Metrological characterization of sensors and instrumentation for distribution grid monitoring and electrical asset diagnostics

The Smart Grid needs a large amount of information to be operated and day by day new information is required to improve the operation performance. It is also fundamental that the available information is reliable and accurate. Therefore, the role of metrology is crucial, especially if applied to the distribution grid monitoring and the electrical assets diagnostics. This dissertation aims at better understanding the sensors and the instrumentation employed by the power system operators in the above-mentioned applications and studying new solutions. Concerning the research on the measurement applied to the electrical asset diagnostics: an innovative drone-based measurement system is proposed for monitoring medium voltage surge arresters. This system is described, and its metrological characterization is presented. On the other hand, the research regarding the measurements applied to the grid monitoring consists of three parts. The first part concerns the metrological characterization of the electronic energy meters’ operation under off-nominal power conditions. Original test procedures have been designed for both frequency and harmonic distortion as influence quantities, aiming at defining realistic scenarios. The second part deals with medium voltage inductive current transformers. An in-depth investigation on their accuracy behavior in presence of harmonic distortion is carried out by applying realistic current waveforms. The accuracy has been evaluated by means of the composite error index and its approximated version. Based on the same test setup, a closed-form expression for the measured current total harmonic distortion uncertainty estimation has been experimentally validated. The metrological characterization of a virtual phasor measurement unit is the subject of the third and last part: first, a calibrator has been designed and the uncertainty associated with its steady-state reference phasor has been evaluated; then this calibrator acted as a reference, and it has been used to characterize the phasor measurement unit implemented within a real-time simulator.

Essays on asset pricing

The first chapter provides evidence that aggregate Research and Development (R&D) investment drives a persistent component in productivity growth and that this embodies a risk priced in financial markets. In a semi-endogenous growth model, this component is identified by the R&D in excess of equilibrium levels and can be approximated by the Error Correction Term in the cointegration between R&D and Total Factor Productivity. Empirically, the component results being well defined and it satisfies all key theoretical predictions: it exhibits appropriate persistency, it forecasts productivity growth, and it is associated with a cross-sectional risk premium. CAPM is the most foundational model in financial economics, but is known to empirically underestimate expected returns of low-risk assets and overestimate those with high risk. The second chapter studies how risks omission and funding tightness jointly contribute to explaining this anomaly, with the former affecting the definition of assets’ riskiness and the latter affecting how risk is remunerated. Theoretically, the two effects are shown to counteract each other. Empirically, the spread related to binding leverage constraints is found to be significant at 2% yearly. Nonetheless, average returns of portfolios that exploit this anomaly are found to mostly reflect omitted risks, in contrast to their employment in previous literature. The third chapter studies how ‘sustainability’ of assets affect discount rates, which is intrinsically mediated by the risk profile of the assets themselves. This has implications for the assessment of the sustainability-related spread and for hedging changes in the sustainability concern. This mechanism is tested on the ESG-score dimension for US data, with inconclusive evidence regarding the existence of an ESG-related premium in the first place. Also, the risk profile of the long-short ESG portfolio is not likely to impact the sign of its average returns with respect to the sustainability-spread, for the time being.

Study of risky situations using experimental data coming from an instrumented bicycle

The aim of this master’s thesis is to study the risky situations of the cyclist when they interact with road infrastructure and other road users as well as the influence of speed on safety. This research activity is linked with the SAFERUP (Sustainable, Accessible, Resilient, and Smart Urban Pavement) European funded project where one of the doctoral candidate has performed experiments on the bicycle simulation at the Gustave Eiffel university in the PICS-L laboratory (Paris) and instrumented bicycle at the Stockholm (Sweden). The approach of the experiment was to hire a number of people who have participated in the riding of the Instrumented bicycle (Stockholm) and bicycle simulator (PICS-L) which were developed by attaching different sensors and devices to measure important parameters of the bicycle riding and their data was collected to analysis in order to understand the behavior of the cyclist to improve the safety. In addition, a mobile eye tracker wore by participants to record the real experiment scenario, and after the end of the trip, each participant shared their remarks regarding their experience of bicycle riding according to different portions of the road infrastructure. In this research main focus is to analyze the relevant data such as speed profiles, video recordings and questionnaire surveys from the instrumented bicycle experiment. In fact, critical situations, where there was a higher probability, were compared with the subjective evaluation of the participant to be conscious of the issues related to the safety and comfort of the cyclist in different road characteristics.

Risco, corpo e socialidade no voo livre

Universidade Estadual de Campinas . Faculdade de Educação Física

Riscos e controvérsias na construção social do conceito de alimento saudável: o caso da soja

Riscos e controvérsias na construção social do conceito de alimento saudável são discutidos, tendo a soja como objeto de estudo. Estudos dos impactos da soja sobre a saúde e da sojicultura sobre o meio socioambiental foram revisados para analisar as controvérsias científicas da pesquisa na área de soja e saúde humana, bem como seu contexto político e as repercussões socioambientais da sojicultura. Com base na Sociologia do Conhecimento Científico e na Sociologia Ambiental, argumenta-se que a fronteira entre o alimento saudável e o de risco é tênue e vulnerável a diferentes influências construídas reflexivamente. Destaca-se a importância de ampliar o conceito de alimento saudável para o de alimentação saudável, considerando sua dimensão cultural e socioambiental.

Violência sexual como questão de saúde pública: importância da busca ao agressor

Apesar de predominar junto à população a idéia de que a violência sexual é praticada por pessoas desconhecidas, na realidade a maioria desses crimes é praticada por pessoa identificável pela vítima. Além de conseqüências físicas e psicológicas, também há risco em adquirir o vírus HIV. Para prevenção deste, em situação de risco, há orientação para uso da quimioprofilaxia anti-retroviral. Esse uso, por 28 dias, pode trazer efeitos adversos com intensidades variáveis. O conhecimento da sorologia anti-HIV do agressor torna-se fundamental para manter, ou suspender, com segurança, essa indicação. Este estudo descritivo, realizado no Conjunto Hospitalar de Sorocaba, teve como objetivo identificar os agressores e suas respectivas sorologias. Foi realizado a partir de fichas de notificação e os prontuários no período de julho de 2003 a dezembro de 2005. Encontraram-se 920 vítimas de violência sexual, com idades entre oito meses e 77 anos, havendo predomínio do sexo feminino (86,5 por cento). Dentre os agressores, 76 por cento foram referidos como identificáveis. Indicou-se profilaxia anti-retroviral para 24,9 por cento das vítimas. Para 80 (33,2 por cento) agressores localizados, a busca foi realizada através de contato telefônico. Encontrou-se 52,5 por cento em seus domicílios, 45 por cento em Presídio/Delegacia e 2,5 por cento no Pronto Socorro. Um agressor (1,3 por cento) apresentou sorologia positiva para HIV. As buscas encerraram-se, em sua maioria, em até seis dias (80 por cento), possibilitando a suspensão da quimioprofilaxia em 30,6 por cento dos casos. Concluiu-se que a busca ao denunciado permitiu conhecer sua sorologia anti-HIV e suspender, para um terço das vítimas, o uso da quimioprofilaxia anti-retroviral, diminuindo, com isso, a possibilidade de efeitos adversos

Evaluation of Cadaveric Renal Vein Lengths and Their Extension Loss with Three Types of Ligature and Section

Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Consumer purchase habits and views on food safety: A Brazilian study

This study aimed to evaluate the attitudes towards food safety among consumers in the city of So Paulo, the major consumer market in Brazil. Focus group sessions were conducted with 30 adults responsible for food choices and purchases. Results indicated a preference for supermarkets over street markets, for the variety of foods, convenience and confidence in the safety assurance. On the other hand, the ""naturalness"" of the products in the street markets was the main reason for purchases in those places. Participants showed concerns with respect to food additives, hormones and pesticides - technological rather than ""natural"" hazards. Minimally processed and ready-to-eat foods were considered convenient products meeting the need for time/labor-savings in the kitchen, although suspicion about wholesomeness and safety came up among consumers. Lack of awareness regarding potentially risky behaviors was observed, including handling and storage of foods in the domestic environment. In conclusion, this study suggests that Brazilian regulators should create more effective risk communication combining technical information with actual consumer perceptions of food risks. (C) 2010 Elsevier Ltd. All rights reserved.

Do migrants' remittances decline over time? Evidence from Tongans and Western Samoans in Australia

There is concern that Pacific Island economies dependent on remittances of migrants will endure foreign exchange shortages and falling living standards as remittance levels fall because of lower migration rates and the belief that migrants' willingness to remit declines over time. The empirical validity of the remittance-decay hypothesis has never been tested. From survey data on Tongan and Western Samoan migrants in Sydney, this paper estimates remittance functions using multivariate regression analysis. It is found that the remittance-decay hypothesis has no empirical validity, and migrants are motivated by factors other than altruistic family support, including asset accumulation and investment back home.

Self-efficacy for refusal mediated by outcome expectancies in the prediction of alcohol-dependence amongst young adults

The present study examined the relative importance of outcome expectancies and self-efficacy [1] in the prediction of alcohol dependence [2] and alcohol consumption in a sample of young adult drinkers drawn from a milieu previously reported as supportive of risky drinking. In predicting alcohol dependence, outcome expectancies were found to mediate self-efficacy and the same pattern was found for both males and females. This suggests that male and female drinkers may become more similar as they progress along the drinking continuum from risky drinking to dependent drinking. However, in women, in comparison to men, a greater array of expectancies and self-efficacy scales were found to predict heavy drinking, as measured by quantity and frequency. These results suggest that heavy drinking women are particularly at risk of developing drinking related complications and that preventative education needs to take into account gender differences.

The interaction between the equity premium and the risk-free rate

The equity premium arises from the interaction between the atemporal risk premium for equity, the risk-free rate of intertemporal substitution and the impact of risk on the precautionary motive for saving. Depending on parameter values, the equity premium may either be increased or reduced by the presence of undiversifiable background risk. (C) 2000 Elsevier Science S.A. All rights reserved.

Revisiting the interest rate puzzle

This article makes a connection between Lucas` (1978) asset pricing model and the macroeconomic dynamics for some selected countries. Both the relative risk aversion and the impatience for postponing consumption by synthesizing the investor behaviour can help to understand some key macroeconomic issues across countries, such as the savings decision and the real interest rate. I find that the government consumption makes worse the so-called `equity premium-interest rate puzzle`. The first root of the quadratic function for explaining the real interest rate can produce this puzzle, but not the second root. Thus, Mehra and Prescott (1985) identified only one possible solution.

Financial leverage and tangibility of assets of Brazilian companies of agribusiness in the post-real plan period

This paper aims to study the relationship between the debt level and the asset structure of Brazilian companies of the agribusiness sector, since it is considered a current and relevant discussion: to evaluate the mechanisms for fund-raising and guarantees. The methodology of Granger`s Causality test and Autoregressive Vectors was used to conduct a comparative analysis, applied to a financial database of companies with open capital of Brazilian agribusiness, in particular the agricultural sector and Fisheries and Food and Beverages in a period of 10 years (1997-2007) from quarterly series available in the database of Economatica(R). The results demonstrated that changes in leverage generate variations in the tangibility of the companies, a fact that can be explained by the large search of funding secured by fiduciary transfer of fixed assets, which facilitates access to credit by business of the Agribusiness sector, increasing the payment time and lowering interest rates.