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.

Innovative manufacturing process for hybrid pultruded products based on cork and polymeric pre-shapes

Pultruded products are being targeted by a growing demand due to its excellent mechanical properties and low chemical reactivity, ensuring a low level of maintenance operations and allowing an easier assembly operation process than equivalent steel bars. In order to improve the mechanical drawing process and solve some acoustic and thermal insulation problems, pultruded pipes of glass fibre reinforced plastics (GFRF) can be filled with special products that increase their performance regarding the issues previously referred. The great challenge of this work was drawing a new equipment able to produce pultruded pipes filled with cork or polymeric pre-shaped bars as a continuous process. The project was carried out successfully and the new equipment was built and integrated in the pultrusion equipment already existing, allowing to obtain news products with higher added-value in the market, covering some needs previously identified in the field of civil construction.

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.

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.

Localização de jogos

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Tradução e Interpretação Especializadas, sob orientação do Doutor Manuel Moreira da Silva Esta versão não contém as críticas e sugestões dos elementos do júri

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

Renova black toilet paper: The creation of a glocal market space

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

International News Reporting in the Multidimensional Network: The socio-demographics, professional culture and newswork of foreign correspondents working across Sub-Saharan Africa

Tese apresentada para cumprimento dos requisitos necessários à obtenção do grau de Doutor em Media Digitais