to 80 °C) absorption spectra of Au/SiO2 core-shell nanoparticles (core diameter: ~25 nm) in the range from 1.5 eV to 4.5 eV, which encompasses the localized surface plasmon resonance and the interband transitions. The changes of absorption spectra are well reproduced by theoretical calculations based on the experimentally measured temperature-dependence of the real (e_1) and imaginary (e_2) part of the gold nanoparticle dielectric constant. We also compare the results to ultrafast photo-induced transient absorption spectra upon excitation of the plasmon band, and conclude that while the plasmon band can be used to monitor the heating of the nanoparticles, the interband region is little affected by thermal effects and is dominated by electronic ones. Our deep-UV probed transient results on gold nanoparticles show that after the initial ultrafast electron-electron and electron-phonon scattering processes, low-energy hot electrons above the Fermi level remain in equilibrium with the hot lattice for tens to hundreds of ps. Then we investigate the photo-induced charge carrier transfer and relaxation in Au/TiO2, our results show that the bleach at the exction resonance in Au/TiO2 has a significant slow decay speed upon plasmon excitation, and its transient absorption intensity at long term decay gives a quadratic dependence on excitation fluence, implying the appearance of two-photon absorption in anatase TiO2 that enhanced by the surface plasmon resonance of gold nanoparticles. Besides, in the Au/SiO2 and Au/TiO2 NPs, we both observe acoustic vibrations in the UV region for the first time but with significantly different oscillation frequencies which were attributed to the different elastic properties of the shell.