170 resultados para Value-at-Risk (VaR)
Resumo:
Despite modern weed control practices, weeds continue to be a threat to agricultural production. Considering the variability of weeds, a classification methodology for the risk of infestation in agricultural zones using fuzzy logic is proposed. The inputs for the classification are attributes extracted from estimated maps for weed seed production and weed coverage using kriging and map analysis and from the percentage of surface infested by grass weeds, in order to account for the presence of weed species with a high rate of development and proliferation. The output for the classification predicts the risk of infestation of regions of the field for the next crop. The risk classification methodology described in this paper integrates analysis techniques which may help to reduce costs and improve weed control practices. Results for the risk classification of the infestation in a maize crop field are presented. To illustrate the effectiveness of the proposed system, the risk of infestation over the entire field is checked against the yield loss map estimated by kriging and also with the average yield loss estimated from a hyperbolic model.
Resumo:
The paper presents the development of a decision support system for the management of geotechnical and environmental risks in oil pipelines using a geographical information system. The system covers a 48.5 km long section of the So Paulo to Brasilia (OSBRA) oil pipeline, which crosses three municipalities in the northeast region of the So Paulo state (Brazil) and represents an area of 205.8 km(2). The spatial database was created using geo-processing procedures, surface and intrusive investigations and geotechnical reports. The risk assessment was based mainly on qualitative models (relative numeric weights and multicriteria decision analysis) and considered pluvial erosion, slope movements, soil corrosion and third party activities. The maps were produced at a scale of 1:10,000.
Resumo:
This study presents a decision-making method for maintenance policy selection of power plants equipment. The method is based on risk analysis concepts. The method first step consists in identifying critical equipment both for power plant operational performance and availability based on risk concepts. The second step involves the proposal of a potential maintenance policy that could be applied to critical equipment in order to increase its availability. The costs associated with each potential maintenance policy must be estimated, including the maintenance costs and the cost of failure that measures the critical equipment failure consequences for the power plant operation. Once the failure probabilities and the costs of failures are estimated, a decision-making procedure is applied to select the best maintenance policy. The decision criterion is to minimize the equipment cost of failure, considering the costs and likelihood of occurrence of failure scenarios. The method is applied to the analysis of a lubrication oil system used in gas turbines journal bearings. The turbine has more than 150 MW nominal output, installed in an open cycle thermoelectric power plant. A design modification with the installation of a redundant oil pump is proposed for lubricating oil system availability improvement. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
This work aimed to determining the anatomical structure of wood, through methodology of histology and X-ray densitometry, of resin-tapped and not resin-tapped Pinus caribaea var. hondurensis trees samples, of three diameter classes. Pine trees, in forest plantation established in 1969, in the Ecological Experimental Station of Itirapina, from the Forestry Institute of Sao Paulo State, were measured and stratified into three classes of trunk diameter. The pine trees were resin-tapped since 2004, with the opening of two simultaneous and opposing panels. Sixty samples of pine wood trees were extracted from the tree trunk through a non-destructive method and in the laboratory. Tree rings were determined in the laboratory and wood apparent density by X-ray densitometry. The test results showed that: (i) false tree rings occur in the early wood and late wood of the tree rings due to climate change; (ii) the X-ray densitometry allowed the demarcation of the tree rings limits; (iii) the wood apparent density average was significantly different between the trees in high class diameter and in the medium-low class; (iv) the wood characteristics from the resin-tapped and non resin-tapped faces did not show significant differences.
Resumo:
Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.
Resumo:
The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.
Resumo:
Literature has documented beneficial effects of seed priming on speed, synchronization and uniformity of germination. often leading to improved stand establishment. However. doubts still persist about the possible reversal effects, after drying and during storage of primed seeds that could overcome, partial or totally, the improved performance. The objectives of this research were to identify drying and storage procedures that would maintain the physiological performance achieved after seed priming, without negative effects on storability. First. hydroprimed cauliflower Seeds cv. Sharon and cv. Teresopolis Gigante, each represented by three seed lots were submitted to fast drying, slow drying, and treatments of pre-drying incubation (exposure to 35 degrees C, to a polyethylene glycol 6000 solution or a heat shock) followed by fast drying. In the second phase of this study, hydroprimed seed samples were submitted to fast drying (30-35 degrees C and 40-50% R.H.) and stored under laboratory conditions or in a chamber at 20 degrees C and 50% relative humidity for six months. Seed physiological potential was evaluated after 60-day intervals for germination (speed and percentage), Seedling emergence and saturated salt accelerated aging tests. All drying treatments efficiently preserved the favourable priming effects, except for the incubation at 35 degrees C for 96-144 hours. The beneficial priming effects followed by fast drying persisted for four months under controlled conditions (20 degrees C and 50% relative humidity).
Resumo:
Previously known only from the southern United States, hosta petiole rot recently appeared in the northern United States. Sclerotium rolfsii var. delphinii is believed to be the predominant petiole rot pathogen in the northern United States, whereas S. rolfsii is most prevalent in the southern United States. In order to test the hypothesis that different tolerance to climate extremes affects the geographic distribution of these fungi, the survival of S. rolfsii and S. rolfsii var. delphinii in the northern and southeastern United States was investigated. At each of four locations, nylon screen bags containing sclerotia were placed on the surface of bare soil and at 20-cm depth. Sclerotia were recovered six times from November 2005 to July 2006 in North Dakota and Iowa, and from December 2005 to August 2006 in North Carolina and Georgia. Survival was estimated by quantifying percentage of sclerotium survival on carrot agar. Sclerotia of S. rolfsii var. delphinii survived until at least late July in all four states. In contrast, no S. rolfsii sclerotia survived until June in North Dakota or Iowa, whereas 18.5% survived until August in North Carolina and 10.3% survived in Georgia. The results suggest that inability to tolerate low temperature extremes limits the northern range of S. rolfsii.
Resumo:
Background: Previous work showed that daily ingestion of an aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416, supplemented or not with isoflavones, reduced the total cholesterol and non-HDL-cholesterol levels, increased the high-density lipoprotein (HDL) concentration and inhibited the raising of autoantibody against oxidized low-density lipoprotein (ox-LDL Ab) and the development of atherosclerotic lesions. Objective: The aim of this study was to characterize the fecal microbiota in order to investigate the possible correlation between fecal microbiota, serum lipid parameters and atherosclerotic lesion development in rabbits with induced hypercholesterolemia, that ingested the aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416. Methods: The rabbits were randomly allocated to five experimental groups (n = 6): control (C), hypercholesterolemic (H), hypercholesterolemic plus unfermented soy product (HUF), hypercholesterolemic plus fermented soy product (HF) and hypercholesterolemic plus isoflavone-supplemented fermented soy product (HIF). Lipid parameters and microbiota composition were analyzed on days 0 and 60 of the treatment and the atherosclerotic lesions were quantified at the end of the experiment. The fecal microbiota was characterized by enumerating the Lactobacillus spp., Bifidobacterium spp., Enterococcus spp., Enterobacteria and Clostridium spp. populations. Results: After 60 days of the experiment, intake of the probiotic soy product was correlated with significant increases (P < 0.05) on Lactobacillus spp., Bifidobacterium spp. and Enterococcus spp. and a decrease in the Enterobacteria population. A strong correlation was observed between microbiota composition and lipid profile. Populations of Enterococcus spp., Lactobacillus spp. and Bifidobacterium spp. were negatively correlated with total cholesterol, non-HDL-cholesterol, autoantibodies against oxidized LDL (ox-LDL Ab) and lesion size. HDL-C levels were positively correlated with Lactobacillus spp., Bifidobacterium spp., and Enterococcus spp. populations. Conclusion: In conclusion, daily ingestion of the probiotic soy product, supplemented or not with isoflavones, may contribute to a beneficial balance of the fecal microbiota and this modulation is associated with an improved cholesterol profile and inhibition of atherosclerotic lesion development.
Resumo:
Blends of canola oil (CO) and fully hydrogenated cottonseed oil (FHCSO), with 20, 25, 30, 35 and 40% FHCSO (w/w) were interesterified under the following conditions: 0.4% sodium methoxide, 500 rpm stirring, 100C, 20 min. The original and interesterified blends were examined for triacylglycerol composition, melting point, solid fat content (SFC) and consistency. Interesterification caused considerable rearrangement of triacylglycerol species, reduction of trisaturated triacylglycerol content and increase in disaturated-monounsaturated and monosaturated-diunsaturated triacylglycerols in all blends, resulting in lowering of respective melting points. The interesterified blends showed reduced SFC at all temperatures and more linear melting profiles if compared with the original blends. Consistency, expressed as yield value, significantly decreased after the reaction. Iso-solid curves indicated eutectic interactions for the original blends, which were eliminated after randomization. The 80:20, 75:25, 70:30 and 65:35 (w/w) CO: FHCSO interesterified blends showed characteristics which are appropriate for their application as soft margarines, spreads, fat for bakery/all-purpose shortenings, and icing shortenings, respectively. PRACTICAL APPLICATIONS Recently, a number of studies have suggested a direct relationship between trans isomers and increased risk of vascular disease. In response, many health organizations have recommended reducing consumption of foods containing trans fatty acids. In this connection, chemical interesterification has proven the main alternative for obtaining plastic fats that have low trans isomer content or are even trans isomer free. This work proposes to evaluate the chemical interesterification of binary blends of canola oil and fully hydrogenated cottonseed oil and the specific potential application of these interesterified blends in food products.
Resumo:
Plasma is an innovative sterilization method characterized by a low toxicity to operators and patients, and also by its operation at temperatures close to room temperatures. The use of different parameters for this method of sterilization and the corresponding results were analyzed in this study. A low-pressure inductive discharge was used to study the plasma sterilization processes. Oxygen and a mixture of oxygen and hydrogen peroxide were used as plasma source gases. The efficacy of the processes using different combinations of parameters such as plasma-generation method, type of gas, pressure, gas flow rate, temperature, power, and exposure time was evaluated. Two phases were developed for the processes, one using pure oxygen and the other a mixture of gases. Bacillus subtilis var. niger ATCC 9372 (Bacillus atrophaeus) spores inoculated on glass coverslips were used as biological indicators to evaluate the efficacy of the processes. All cycles were carried out in triplicate for different sublethal exposure times to calculate the D value by the enumeration method. The pour-plate technique was used to quantify the spores. D values of between 8 and 3 min were obtained. Best results were achieved at high power levels (350 and 40oW) using pure oxygen, showing that plasma sterilization is a promising alternative to other sterilization methods. (c) 2007 Elsevier B.V. All rights reserved.
Resumo:
Financial institutions are directly exposed to the credit risk, that is, the risk of the borrower not fulfill with their obligations, paying their debts in its stated periods established previously. The bank predict this type of risk, including them in their balance-sheets. In 2006/2007 there was the impact of a new financial crisis that spread around the world, known as the crisis of subprime. The objective of this study is to analyze if the provisions for credit risk or liquidation increased the sprouting of the crisis of subprime in ten major national banks, chosen accordant to their total assets. To answer this question, the balance-sheets of each one of these banks in the period of 2005 to 2007 were analyzed. This research is characterized, as for its objectives, as descriptive and as for the procedures as documentary research. It is also characterized as having a qualitative approach. The results show that the crisis of subprime has caused little impact in the credit risk provision of the analyzed institutions. It was noticed a slight increase in the provision indicators at the peak of the crisis in 2006. These percentages were reduced in, 2007, probably reflecting the economic stability of Brazil and the stagnation of the crisis Of subprime in that year, at least in relation to in our country.
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This article aims to identify the main and interaction effects of two country-level variables, namely national distance and country risk, on the survival of international joint ventures in emerging markets. Research hypotheses predicting the negative impact of national distance and country risk on survival of international joint ventures are formulated in this article. These research hypotheses are examined in a sample of 234 international joint ventures formed in Brazil between 1973 and 2004. These international joint ventures were subjected to an event history analysis over a period of time ranging from 1973 to 2006. The empirical results show that large national cultural differences between local and foreign partners increase the instability of international joint ventures, whereas the survival of these alliances does not seem to be affected either by the economic and political uncertainty of Brazil. Furthermore, the national distance between local and foreign partners has effects on survival that are variable according to the life cycle of international joint ventures. (C) 2007 Elsevier Ltd. All rights reserved.
Resumo:
The purpose of this study is to identify the effects of monetary policy and macroeconomic shocks on the dynamics of the Brazilian term structure of interest rates. We estimate a near-VAR model under the identification scheme proposed by Christiano et al. (1996, 1999). The results resemble those of the US economy: monetary policy shocks that flatten the term structure of interest rates. We find that monetary policy shocks in Brazil explain a significantly larger share of the dynamics of the term structure than in the USA. Finally, we analyse the importance of standard macroeconomic variables (e. g. GDP, inflation and measure of country risk) to the dynamics of the term structure in Brazil.
Resumo:
This study aims to elaborate a hierarchical risk scale (HRS) of agricultural and cattle breeding activities and to classify the main agricultural crops and cattle breeding activities according to their risk levels. The research is characterized as exploratory and quantitative and was based on previous risk assessment (MARKOWITZ, 1952) and capital cost calculation (SHARPE, 1964) work for other business segments. The calculations on agricultural and cattle breeding data were processed for the period from 2000 to 2006. The used methods considers simplifications and adaptations needed to achieve the proposed objective. The final result, pioneering and embryonic, provides support to improve the management of these activities that are so essential to produce food for society.