2 resultados para Pairs trading


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Studies have shown that large geographical spreading can reduce the wind power variability and smooth production. It is frequently assumed that storage and interconnection can manage wind power variability and are totally flexible. However, constraints do exist. In the future more and more electricity will be provided by renewable energy sources and more electricity interconnectors will be built between European Union (EU) countries, as outlines in many of the Projects of Common Interests. It is essential to understand the correlation of wind generation throughout Europe considering power system constraints. In this study the spatial and temporal correlation of wind power production across several countries is examined in order to understand how “the wind ‘travels’ across Europe”. Three years of historical hourly wind power generation from ten EU countries is analysed to investigate the geographic diversity and time scales influence on correlation of wind power variations. Results are then compared with two other studies and show similar general characteristics of correlation between EU country pairs to identify opportunities for storage optimisation, power system operations, and trading.

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The state of a system in classical mechanics can be uniquely reconstructed if we know the positions and the momenta of all its parts. In 1958 Pauli has conjectured that the same holds for quantum mechanical systems. The conjecture turned out to be wrong. In this paper we provide a new set of examples of Pauli pairs, being the pairs of quantum states indistinguishable by measuring the spatial location and momentum. In particular, we construct a new set of spatially localized Pauli pairs.