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Modeling maximum day-ahead market price using circular statistical methods

Publication . Martins, Ana Alexandra; Lagarto, João; Sousa, Jorge A. M.

Electricity day-ahead market price and traded quantity present a distinct pattern between peak and off-peak hours, following a pattern that tends to repeat over a 24-hour time cycle. The cyclic nature of these variables enables the use of circular statistics. Circular statistics is a set of techniques for modelling the random nature of directional data, which are typically expressed as angular measurements, which can be used to analyze any kind of data that are cyclic in nature, such as time-of-day data measured on a 24h clock. In this study, the circular statistical methods are used for analyzing the maximum values of day-ahead market price in the Iberian Electricity Market (MIBEL). The data considered in this study refer to the hourly price of electricity observed in the MIBEL, for Portugal and Spain. Also, variables that have influence on the electricity market prices such as demand, production by technology, namely hydro, coal, CCGT and Special Regime Production (production from CHP, wind, photovoltaic, small hydro, etc.) and the strategic behavior of market participants are also analyzed using circular statistics methods. The analysis performed allowed to conclude that circular statistical methods are a powerful tool to understand market price behavior.

2017Conference object

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Volatility spillovers in the Iberian electricity market

Publication . Vicente, João; Martins, Ana Alexandra; Lagarto, João; Sousa, Jorge A. M.

With the globalization of the world economy, the relationships between commodities, financial and other markets are relevant. Although the electricity market is a more recent kind of market, it is still related with other markets, such as, commodities markets (natural gas, coal, oil), and carbon emissions markets. In this work, we propose to study the interconnections between the day-ahead Iberian electricity market (MIBEL) and the commodities markets, as well as, the carbon emissions markets between 2010 and 2016. To achieve this purpose, we use the Diebold-Yilmaz framework, which proposes measures of the interdependence of returns and volatilities through variance decomposition of forecasted error variances in a generalized vector autoregressive model. Results show that the markets that had a higher influence in MIBEL in the analyzed period were the TTF and Zeebrugge natural gas markets and the markets that MIBEL most influenced were the Coal (API2) and CER market.

2017-06Conference object

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Simulation of localized surface plasmon in metallic nanoparticles embedded in amorphous silicon

Publication . Fantoni, Alessandro; Fernandes, Miguel; Vygranenko, Y.; Louro, Paula; Vieira, Manuela; Texeira, D.; Ribeiro, A.; Alegria, Elisabete

We propose the development and realization of a plasmonic structure based on the LSP interaction of metal nanoparticles with an embedding matrix of amorphous silicon. This structure need to be usable as the basis for a sensor device applied in biomedical applications, after proper functionalization with selective antibodies. The final sensor structure needs to be low cost, compact and disposable. The study reported in this paper aims to analyze diferente materials for nanoparticles and embedding medium composition. Metals of interest for nanoparticles composition are Aluminum, Gold and Alumina. As a preliminary approach to this device, we study in this work the optical properties of metal nanoparticles embedded in an amorphous silicon matrix, as a function of size, aspect-ratio and metal type. Following an analysis based on the exact solution of the Mie theory, experimental measurements realized with arrays of metal nanoparticles are compared with the simulations.

2017-09Conference object

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Light-emitting diodes aided indoor localization using visible light communication technology

Publication . Vieira, Manuela; Vieira, Manuel; Louro, Paula; Vieira, Pedro

This paper focuses on designing and analyzing a visible light-based communication and positioning system for indoor wireless communication under light-emitting diodes (LEDs) lighting environments. The indoor positioning system uses trichromatic white LEDs, both for illumination purposes and as transmitters, and an optical processor, based on a-SiC:H technology, as a mobile receiver. An on–off keying modulation scheme is used, proving a good trade-off between system performance and implementation complexity. The relationship between the transmitted data and the received output levels is decoded. LED bulbs work as transmitters, sending information together with different identifiers, IDs, related to their physical locations. Square and diamond topologies for the unit cell are analyzed, and a two-dimensional localization design, demonstrated by a prototype implementation, is presented. Fine-grained indoor localization is tested. The received signal is used in coded multiplexing techniques for supporting communications and navigation concomitantly on the same channel. The location and motion information are found by mapping the position and estimating the location areas.

2018-08Journal article

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A proposal of performance indicators for collaborative business ecosystems

Publication . Graça, Paula; Camarinha-Matos, Luís M.

Business ecosystems enabled by the increasing use and improvement of communication networks, offer nowadays a powerful competitive advantage to business players and entrepreneurs. They form a collaborative new mean of economic and social value creation, addressing customers' needs, overcoming constraints of individual firms, increasing capabilities for new business opportunities, and accelerating learning and innovation. This paper proposes a set of performance indicators to measure some of these collaboration benefits, therefore motivating the sustainability and resilience of the business ecosystem. The presented results are based on simulation models, which intend to characterize the roles and interactions of a real life collaborative business ecosystem.

2016Conference object

Open access