37 resultados para Conditional-value-at-risk assessment


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In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.

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Formaldehyde (FA) ranks 25th in the overall U.S. chemical production, with more than 5 million tons produced each year. Given its economic importance and widespread use, many people are exposed to FA occupationally. Recently, based on the correlation with nasopharyngeal cancer in humans, the International Agency for Research on Cancer (IARC) confirmed the classification of FA as a Group I substance. Considering the epidemiological evidence of a potential association with leukemia, the IARC has concluded that FA can cause this lymphoproliferative disorder. Our group has developed a method to assess the exposure and genotoxicity effects of FA in two different occupational settings, namely FAbased resins production and pathology and anatomy laboratories. For exposure assessment we applied simultaneously two different techniques of air monitoring: NIOSH Method 2541 and Photo Ionization Detection Equipment with simultaneously video recording. Genotoxicity effects were measured by cytokinesis-blocked micronucleus assay in peripheral blood lymphocytes and by micronucleus test in exfoliated oral cavity epithelial cells, both considered target cells. The two exposure assessment techniques show that in the two occupational settings peak exposures are still occurring. There was a statistical significant increase in the micronucleus mean of epithelial cells and peripheral lymphocytes of exposed individuals compared with controls. In conclusion, the exposure and genotoxicity effects assessment methodologies developed by us allowed to determine that these two occupational settings promote exposure to high peak FA concentrations and an increase in the micronucleus mean of exposed workers. Moreover, the developed techniques showed promising results and could be used to confirm and extend the results obtained by the analytical techniques currently available.

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Background - According to the Report on Carcinogens, formaldehyde ranks 25th in the overall U.S. chemical production, with more than 5 million tons produced each year. Given its economic importance and widespread use, many people are exposed to formaldehyde environmentally and/or occupationally. Presently, the International Agency for Research on Cancer classifies formaldehyde as carcinogenic to humans (Group 1), based on sufficient evidence in humans and in experimental animals. Manyfold in vitro studies clearly indicated that formaldehyde can induce genotoxic effects in proliferating cultured mammalian cells. Furthermore, some in vivo studies have found changes in epithelial cells and in peripheral blood lymphocytes related to formaldehyde exposure. Methods - A study was carried out in Portugal, using 80 workers occupationally exposed to formaldehyde vapours: 30 workers from formaldehyde and formaldehyde-based resins production factory and 50 from 10 pathology and anatomy laboratories. A control group of 85 non-exposed subjects was considered. Exposure assessment was performed by applying simultaneously two techniques of air monitoring: NIOSH Method 2541 and Photo Ionization Detection equipment with simultaneously video recording. Evaluation of genotoxic effects was performed by application of micronucleus test in exfoliated epithelial cells from buccal mucosa and peripheral blood lymphocytes. Results - Time-weighted average concentrations not exceeded the reference value (0.75 ppm) in the two occupational settings studied. Ceiling concentrations, on the other hand, were higher than reference value (0.3 ppm) in both. The frequency of micronucleus in peripheral blood lymphocytes and in epithelial cells was significantly higher in both exposed groups than in the control group (p < 0.001). Moreover, the frequency of micronucleus in peripheral blood lymphocytes was significantly higher in the laboratories group than in the factory workers (p < 0.05). A moderate positive correlation was found between duration of occupational exposure to formaldehyde (years of exposure) and micronucleus frequency in peripheral blood lymphocytes (r = 0.401; p < 0.001) and in epithelial cells (r = 0.209; p < 0.01). Conclusions - The population studied is exposed to high peak concentrations of formaldehyde with a long-term exposure. These two aspects, cumulatively, can be the cause of the observed genotoxic endpoint effects. The association of these cytogenetic effects with formaldehyde exposure gives important information to risk assessment process and may also be used to assess health risks for exposed workers.

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Reuse of tire crumb in sport facilities is currently a very cost-effective waste management measure. Considering that incorporation of the waste materials in artificial turf would be facilitated if the rubber materials were already colored green, coatings were specifically developed for this purpose. This paper presents an experimental toxicological and environmental assessment aimed at comparing the obtained emissions to the environment in terms of polycyclic aromatic hydrocarbons (PAHs), heavy metals, and ecotoxicity for coated and noncoated rubber granulates. This study is a comprehensive evaluation of the major potential critical factors related with the release of all of these classes of pollutants because previous studies were not systematically performed. It was concluded that between the two types of coatings tested, one is particularly effective in reducing emissions to the environment, simultaneously meeting the requirements of adherence and color stability.

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Dissertação de Mestrado para a obtenção do grau de Mestre em Engenharia Electrotécnica Ramo de Energia

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Mestrado em Controlo de Gestão e dos Negócios

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Dissertação para obtenção do grau de Mestre em Engenharia Civil Ramo Edificações

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High loads of fungi have been reported in different types of waste management plants. This study intends to assess fungal contamination in one waste-sorting plant before and after cleaning procedures in order to analyze their effectiveness. Air samples of 50 L were collected through an impaction method, while surface samples, taken at the same time, were collected by the swabbing method and subject to further macro- and microscopic observations. In addition, we collected air samples of 250 L using the impinger Coriolis μ air sampler (Bertin Technologies) at 300 L/min airflow rate in order to perform real-time quantitative PCR (qPCR) amplification of genes from specific fungal species, namely Aspergillus fumigatus and Aspergillus flavus complexes, as well as Stachybotrys chartarum species. Fungal quantification in the air ranged from 180 to 5,280 CFU m−3 before cleaning and from 220 to 2,460 CFU m−3 after cleaning procedures. Surfaces presented results that ranged from 29 × 104 to 109 × 104 CFU m−2 before cleaning and from 11 × 104 to 89 × 104 CFU m−2 after cleaning. Statistically significant differences regarding fungal load were not detected between before and after cleaning procedures. Toxigenic strains from A. flavus complex and S. chartarum were not detected by qPCR. Conversely, the A. fumigatus species was successfully detected by qPCR and interestingly it was amplified in two samples where no detection by conventional methods was observed. Overall, these results reveal the inefficacy of the cleaning procedures and that it is important to determine fungal burden in order to carry out risk assessment.

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Contrary to fungi, exposure to mycotoxins is not usually identified as a risk factor present in occupational settings. This is probably due to the inexistence of limits regarding concentration of airborne mycotoxins, and also due to the fact that these compounds are rarely monitored in occupational environments. Aflatoxin B1 (AFB1) is the most prevalent aflatoxin and is associated with carcinogenicity, teratogenicity, genotoxicity and immunotoxicity but only a few studies examined exposure in occupational settings. Workers can be exposed to high airborne levels during certain operations in specific occupational settings. Aim of study: The study aimed to assess exposure to AFB1 in three settings: poultry, swine production and waste management.

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Antioneoplastic drugs are widely used in treatment of cancer, and several studies suggest acute and long-term effects associated to antineoplastic drug exposures, namely associating workplace exposure with health effects. Cytokinesis blocked micronucleus (CBMN) assay is one promising short-term genotoxicity assays for human risk assessment and their combination is recommended to monitor populations chronically exposed to genotoxic agents. The aim of this investigation is the genotoxicity assessment in different professionals that handle cytostatics drugs. This research is case-control blinded study constituted by 46 non-exposed subjects and 44 workers that handle antineoplastic drugs, such as pharmacists, pharmacy technicians, and nurses. It was found statistically significant increases in the genotoxicity biomarkers in exposed comparising with controls (p<0.05). The findings address the need for regular biomonitoring of personnel occupationally exposed to these drugs, confirming to an enhanced health risk assessment.

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Naturally Occurring Radioactive Materials (NORM) are materials that are found naturally in the environment and contain radioactive isotopes that can cause negative effects on the health of workers who manipulate them. Present in underground work like mining and tunnel construction in granite zones, these materials are difficult to identify and characterize without appropriate equipment for risk evaluation. The assessing methods were exemplified with a case study applied to the handling and processing of phosphoric rock where one found significant amounts of radioactive isotopes and consequently elevated radon concentrations in enclosed spaces containing these materials. © 2015 Taylor & Francis Group, London.

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International statistics show that the problem of the accidents at work is far away to be solved (ILO estimates that every year about 270 million work accidents and 160 million occupational diseases resulting in the death of more than 2 million workers occurs in the world). That's why the EU global goal concerning the community' strategy for occupational health and safety for 2007-2012 is to reduce in 25% the incidence rate of occupational accidents and diseases. In this prospect it is presented a case study which justify the need to develop studies in Safety, Hygiene and Health at Work area as a way to encourage the managers to implement preventive actions and strategies, besides meeting the legal requirements, in order to reduce the occurrence of work accidents, improve the work conditions and therefore obtain benefits in added values and reinforced competition. The general objective of this study is to describe the work situations, identify the dangers and associate the potential risks and consequences; evaluate and value the risk. The study uses the Failure Table methodology and, in the business area of an organization which will be from now on designated as MANTEM that works in the electromechanical maintenance area. The results were, amongst others, some actions to be implemented to eliminate/minimize risks.

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Num mercado de electricidade competitivo onde existe um ambiente de incerteza, as empresas de geração adoptam estratégias que visam a maximização do lucro, e a minimização do risco. Neste contexto, é de extrema importância para desenvolver uma estratégia adequada de gestão de risco ter em conta as diferentes opções de negociação de energia num mercado liberalizado, de forma a suportar a tomada de decisões na gestão de risco. O presente trabalho apresenta um modelo que avalia a melhor estratégia de um produtor de energia eléctrica que comercializa num mercado competitivo, onde existem dois mercados possíveis para a transacção de energia: o mercado organizado (bolsa) e o mercado de contratos bilaterais. O produtor tenta maximizar seus lucros e minimizar os riscos correspondentes, seleccionando o melhor equilíbrio entre os dois mercados possíveis (bolsa e bilateral). O mercado de contratos bilaterais visa gerir adequadamente os riscos inerentes à operação de mercados no curto prazo (mercado organizado) e dar o vendedor / comprador uma capacidade real de escolher o fornecedor com que quer negociar. O modelo apresentado neste trabalho faz uma caracterização explícita do risco no que diz respeito ao agente de mercado na questão da sua atitude face ao risco, medido pelo Value at Risk (VaR), descrito neste trabalho por Lucro-em-Risco (PAR). O preço e os factores de risco de volume são caracterizados por um valor médio e um desvio padrão, e são modelizados por distribuições normais. Os resultados numéricos são obtidos utilizando a simulação de Monte Carlo implementado em Matlab, e que é aplicado a um produtor que mantém uma carteira diversificada de tecnologias de geração, para um horizonte temporal de um ano. Esta dissertação está organizada da seguinte forma: o capítulo 1, 2 e 3 descrevem o estado-da-arte relacionado com a gestão de risco na comercialização de energia eléctrica. O capítulo 4 descreve o modelo desenvolvido e implementado, onde é também apresentado um estudo de caso com uma aplicação do modelo para avaliar o risco de negociação de um produtor. No capítulo 5 são apresentadas as principais conclusões.

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A test chamber was projected and built (according to ISO 16000-9 Standard) to simulate atmospheric conditions experienced by rubber infill (when applied in synthetic turf pitches) and measure accurately the airborne emissions of pollutants such as dusts and volatile organic compounds (VOC), as well as pollutants present in leachates. It should be pointed out that standard ISO 16000-9 is only concerned with the determination of the emission of VOC from building products and furnishing (not specific of synthetic turf materials), whereas other standards are concerned with the emission of leachates only. This procedure is to be considered as a technical option to the lysimeter "global turf system evaluation" when the rubber infill alone is to be evaluated. The advantage of the proposed option considering this "test chamber" is its simplicity and economy. This test chamber is actually installed and being used for tests in LAIST.

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A biosensor for urea has been developed based on the observation that urea is a powerful active-site inhibitor of amidase, which catalyzes the hydrolysis of amides such as acetamide to produce ammonia and the corresponding organic acid. Cell-free extract from Pseudomonas aeruginosa was the source of amidase (acylamide hydrolase, EC 3.5.1.4) which was immobilized on a polyethersulfone membrane in the presence of glutaraldehyde; anion-selective electrode for ammonium ions was used for biosensor development. Analysis of variance was used for optimization of the biosensorresponse and showed that 30 mu L of cell-free extract containing 7.47 mg protein mL(-1), 2 mu L of glutaraldehyde (5%, v/v) and 10 mu L of gelatin (15%, w/v) exhibited the highest response. Optimization of other parameters showed that pH 7.2 and 30 min incubation time were optimum for incubation ofmembranes in urea. The biosensor exhibited a linear response in the range of 4.0-10.0 mu M urea, a detection limit of 2.0 mu M for urea, a response timeof 20 s, a sensitivity of 58.245 % per mu M urea and a storage stability of over 4 months. It was successfully used for quantification of urea in samples such as wine and milk; recovery experiments were carried out which revealed an average substrate recovery of 94.9%. The urea analogs hydroxyurea, methylurea and thiourea inhibited amidase activity by about 90%, 10% and 0%, respectively, compared with urea inhibition.