Market coupling in the power markets

The thesis analyses the European Unions’ effort to create an integrated pan-European electricity market based on “market coupling” as the proposed allocation mechanism for interconnector transfer capacity. Thus, the thesis’ main focus is if market coupling leads to a price convergence in interlinked markets and how it affects the behavior of electricity price data. The applied research methods are a qualitative, structured literature review and a quantitative analysis of electricity price data. The quantitative analysis relies on descriptive statistics of absolute price differentials and on a Cointegration analysis according to Engle & Granger (1987)’s two step approach. Main findings are that implicit auction mechanisms such as market coupling are more efficient than explicit auctions. Especially the method of price coupling leads to a price convergence in involved markets, to social welfare gains and reduces market power of producers, as shown on the example of the TLC market coupling. The market coupling initiative between Germany and Denmark, on the other hand, is evaluated as less successful and illustrates the complexity and difficulties of implementing market coupling initiatives. The cointegration analysis shows that the time series were already before the coupling date cointegrated, but the statistical significance increased. The thesis suggests that market coupling leads to a price convergence of involved markets and thus functions as method to create a single, integrated European electricity market.

Market coupling in the power markets

A dissertação analisa o esforço dos sindicatos europeus para criar um mercado pan- europeu de electricidade integrada baseada em "mercados combinados", como o mecanismo de alocação de capacidade de transferência de energia entre diferentes sistemas. Assim, o foco principal do estudo é se a integração do mercado leva a uma convergência de preços nos mercados interligados, e como isso afeta o comportamento dos preços de energia elétrica. Os métodos de investigação são uma revisão bibliográfica estruturada qualitativa e uma análise quantitativa de dados de preços de energia elétrica. A análise quantitativa se baseia em estatísticas descritivas das diferenças de preços absolutos e em uma análise de cointegração de acordo com a abordagem de Engle e Granger (1987). As principais conclusões são que os mecanismos de leilões implícitos, tais como a integração de mercado são mais eficientes que os leilões explícitos. Especialmente, o método de acoplamento de preços leva a uma convergência de preços nos mercados envolvidos, a ganhos de bem-estar social e reduz a o poder dos produtores no mercado, como mostra o exemplo da integração mercado TLC. A iniciativa mercados combinados entre a Alemanha ea Dinamarca, por outro lado, é avaliada como de menor sucesso e ilustra a complexidade e as dificuldades de implementação de iniciativas de integração de mercado. A análise de cointegração mostra que as séries temporais já estavam cointegradas antes da data de integração, mas a significância estatística aumentou. A tese sugere que a integração do mercado leva a uma convergência dos preços dos mercados envolvidos e, portanto, funciona como método para criar um mercado de eletricidade único e integrado na Europa.

Selective Coupling between Theta Phase and Neocortical Fast Gamma Oscillations during REM-Sleep in Mice

TORT, A. B. L. ; SCHEFFER-TEIXEIRA, R ; Souza, B.C. ; DRAGUHN, A. ; BRANKACK, J. . Theta-associated high-frequency oscillations (110-160 Hz) in the hippocampus and neocortex. Progress in Neurobiology , v. 100, p. 1-14, 2013.

Ketamine alters oscillatory coupling in the hoppocampus

Recent studies show that higher order oscillatory interactions such as cross-frequency coupling are important for brain functions that are impaired in schizophrenia, including perception, attention and memory. Here we investigated the dynamics of oscillatory coupling in the hippocampus of awake rats upon NMDA receptor blockade by ketamine, a pharmacological model of schizophrenia. Ketamine (25, 50 and 75 mg/kg i.p.) increased gamma and high-frequency oscillations (HFO) in all depths of the CA1-dentate axis, while theta power changes depended on anatomical location and were independent of a transient increase of delta oscillations. Phase coherence of gamma and HFO increased across hippocampal layers. Phase-amplitude coupling between theta and fast oscillations was markedly altered in a dose-dependent manner: ketamine increased hippocampal theta-HFO coupling at all doses, while theta-gamma coupling increased at the lowest dose and was disrupted at the highest dose. Our results demonstrate that ketamine alters network interactions that underlie cognitively relevant theta-gamma coupling.

Coupling Surface-Enhanced Resonance Raman Scattering and Electronic Tongue as Characterization Tools to Investigate Biological Membrane Mimetic Systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Changing inter-molecular spin-orbital coupling for generating magnetic field effects in phosphorescent organic semiconductors

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Static potential in QED(3) with nonminimal coupling

Here we study the effect of the nonminimal coupling j(mu)epsilon(munualpha)partial derivative(nu)A(alpha) on the static potential in multiflavor QED(3). Both cases of four and two components fermions are studied separately at leading order in the 1/N expansion. Although a nonlocal Chern-Simons term appears, in the four components case the photon is still massless leading to a confining logarithmic potential similar to the classical one. In the two components case, as expected, the parity breaking fermion mass term generates a traditional Chern-Simons term which makes the photon massive and we have a screening potential which vanishes at large intercharge distance. The extra nonminimal couplings have no important influence on the static potential at large intercharge distances. However, interesting effects show up at finite distances. In particular, for strong enough nonminimal coupling we may have a new massive pole in the photon propagator, while in the opposite limit there may be no poles at all in the irreducible case. We also found that, in general, the nonminimal couplings lead to a finite range repulsive force between charges of opposite signs.

Confinement of spin-0 and spin-1/2 particles in a mixed vector-scalar coupling with unequal shapes for the potentials

The Klein - Gordon and the Dirac equations with vector and scalar potentials are investigated under a more general condition, V-v = V-s + constant. These isospectral problems are solved in the case of squared trigonometric potential functions and bound states for either particles or antiparticles are found. The eigenvalues and eigenfunctions are discussed in some detail. It is revealed that a spin-0 particle is better localized than a spin-1/2 particle when they have the same mass and are subjected to the same potentials.

Tensor coupling and pseudospin symmetry in nuclei

In this work we study the contribution of the isoscalar tensor coupling to the realization of pseudospin symmetry in nuclei. Using realistic values for the tensor coupling strength, we show that this coupling reduces noticeably the pseudospin splittings, especially for single-particle levels near the Fermi surface. By using an energy. decomposition of the pseudospin energy splittings, we show that the changes in these splittings come mainly through the changes induced in the lower radial wave function for the low-lying pseudospin partners and through changes in the expectation value of the pseudospin-orbit coupling term for surface partners. This allows us to confirm the conclusion already reached in previous studies, namely that the pseudospin symmetry in nuclei is of a dynamical nature.

Confining solutions of massive spin-0 bosons by a linear nonminimal vector coupling in the Duffin-Kemmer-Petiau theory

The Duffin-Kemmer-Petiau (DKP) equation, in the scalar sector of the theory and with a linear nominimal vector potential, is mapped into the nonrelativistic harmonic oscillator problem. The behavior of the solutions for this sort of vector DKP oscillator is discussed in detail.

On the nonminimal vector coupling in the Duffin-Kemmer-Petiau theory and the confinement of massive bosons by a linear potential

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Bound states of bosons and fermions in a mixed vector-scalar coupling with unequal shapes for the potentials

The Klein - Gordon and the Dirac equations with vector and scalar potentials are investigated under a more general condition, V(v) + V(s) = constant. These intrinsically relativistic and isospectral problems are solved in the case of squared hyperbolic potential functions and bound states for either particles or antiparticles are found. The eigenvalues and eigenfuntions are discussed in some detail and the effective Compton wavelength is revealed to be an important physical quantity. It is revealed that a boson is better localized than a fermion when they have the same mass and are subjected to the same potentials.

Effects Due to a Scalar Coupling on the Particle-Antiparticle Production in the Duffin-Kemmer-Petiau Theory

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Real spectra for the non-Hermitian Dirac equation in 1+1 dimensions with the most general coupling

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)