Electricity derivatives pricing with forward-looking information

In order to increase overall transparency on key operational information, power transmission system operators publish an increasing amount of fundamental data, including forecasts of electricity demand and available capacity. We employ a fundamental model for electricity prices which lends itself well to integrating such forecasts, while retaining ease of implementation and tractability to allow for analytic derivatives pricing formulae. In an extensive futures pricing study, the pricing performance of our model is shown to further improve based on the inclusion of electricity demand and capacity forecasts, thus confirming the general importance of forward-looking information for electricity derivatives pricing. However, we also find that the usefulness of integrating forecast data into the pricing approach is primarily limited to those periods during which electricity prices are highly sensitive to demand or available capacity, whereas the impact is less visible when fuel prices are the primary underlying driver to prices instead.

Fundações superficiais para linhas de transmissão em argilas moles saturadas

As fundações empregadas para linhas de transmissão de alta tensão em depósitos de argilas moles saturadas são geralmente estacas. No Rio Grande do Sul, projetos alternativos com fundações superficiais foram empregados em forma experimental para torres de suspensão, as quais apresentaram bom desempenho com menor custo. Esta pesquisa visa apontar critérios racionais da mecânica dos solos que permitam projetar, a partir do conhecimento do perfil de resistência não drenada, fundações superficiais em depósitos de argilas moles saturadas com maior confiabilidade. Para a determinaçao do perfil de resistência não drenada foi desenvolvido um cone manual com leituras elétricas, o qual foi testado apresentando bons resultados. A vantagem do uso deste equipamento reside no fato de que pode ser transportado manualmente a locais de difícil acesso, onde são implantadas as torres de alta tensão. Os demais parâmetros de solos do local de estudo, situado no município de Canoas no Rio Grande do Sul, foram obtidos a partir de ensaios de compressão triaxial do tipo adensado isotropicamente não drenado (CIU) com medida de poro pressão e de ensaios de adensamento. Foram analisadas as fundações superficiais das torres de suspensão projetadas, empregando teorias analíticas convencionais, baseadas no conhecimento da resistência não drenada, e o método de elementos finitos. A partir deste estudo, é sugerida uma metodologia para projetos de fundações superficiais de torres de suspensão em argilas moles saturadas.

Cidadania ambiental em centros urbanos : um estudo com estudantes do ensino superior

This work presents a study of the ambient management in urban centers, considering the ambient perception as element necessary to develop in the population the conscience of the necessity to preserve the environment. For this, the attitudes and behaviors of the community, represented for students of an Institution had been evaluated, so that strategies and actions are traced that come to minimize the ambient degradation and to provide an aggregate sustainable development to the economic development. The objective of this research consists of studying the problematic one of the ambient management in urban centers under the point of view of the awareness, of the ambient perception and of the participation of the population, this because the ambient questions are inserted in the aspects that involve the practical life and the daily one, for what becomes excellent to understand that the environment is a right of all, therefore, must be preserved. The methodology used in this work constitutes in the application of a questionnaire with scales of the type likert contends variables that compose the acts and mannering aspects, beyond a partner-demographic scale. The Chi-square method was used in the analysis statistics de Pearson to verify the dependence of the associations between the partner-demographic 0 variable and the acts and mannering variables. The results point that the academic environment is opportune to deal with the subject, in view of that the ambient preservation goes for all the contents, and that the pupils of today will be able, in the future, in its areas of performance to plan action to safeguard the sustainable development. One concludes that the strategies to manage the environment pass for the awareness of the citizen, therefore when it is educated its attitudes will be more responsible, a time that the ambient concern will be present in its day-by-day. Therefore, the Public Power when planning programs of ambient preservation that comes to promote changes of habits of the population, such as: management of the solid residues generated by the population, recycling, programs of selective collections, ambient education, etc. the local community for the success of its actions will have to be involved

Loss minimization by the predictor-corrector modified barrier approach

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Localização de faltas em linhas de transmissão usando morfologia matemática

This work an algorithm for fault location is proposed. It contains the following functions: fault detection, fault classification and fault location. Mathematical Morphology is used to process currents obtained in the monitored terminals. Unlike Fourier and Wavelet transforms that are usually applied to fault location, the Mathematical Morphology is a non-linear operation that uses only basic operation (sum, subtraction, maximum and minimum). Thus, Mathematical Morphology is computationally very efficient. For detection and classification functions, the Morphological Wavelet was used. On fault location module the Multiresolution Morphological Gradient was used to detect the traveling waves and their polarities. Hence, recorded the arrival in the two first traveling waves incident at the measured terminal and knowing the velocity of propagation, pinpoint the fault location can be estimated. The algorithm was applied in a 440 kV power transmission system, simulated on ATP. Several fault conditions where studied and the following parameters were evaluated: fault location, fault type, fault resistance, fault inception angle, noise level and sampling rate. The results show that the application of Mathematical Morphology in faults location is very promising

Spinning reserve opportunity cost in hydroelectric plants

Starting from the deregulated process of the Electric Sector, there was the need to attribute responsibilities to several agents and to elaborate appropriate forms of remuneration of the services rendered by the same. One of the services of great importance within this new electric sector is the Ancillary Services. Among the various types of Ancillary Services, Spinning Reserve is a service necessary for maintaining the integrity of the transmission system from either generation interruptions or load variations. This paper uses the application of the Economic Dispatch theory with the objective of quantifies the availability of Spinning Reserve supply in hydroelectric plants. The proposed methodology utilizes the generating units as well as their efficiencies so as to attend the total demand with the minimum water discharge. The proposed methodology was tested through the data provided by the Água Vermelha Hydroelectric Power Plant. These tests permitted the opportunity cost valuation to the Spinning Reserve supply in hydroelectric plants. © 2005 IEEE.

Non-transposed three-phase line analyses with a single real transformation matrix

In transmission line transient analyses, a single real transformation matrix can obtain exact modes when the analyzed line is transposed. For non-transposed lines, the results are not exact. In this paper, non-symmetrical and non transposed three-phase line samples are analyzed with a single real transformation matrix application (Clarke's matrix). Some interesting characteristics of this matrix application are: single, real, frequency independent, line parameter independent, identical for voltage and current determination. With Clarke's matrix use, mathematical simplifications are obtained and the developed model can be applied directly in programs based on time domain. This model works without convolution procedures to deal with phase-mode transformation. In EMTP programs, Clarke's matrix can be represented by ideal transformers and the frequency dependent line parameters can be represented by modified-circuits. With these representations, the electrical values at any line point can be accessed for phase domain or mode domain using the Clarke matrix or its inverse matrix. For symmetrical and non-transposed lines, the model originates quite small errors. In addition, the application of the proposed model to the non-symmetrical and non-transposed three phase transmission lines is investigated. ©2005 IEEE.

Automatic system for thermal damage detection in manufacturing process with Internet monitoring

This work involved the development of a smart system dedicated to surface burning detection in the grinding process through constant monitoring of the process by acoustic emission and electrical power signals. A program in Visual Basic® for Windows® was developed, which collects the signals through an analog-digital converter and further processes them using burning detection algorithms already known. Three other parameters are proposed here and a comparative study carried out. When burning occurs, the newly developed software program sends a control signal warning the operator or interrupting the process, and delivers process information via the Internet. Parallel to this, the user can also interfere in the process via Internet, changing parameters and/or monitoring the grinding process. The findings of a comparative study of the various parameters are also discussed here. Copyright © 2006 by ABCM.

An approach based on neural networks for identification of fault sections in radial distribution systems

The main objective involved with this paper consists of presenting the results obtained from the application of artificial neural networks and statistical tools in the automatic identification and classification process of faults in electric power distribution systems. The developed techniques to treat the proposed problem have used, in an integrated way, several approaches that can contribute to the successful detection process of faults, aiming that it is carried out in a reliable and safe way. The compilations of the results obtained from practical experiments accomplished in a pilot radial distribution feeder have demonstrated that the developed techniques provide accurate results, identifying and classifying efficiently the several occurrences of faults observed in the feeder.

Modal representation of three-phase lines applying two transformation matrices: Evaluation of its eigenvectors

The objective of this paper is to show an alternative representation in time domain of a non-transposed three-phase transmission line decomposed in its exact modes by using two transformation matrices. The first matrix is Clarke's matrix that is real, frequency independent, easily represented in computational transient programs (EMTP) and separates the line into Quasi-modes α, β and zero. After that, Quasi-modes a and zero are decomposed into their exact modes by using a modal transformation matrix whose elements can be synthesized in time domain through standard curve-fitting techniques. The main advantage of this alternative representation is to reduce the processing time because a frequency dependent modal transformation matrix of a three-phase line has nine elements to be represented in time domain while a modal transformation matrix of a two-phase line has only four elements. This paper shows modal decomposition process and eigenvectors of a non-transposed three-phase line with a vertical symmetry plane whose nominal voltage is 440 kV and line length is 500 km. ©2006 IEEE.

Chronological Monte Carlo-based assessment of distribution system reliability

Regulatory authorities in many countries, in order to maintain an acceptable balance between appropriate customer service qualities and costs, are introducing a performance-based regulation. These regulations impose penalties, and in some cases rewards, which introduce a component of financial risk to an electric power utility due to the uncertainty associated with preserving a specific level of system reliability. In Brazil, for instance, one of the reliability indices receiving special attention by the utilities is the Maximum Continuous Interruption Duration per customer (MCID). This paper describes a chronological Monte Carlo simulation approach to evaluate probability distributions of reliability indices, including the MCID, and the corresponding penalties. In order to get the desired efficiency, modern computational techniques are used for modeling (UML -Unified Modeling Language) as well as for programming (Object- Oriented Programming). Case studies on a simple distribution network and on real Brazilian distribution systems are presented and discussed. © Copyright KTH 2006.

Substitution-newton-Raphson method for the solution of electric network equations

The power flow problem, in transmission networks, has been well solved, for most cases, using Newton-Raphson method (NR) and its decoupled versions. Generally speaking, the solution of a non-linear system of equations refers to two methods: NR and Successive Substitution. The proposal of this paper is to evaluate the potential of the Substitution-Newton-Raphson Method (SNR), which combines both methods, on the solution of the power flow problem. Simulations were performed using a two-bus test network in order to observe the characteristics of these methods. It was verified that the NR is faster than SNR, in terms of convergence, considering non-stressed scenarios. For those cases where the power flow in the network is closed to the limits (stressed system), the SNR converges faster. This paper presents the power flow formulation of the SNR and describes its potential for its application in special cases such as stressed scenarios. © 2006 IEEE.

Reliability assessment of energy limited systems using sequential montecarlo simulation

This paper explains why the reliability assessment of energy limited systems requires more detailed models for primary generating resources availability, internal and external generating dispatch and customer demand than the ones commonly used for large power systems and presents a methodology based on the full sequential Montecarlo simulation technique with AC power flow for their long term reliability assessment which can properly include these detailed models. By means of a real example, it is shown how the simplified modeling traditionally used for large power systems leads to pessimistic predictions if it is applied to an energy limited system and also that it cannot predict all the load point adequacy problems. © 2006 IEEE.

A comparative study of the damping oscillation function of TCSC and UPFC

The main objective of this work is to analyze the ability of FACTS devices like TCSC and UPFC to damp low frequency oscillations and a POD controller is also included. A comparative study of damping effect of those devices IS carried out. The Power Sensitivity Model (PSM) is used to the representation of the electric power system. Sensibility analysis using the residue method shows the best place for the installation of FACTS and the procedure to determine POD parameters. ©2008 IEEE.

HPF boost interleaved operating in discontinuous conduction mode for trolleybus application

This paper deals with results of a research and development (R&D) project in cooperation with Electric Power Distribution Company in São Paulo (Brazil) regarding the development and experimental analysis of a new concept of power drive system suitable for application in traction systems of electrical vehicles pulled by electrical motors, which can be powered by urban DC or AC distribution networks. The proposed front-end structure is composed by five boost power cells in interleaving connection, operating in discontinuous conduction mode as AC-DC converter, or as DC-DC converter, in order to provide the proper DC output voltage range required by DC or AC adjustable speed drivers. Therefore, when supplied by single-phase AC distribution networks, and operating as AC-DC converter, it is capable to provide high power factor, reduced harmonic distortion in the input current, complying with the restrictions imposed by the IEC 61000-3-4 standards resulting in significant improvements for the trolleybuses systems efficiency and for the urban distribution network costs. Considering the compliance with input current restrictions imposed by IEC 61000-3-4 standards, two digital control strategies were evaluated. The digital controller has been implemented using a low cost FPGA (XC3S200) and developed totally using a hardware description language VHDL and fixed point arithmetic. Experimental results from a 15 kW low power scale prototype operating in DC and AC conditions are presented, in order to verify the feasibility and performance of the proposed system. © 2009 IEEE.