A gestão do risco associado à negociação de energia eléctrica através de contratos bilaterais e mercado spot

Num mercado de electricidade competitivo onde existe um ambiente de incerteza, as empresas de geração adoptam estratégias que visam a maximização do lucro, e a minimização do risco. Neste contexto, é de extrema importância para desenvolver uma estratégia adequada de gestão de risco ter em conta as diferentes opções de negociação de energia num mercado liberalizado, de forma a suportar a tomada de decisões na gestão de risco. O presente trabalho apresenta um modelo que avalia a melhor estratégia de um produtor de energia eléctrica que comercializa num mercado competitivo, onde existem dois mercados possíveis para a transacção de energia: o mercado organizado (bolsa) e o mercado de contratos bilaterais. O produtor tenta maximizar seus lucros e minimizar os riscos correspondentes, seleccionando o melhor equilíbrio entre os dois mercados possíveis (bolsa e bilateral). O mercado de contratos bilaterais visa gerir adequadamente os riscos inerentes à operação de mercados no curto prazo (mercado organizado) e dar o vendedor / comprador uma capacidade real de escolher o fornecedor com que quer negociar. O modelo apresentado neste trabalho faz uma caracterização explícita do risco no que diz respeito ao agente de mercado na questão da sua atitude face ao risco, medido pelo Value at Risk (VaR), descrito neste trabalho por Lucro-em-Risco (PAR). O preço e os factores de risco de volume são caracterizados por um valor médio e um desvio padrão, e são modelizados por distribuições normais. Os resultados numéricos são obtidos utilizando a simulação de Monte Carlo implementado em Matlab, e que é aplicado a um produtor que mantém uma carteira diversificada de tecnologias de geração, para um horizonte temporal de um ano. Esta dissertação está organizada da seguinte forma: o capítulo 1, 2 e 3 descrevem o estado-da-arte relacionado com a gestão de risco na comercialização de energia eléctrica. O capítulo 4 descreve o modelo desenvolvido e implementado, onde é também apresentado um estudo de caso com uma aplicação do modelo para avaliar o risco de negociação de um produtor. No capítulo 5 são apresentadas as principais conclusões.

Optimization study of hybrid spot-welded/bonded single-lap joints

Joining of components with structural adhesives is currently one of the most widespread techniques for advanced structures (e.g., aerospace or aeronautical). Adhesive bonding does not involve drilling operations and it distributes the load over a larger area than mechanical joints. However, peak stresses tend to develop near the overlap edges because of differential straining of the adherends and load asymmetry. As a result, premature failures can be expected, especially for brittle adhesives. Moreover, bonded joints are very sensitive to the surface treatment of the material, service temperature, humidity and ageing. To surpass these limitations, the combination of adhesive bonding with spot-welding is a choice to be considered, adding a few advantages like superior static strength and stiffness, higher peeling and fatigue strength and easier fabrication, as fixtures during the adhesive curing are not needed. The experimental and numerical study presented here evaluates hybrid spot-welded/bonded single-lap joints in comparison with the purely spot-welded and bonded equivalents. A parametric study on the overlap length (LO) allowed achieving different strength advantages, up to 58% compared to spot-welded joints and 24% over bonded joints. The Finite Element Method (FEM) and Cohesive Zone Models (CZM) for damage growth were also tested in Abaqus® to evaluate this technique for strength prediction, showing accurate estimations for all kinds of joints.

Télédetection en milieu périurbain. Détection et localisation du changement de l'occupation du sol par intégration des donnés-satellite SPOT HRV dans un système d'information géographique

Thèse pour obtenir le grade de DOCTEUR DE L' UNIVERSITÉ PARIS XII, Discipline: Urbanisme Aménagement

Elspot: Nord Pool Spot Integration in MASCEM Electricity Market Simulator

The energy sector in industrialized countries has been restructured in the last years, with the purpose of decreasing electricity prices through the increase in competition, and facilitating the integration of distributed energy resources. However, the restructuring process increased the complexity in market players' interactions and generated emerging problems and new issues to be addressed. In order to provide players with competitive advantage in the market, decision support tools that facilitate the study and understanding of these markets become extremely useful. In this context arises MASCEM (Multi-Agent Simulator of Competitive Electricity Markets), a multi-agent based simulator that models real electricity markets. To reinforce MASCEM with the capability of recreating the electricity markets reality in the fullest possible extent, it is crucial to make it able to simulate as many market models and player types as possible. This paper presents a new negotiation model implemented in MASCEM based on the negotiation model used in day-ahead market (Elspot) of Nord Pool. This is a key module to study competitive electricity markets, as it presents well defined and distinct characteristics from the already implemented markets, and it is a reference electricity market in Europe (the one with the larger amount of traded power).

The logo is not flat: evolving picture marks

From the boom of corporate identity in the 50s, 60 years have passed, and we now see picture marks become more complex and question axioms of identity design, like simplicity or bidimensionality. In these changing times, where access to technology and to information makes it possible for one to see the world as a ‘flat’ place [1], where virtually anyone with a computer can create, it is worth considering how much has changed and how much remains the same in picture marks design. Are the silent designers [2] — the technology and software — growing louder? Are picture marks mimicking each other? Are graphic marks following trendy solutions? It is clear the change of paradigms the new technologies have over the graphic zeitgeist. However, what are the consequences of the transformation in the modus operandi and its result in picture marks evolving solutions? And what does this evolution say about us? Being both a condensation of meaning about a corporation or institution and a rhetorical instrument by which to persuade an audience that a product or entity has distinctive and desirable qualities, picture marks are, therefore, a condensed representation of social identity. They are signs full of signification beyond themselves, representing ourselves and our world and by means of its analysis we can learn a bit more about our role as designers, our relation towards new technologies and foresee our role as designers in the future.

Preparation and characterization of microfiltration flat polymeric membranes for biomedical applications

Dissertation presented to Faculdade de Ciências e Tecnologia, Universidade Nova de Lisboa for obtaining the master degree in Membrane Engineering

Ocorrência de Cistos de CLINOSTOMUM MARGINATUM Rudolphi, 1819 "Yellow Spot Disease" em Filé de Jaraqui (SEMAPROCHILODUS INSIGNIS Schomburgk, 1814)

The parasitic inspection of 745 jaraqui fillets (Semaprochilodus insignis Schomburgk, 1814) from the rio Negro, Manaus (AM) - Brazil, show a low prevalence of metacercaria cysts of Clinostomum marginatum Rudolphi, 1819. From the collected samples since 1981 to 1983, only showed the cysts.

Numerical simulation of the punching shear behaviour of self-compacting fibre reinforced flat slabs

This paper presents the numerical simulations of the punching behaviour of centrally loaded steel fibre reinforced self-compacting concrete (SFRSCC) flat slabs. Eight half scaled slabs reinforced with different content of hooked-end steel fibres (0, 60, 75 and 90 kg/m3) and concrete strengths of 50 and 70 MPa were tested and numerically modelled. Moreover, a total of 54 three-point bending tests were carried out to assess the post-cracking flexural tensile strength. All the slabs had a relatively high conventional flexural reinforcement in order to promote the occurrence of punching failure mode. Neither of the slabs had any type of specific shear reinforcement rather than the contribution of the steel fibres. The numerical simulations were performed according to the Reissner-Mindlin theory under the finite element method framework. Regarding the classic formulation of the Reissner-Mindlin theory, in order to simulate the progressive damage induced by cracking, the shell element is discretized into layers, being assumed a plane stress state in each layer. The numerical results are, then, compared with the experimental ones and it is possible to notice that they accurately predict the experimental force-deflection relationship. The type of failure observed experimentally was also predicted in the numerical simulations.

Assessment of the effectiveness of steel fibre reinforcement for the punching resistance of flat slabs by experimental research and design approach

The present paper deals with the experimental assessment of the effectiveness of steel fibre reinforcement in terms of punching resistance of centrically loaded flat slabs, and to the development of an analytical model capable of predicting the punching behaviour of this type of structures. For this purpose, eight slabs of 2550 x 2550 x 150 mm3 dimensions were tested up to failure, by investigating the influence of the content of steel fibres (0, 60, 75 and 90 kg/m3) and concrete strength class (50 and 70 MPa). Two reference slabs without fibre reinforcement, one for each concrete strength class, and one slab for each fibre content and each strength class compose the experimental program. All slabs were flexurally reinforced with a grid of ribbed steel bars in a percentage to assure punching failure mode for the reference slabs. Hooked ends steel fibres provided the unique shear reinforcement. The results have revealed that steel fibres are very effective in converting brittle punching failure into ductile flexural failure, by increasing both the ultimate load and deflection, as long as adequate fibre reinforcement is assured. An analytical model was developed based on the most recent concepts proposed by the fib Mode Code 2010 for predicting the punching resistance of flat slabs and for the characterization of the behaviour of fibre reinforced concrete. The most refined version of this model was capable of predicting the punching resistance of the tested slabs with excellent accuracy and coefficient of variation of about 5%.

Studying conformally flat spacetimes with an elastic stress energy tensor using 1+3 formalism

Conformally flat spacetimes with an elastic stress energy tensor having diagonal trace-free anisotropic pressure are investigated using 1+3 formalism. The 1+3 Bianchi and Jacobi identities and Einstein field equations are written for a particular case with a conformal factor dependent on only one spatial coordinate. Solutions with non null anisotropic pressure are obtained.

Higgins Flat Pueblo, western New Mexico / [by] Paul S. Martin, et al.

v.45(1956)

Ricci-flat complex geometry and its applications

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2010

Convection and segregation of beads in a flat rotating box

Magdeburg, Univ., Fak. für Naturwiss., Diss., 2012

Low autocorrelation sequences and flat polynomials

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2014

Population dynamic of Sesarma rectum (Crustacea, Brachyura, Sesarmidae) from a muddy flat under human impact, Paraty, Rio de Janeiro, Brazil

A population of Sesarma rectum Randall, 1840 under the influence of human impact was studied. Monthly sampling (CPUE, two people during 30 min) took place from August/2001 to July/2002 at an impacted muddy flat in Paraty city, State of Rio de Janeiro (23º13'S, 44º42'W). At the laboratory, specimens were classified by sex and measured with a vernier caliper (0.01 mm). The size at the beginning of the sexual maturity was obtained by means of different techniques: in the case of males it was used the allometric procedure and the macroscopic analysis of gonads wile for females, the size of the smallest ovigerous female was also considered. The population structure was evaluated by means the analysis of the variations in the modes of the size frequency distribution. The fecundity was assessed using sub samples of the egg mass. For males, the macroscopic analyses of gonads revealed larger values of carapace width than those obtained with morphometric analysis. Males larger than 18.5 mm of carapace width can be considered as mature. For females, such size was 17.4 mm CW. Despite of the human impact in the habitat, the population presented to be stable, as indicated by a single mode on the size frequency distribution. The second mode that appeared in some months is probably related to the entrance of juveniles in the population. The sex ratio of this population is closely approximating to 1:1 until crabs reach a carapace width of about 28 mm; after that, males outnumbered females. Comparing the fecundity of the present population with a previous study from Ubatuba, it can be verified a difference in the number of eggs. The fecundity of Paraty's population is significantly lower than the Ubatuba's population. This is probably related to the scarcity of food resource in Paraty, once no vascular plant can be found in that place. The continuity of reproductive processes and the juvenile recruitment suggest this species is able to live in the area with human impact. The ability to obtaining nutrients from different source of food is probably a feature that allows S. rectum to occupy such impacted ecosystem.