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.

Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

OC/EC ratio observations in Europe: Re-thinking the approach for apportionment between primary and secondary organic carbon

This study explores a large set of OC and EC measurements in PM(10) and PM(2.5) aerosol samples, undertaken with a long term constant analytical methodology, to evaluate the capability of the OC/EC minimum ratio to represent the ratio between the OC and EC aerosol components resulting from fossil fuel combustion (OC(ff)/EC(ff)). The data set covers a wide geographical area in Europe, but with a particular focus upon Portugal, Spain and the United Kingdom, and includes a great variety of sites: urban (background, kerbside and tunnel), industrial, rural and remote. The highest minimum ratios were found in samples from remote and rural sites. Urban background sites have shown spatially and temporally consistent minimum ratios, of around 1.0 for PM(10) and 0.7 for PM(2.5).The consistency of results has suggested that the method could be used as a tool to derive the ratio between OC and EC from fossil fuel combustion and consequently to differentiate OC from primary and secondary sources. To explore this capability, OC and EC measurements were performed in a busy roadway tunnel in central Lisbon. The OC/EC ratio, which reflected the composition of vehicle combustion emissions, was in the range of 03-0.4. Ratios of OC/EC in roadside increment air (roadside minus urban background) in Birmingham, UK also lie within the range 03-0.4. Additional measurements were performed under heavy traffic conditions at two double kerbside sites located in the centre of Lisbon and Madrid. The OC/EC minimum ratios observed at both sites were found to be between those of the tunnel and those of urban background air, suggesting that minimum values commonly obtained for this parameter in open urban atmospheres over-predict the direct emissions of OC(ff) from road transport. Possible reasons for this discrepancy are explored. (C) 2011 Elsevier Ltd. All rights reserved.

Transmission price simulator in a liberalized electricity market

This paper presents a software tool (SIM_CMTP) that solves congestion situations and evaluates the taxes to be paid to the transmission system by market agents. SIM_CMTP provides users with a set of alternative methods for cost allocation and enables the definition of specific rules, according to each market and/or situation needs. With these characteristics, SIM_CMTP can be used as an operation aid for Transmission System Operator (TSO) or Independent System Operator (ISO). Due to its openness, it can also be used as a decision-making support tool for evaluating different options of market rules in competitive market environment, guarantying the economic sustainability of the transmission system.

Nodal price simulation in competitive electricity markets

Locational Marginal Prices (LMP) are important pricing signals for the participants of competitive electricity markets, as the effects of transmission losses and binding constraints are embedded in LMPs [1],[2]. This paper presents a software tool that evaluates the nodal marginal prices considering losses and congestion. The initial dispatch is based on all the electricity transactions negotiated in the pool and in bilateral contracts. It must be checked if the proposed initial dispatch leads to congestion problems; if a congestion situation is detected, it must be solved. An AC power flow is used to verify if there are congestion situations in the initial dispatch. Whenever congestion situations are detected, they are solved and a feasible dispatch (re-dispatch) is obtained. After solving the congestion problems, the simulator evaluates LMP. The paper presents a case study based on the the 118 IEEE bus test network.

Residential property loans and performance during property price booms: evidence from European banks

Understanding the performance of banks is of the utmost relevance, because of the impact of this sector on economic growth and financial stability. Of all the different assets that make up a bank portfolio, the residential mortgage loans constitute one of its main. Using the dynamic panel data method, we analyse the influence of residential mortgage loans on bank profitability and risk, using a sample of 555 banks in the European Union (EU-15), over the period from 1995 to 2008. We find that banks with larger weights of residential mortgage loans show lower credit risk in good times. This result explains why banks rush to lend on property during booms due to the positive effects it has on credit risk. The results show further that credit risk and profitability are lower during the upturn in the residential property price cycle. The results also reveal the existence of a non-linear relationship (U-shaped marginal effect), as a function of bank’s risk, between profitability and the residential mortgage loans exposure. For those banks that have high credit risk, a large exposure of residential mortgage loans is associated with higher risk-adjusted profitability, through lower risk. For banks with a moderate/low credit risk, the effects of higher residential mortgage loan exposure on its risk-adjusted profitability are also positive or marginally positive.

Residential property loans and performance during property price booms: evidence from European

Understanding the performance of banks is of the u tmost importance due to the impact the sector may have on economic growth and financial stability. Residential mortgage loans constitute a large proportion of the portfolio of many banks and are one of the key assets in the determination of performance. Using a dynamic panel model , we analyse the impact of res idential mortgage loans on bank profitability and risk , based on a sample of 555 banks in the European Union ( EU - 15 ) , over the period from 1995 to 2008. We find that banks with larger weight s in residential mortgage loans display lower credit risk in good market conditions . This result may explain why banks rush to lend on property during b ooms due to the positive effect it has on credit risk . The results also show that credit risk and profitability are lower during the upturn in the residential property cy cle. Furthermore, t he results reveal the existence of a non - linear relationship ( U - shaped marginal effect), as a function of bank’s risk, between profitability and residential mortgage exposure . For those banks that have high er credit risk, a large exposur e to residential loans is associated with increased risk - adjusted profitability, through a reduction in risk. For banks with a moderate to low credit risk, the impact of higher exposure are also positive on risk - adjusted profitability.

The development and optimization of a modified single-drop microextraction method for organochlorine pesticides determination by gas chromatography-tandem mass spectrometry

We have developed a new method for single-drop microextraction (SDME) for the preconcentration of organochlorine pesticides (OCP) from complex matrices. It is based on the use of a silicone ring at the tip of the syringe. A 5 μL drop of n-hexane is applied to an aqueous extract containing the OCP and found to be adequate to preconcentrate the OCPs prior to analysis by GC in combination with tandem mass spectrometry. Fourteen OCP were determined using this technique in combination with programmable temperature vaporization. It is shown to have many advantages over traditional split/splitless injection. The effects of kind of organic solvent, exposure time, agitation and organic drop volume were optimized. Relative recoveries range from 59 to 117 %, with repeatabilities of <15 % (coefficient of variation) were achieved. The limits of detection range from 0.002 to 0.150 μg kg−1. The method was applied to the preconcentration of OCPs in fresh strawberry, strawberry jam, and soil.

Endothelial lipase correlated positively with EPA/AA ratio in RBCs membrane

The fatty acid profile of erythrocyte membranes has been considered a good biomarker for several pathologic situations. Dietary intake, digestion, absorption, metabolism, storage and exchange amongst compartments, greatly influence the fatty acids composition of different cells and tissues. Lipoprotein and hepatic lipases were also involved in fatty acid availability. In the present work we examined the correlations between fatty acid in Red Blood Cells (RBCs) membranes, the fatty acid desaturase and elongase activities, glycaemia, blood lipids, lipoproteins and apoproteins, and the endothelial lipase (EL) mass in plasma. Twenty one individuals were considered in the present study, with age >18 y. RBCs membranes were obtained and analysed for fatty acid composition by gas chromatography. The amount of fatty acids (as percentage) were analysed, and the ratios between fatty acid 16:1/16:0; 18:1/18:0; 18:0/16:0; 22:6 n-3/20:5 n-3 and 20:4 n-6/18:2 n-6 were calculated. Bivariate analysis (rs) and partial correlations were determined. SCD16 estimation activity correlated positively with BMI (rs=0.466, p=0.043) and triacylglycerols (TAG) (rs=0.483, p=0.026), and negatively with the ratio ApoA1/ApoB (rs=-0.566, p=0.007). Endothelial lipase (EL) correlated positively with the EPA/AA ratio in RBCs membranes (rs=0.524, p=0.045). After multi-adjustment for BMI, age, hs-CRP and dietary n3/n6 ratio, the correlations remained significant between EL and EPA/AA ratio. At the best of our knowledge this is the first report that correlated EL with the fatty acid profile of RBCs plasma membranes. The association found here can suggest that the enzyme may be involved in the bioavailability and distribution of n-3/n-6 fatty acids, suggesting a major role for EL in the pathophysiological mechanisms involving biomembranes’ fatty acids, such as in inflammatory response and eicosanoids metabolites pathways.

Lar militar: projecto de execução

Trabalho Final de Mestrado para obtenção do grau de mestre em Engenharia Civil na Área de Especialização em Estruturas

Produção de hidrogénio através da gasificação da biomassa

A procura de uma forma limpa de combustível, aliada à crescente instabilidade de preços dos combustíveis fósseis verificada nos mercados faz com que o hidrogénio se torne num combustível a considerar devido a não resultar qualquer produto poluente da sua queima e de se poder utilizar, por exemplo, desperdícios florestais cujo valor de mercado não está inflacionado por não pertencer à cadeia alimentar humana. Este trabalho tem como objetivo simular o processo de gasificação de biomassa para produção de hidrogénio utilizando um gasificador de leito fluidizado circulante. O oxigénio e vapor de água funcionam como agentes gasificantes. Para o efeito usou-se o simulador de processos químicos ASPEN Plus. A simulação desenvolvida compreende três etapas que ocorrem no interior do gasificador: pirólise, que foi simulada por um bloco RYIELD, combustão de parte dos compostos voláteis, simulada por um bloco RSTOIC e, por fim, as reações de oxidação e gasificação do carbonizado “char”, simuladas por um bloco RPLUG. Os valores de rendimento dos compostos após a pirólise, obtidos por uma correlação proposta por Gomez-Barea, et al. (2010), foram os seguintes: 20,33% “char”, 22,59% alcatrão, 36,90% monóxido de carbono, 16,05%m/m dióxido de carbono, 3,33% metano e 0,79% hidrogénio (% em massa). Como não foi possível encontrar valores da variação da composição do gás à saída do gasificador com a variação da temperatura, para o caso de vapor de água e oxigénio, optou-se por utilizar apenas vapor na simulação de forma a comparar os seus valores com os da literatura. Às temperaturas de 700, 770 e 820ºC, para um “steam-to-biomass ratio”, (SBR) igual a 0,5, os valores da percentagem molar de monóxido de carbono foram, respetivamente, 56,60%, 55,84% e 53,85%, os valores de hidrogénio foram, respetivamente, 17,83%, 18,25% e 19,31%, os valores de dióxido de carbono foram, respetivamente, 16,40%, 16,85% e 17,93% e os valores de metano foram, respetivamente, 9,00%, 8,95% e 8,83%. Os valores da composição à saída do gasificador, à temperatura de 820ºC, para um SBR de 0,5 foram: 53,85% de monóxido de carbono, 19,31% de hidrogénio, 17,93% de dióxido de carbono e 8,83% de metano (% em moles). Para um SBR de 0,7 a composição à saída foi de 54,45% de monóxido de carbono, 19,01% de hidrogénio, 17,59% de dióxido de carbono e 8,87% de metano. Por fim, quando SBR foi igual a 1 a composição do gás à saída foi de 55,08% de monóxido de carbono, 18,69% de hidrogénio, 17,24% de dióxido de carbono e 8,90% de metano. Os valores da composição obtidos através da simulação, para uma mistura de ar e vapor de água, ER igual a 0,26 e SBR igual a 1, foram: 34,00% de monóxido de carbono, 14,65% de hidrogénio, 45,81% de dióxido de carbono e 5,41% de metano. A simulação permitiu-nos ainda dimensionar o gasificador e determinar alguns parâmetros hidrodinâmicos do gasificador, considerando que a reação “water-gas shift” era a limitante, e que se pretendia obter uma conversão de 95%. A velocidade de operação do gasificador foi de 4,7m/s e a sua altura igual a 0,73m, para um diâmetro de 0,20m.

Square-wave voltametric method for determination of molinate concentration in a biological process using a hanging mercury drop electrode

A square-wave voltammetric (SWV) method using a hanging mercury drop electrode (HMDE) has been developed for determination of the herbicide molinate in a biodegradation process. The method is based on controlled adsorptive accumulation of molinate for 10 s at a potential of -0.8 V versus AgCl/Ag. An anodic peak, due to oxidation of the adsorbed pesticide, was observed in the cyclic voltammogram at ca. -0.320 V versus AgCl/Ag; a very small cathodic peak was also detected. The SWV calibration plot was established to be linear in the range 5.0x10-6 to 9.0x10-6 mol L-1; this corresponded to a detection limit of 3.5x10-8 mol L-1. This electroanalytical method was used to monitor the decrease of molinate concentration in river waters along a biodegradation process using a bacterial mixed culture. The results achieved with this voltammetric method were compared with those obtained by use of a chromatographic method (HPLC–UV) and no significant statistical differences were observed.

Análise de tecnologias de impermeabilização e isolamento em reabilitação da envolvente de edifícios

Neste trabalho é abordado o estágio efectuado por um período de sete meses na E.A. (Engenheiros Associados) e um estudo de caso sobre as tecnologias aplicadas no isolamento térmico de paredes exteriores. Na primeira parte deste relatório é efectuada uma breve caracterização da empresa e da sua actividade no mercado. A Engenheiros e Associados tem a sua estrutura assente nos seguintes sectores: Técnico-Comercial, de Aprovisionamento e de Gestão Administrativa; da qual foi efectuada uma descrição do trabalho desenvolvido em cada um desses sectores, nomeadamente a permanência na obra e as visitas e diligências às obras. A segunda parte deste relatório, que é a parte fulcral do trabalho desenvolvido, assenta sobre o sistema de ETICS (External Thermal Insulation Composite System), ou seja, o sistema de reboco delgado armado sobre isolamento térmico. Foi utilizado o sistema Cappotto na Obra de Requalificação da Urbanização de Vila d’Este – 1ª Fase. Após uma breve apresentação e evolução da história do ETICS ao longo do tempo, é exposta a caracterização da obra onde vai ser aplicado o sistema, que recai sobre a tipologia dos edifícios. Refira-se que, neste relatório, os edifícios por serem de construção túnel se dividem em três tipos: tipo plana ou corrente, tipo ângulo e tipo topo. Na Analise de Patologias efectuada evidenciam-se as fissuras e a humidade presentes em quase toda a extensão dos referidos edifícios antes do tratamento, tornando-as assim as principais anomalias destes edifícios. Foram elemento de foco as anomalias existentes nos edifícios, como: Deterioração do fibrocimento; Insuficiência das caleiras; Deficiências das impermeabilizações; Ausência de rufos; Deficiência das ligações; Degradação do revestimento e pintura; Fissuração do reboco; Degradação dos forros exteriores; Deterioração das padieiras; Deterioração dos peitoris; Deterioração das juntas de dilatação; Infiltrações e condensações; Ruptura das canalizações; Deslocamentos; Deficiências de ventilação; Deficiências de estanqueidade; Inexistência de Sistema de combate a incêndios. Para estas patologias são apresentadas as propostas de solução de forma a eliminar as mesmas. Sendo o ETICS escolhido por ser o sistema que elimina a maior parte destas patologias, tendo em conta uma relação de qualidade/preço, é abordada de uma forma detalhada e extensiva da aplicação do sistema antes, durante e depois da obra em si. Assim como, é feita uma descrição pormenorizada do material utilizado para a implementação do sistema. A análise dos pontos críticos refere-se a zonas sensíveis onde há a necessidade de reforço do sistema com vista a eliminar o aparecimento posterior de patologias, como por exemplo as características de suporte. Após a aplicação do sistema podem aparecer algumas patologias das quais se destaca o facto dos produtos serem preparados em obra, o erro humano nas dosagens do fabricante e no acrescento de água sem necessidade e a par das condições climatéricas, são as causas mais comuns do aparecimento de anomalias no sistema de ETICS, provocando fissurações e infiltrações, que são descritas neste relatório. É também abordada a manutenção e reparação do sistema, onde a manutenção refere-se à lavagem e à remoção de microorganismos das paredes e posterior pintura. A reparação dos danos divide-se em dois tipos, áreas até 2 cm2 e áreas maiores que 2 cm2. Por fim, são apresentados alguns rendimentos, que foram possíveis obter ao longo do desenvolvimento do trabalho, dos materiais e da mão-de-obra, dando origem aos custos directos. Sendo também abordadas as vantagens e desvantagens do sistema desde o seu início até à sua conclusão.

Food consumption, physical activity and socio-economic status related to BMI, waist circumference and waist-to-height ratio in adolescents

Objective: To examine the association between obesity and food group intakes, physical activity and socio-economic status in adolescents. Design: A cross-sectional study was carried out in 2008. Cole’s cut-off points were used to categorize BMI. Abdominal obesity was defined by a waist circumference at or above the 90th percentile, as well as a waist-to-height ratio at or above 0?500. Diet was evaluated using an FFQ, and the food group consumption was categorized using sex-specific tertiles of each food group amount. Physical activity was assessed via a self-report questionnaire. Socio-economic status was assessed referring to parental education and employment status. Data were analysed separately for girls and boys and the associations among food consumption, physical activity, socio-economic status and BMI, waist circumference and waist-to-height ratio were evaluated using logistic regression analysis, adjusting the results for potential confounders. Setting: Public schools in the Azorean Archipelago, Portugal. Subjects: Adolescents (n 1209) aged 15–18 years. Results: After adjustment, in boys, higher intake of ready-to-eat cereals was a negative predictor while vegetables were a positive predictor of overweight/ obesity and abdominal obesity. Active boys had lower odds of abdominal obesity compared with inactive boys. Boys whose mother showed a low education level had higher odds of abdominal obesity compared with boys whose mother presented a high education level. Concerning girls, higher intake of sweets and pastries was a negative predictor of overweight/obesity and abdominal obesity. Girls in tertile 2 of milk intake had lower odds of abdominal obesity than those in tertile 1. Girls whose father had no relationship with employment displayed higher odds of abdominal obesity compared with girls whose father had high employment status. Conclusions: We have found that different measures of obesity have distinct associations with food group intakes, physical activity and socio-economic status.

Add/drop filters based on SiC technology for optical interconnects

In this paper we demonstrate an add/drop filter based on SiC technology. Tailoring of the channel bandwidth and wavelength is experimentally demonstrated. The concept is extended to implement a 1 by 4 wavelength division multiplexer with channel separation in the visible range. The device consists of a p-i'(a-SiC:H)-n/p-i(a-Si: H)-n heterostructure. Several monochromatic pulsed lights, separately or in a polychromatic mixture illuminated the device. Independent tuning of each channel is performed by steady state violet bias superimposed either from the front and back sides. Results show that, front background enhances the light-to-dark sensitivity of the long and medium wavelength channels and quench strongly the others. Back violet background has the opposite behaviour. This nonlinearity provides the possibility for selective removal or addition of wavelengths. An optoelectronic model is presented and explains the light filtering properties of the add/drop filter, under different optical bias conditions.