Stochastic short-term maintenance scheduling of GENCOs in an oligopolistic electricity market

In the proposed model, the independent system operator (ISO) provides the opportunity for maintenance outage rescheduling of generating units before each short-term (ST) time interval. Long-term (LT) scheduling for 1 or 2 years in advance is essential for the ISO and the generation companies (GENCOs) to decide their LT strategies; however, it is not possible to be exactly followed and requires slight adjustments. The Cournot-Nash equilibrium is used to characterize the decision-making procedure of an individual GENCO for ST intervals considering the effective coordination with LT plans. Random inputs, such as parameters of the demand function of loads, hourly demand during the following ST time interval and the expected generation pattern of the rivals, are included as scenarios in the stochastic mixed integer program defined to model the payoff-maximizing objective of a GENCO. Scenario reduction algorithms are used to deal with the computational burden. Two reliability test systems were chosen to illustrate the effectiveness of the proposed model for the ST decision-making process for future planned outages from the point of view of a GENCO.

Edição de revista para público com mais de 50 anos

Projeto de mestrado apresentado à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Jornalismo.

A contribuição do marketing interno para o sucesso das empresas

Dissertação apresentada à Escola Superior de Comunicação Social como parte dos requisitos para obtenção de grau de mestre em Publicidade e Marketing.

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.

Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.

As newsletters com vídeos incorporados como instrumento de comunicação. O caso da clínicas Persona

Dissertação de Mestrado apresentada ao Instituto Superior de Contabilidade e Administração do Porto, para obtenção do grau de Mestre em Marketing Digital, sob orientação da Prof. Sandrina Teixeira

Stochastic Framework for Strategic Decision-making of Load-serving Entities for Day-ahead Market

The deregulation of electricity markets has diversified the range of financial transaction modes between independent system operator (ISO), generation companies (GENCO) and load-serving entities (LSE) as the main interacting players of a day-ahead market (DAM). LSEs sell electricity to end-users and retail customers. The LSE that owns distributed generation (DG) or energy storage units can supply part of its serving loads when the nodal price of electricity rises. This opportunity stimulates them to have storage or generation facilities at the buses with higher locational marginal prices (LMP). The short-term advantage of this model is reducing the risk of financial losses for LSEs in DAMs and its long-term benefit for the LSEs and the whole system is market power mitigation by virtually increasing the price elasticity of demand. This model also enables the LSEs to manage the financial risks with a stochastic programming framework.

Smart Grid Market Using Joint Energy and Ancillary Services Bids

The power systems operation in the smart grid context increases significantly the complexity of their management. New approaches for ancillary services procurement are essential to ensure the operation of electric power systems with appropriate levels of stability, safety, quality, equity and competitiveness. These approaches should include market mechanisms which allow the participation of small and medium distributed energy resources players in a competitive market environment. In this paper, an energy and ancillary services joint market model used by an aggregator is proposed, considering bids of several types of distributed energy resources. In order to improve economic efficiency in the market, ancillary services cascading market mechanism is also considered in the model. The proposed model is included in MASCEM – a multi-agent system electricity market simulator. A case study considering a distribution network with high penetration of distributed energy resources is presented.

Planeamento de um Data Market Place

Relatório de Estágio apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Novos Media e Práticas Web

Analysis of Electricity Market Prices Using Multidimensional Scaling

This paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, the results help electricity markets agents hedging against Market Clearing Price (MCP) volatility.

Deteção Automática de Conteúdos Explícitos em Sequências de Vídeo

Nos últimos anos, o fácil acesso em termos de custos, ferramentas de produção, edição e distribuição de conteúdos audiovisuais, contribuíram para o aumento exponencial da produção diária deste tipo de conteúdos. Neste paradigma de superabundância de conteúdos multimédia existe uma grande percentagem de sequências de vídeo que contém material explícito, sendo necessário existir um controlo mais rigoroso, de modo a não ser facilmente acessível a menores. O conceito de conteúdo explícito pode ser caraterizado de diferentes formas, tendo o trabalho descrito neste documento incidido sobre a deteção automática de nudez feminina presente em sequências de vídeo. Este processo de deteção e classificação automática de material para adultos pode constituir uma ferramenta importante na gestão de um canal de televisão. Diariamente podem ser recebidas centenas de horas de material sendo impraticável a implementação de um processo manual de controlo de qualidade. A solução criada no contexto desta dissertação foi estudada e desenvolvida em torno de um produto especifico ligado à área do broadcasting. Este produto é o mxfSPEEDRAIL F1000, sendo este uma solução da empresa MOG Technologies. O objetivo principal do projeto é o desenvolvimento de uma biblioteca em C++, acessível durante o processo de ingest, que permita, através de uma análise baseada em funcionalidades de visão computacional, detetar e sinalizar na metadata do sinal, quais as frames que potencialmente apresentam conteúdo explícito. A solução desenvolvida utiliza um conjunto de técnicas do estado da arte adaptadas ao problema a tratar. Nestas incluem-se algoritmos para realizar a segmentação de pele e deteção de objetos em imagens. Por fim é efetuada uma análise critica à solução desenvolvida no âmbito desta dissertação de modo a que em futuros desenvolvimentos esta seja melhorada a nível do consumo de recursos durante a análise e a nível da sua taxa de sucesso.

Cournot model with investments to change the market size

We present a new deterministic dynamical model on the market size of Cournot competitions, based on Nash equilibria of R&D investment strategies to increase the size of the market of the firms at every period of the game. We compute the unique Nash equilibrium for the second subgame and the profit functions for both firms. Adding uncertainty to the R&D investment strategies, we get a new stochastic dynamical model and we analyse the importance of the uncertainty to reverse the initial advantage of one firm with respect to the other.

A technology market transfer for the Zonadvanced video technology

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Effect of European Sovereign debt crisis on banks’ stock market performances: application to Portuguese data

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

The launch of integrative fixed video phone in Spain: Technology-market transfer plan

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics