980 resultados para real option theory


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Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi- Agent System for Competitive Electricity Markets), which performs realistic simulations of the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from each market context. However, it is still necessary to adequately optimize the players’ portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering different market opportunities (bilateral negotiation, market sessions, and operation in different markets) and the negotiation context such as the peak and off-peak periods of the day, the type of day (business day, weekend, holiday, etc.) and most important, the renewable based distributed generation forecast. The proposed approach is tested and validated using real electricity markets data from the Iberian operator – MIBEL.

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Energy systems worldwide are complex and challenging environments. Multi-agent based simulation platforms are increasing at a high rate, as they show to be a good option to study many issues related to these systems, as well as the involved players at act in this domain. In this scope the authors’ research group has developed a multi-agent system: MASCEM (Multi-Agent System for Competitive Electricity Markets), which simulates the electricity markets. MASCEM is integrated with ALBidS (Adaptive Learning Strategic Bidding System) that works as a decision support system for market players. The ALBidS system allows MASCEM market negotiating players to take the best possible advantages from the market context. However, it is still necessary to adequately optimize the player’s portfolio investment. For this purpose, this paper proposes a market portfolio optimization method, based on particle swarm optimization, which provides the best investment profile for a market player, considering the different markets the player is acting on in each moment, and depending on different contexts of negotiation, such as the peak and offpeak periods of the day, and the type of day (business day, weekend, holiday, etc.). The proposed approach is tested and validated using real electricity markets data from the Iberian operator – OMIE.

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The use of renewables have been increased I several countries around the world, namely in Europe. The wind power is generally the larger renewable resource with very specific characteristics in what concerns its variability and the inherent impacts in the power systems and electricity markets operation. This paper focuses on the Portuguese context of renewables use, including wind power. The work here presented includes the use of a real time pricing methodology developed by the authors aiming the reduction of electricity consumption in the moments of unexpected low wind power. A more specific example of application of real time pricing is demonstrated for the minimization of the operation costs in a distribution network. When facing lower wind power generation than expected from day ahead forecast, demand response is used in order to minimize the impacts of such wind availability change. In this way, consumers actively participate in regulation up and spinning reserve ancillary services through demand response programs.

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The study of Electricity Markets operation has been gaining an increasing importance in the last years, as result of the new challenges that the restructuring produced. Currently, lots of information concerning Electricity Markets is available, as market operators provide, after a period of confidentiality, data regarding market proposals and transactions. These data can be used as source of knowledge, to define realistic scenarios, essential for understanding and forecast Electricity Markets behaviour. The development of tools able to extract, transform, store and dynamically update data, is of great importance to go a step further into the comprehension of Electricity Markets and the behaviour of the involved entities. In this paper we present an adaptable tool capable of downloading, parsing and storing data from market operators’ websites, assuring actualization and reliability of stored data.

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Recent and future changes in power systems, mainly in the smart grid operation context, are related to a high complexity of power networks operation. This leads to more complex communications and to higher network elements monitoring and control levels, both from network’s and consumers’ standpoint. The present work focuses on a real scenario of the LASIE laboratory, located at the Polytechnic of Porto. Laboratory systems are managed by the SCADA House Intelligent Management (SHIM), already developed by the authors based on a SCADA system. The SHIM capacities have been recently improved by including real-time simulation from Opal RT. This makes possible the integration of Matlab®/Simulink® real-time simulation models. The main goal of the present paper is to compare the advantages of the resulting improved system, while managing the energy consumption of a domestic consumer.

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The use of Electric Vehicles (EVs) will change significantly the planning and management of power systems in a near future. This paper proposes a real-time tariff strategy for the charge process of the EVs. The main objective is to evaluate the influence of real-time tariffs in the EVs owners’ behaviour and also the impact in load diagram. The paper proposes the energy price variation according to the relation between wind generation and power consumption. The proposed strategy was tested in two different days in the Danish power system. January 31st and August 13th 2013 were selected because of the high quantities of wind generation. The main goal is to evaluate the changes in the EVs charging diagram with the energy price preventing wind curtailment.

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This paper presents the first phase of the redevelopment of the Electric Vehicle Scenario Simulator (EVeSSi) tool. A new methodology to generate traffic demand scenarios for the Simulation of Urban MObility (SUMO) tool for urban traffic simulation is described. This methodology is based on a Portugal census database to generate a synthetic population for a given area under study. A realistic case study of a Portuguese city, Vila Real, is assessed. For this area the road network was created along with a synthetic population and public transport. The traffic results were obtained and an electric buses fleet was evaluated assuming that the actual fleet would be replaced in a near future. The energy requirements to charge the electric fleet overnight were estimated in order to evaluate the impacts that it would cause in the local electricity network.

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Energy resource scheduling is becoming increasingly important, such as the use of more distributed generators and electric vehicles connected to the distribution network. This paper proposes a methodology to be used by Virtual Power Players (VPPs), regarding the energy resource scheduling in smart grids and considering day-ahead, hour-ahead and realtime time horizons. This method considers that energy resources are managed by a VPP which establishes contracts with their owners. The full AC power flow calculation included in the model takes into account network constraints. In this paper, distribution function errors are used to simulate variations between time horizons, and to measure the performance of the proposed methodology. A 33-bus distribution network with large number of distributed resources is used.

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The development in power systems and the introduction of decentralized generation and Electric Vehicles (EVs), both connected to distribution networks, represents a major challenge in the planning and operation issues. This new paradigm requires a new energy resources management approach which considers not only the generation, but also the management of loads through demand response programs, energy storage units, EVs and other players in a liberalized electricity markets environment. This paper proposes a methodology to be used by Virtual Power Players (VPPs), concerning the energy resource scheduling in smart grids, considering day-ahead, hour-ahead and real-time scheduling. The case study considers a 33-bus distribution network with high penetration of distributed energy resources. The wind generation profile is based on a real Portuguese wind farm. Four scenarios are presented taking into account 0, 1, 2 and 5 periods (hours or minutes) ahead of the scheduling period in the hour-ahead and realtime scheduling.

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Recent changes of paradigm in power systems opened the opportunity to the active participation of new players. The small and medium players gain new opportunities while participating in demand response programs. This paper explores the optimal resources scheduling in two distinct levels. First, the network operator facing large wind power variations makes use of real time pricing to induce consumers to meet wind power variations. Then, at the consumer level, each load is managed according to the consumer preferences. The two-level resources schedule has been implemented in a real-time simulation platform, which uses hardware for consumer’ loads control. The illustrative example includes a situation of large lack of wind power and focuses on a consumer with 18 loads.

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Dissertação apresentada para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Ciência Política e Relações Internacionais

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau Mestre em Engenharia Civil,Perfil de Construção

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Os recentes desenvolvimentos da teoria do crescimento económico sugerem que a política fiscal pode ter efeitos importantes no crescimento económico de longo prazo. O objectivo deste artigo é investigar o impacto da política fiscal no crescimento económico de longo prazo, utilizando dados em painel para os Estados-membros da UE15 (com excepção de Luxemburgo), no período 1965-2000. Partindo do enquadramento teórico de Barro (1990), formula-se um modelo onde a taxa de crescimento real é determinada por variáveis das finanças públicas, esperando que a redução de impostos distorcionários e o aumento de despesas públicas produtivas fomentem o crescimento económico. No caso da UE15, os resultados sugerem que o aumento da dimensão do sector público (despesas ou impostos) retarda o crescimento e, em particular, uma redução dos impostos sobre o trabalho e o capital podem acelerar o crescimento económico de longo prazo.

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Trabalho de Projecto apresentado para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Práticas Culturais para Municípios

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Este documento descreve um modelo de tolerância a falhas para sistemas de tempo-real distribuídos. A sugestão deste modelo tem como propósito a apresentação de uma solu-ção fiável, flexível e adaptável às necessidades dos sistemas de tempo-real distribuídos. A tolerância a falhas é um aspeto extremamente importante na construção de sistemas de tempo-real e a sua aplicação traz inúmeros benefícios. Um design orientado para a to-lerância a falhas contribui para um melhor desempenho do sistema através do melhora-mento de aspetos chave como a segurança, a confiabilidade e a disponibilidade dos sis-temas. O trabalho desenvolvido centra-se na prevenção, deteção e tolerância a falhas de tipo ló-gicas (software) e físicas (hardware) e assenta numa arquitetura maioritariamente basea-da no tempo, conjugada com técnicas de redundância. O modelo preocupa-se com a efi-ciência e os custos de execução. Para isso utilizam-se também técnicas tradicionais de to-lerância a falhas, como a redundância e a migração, no sentido de não prejudicar o tempo de execução do serviço, ou seja, diminuindo o tempo de recuperação das réplicas, em ca-so de ocorrência de falhas. Neste trabalho são propostas heurísticas de baixa complexida-de para tempo-de-execução, a fim de se determinar para onde replicar os componentes que constituem o software de tempo-real e de negociá-los num mecanismo de coordena-ção por licitações. Este trabalho adapta e estende alguns algoritmos que fornecem solu-ções ainda que interrompidos. Estes algoritmos são referidos em trabalhos de investiga-ção relacionados, e são utilizados para formação de coligações entre nós coadjuvantes. O modelo proposto colmata as falhas através de técnicas de replicação ativa, tanto virtual como física, com blocos de execução concorrentes. Tenta-se melhorar ou manter a sua qualidade produzida, praticamente sem introduzir overhead de informação significativo no sistema. O modelo certifica-se que as máquinas escolhidas, para as quais os agentes migrarão, melhoram iterativamente os níveis de qualidade de serviço fornecida aos com-ponentes, em função das disponibilidades das respetivas máquinas. Caso a nova configu-ração de qualidade seja rentável para a qualidade geral do serviço, é feito um esforço no sentido de receber novos componentes em detrimento da qualidade dos já hospedados localmente. Os nós que cooperam na coligação maximizam o número de execuções para-lelas entre componentes paralelos que compõem o serviço, com o intuito de reduzir atra-sos de execução. O desenvolvimento desta tese conduziu ao modelo proposto e aos resultados apresenta-dos e foi genuinamente suportado por levantamentos bibliográficos de trabalhos de in-vestigação e desenvolvimento, literaturas e preliminares matemáticos. O trabalho tem também como base uma lista de referências bibliográficas.