Estudo sobre a memória longa na volatilidade dos preços do ouro : uma abordagem com base nos modelos de tipo ARCH

Mestrado em Contabilidade e Análise Financeira

A trader portfolio optimization of bilateral contracts in electricity retail markets

Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

Environmental and track perturbations on multiple pantograph interaction with catenaries in high-speed trains

The top velocity of high-speed trains is generally limited by the ability to supply the proper amount of energy through the pantograph-catenary interface. The deterioration of this interaction can lead to the loss of contact, which interrupts the energy supply and originates arcing between the pantograph and the catenary, or to excessive contact forces that promote wear between the contacting elements. Another important issue is assessing on how the front pantograph influences the dynamic performance of the rear one in trainsets with two pantographs. In this work, the track and environmental conditions influence on the pantograph-catenary is addressed, with particular emphasis in the multiple pantograph operations. These studies are performed for high speed trains running at 300 km/h with relation to the separation between pantographs. Such studies contribute to identify the service conditions and the external factors influencing the contact quality on the overhead system. (C) 2013 Elsevier Ltd. All rights reserved.

Análise técnica dos principais índices bolsistas europeus

Mestrado em Controlo e Gestão e dos Negócios