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.

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.

Phase growth control in low temperature PLD Co: TiO2 films by pressure

This paper reports on the structural and optical properties of Co-doped TiO2 thin films grown onto (0001)Al2O3 substrates by non-reactive pulsed laser deposition (PLD) using argon as buffer gas. It is shown that by keeping constant the substrate temperature at as low as 310 degrees C and varying only the background gas pressure between 7 Pa and 70 Pa, it is possible to grow either epitaxial rutile or pure anatase thin films, as well as films with a mixture of both polymorphs. The optical band gaps of the films are red shifted in comparison with the values usually reported for undoped TiO2, which is consistent with n-type doping of the TiO2 matrix. Such band gap red shift brings the absorption edge of the Co-doped TiO2 films into the visible region, which might favour their photocatalytic activity. Furthermore, the band gap red shift depends on the films' phase composition, increasing with the increase of the Urbach energy for increasing rutile content. (C) 2012 Elsevier B.V. All rights reserved.

The influence of the blood pressure on the venous cerebral flow measured by magnetic susceptibility (SWI) technique

Susceptibility Weighted Image (SWI) is a Magnetic Resonance Imaging (MRI) technique that combines high spatial resolution and sensitivity to provide magnetic susceptibility differences between tissues. It is extremely sensitive to venous blood due to its iron content of deoxyhemoglobin. The aim of this study was to evaluate, through the SWI technique, the differences in cerebral venous vasculature according to the variation of blood pressure values. 20 subjects divided in two groups (10 hypertensive and 10 normotensive patients) underwent a MRI system with a Siemens® scanner model Avanto of 1.5T using a synergy head coil (4 channels). The obtained sequences were T1w, T2w-FLAIR, T2* and SWI. The value of Contrast-to-Noise Ratio (CNR) was assessed in MinIP (Minimum Intensity Projection) and Magnitude images, through drawing free hand ROIs in venous structures: Superior Sagittal Sinus (SSS) Internal Cerebral Vein (ICV) and Sinus Confluence (SC). The obtained values were presented in descriptive statistics-quartiles and extremes diagrams. The results were compared between groups. CNR shown higher values for normotensive group in MinIP (108.89 ± 6.907) to ICV; (238.73 ± 18.556) to SC and (239.384 ± 52.303) to SSS. These values are bigger than images from Hypertensive group about 46 a.u. in average. Comparing the results of Magnitude and MinIP images, there were obtained lower CNR values for the hypertensive group. There were differences in the CNR values between both groups, being these values more expressive in the large vessels-SSS and SC. The SWI is a potential technique to evaluate and characterize the blood pressure variation in the studied vessels adding a physiological perspective to MRI and giving a new approach to the radiological vascular studies.

Short- and medium-term effects of manual therapy on cervical active range of motion and pressure pain sensitivity in latent myofascial pain of the upper trapezius muscle: a randomized controlled trial

Objective: The purpose of this study was to investigate effects of different manual techniques on cervical ranges of 17 motion and pressure pain sensitivity in subjects with latent trigger point of the upper trapezius muscle. 18 Methods: One hundred seventeen volunteers, with a unilateral latent trigger point on upper trapezius due to computer 19 work, were randomly divided into 5 groups: ischemic compression (IC) group (n = 24); passive stretching group (n = 20 23); muscle energy technique group (n = 23); and 2 control groups, wait-and-see group (n = 25) and placebo group 21 (n = 22). Cervical spine range of movement was measured using a cervical range of motion instrument as well as 22 pressure pain sensitivity by means of an algometer and a visual analog scale. Outcomes were assessed pretreatment, 23 immediately, and 24 hours after the intervention and 1 week later by a blind researcher. A 4 × 5 mixed repeated- 24 measures analysis of variance was used to examine the effects of the intervention and Cohen d coefficient was used. 25 Results: A group-by-time interaction was detected in all variables (P b .01), except contralateral rotation. The 26 immediate effect sizes of the contralateral flexion, ipsilateral rotation, and pressure pain threshold were large for 3 27 experimental groups. Nevertheless, after 24 hours and 1 week, only IC group maintained the effect size. 28 Conclusions: Manual techniques on upper trapezius with latent trigger point seemed to improve the cervical range of 29 motion and the pressure pain sensitivity. These effects persist after 1 week in the IC group. (J Manipulative Physiol 301 Ther 2013;xx:1-10)

Growth pressure dependence of Cu2ZnSnSe4 properties

In this work, we show a set of growth conditions, for the two step process, with which the growth of CZTSe is successful and reproducible. The properties of the best CTZSe thin films grown by this method were examined by SEM/EDS, XRD, Raman scattering, AFM/EFM, transmittance and reflectance measurements, photoluminescence (PL) measurements and hot point probe. A broad emission band was observed in the photoluminescence spectrum of the CZTSe thin film. The band gap energy was estimated to be around 1.05 eV at room temperature, using the transmittance and reflectance data, and CZTSe samples show p-type conductivity with the hot point probe. The different characterization techniques show that we could grow single phase CZTSe thin films with our optimized process conditions.

Influence of selenization pressure on the growth of Cu2ZnSnSe4 films from stacked metallic layers

Cu2ZnSnSe4 (CZTSe) is a p-type semiconductor with a high absorption coefficient, 104 to 105 cm-1, and is being seen as a possible replacement for Cu(In,Ga)Se2 in thin film solar cells. Yet, there are some fundamental properties of CZTSe that are not well known, one of them is its band gap. In order to resolve its correct value it is necessary to improve the growth conditions to ensure that single phase crystalline thin films are obtained. One of the problems encountered when growing CZTSe is the loss of Sn through evaporation of SnSe. Stoichiometric films are then difficult to obtain and usually there are other phases present. One possible way to overcome this problem is to increase the pressure of growth of CZTSe. This can be done by introducing an atmosphere of an inert gas like Ar or N2. In this work we report the results of morphological, structural and optical studies of the properties of CZTSe thin films grown by selenization of DC magnetron sputtered metallic layers under different Ar pressures. The films are analysed by SEM/EDS, Raman scattering and XRD.

Ground reaction forces and plantar pressure distribution during occasional loaded gait

This study compared the ground reaction forces (GRF) and plantar pressures between unloaded and occasional loaded gait. The GRF and plantar pressures of 60 participants were recorded during unloaded gait and occasional loaded gait (wearing a backpack that raised their body mass index to 30); this load criterion was adopted because is considered potentially harmful in permanent loaded gait (obese people). The results indicate an overall increase (absolute values) of GRF and plantar pressures during occasional loaded gait (p < 0.05); also, higher normalized (by total weight) values in the medial midfoot and toes, and lower values in the lateral rearfoot region were observed. During loaded gait the magnitude of the vertical GRF (impact and thrust maximum) decreased and the shear forces increased more than did the proportion of the load (normalized values). These data suggest a different pattern of GRF and plantar pressure distribution during occasional loaded compared to unloaded gait.

Size at birth and blood pressure in young adults: findings from a Brazilian birth cohort study

^len^lpt^aOBJETIVO: Descrever a prevalência de pressão arterial limítrofe (PAL) e hipertensão (HT) entre adultos jovens e avaliar a associação entre tamanho ao nascer e PAL/HT. MÉTODOS: Dados foram coletados do primeiro estudo brasileiro de coorte de nascimentos em Ribeirão Preto (sudeste do Brasil), iniciado em 1978/79. De 6.827 recém-nascidos de parto único hospitalar, 2.060 foram avaliados aos 23/25 anos. Foram realizadas coleta de sangue, avaliação antropométrica e obtidas informações sobre ocupação, escolaridade, hábitos de vida e doenças crônicas. Pressão arterial (PA) foi classificada em: 1) PAL: PA sistólica (PAS) ≥ 130 e < 140 mm Hg e/ou PA diastólica (PAD) ≥ 85 e < 90 mmHg; 2) HT: PAS ≥ 140 e/ou PAD ≥ 90 mm Hg. Foi aplicado modelo de regressão logística politômica. RESULTADOS: A prevalência de PAL foi de 13,5% (homens 23,2%) e a de HT, 9,5% (homens 17,7%). PAL foi independentemente associada com sexo masculino (RR 8,84; IC95%: 6,09;12,82), comprimento ao nascer ≥ 50 cm (RR 1,97; 1,04; 3,73), índice de massa corporal (IMC) ≥ 30 kg/m² (RR 3,23; 2,02; 5,15) e circunferência de cintura alterada (RR 1,61; 1,13;2,29), enquanto HT associou-se com sexo masculino (RR 15,18; 8,92;25,81), IMC ≥ 30 kg/m² (RR 3,68; 2,23;6,06), circunferência de cintura alterada (RR 2,68; 1,77;4,05) e glicemia elevada (RR 2,55; 1,27;5,10), mas não com comprimento ao nascer. CONCLUSÕES: As prevalências de PAL e HT entre os adultos jovens dessa coorte foram maiores em homens que em mulheres. Maior comprimento ao nascer foi associado com PAL, mas não com HT, enquanto peso ao nascer não foi associado com PAL ou HT. Fatores de risco do adulto explicaram a maioria dos aumentos de PAL ou HT.^les^aOBJETIVO: Describir la prevalencia de presión arterial limítrofe (PAL) e hipertensión (HT) entre adultos jóvenes y evaluar la asociación entre tamaño al nacer y PAL/HT. MÉTODOS: : Los datos fueron colectados en el primer estudio de cohorte de nacimientos brasileño en Ribeirao Preto (sureste de Brasil), iniciado en 1978/79. De 6.827 recién nacidos de parto único hospitalario, 2.060 fueron evaluados a los 23/25 años. Se realizaron colecta de sangre, evaluación antropométrica y obtenidas informaciones sobre ocupación, escolaridad, hábitos de vida y enfermedades crónicas. Presión arterial (PA) fue clasificada en: 1) PAL: PA sistólica (PAS) ≥ 130 y < 140 mm Hg y/o PA diastólica (PAD) ≥ 85 y < 90 mm Hg; 2) HT: PAS ≥ 140 y/o PAD ≥ 90 mm Hg. Se aplicó modelo de regresión logística politómica. RESULTADOS: La prevalencia de PAL fue de 13,5% (hombres 23,2%) y la de HT, 9,5% (hombres 17,7%). PAL fue independientemente asociada con sexo masculino (Riesgo Relativo - RR) 8,84; 95%IC: 6,09;12,82), estatura al nacer ≥ 50 cm (RR 1,97; 1,04; 3,73), índice de masa corporal (IMC) ≥ 30 kg/m2 (RR 3,23; 2,02; 5,15) y circunferencia de cintura alterada (RR 1,61; 1,13;2,29), mientras el HT se asoció con sexo masculino (RR 15,18; 8,92;25,81), IMC ≥ 30 kg/m2 (RR 3,68; 2,23;6,06), circunferencia de cintura alterada (RR 2,68; 1,77;4,05) y glicemia elevada (RR 2,55; 1,27;5,10), pero no con estatura al nacer. CONCLUSIONES: Las prevalencias de PAL y HT entre los adultos jóvenes de la cohorte fueron mayores en hombres que en mujeres. Mayor estatura al nacer fue asociado con PAL, pero no con HT, mientras que el peso al nacer no estuvo asociado con PAL o HT. Factores de riesgo de adulto explicaron la mayoría de los aumentos de PAL o HT.

Analysis of the respiratory dynamics during normal breathing by means of pseudo phase plots and pressure-volume loops

This paper reports on the analysis of tidal breathing patterns measured during noninvasive forced oscillation lung function tests in six individual groups. The three adult groups were healthy, with prediagnosed chronic obstructive pulmonary disease, and with prediagnosed kyphoscoliosis, respectively. The three children groups were healthy, with prediagnosed asthma, and with prediagnosed cystic fibrosis, respectively. The analysis is applied to the pressure–volume curves and the pseudophaseplane loop by means of the box-counting method, which gives a measure of the area within each loop. The objective was to verify if there exists a link between the area of the loops, power-law patterns, and alterations in the respiratory structure with disease. We obtained statistically significant variations between the data sets corresponding to the six groups of patients, showing also the existence of power-law patterns. Our findings support the idea that the respiratory system changes with disease in terms of airway geometry and tissue parameters, leading, in turn, to variations in the fractal dimension of the respiratory tree and its dynamics.

Castor fiber na gruta do Caldeirão. Existência, distribuição e extinção do castor em Portugal

Beaver only had been found in Portugal in a Chalcolithic locality, the Vila Nova de S. Pedro castrum. It has now been identified in the Upper Paleolithic (Solutrean) from Gruta do Caldeirão, near Tomar. The species has been found recently at «Gruta do Almonda»; 4 teeth were collected in bed C, older than a Solutrean sequence (see Anexo for details). The species seems to have been rare, as it was also the case with portuguese Miocene Castoridae Enroxenomys minutus and Chalicomys jaegeri. If account is taken of the presence in the Middle Ages until Castille of words meaning beaver (relared to the popular latin Fiber/Biber), it is obvious that these animais still existed then. Such nouns were largely predominant over rhe rather erudite latin (greek deríved) words as Castor,-óris and derived ones, as it could be expected. This allowed us to recognize that veiro should be the corresponding word with Fiber affinities in archaic portuguese. It was previously supposed to mean only expensive furs then imported into Portugal. Indeed it was also a zoonym. Anywày, beaver should be scarce by XIIIth century since it is not included in the quite detailed price list imposed by the «Lei da Almotaçaria» from December 26, 1253 (see Quadro II). Toponyms in veiro and derived words (fig. 2; Quadro III) (plural, feminines, diminutives, inhabited places) give a resrrictive view of rhe Middle Age distribution. Some of them are certainly older than Portugal itself (firsr half of XIlth cenrury); others existed by the XIVth century bur were probably older. Some rare toponyms seem to be derived from the erudite latin Castor,-óris. Nothing suggests that these words were still in use as zoonyms during the Middle Ages. All toponyms are located in regions near rivers and other freshwaters ecologically suitable for beavers, so we can approximately retrace its former, Middle Age disrribution in Portugal (fig. 2; Quadro III). Most of them are locared in the Center-West and Northwest of Portugal, with a suitable c1imate (rainfall in general over 800 mílimerers per year); the only sure geographical exception is Veiros, in Alto Alentejo province, in a region with comparable precipitations and less dry climate conditions than mosr of the territories South of rhe Tagus. There are less and less of these toponyms towards rhe South and the inner part of the country, and they are enrirely lacking in all drier regions from Trás-os-Montes, Beira, Alentejo beyond Tagus' basin, and in Algarve. Nothing suggests beavers lived there, No post-medieval toponym is known, nor any reference after middle XVth century. No such locality was at, or close by to, any frontier. Hence the hypothesis of veiro (et al.} as meaning but points where expensive furs (supposedly known as veiros in general but without c1early saying from what animal they were obrained from) is to be discarded. During the Middle Ages, beaver discriburion concerned all the main river basins from Minho to Tagus ones. Quite rarefied in rhe XIIIth, the beavers may have disappeared from Portugal during the XVth century. Ecological requiremenrs restricted their former distriburion. Vulnerability to natural causes (i.e., severe drought) and to human pressure may have accounted heavily for this species' extinction. Last (1446) reference for Portugal known to us suggests the species was by then almost extinct.