Szimulációk és érzékenységvizsgálatok a magyar gazdaság egy középméretű makromodelljével = Simulations and sensitivity analyses with a medium-sized macro model of the Hungarian economy

A tanulmányban a Pénzügyminisztérium gazdaságpolitikai főosztálya és az MTA Közgazdaságtudományi Intézete által kifejlesztett középméretű negyedéves makrogazdasági modell segítségével elemezzük a magyar gazdaság legfontosabb mechanizmusait. A modellezés során követett alapelvek és a modell blokkjainak bemutatása után egy forgatókönyv-elemzés keretében vizsgáljuk a makrogazdasági és költségvetési folyamatokat befolyásoló főbb faktorok hatásait. A - tágan értelmezett - "bizonytalansági tényezőket" három csoportba soroljuk: megkülönböztetjük a külső környezet (például árfolyam) változását, a gazdasági szereplők viselkedésében rejlő bizonytalanságokat (például a bérigazodás sebességének vagy a fogyasztássimítás mértékének bizonytalanságát), valamint a gazdaságpolitikai lépéseket (például állami bérek emelését). Megmutatjuk, hogy e kockázatok makrokövetkezményei nem függetlenek egymástól, például egy árfolyamváltozás hatását befolyásolja a bérigazodás sebessége. ______ This paper analyses the most important mechanisms of the Hungarian economy using a medium-sized quarterly macroeconomic model developed jointly by the Economic Policy Department of the Ministry of Finance and the Institute of Economics of the Hungarian Academy of Sciences. After introducing the fundamental principles of modelling and the building blocks of the model investigated, within a scenario analysis, the authors present the effects of the main factors behind the macroeconomic and budgetary processes. The sources of uncertainty - defined in a broad sense - are categorized in three groups: change in the external environment (e.g. the exchange rate), uncertainties in the behav-iour of economic agents (e.g. in speed of wage adjustment or extent of consumption smoothing), and economic policy decisions (e.g. the increase in public sector wages). The macroeconomic consequences of these uncertainties are shown not to be independent of each other. For instance, the effects of an exchange rate shock are influenced by the speed of wage adjustment.

The Influence of Social Responsibility Image Relative to Product and Service Quality on Brand Loyalty: An Exploratory Study of Quick-service Restaurants

Social responsibility (SR) is becoming an increasingly significant component of many firms’ strategic planning decisions. Research has shown that consumers tend to reward socially responsible behavior. However, there has been little testing of the construct in the hospitality industry. Additionally, when other important variables that influence consumer brand loyalty are considered, will brand social responsibility image (BSRI) still play a significant role? This study investigates the importance of SR and its impact on brand loyalty, relative to product quality and service quality in the quick-service restaurant industry. The authors were also interested to learn whether BSRI impacted consumers' image of product and service quality. It was found that BSRI had a positive impact on brand loyalty, product quality, and service quality. However, product quality was a significantly stronger predictor of brand loyalty than BSRI. Where the vast majority of studies of SR have utilized scenario analysis of hypothetical firms, this study utilizes consumers' perceptions of a real-world firm.

O problema de alocação de berços: um estudo das heurísticas simulated annealing e algoritmo genético

Este trabalho apresenta um estudo de caso das heurísticas Simulated Annealing e Algoritmo Genético para um problema de grande relevância encontrado no sistema portuário, o Problema de Alocação em Berços. Esse problema aborda a programação e a alocação de navios às áreas de atracação ao longo de um cais. A modelagem utilizada nesta pesquisa é apresentada por Mauri (2008) [28] que trata do problema como uma Problema de Roteamento de Veículos com Múltiplas Garagens e sem Janelas de Tempo. Foi desenvolvido um ambiente apropriado para testes de simulação, onde o cenário de análise foi constituido a partir de situações reais encontradas na programação de navios de um terminal de contêineres. Os testes computacionais realizados mostram a performance das heurísticas em relação a função objetivo e o tempo computacional, a m de avaliar qual das técnicas apresenta melhores resultados.

Informing Marine Spatial Planning (MSP) with numerical modelling: A case-study on shellfish aquaculture in Malpeque Bay (Eastern Canada)

A moratorium on further bivalve leasing was established in 1999–2000 in Prince Edward Island (Canada). Recently, a marine spatial planning process was initiated explore potential mussel culture expansion in Malpeque Bay. This study focuses on the effects of a projected expansion scenario on productivity of existing leases and available suspended food resources. The aim is to provide a robust scientific assessment using available datasets and three modelling approaches ranging in complexity: (1) a connectivity analysis among culture areas; (2) a scenario analysis of organic seston dynamics based on a simplified biogeochemical model; and (3) a scenario analysis of phytoplankton dynamics based on an ecosystem model. These complementary approaches suggest (1) new leases can affect existing culture both through direct connectivity and through bay-scale effects driven by the overall increase in mussel biomass, and (2) a net reduction of phytoplankton within the bounds of its natural variation in the area.

Puupolttoaineen varastonhallinta- ja hankintamalli

Työssä luodaan energiapuun varastonhallintamalli ja hankintamalli energiantuotantolaitoksen näkökulmasta sekä kuvataan kustannustehokkaita ja toimitusvarmoja vaihtoehtoja puupolttoaineen varastoinnille ja haketukselle. Varastonhallintamallissa keskitytään varastotason hallintamenetelmiin toimintaympäristössään. Hankintamalli määrittää oman varaston ja suoran laitostoimituksen suhteen sekä auttaa pohtimaan strategisen hankinnan merkitystä hankinnan toteuttamiseen ja hankintakanavien valintaan. Työ antaa vastauksia koko hankintatoiminnan toteutukseen ja hallitsemiseen. Varastonhallintamallin skenaariotarkastelussa selvisi, että yrityksen oma varasto vaatii 18 – 37 % varmuusvaraston suhteessa käyttövarastoon. Hankintamallin mukaan oman varaston kannattavimman puupolttoainejakeen hankintaetäisyys voisi olla keskimäärin korkeintaan 96 km. Tarpeen, saatavuuden, jakeiden kustannustasojen ja toimintaympäristön mahdollisuuksien ollessa selvillä, on mahdollista tehdä päätöksiä hankintakanavista ja varmuusvarastoista kustannustehokkuuden perusteella. Yrityksen polttoainemäärien ohjauksen toteutukseen vaaditaan kehittämistoimia. Oman toimintaympäristön vakiointi ja toimintamallien dokumentointi on tärkeää tiedonjaon, toimitussopimusten mitoittamisen ja toiminnan kehittämisen kannalta. Toiminnan pullonkaulojen vähentäminen ja puupolttoaineen ohjaaminen kustannustehokkaimpien haketusketjujen kautta mahdollisimman tehokkaasti synnyttävät kustannussäästöjä toimitusketjussa.

Avaliação da disponibilidade de espaços verdes públicos no contexto urbano e a sua relação com a perceção dos residentes. Um estudo para a cidade de Bragança

Os espaços verdes públicos urbanos são muito importantes no contexto urbano. Influenciam de diversas formas na qualidade de vida das populações, proporcionando benefícios ambientais, sociais e econômicos. A fim de avaliar a disponibilidade destes espaços na cidade de Bragança, foram realizadas análises utilizando indicadores, com apoio dos software ArcGIS 9.3 e QGis 2.14.0-Essen, que permitiram avaliar a oferta destes espaços nas suas diferentes tipologias e categorias dimensionais. Para o efeito foram aplicados os indicadores: Percentagem de espaços verdes, Espaços verdes per capita, Distância média, Índice de Área Verde por Área de Implantação e Índice de Área Verde por Área Coberta. Posteriormente, procedeu-se à aplicação de inquéritos a fim de avaliar as perceções e atitudes de uma amostra da população de Bragança, realizando análises descritivas e estatísticas, com recurso ao software SPSS17, buscando descrever a atual relação com os espaços verdes e usando testes não paramétricos para identificar diferenças entre subgrupos da amostra, numa análise centrada em dois níveis: a escala urbana e a escala de Bairro. Procurando avaliar possíveis alterações futuras, foram testados cenários realistas, um correspondendo à introdução de espaços verdes em terrenos na posse da Autarquia e outro considerando a ampliação das áreas verdes previstas no Plano de Urbanização de Bragança de 2010. Os Resultados permitiram identificar diferenças relevantes na oferta de espaços verdes da cidade. Aplicando os indicadores foi possível verificar que existe a concentração de espaços verdes de maior dimensão na zona central da cidade, denotando um claro desequilíbrio na introdução de novos espaços em zonas de expansão urbana. Os inquéritos aplicados possibilitaram constatar que os inquiridos que possuem maior disponibilidade de espaços verdes em seu bairro de residência apresentam respostas mais satisfatórias em relação a acessibilidade e a aparência visual e paisagística dos bairros. Da análise de cenários resulta que com a implantação de novos espaços verdes, para as duas análises, ocorreria uma melhoria da oferta e distribuição dos espaços verdes na cidade permitindo um maior reequilíbrio face à concentração na zona central, melhorando a acessibilidade para toda a população.

Risk management for mathematical optimization under uncertainty

We present a general multistage stochastic mixed 0-1 problem where the uncertainty appears everywhere in the objective function, constraints matrix and right-hand-side. The uncertainty is represented by a scenario tree that can be a symmetric or a nonsymmetric one. The stochastic model is converted in a mixed 0-1 Deterministic Equivalent Model in compact representation. Due to the difficulty of the problem, the solution offered by the stochastic model has been traditionally obtained by optimizing the objective function expected value (i.e., mean) over the scenarios, usually, along a time horizon. This approach (so named risk neutral) has the inconvenience of providing a solution that ignores the variance of the objective value of the scenarios and, so, the occurrence of scenarios with an objective value below the expected one. Alternatively, we present several approaches for risk averse management, namely, a scenario immunization strategy, the optimization of the well known Value-at-Risk (VaR) and several variants of the Conditional Value-at-Risk strategies, the optimization of the expected mean minus the weighted probability of having a "bad" scenario to occur for the given solution provided by the model, the optimization of the objective function expected value subject to stochastic dominance constraints (SDC) for a set of profiles given by the pairs of threshold objective values and either bounds on the probability of not reaching the thresholds or the expected shortfall over them, and the optimization of a mixture of the VaR and SDC strategies.

Enriquecimento semântico de modelos ecológicos baseados em raciocínio qualitativo : um estudo de caso sobre a dinâmica de comunidades de vegetação lenhosa no cerrado brasileiro

Tese (doutorado)—Universidade de Brasília, Instituto de Ciências Biológicas, Programa de Pós-Graduação em Ecologia, 2015.

ECONOMIC PROFITABILITY OF THE BAKKEN, NORTH DAKOTA UNCONVENTIONAL OIL PLAYS BASED ON A TYPICAL WELL PERFORMANCE WITH CURRENT MARKET CONDITIONS

Increases in oil prices after the economic recession have been surprising for domestic oil production in the United States since the beginning of 2009. Not only did the conventional oil extraction increase, but unconventional oil production and exploration also improved greatly with the favorable economic conditions. This favorable economy encourages companies to invest in new reservoirs and technological developments. Recently, enhanced drilling techniques including hydraulic fracturing and horizontal drilling have been supporting the domestic economy by way of unconventional shale and tight oil from various U.S. locations. One of the main contributors to this oil boom is the unconventional oil production from the North Dakota Bakken field. Horizontal drilling has increased oil production in the Bakken field, but the economic issues of unconventional oil extraction are still debatable due to volatile oil prices, high decline rates of production, a limited production period, high production costs, and lack of transportation. The economic profitability and viability of the unconventional oil play in the North Dakota Bakken was tested with an economic analysis of average Bakken unconventional well features. Scenario analysis demonstrated that a typical North Dakota Bakken unconventional oil well is profitable and viable as shown by three financial metrics; net present value, internal rate of return, and break-even prices.

A decision-analysis-based framework for analysing stakeholder behaviour in scenario planning

Scenario planning is a method widely used by strategic planners to address uncertainty about the future. However, current methods either fail to address the future behaviour and impact of stakeholders or they treat the role of stakeholders informally. We present a practical decision-analysis-based methodology for analysing stakeholder objectives and likely behaviour within contested unfolding futures. We address issues of power, interest, and commitment to achieve desired outcomes across a broad stakeholder constituency. Drawing on frameworks for corporate social responsibility (CSR), we provide an illustrative example of our approach to analyse a complex contested issue that crosses geographic, organisational and cultural boundaries. Whilst strategies can be developed by individual organisations that consider the interests of others – for example in consideration of an organisation's CSR agenda – we show that our augmentation of scenario method provides a further, nuanced, analysis of the power and objectives of all concerned stakeholders across a variety of unfolding futures. The resulting modelling framework is intended to yield insights and hence more informed decision making by individual stakeholders or regulators.

Promoting articulated action from diverse stakeholders in response to public policy scenarios: A case analysis of the use of ‘scenario improvisation’ method

In this paper we present a novel application of scenario methods to engage a diverse constituency of senior stakeholders, with limited time availability, in debate to inform planning and policy development. Our case study project explores post-carbon futures for the Latrobe Valley region of the Australian state of Victoria. Our approach involved initial deductive development of two ‘extreme scenarios’ by a multi-disciplinary research team, based upon an extensive research programme. Over four workshops with the stakeholder constituency, these initial scenarios were discussed, challenged, refined and expanded through an inductive process, whereby participants took ‘ownership’ of a final set of three scenarios. These were both comfortable and challenging to them. The outcomes of this process subsequently informed public policy development for the region. Whilst this process did not follow a single extant structured, multi-stage scenario approach, neither was it devoid of form. Here, we seek to theorise and codify elements of our process – which we term ‘scenario improvisation’ – such that others may adopt it.

Chromosome evolution in lycosoid spiders (Araneomorphae): a scenario based on analysis of seven species of the families Lycosidae, Senoculidae and Trechaleidae

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

The scenario of two-dimensional instabilities of the cylinder wake under EHD forcing: A linear stability analysis

We propose to study the stability properties of an air flow wake forced by a dielectric barrier discharge (DBD) actuator, which is a type of electrohydrodynamic (EHD) actuator. These actuators add momentum to the flow around a cylinder in regions close to the wall and, in our case, are symmetrically disposed near the boundary layer separation point. Since the forcing frequencies, typical of DBD, are much higher than the natural shedding frequency of the flow, we will be considering the forcing actuation as stationary. In the first part, the flow around a circular cylinder modified by EHD actuators will be experimentally studied by means of particle image velocimetry (PIV). In the second part, the EHD actuators have been numerically implemented as a boundary condition on the cylinder surface. Using this boundary condition, the computationally obtained base flow is then compared with the experimental one in order to relate the control parameters from both methodologies. After validating the obtained agreement, we study the Hopf bifurcation that appears once the flow starts the vortex shedding through experimental and computational approaches. For the base flow derived from experimentally obtained snapshots, we monitor the evolution of the velocity amplitude oscillations. As to the computationally obtained base flow, its stability is analyzed by solving a global eigenvalue problem obtained from the linearized Navier–Stokes equations. Finally, the critical parameters obtained from both approaches are compared.

Analysis of a Spanish energy scenario with Generation IV nuclear reactors

The advantages of fast-spectrum reactors consist not only of an efficient use of fuel through the breeding of fissile material and the use of natural or depleted uranium, but also of the potential reduction of the amount of actinides such as americium and neptunium contained in the irradiated fuel. The first aspect means a guaranteed future nuclear fuel supply. The second fact is key for high-level radioactive waste management, because these elements are the main responsible for the radioactivity of the irradiated fuel in the long term. The present study aims to analyze the hypothetical deployment of a Gen-IV Sodium Fast Reactor (SFR) fleet in Spain. A nuclear fleet of fast reactors would enable a fuel cycle strategy different than the open cycle, currently adopted by most of the countries with nuclear power. A transition from the current Gen-II to Gen-IV fleet is envisaged through an intermediate deployment of Gen-III reactors. Fuel reprocessing from the Gen-II and Gen-III Light Water Reactors (LWR) has been considered. In the so-called advanced fuel cycle, the reprocessed fuel used to produce energy will breed new fissile fuel and transmute minor actinides at the same time. A reference case scenario has been postulated and further sensitivity studies have been performed to analyze the impact of the different parameters on the required reactor fleet. The potential capability of Spain to supply the required fleet for the reference scenario using national resources has been verified. Finally, some consequences on irradiated final fuel inventory are assessed. Calculations are performed with the Monte Carlo transport-coupled depletion code SERPENT together with post-processing tools.