A risk-averse optimization model for trading wind energy in a market environment under uncertainty

In this paper, a stochastic programming approach is proposed for trading wind energy in a market environment under uncertainty. Uncertainty in the energy market prices is the main cause of high volatility of profits achieved by power producers. The volatile and intermittent nature of wind energy represents another source of uncertainty. Hence, each uncertain parameter is modeled by scenarios, where each scenario represents a plausible realization of the uncertain parameters with an associated occurrence probability. Also, an appropriate risk measurement is considered. The proposed approach is applied on a realistic case study, based on a wind farm in Portugal. Finally, conclusions are duly drawn. (C) 2011 Elsevier Ltd. All rights reserved.

Risk of drug interaction: combination of antidepressants and other drugs

OBJECTIVE: To assess the frequency of combination of antidepressants with other drugs and risk of drug interactions in the setting public hospital units in Brazil. METHODS: Prescriptions of all patients admitted to a public hospital from November 1996 to February 1997 were surveyed from the hospital's data processing center in São Paulo, Brazil. A manual search of case notes of all patients admitted to the psychiatric unit from January 1993 to December 1995 and all patients registered in the affective disorders outpatient clinic in December 1996 was carried out. Patients taking any antidepressant were identified and concomitant use of drugs was checked. By means of a software program (Micromedex®) drug interactions were identified. RESULTS: Out of 6,844 patients admitted to the hospital, 63 (0.9%) used antidepressants and 16 (25.3%) were at risk of drug interaction. Out of 311 patients in the psychiatric unit, 63 (20.2%) used antidepressants and 13 of them (20.6%) were at risk. Out of 87 patients in the affective disorders outpatient clinic, 43 (49.4%) took antidepressants and 7 (16.2%) were at risk. In general, the use of antidepressants was recorded in 169 patients and 36 (21.3%) were at risk of drug interactions. Twenty different forms of combinations at risk of drug interactions were identified: four were classified as mild, 15 moderate and one severe interaction. CONCLUSION: In the hospital general units the number of drug interactions per patient was higher than in the psychiatric unit; and prescription for depression was lower than expected.

HTLV-I/II and blood donors: determinants associated with seropositivity in a low risk population

OBJECTIVE: Blood donors in Brazil have been routinely screened for HTLV-I/II since 1993. A study was performed to estimate the prevalence of HTLV-I/II infection in a low risk population and to better understand determinants associated with seropositivity. METHODS: HTLV-I/II seropositive (n=135), indeterminate (n=167) and seronegative blood donors (n=116) were enrolled in an open prevalence prospective cohort study. A cross-sectional epidemiological study of positive, indeterminate and seronegative HTLV-I/II subjects was conducted to assess behavioral and environmental risk factors for seropositivity. HTLV-I/II serological status was confirmed using enzyme-linked immunosorbent assay (EIA) and Western blot (WB). RESULTS: The three groups were not homogeneous. HTLV-I/II seropositivity was associated to past blood transfusion and years of schooling, a marker of socioeconomic status, and use of non-intravenous illegal drugs. CONCLUSIONS: The study results reinforce the importance of continuous monitoring and improvement of blood donor selection process.

Dengue and the risk of urban yellow fever reintroduction in São Paulo State, Brazil

OBJECTIVE: To propose a mathematical method for the estimation of the Basic Reproduction Number, R0, of urban yellow fever in a dengue-infested area. METHODS: The method is based on the assumption that, as the same vector (Aedes aegypti) causes both infections, all the quantities related to the mosquito, estimated from the initial phase of dengue epidemic, could be applied to yellow fever dynamics. It is demonstrated that R0 for yellow fever is, on average, 43% lower than that for dengue. This difference is due to the longer dengue viremia and its shorter extrinsic incubation period. RESULTS: In this study the analysis was expanded to the epidemiological situation of dengue in São Paulo in the year 2001. The total number of dengue cases increased from 3,582 in 2000 to 51,348 in 2001. It was then calculated R0 for yellow fever for every city which have shown R0 of dengue greater than 1. It was also estimated the total number of unprotected people living in highly risky areas for urban yellow fever. CONCLUSIONS: Currently there is a great number of non-vaccinated people living in Aedes aegypti infested area in the state of São Paulo.

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.

A short-term risk management tool applied to OMEL electricity market using particle swarm optimization

Short-term risk management is highly dependent on long-term contractual decisions previously established; risk aversion factor of the agent and short-term price forecast accuracy. Trying to give answers to that problem, this paper provides a different approach for short-term risk management on electricity markets. Based on long-term contractual decisions and making use of a price range forecast method developed by the authors, the short-term risk management tool presented here has as main concern to find the optimal spot market strategies that a producer should have for a specific day in function of his risk aversion factor, with the objective to maximize the profits and simultaneously to practice the hedge against price market volatility. Due to the complexity of the optimization problem, the authors make use of Particle Swarm Optimization (PSO) to find the optimal solution. Results from realistic data, namely from OMEL electricity market, are presented and discussed in detail.

Toxicidade a cianobactérias: impacte potencial na saúde pública em populações de Portugal e Brasil

Como recurso natural fundamental à vida, a água e os ecossistemas aquáticos devem ser alvo de avaliação contínua, no que se reporta à sua qualidade física, química e biológica. Segundo a Organização Mundial de Saúde cerca de 1,1 biliões de pessoas estão impossibilitadas em aceder a qualquer tipo de água potável e, as populações residentes nas proximidades de rios, lagoas, e reservatórios utilizam estas águas para as suas necessidades de consumo, aumentando o risco de transmissão de doenças. Enquanto constituintes da comunidade fitoplanctónica, as cianobactérias são microrganismos procariotas, fotossintéticos, que obtêm os nutrientes diretamente da coluna de água e, um aumento da concentração de nutrientes (principalmente azoto e fósforo), associado a condições ambientais favoráveis, pode desencadear um crescimento rápido originando fluorescências. Sob determinadas condições as cianobactérias podem produzir toxinas existindo registos que evidenciam que fluorescências toxicas são responsáveis pelo envenenamento agudo e morte de animais e humanos pelo que, a água utilizada para consumo humano deverá ser regularmente monitorizada para este elemento biológico. O objetivo deste estudo é relacionar a ocorrência de fluorescências de cianobactérias (> 2000 cel/ml) e toxicidade associada, com o impacte potencial na Saúde Pública avaliado através do consumo direto ou indireto da água. Em Portugal foram selecionados oito reservatórios situados na região Sul, pertencentes às bacias hidrográficas do Sado e Guadiana e estudados entre 2000 e 2008. No Brasil foram selecionados os reservatórios de Três Marias (Estado de Minas Gerais) e de Tucuruí (Estado do Pará) e estudados em 2005 e 2006 respetivamente. Os reservatórios foram caracterizados em termos físicos e químicos, tendo-se igualmente procedido à caracterização da comunidade fitoplanctónica através da identificação e quantificação dos principais grupos presentes em diferentes épocas do ano. Em termos fitoplanctónicos os reservatórios portugueses apresentaram maior diversidade,verificando-se contudo dominância das cianobactérias na comunidade. Associados a fluorescências, foram registados nestes reservatórios géneros produtores de hepato e neurotoxinas como Aphanizomenon sp, Microcystis aeruginosa e Oscillatoria sp. No Brasil, em situação de fluorescências, os géneros produtores de neuro e hepatotoxinas foram Microcystis (> 350.000 cels/ml) e Cylindrospermopsis. A presença destes géneros, poderá constituir um risco potencial para a saúde pública, pelo que é importante a implementação de medidas de mitigação em todos os reservatórios objeto de estudo, devendo essa atuação passar pelo controle do estado trófico no sentido de evitar o desenvolvimento de fluorescências. Assim sugere-se a implementação de um tratamento adequado para a produção de água de consumo e a organização de ações de sensibilização e aviso e informação às populações que utilizam os reservatórios em Portugal e no Brasil para diversos usos. - ABSTRACT - As a life fundamental natural resource, water and aquatic ecosystems must be continuously evaluated in their physical, chemical and biological quality. According World Health Organization, 1.1 billion people has no chance to access any kind of potable water. Populations living near rivers, lagoons or reservoirs use those waters to content their needs, increasing risks disease transmission. As members of phytoplankton community, cyanobacteria are prokaryotic, photosynthetic microorganisms and get its nutrients directly from water column. The increase of this nutrients (especially nitrogen and phosphorus) associated with favorable environment conditions, can support a sudden grow and instigate blooms. Under specific conditions cyanobacteria can produce toxins and several records have shown that toxic blooms are responsible by acute poisoning and death in animals and humans so, water for human consumption must be regularly surveyed for this biologic element. The aim of this study is to correlate Cyanobacteria blooms (>2.000cels/ml) and connected toxicity with public health impact, evaluated through water consumption. In Portugal, eight reservoirs located in the South region were selected and study between 2000 and 2008. In Brazil, Três Marias reservoir (Minas Gerais Provence) and Tucuruí (Pará Provence) were selected and study in 2005 and 2006. Reservoirs were characterized in physical and chemical aspects, as well as phytoplankton community, through identification and counting of main present groups along study period. In bloom circumstances, liver toxins and neurotoxins producers like Aphanizomenon sp, Microcystis aeruginosa and Oscillatoria sp. were founded in Portuguese reservoirs. In Brazil, cyanobacteria genera involved in toxic bloom were Microcystis (> 350.000 cels/ml) and Cylindrospermopsis. This genera presence represents a potential risk for public health, and show the requirement to implement mitigation measures in all study reservoirs. These measures can be represented by water eutrophication control to avoid blooms, by appropriate treatments of water to human consumption, and public warnings or information to dose people in Portugal and Brazil that use these reservoirs to several activities.

Role of malnutrition and parasite infections in the spatial variation in children’s anaemia risk in Northern Angola

Anaemia has a significant impact on child development and mortality and is a severe public health problem in most countries in sub-Saharan Africa. Nutritional and infectious causes of anaemia are geographically variable and anaemia maps based on information on the major aetiologies of anaemia are important for identifying communities most in need and the relative contribution of major causes. We investigated the consistency between ecological and individual-level approaches to anaemia mapping, by building spatial anaemia models for children aged ≤15 years using different modeling approaches. We aimed to a) quantify the role of malnutrition, malaria, Schistosoma haematobium and soil-transmitted helminths (STH) for anaemia endemicity in children aged ≤15 years and b) develop a high resolution predictive risk map of anaemia for the municipality of Dande in Northern Angola. We used parasitological survey data on children aged ≤15 years to build Bayesian geostatistical models of malaria (PfPR≤15), S. haematobium, Ascaris lumbricoides and Trichuris trichiura and predict small-scale spatial variation in these infections. The predictions and their associated uncertainty were used as inputs for a model of anemia prevalence to predict small-scale spatial variation of anaemia. Stunting, PfPR≤15, and S. haematobium infections were significantly associated with anaemia risk. An estimated 12.5%, 15.6%, and 9.8%, of anaemia cases could be averted by treating malnutrition, malaria, S. haematobium, respectively. Spatial clusters of high risk of anaemia (>86%) were identified. Using an individual-level approach to anaemia mapping at a small spatial scale, we found that anaemia in children aged ≤15 years is highly heterogeneous and that malnutrition and parasitic infections are important contributors to the spatial variation in anemia risk. The results presented in this study can help inform the integration of the current provincial malaria control program with ancillary micronutrient supplementation and control of neglected tropical diseases, such as urogenital schistosomiasis and STH infection.

Criação de valor, gestão de risco e as medidas de performance ajustadas ao risco: aplicação do RAROC - Risk Adjustment Return on Capital - ao grupo crédito agrícola

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Linking better shiftwork arrangements with safety and health management systems

OBJECTIVE: Various support measures useful for promoting joint change approaches to the improvement of both shiftworking arrangements and safety and health management systems were reviewed. A particular focus was placed on enterprise-level risk reduction measures linking working hours and management systems. METHODS: Voluntary industry-based guidelines on night and shift work for department stores and the chemical, automobile and electrical equipment industries were examined. Survey results that had led to the compilation of practicable measures to be included in these guidelines were also examined. The common support measures were then compared with ergonomic checkpoints for plant maintenance work involving irregular nightshifts. On the basis of this analysis, a new night and shift work checklist was designed. RESULTS: Both the guidelines and the plant maintenance work checkpoints were found to commonly cover multiple issues including work schedules and various job-related risks. This close link between shiftwork arrangements and risk management was important as shiftworkers in these industries considered teamwork and welfare services to be essential for managing risks associated with night and shift work. Four areas found suitable for participatory improvement by managers and workers were work schedules, ergonomic work tasks, work environment and training. The checklist designed to facilitate participatory change processes covered all these areas. CONCLUSIONS: The checklist developed to describe feasible workplace actions was suitable for integration with comprehensive safety and health management systems and offered valuable opportunities for improving working time arrangements and job content together.

Cyanobacteria toxicity: potential public health impact in South Portugal populations

Cyanobacteria are prokaryotic, plantlike organisms present in lakes, recreational waters, and reservoirs, and often dominate phytoplankton communities in warm, nutrient-enriched hard waters. A stable water column rich in certain nutrients, especially nitrogen and phosphorus, is associated with favorable environmental conditions that support development of cyanobacterial population maxima or "blooms." Under specific conditions, cyanobacteria produce toxins that are responsible for acute poisoning and death of animals and humans. The main aim of this study was to correlate the presence of cyanobacteria blooms with potential toxicity to humans as a public health issue. In Portugal, seven reservoirs located in the southern region were selected and studied between 2000 and 2008. Reservoirs were characterized by physical and chemical aspects, and identification of phytoplankton communities. In the case of cyanobacterial blooms, toxins that affected the liver, nervous system, and skin were detected, namely, Microcystis aeruginosa, Aphanizomenon spp., and Oscillatoria. These findings suggest the presence of a potential risk for public health, and indicate the need to implement mitigation measures in all studied reservoirs. These measures may involve (1) water eutrophication control to avoid blooms, (2) appropriate treatment of water for human consumption, and (3) public warnings or information to those individuals that use these reservoirs for several recreational activities.

A long-term risk management tool for electricity markets using swarm intelligence

This paper addresses the optimal involvement in derivatives electricity markets of a power producer to hedge against the pool price volatility. To achieve this aim, a swarm intelligence meta-heuristic optimization technique for long-term risk management tool is proposed. This tool investigates the long-term opportunities for risk hedging available for electric power producers through the use of contracts with physical (spot and forward contracts) and financial (options contracts) settlement. The producer risk preference is formulated as a utility function (U) expressing the trade-off between the expectation and the variance of the return. Variance of return and the expectation are based on a forecasted scenario interval determined by a long-term price range forecasting model. This model also makes use of particle swarm optimization (PSO) to find the best parameters allow to achieve better forecasting results. On the other hand, the price estimation depends on load forecasting. This work also presents a regressive long-term load forecast model that make use of PSO to find the best parameters as well as in price estimation. The PSO technique performance has been evaluated by comparison with a Genetic Algorithm (GA) based approach. A case study is presented and the results are discussed taking into account the real price and load historical data from mainland Spanish electricity market demonstrating the effectiveness of the methodology handling this type of problems. Finally, conclusions are dully drawn.

Role of malnutrition and parasite infections in the spatial variation in children’s anaemia risk in northern Angola

Anaemia is known to have an impact on child development and mortality and is a severe public health problem in most countries in sub-Saharan Africa. We investigated the consistency between ecological and individual-level approaches to anaemia mapping by building spatial anaemia models for children aged ≤15 years using different modelling approaches. We aimed to (i) quantify the role of malnutrition, malaria, Schistosoma haematobium and soil-transmitted helminths (STHs) in anaemia endemicity; and (ii) develop a high resolution predictive risk map of anaemia for the municipality of Dande in northern Angola. We used parasitological survey data for children aged ≤15 years to build Bayesian geostatistical models of malaria (PfPR≤15), S. haematobium, Ascaris lumbricoides and Trichuris trichiura and predict small-scale spatial variations in these infections. Malnutrition, PfPR≤15, and S. haematobium infections were significantly associated with anaemia risk. An estimated 12.5%, 15.6% and 9.8% of anaemia cases could be averted by treating malnutrition, malaria and S. haematobium, respectively. Spatial clusters of high risk of anaemia (>86%) were identified. Using an individual-level approach to anaemia mapping at a small spatial scale, we found that anaemia in children aged ≤15 years is highly heterogeneous and that malnutrition and parasitic infections are important contributors to the spatial variation in anaemia risk. The results presented in this study can help inform the integration of the current provincial malaria control programme with ancillary micronutrient supplementation and control of neglected tropical diseases such as urogenital schistosomiasis and STH infections.

Effect of Chemical Pretreatments on the Physical Properties of Kiwi

In this work the effect of pre-treatments on the physical properties of fresh kiwi was studied. For that, a set of tests using chemical pretreatments was used, in which the samples were subjected to aqueous solutions of ascorbic acid and potassium metabisulfite at concentrations of 0.25% and 1% (w/v) for periods of 30 and 60 minutes, in order to understand the implications of the treatments in the color and texture of the kiwi as compared to its original properties. The results showed that the kiwi treated with ascorbic acid changed its color very intensively when compared to the fresh product, and this trend was intensified after storage. Contrarily, when potassium metabisulfite was used, the changes in color were quite negligible right after the treatment and even lower after the storage period of 6 days under refrigeration. After the treatments with both solutions, the kiwi texture was drastically changed, diminishing hardness considerably and increasing elasticity for all treatments. The same could be observed after six days of refrigeration.

Pesticides and respiratory symptoms among farmers

OBJECTIVE: Despite the intensive use of pesticides in agriculture there are few studies assessing the risk of respiratory conditions from this exposure. The study aimed at quantifying the prevalence of respiratory symptoms among farmers and evaluating its relationship with occupational use of pesticides and the prevalence of respiratory symptoms. METHODS: A cross-sectional study was conducted among 1,379 farmers from two municipalities of Southern Brazil in 1996. Frequency and type of chemical exposure and pesticide poisoning were recorded for both sexes. All subjects aged 15 years or older with at least 15 weekly hours of agricultural activity were interviewed. An adapted questionnaire developed by the American Thoracic Society was used for the assessment of respiratory symptoms. Multivariate logistic regression analysis was carried out. RESULTS: More than half (55%) of interviewees were male. The prevalence of asthma symptoms was 12% and chronic respiratory disease symptoms was 22%. Higher odds ratios for both asthma (OR=1.51; 95% CI: 1.07-2.14) and chronic respiratory disease (OR=1.34; 95% CI 1.00-1.81) symptoms were found in women. Logistic regression analysis identified associations between many forms of exposure to pesticides and increased respiratory symptoms. Occurrence of pesticide poisoning was associated with higher prevalence of asthma symptoms (OR=1.54; 95% CI: 1.04-2.58) and chronic respiratory disease symptoms (OR=1.57; 95% CI: 1.08-2.28). CONCLUSIONS: In spite of causality limitations, the study results provide evidence that farming exposure to pesticides is associated with higher prevalence of respiratory symptoms, especially when the exposure is above two days per month.