Review and analysis of solar thermal facades

Harnessing solar energy to provide for the thermal needs of buildings is one of the most promising solutions to the global energy issue. Exploiting the additional surface area provided by the building’s façade can significantly increase the solar energy output. Developing a range of integrated and adaptable products that do not significantly affect the building’s aesthetics is vital to enabling the building integrated solar thermal market to expand and prosper. This work reviews and evaluates solar thermal facades in terms of the standard collector type, which they are based on, and their component make-up. Daily efficiency models are presented, based on a combination of the Hottel Whillier Bliss model and finite element simulation. Novel and market available solar thermal systems are also reviewed and evaluated using standard evaluation methods, based on experimentally determined parameters ISO 9806. Solar thermal collectors integrated directly into the facade benefit from the additional wall insulation at the back; displaying higher efficiencies then an identical collector offset from the facade. Unglazed solar thermal facades with high capacitance absorbers (e.g. concrete) experience a shift in peak maximum energy yield and display a lower sensitivity to ambient conditions than the traditional metallic based unglazed collectors. Glazed solar thermal facades, used for high temperature applications (domestic hot water), result in overheating of the building’s interior which can be reduced significantly through the inclusion of high quality wall insulation. For low temperature applications (preheating systems), the cheaper unglazed systems offer the most economic solution. The inclusion of brighter colour for the glazing and darker colour for the absorber shows the lowest efficiency reductions (<4%). Novel solar thermal façade solutions include solar collectors integrated into balcony rails, shading devices, louvers, windows or gutters.

What Moved Share Prices in the Nineteenth-Century London Stock Market?

Using a new weekly blue-chip index, this paper investigates the causes of stock price movements on the London market between 1823 and 1870. We find that economic fundamentals explain about 15 per cent of weekly and 34 per cent of monthly variation in share prices. Contemporary press reporting from the London Stock Exchange is used to ascertain what market participants thought were causing the largest movements on the market. The vast majority of large movements were attributed by the press to geopolitical, monetary, railway-sector, and financial-crisis news. Investigating the stock price changes on an independent list of events reaffirms these findings, suggesting that the most important specific events which moved markets were wars involving European powers.