Futuros financeiros: uma abordagem aos commodities de algodão

Dissertação de Mestrado Apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação de Mestre José Carlos Pedro

Intelligent Micro Grid Management using a Multi-Agent approach

Recent changes in electricity markets (EMs) have been potentiating the globalization of distributed generation. With distributed generation the number of players acting in the EMs and connected to the main grid has grown, increasing the market complexity. Multi-agent simulation arises as an interesting way of analysing players’ behaviour and interactions, namely coalitions of players, as well as their effects on the market. MASCEM was developed to allow studying the market operation of several different players and MASGriP is being developed to allow the simulation of the micro and smart grid concepts in very different scenarios This paper presents a methodology based on artificial intelligence techniques (AI) for the management of a micro grid. The use of fuzzy logic is proposed for the analysis of the agent consumption elasticity, while a case based reasoning, used to predict agents’ reaction to price changes, is an interesting tool for the micro grid operator.

A congestion management and transmission price simulator for competitive electricity markets

In a liberalized electricity market, the Transmission System Operator (TSO) plays a crucial role in power system operation. Among many other tasks, TSO detects congestion situations and allocates the payments of electricity transmission. This paper presents a software tool for congestion management and transmission price determination in electricity markets. The congestion management is based on a reformulated Optimal Power Flow (OPF), whose main goal is to obtain a feasible solution for the re-dispatch minimizing the changes in the dispatch proposed by the market operator. The transmission price computation considers the physical impact caused by the market agents in the transmission network. The final tariff includes existing system costs and also costs due to the initial congestion situation and losses costs. The paper includes a case study for the IEEE 30 bus power system.