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Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


1

Tractable Robust Expected Utility and Risk Models for Portfolio ...  

E-Print Network (OSTI)

Mar 13, 2008 ... can be solved as a quadratic programming problem. Portfolio ...... management, a coherent risk can be viewed as a maximum ..... A sample-based approach (SB): The samples of returns from the one-year training set are used.

2

Optimization of Real Asset Portfolio using a Coherent Risk Measure  

E-Print Network (OSTI)

Nov 19, 2008 ... Optimization of Real Asset Portfolio using a Coherent Risk Measure: ... initial techniques evolved to the use of enterprise portfolio management, ...

3

Control of investment portfolio based on complex quantile risk measures  

Science Conference Proceedings (OSTI)

Combined measures of financial risks, which are convex combinations of known measures VaR and CVar and their analogues for right-hand tails of investment portfolio profitability distribution functions, are considered. Two-stage optimization ...

E. M. Bronshtein; M. M. Kachkaeva; E. V. Tulupova

2011-02-01T23:59:59.000Z

4

An importance sampling method for portfolio cvar estimation with Gaussian copula models  

Science Conference Proceedings (OSTI)

We developed an importance sampling method to estimate Conditional Value-at-Risk for portfolios in which inter-dependent asset losses are modeled via a Gaussian copula model. Our method constructs an importance sampling distribution by shifting the latent ...

Pu Huang; Dharmashankar Subramanian; Jie Xu

2010-12-01T23:59:59.000Z

5

Developing Oregon's renewable energy portfolio using fuzzy goal programming model  

Science Conference Proceedings (OSTI)

Renewable energy continues to be a hot topic in the United States affecting security and sustainability. A model to create renewable energy portfolio is established using guidelines drawn by Oregon's Renewable Portfolio Standard (RPS) legislation with ... Keywords: Fuzzy goal programming, Oregon, Renewable energy portfolio

Tugrul U. Daim; Gulgun Kayakutlu; Kelly Cowan

2010-11-01T23:59:59.000Z

6

Optimization of Real Asset Portfolio using a Coherent Risk Measure ...  

E-Print Network (OSTI)

Keywords Portfolio Optimization · Real Assets · CVaR · Decomposition ... techniques evolved to the use of enterprise portfolio management, very common.

7

Optimal portfolios using Linear Programming models  

E-Print Network (OSTI)

Feb 12, 2003 ... three portfolios will then be compared with various utility functions and with out of sample data. ... interest rate, and not allowing short selling.

8

Optimization of a petroleum producing assets portfolio: development of an advanced computer model  

E-Print Network (OSTI)

Portfolios of contemporary integrated petroleum companies consist of a few dozen Exploration and Production (E&P) projects that are usually spread all over the world. Therefore, it is important not only to manage individual projects by themselves, but to also take into account different interactions between projects in order to manage whole portfolios. This study is the step-by-step representation of the method of optimizing portfolios of risky petroleum E&P projects, an illustrated method based on Markowitz’s Portfolio Theory. This method uses the covariance matrix between projects’ expected return in order to optimize their portfolio. The developed computer model consists of four major modules. The first module generates petroleum price forecasts. In our implementation we used the price forecasting method based on Sequential Gaussian Simulation. The second module, Monte Carlo, simulates distribution of reserves and a set of expected production profiles. The third module calculates expected after tax net cash flows and estimates performance indicators for each realization, thus yielding distribution of return for each project. The fourth module estimates covariance between return distributions of individual projects and compiles them into portfolios. Using results of the fourth module, analysts can make their portfolio selection decisions. Thus, an advanced computer model for optimization of the portfolio of petroleum assets has been developed. The model is implemented in a MATLAB® computational environment and allows optimization of the portfolio using three different return measures (NPV, GRR, PI). The model has been successfully applied to the set of synthesized projects yielding reasonable solutions in all three return planes. Analysis of obtained solutions has shown that the given computer model is robust and flexible in terms of input data and output results. Its modular architecture allows further inclusion of complementary “blocks” that may solve optimization problems utilizing different measures (than considered) of risk and return as well as different input data formats.

Aibassov, Gizatulla

2007-12-01T23:59:59.000Z

9

Collateral Risk Analytics for Energy Trading and Portfolio Risk Management  

Science Conference Proceedings (OSTI)

This report describes the need for a strong collateral risk management function as an integral part of an energy company’s risk management program. It reviews the basics of margining and collateral both in over-the-counter markets and on exchanges. In addition, it details the technology available to measure collateral risk properly. Then it reviews the recent efforts to regulate OTC derivatives, the potential impact that it could have on energy companies’ management of cash collateral, and strategies tha...

2010-12-21T23:59:59.000Z

10

The electricity portfolio simulation model (EPSim) technical description.  

SciTech Connect

Stakeholders often have competing interests when selecting or planning new power plants. The purpose of developing this preliminary Electricity Portfolio Simulation Model (EPSim) is to provide a first cut, dynamic methodology and approach to this problem, that can subsequently be refined and validated, that may help energy planners, policy makers, and energy students better understand the tradeoffs associated with competing electricity portfolios. EPSim allows the user to explore competing electricity portfolios annually from 2002 to 2025 in terms of five different criteria: cost, environmental impacts, energy dependence, health and safety, and sustainability. Four additional criteria (infrastructure vulnerability, service limitations, policy needs and science and technology needs) may be added in future versions of the model. Using an analytic hierarchy process (AHP) approach, users or groups of users apply weights to each of the criteria. The default energy assumptions of the model mimic Department of Energy's (DOE) electricity portfolio to 2025 (EIA, 2005). At any time, the user can compare alternative portfolios to this reference case portfolio.

Drennen, Thomas E.; Klotz, Richard (Hobart and William Smith Colleges, Geneva, NY)

2005-09-01T23:59:59.000Z

11

The electricity portfolio simulation model (EPSim) technical description.  

SciTech Connect

Stakeholders often have competing interests when selecting or planning new power plants. The purpose of developing this preliminary Electricity Portfolio Simulation Model (EPSim) is to provide a first cut, dynamic methodology and approach to this problem, that can subsequently be refined and validated, that may help energy planners, policy makers, and energy students better understand the tradeoffs associated with competing electricity portfolios. EPSim allows the user to explore competing electricity portfolios annually from 2002 to 2025 in terms of five different criteria: cost, environmental impacts, energy dependence, health and safety, and sustainability. Four additional criteria (infrastructure vulnerability, service limitations, policy needs and science and technology needs) may be added in future versions of the model. Using an analytic hierarchy process (AHP) approach, users or groups of users apply weights to each of the criteria. The default energy assumptions of the model mimic Department of Energy's (DOE) electricity portfolio to 2025 (EIA, 2005). At any time, the user can compare alternative portfolios to this reference case portfolio.

Drennen, Thomas E.; Klotz, Richard (Hobart and William Smith Colleges, Geneva, NY)

2005-09-01T23:59:59.000Z

12

Optimal Portfolio Allocation Under a Probabilistic Risk Constraint and the Incentives for Financial Innovation ?  

E-Print Network (OSTI)

Keywords: Portfolio Optimization, Value–at–Risk, NP-hard We derive, in a complete markets environment, an investor’s optimal portfolio allocation subject to both a budget constraint and a probabilistic risk constraint. We demonstrate that the set of feasible portfolios need not be connected or convex, while the number of local optima increases exponentially with the number of securities implying that finding the optimal portfolio is computationally complex (NP hard). The resulting optimal portfolio allocation may not be monotonic in the state–price density. A novel type of financial innovation, which splits states of nature, is shown to weakly enhance welfare, restore monotonicity in the state–price density, and may reduce complexity.

Jón Daníelsson; Casper G. De Vries; Bjørn N. Jorgensen; Xiaoguang Yang

2001-01-01T23:59:59.000Z

13

Optimal portfolio liquidation with execution cost and risk  

E-Print Network (OSTI)

We study the optimal portfolio liquidation problem over a finite horizon in a limit order book with bid-ask spread and temporary market price impact penalizing speedy execution trades. We use a continuous-time modeling framework, but in contrast with previous related papers (see e.g. [24] and [25]), we do not assume continuous-time trading strategies. We consider instead real trading that occur in discrete-time, and this is formulated as an impulse control problem under a solvency constraint, including the lag variable tracking the time interval between trades. A first important result of our paper is to show that nearly optimal execution strategies in this context lead actually to a finite number of trading times, and this holds true without assuming ad hoc any fixed transaction fee. Next, we derive the dynamic programming quasi-variational inequality satisfied by the value function in the sense of constrained viscosity solutions. We also introduce a family of value functions converging to our value function...

Kharroubi, Idris

2009-01-01T23:59:59.000Z

14

Principal UncertaintiesPrincipal Uncertainties Their Representation in the Regional Portfolio ModelTheir Representation in the Regional Portfolio Model  

E-Print Network (OSTI)

Electricity RequirementsElectricity Requirements Council Load Forecast and Portfolio Model Range 10000 15000 and Conservation Council for the Load Forecasting Advisory Committee Friday June 27, 2008 2 Overview Electricity RequirementsElectricity Requirements 5th Plan Non-DSI Price Effects Sales Forecasts 12000 14000

15

Modeling and Analysis of Renewable Generation in a Sustainable Portfolio  

Science Conference Proceedings (OSTI)

This Technical Update reports the results of work to enhance EPRIs financial model of the U.S. electric sector by improving the representations for the role wind and biomass generation in the future U.S. generation mix. The model simulates generation capacity expansion and dispatch at the national and regional levels over the period 2010 to 2050. The model evaluates the possible effects of climate policy, renewable portfolio standard (RPS), energy efficiency, technology availability, and market scenarios...

2010-12-17T23:59:59.000Z

16

Risk assessment methodology applied to counter IED research & development portfolio prioritization  

SciTech Connect

In an effort to protect the United States from the ever increasing threat of domestic terrorism, the Department of Homeland Security, Science and Technology Directorate (DHS S&T), has significantly increased research activities to counter the terrorist use of explosives. More over, DHS S&T has established a robust Counter-Improvised Explosive Device (C-IED) Program to Deter, Predict, Detect, Defeat, and Mitigate this imminent threat to the Homeland. The DHS S&T portfolio is complicated and changing. In order to provide the ''best answer'' for the available resources, DHS S&T would like some ''risk based'' process for making funding decisions. There is a definite need for a methodology to compare very different types of technologies on a common basis. A methodology was developed that allows users to evaluate a new ''quad chart'' and rank it, compared to all other quad charts across S&T divisions. It couples a logic model with an evidential reasoning model using an Excel spreadsheet containing weights of the subjective merits of different technologies. The methodology produces an Excel spreadsheet containing the aggregate rankings of the different technologies. It uses Extensible Logic Modeling (ELM) for logic models combined with LANL software called INFTree for evidential reasoning.

Shevitz, Daniel W [Los Alamos National Laboratory; O' Brien, David A [Los Alamos National Laboratory; Zerkle, David K [Los Alamos National Laboratory; Key, Brian P [Los Alamos National Laboratory; Chavez, Gregory M [Los Alamos National Laboratory

2009-01-01T23:59:59.000Z

17

On the Inefficiency of Portfolio Insurance and Caveats to the Mean/Downside-Risk Framework  

E-Print Network (OSTI)

Portfolio insurance strategies based on options typically treat the investment in the risky asset, e.g., stock, as fixed. We show in a mean/downside-risk framework that such a strategy is inefficient. Using at the money put options, expected returns can be increased by more than 250 basis points without taking on more risk. Gains can become arbitrarily large when one uses options with extremely high strike prices. This is due to a serious caveat to the mean/downside-risk framework that is typically adopted in the literature by substituting downside-risk measures for standard risk measures such as the variance of returns. These pathologic results vanish when one maximizes an appropriately chosen HARA utility function. In this framework, fixing the holding of the risky asset in advance leads to efficiency losses that vary between 250 and 650 basis points depending on the degree of risk aversion.

André Lucas; Cees L. Dert; Andr?e Lucas Yz; Cees L. Dert Xy

1998-01-01T23:59:59.000Z

18

Complexity management through product portfolio cost modeling and optimization  

E-Print Network (OSTI)

A significant amount of complexity exists within the brand and product portfolios of PharmaCo. This complexity is driven by several factors: first, medical needs for differing products and dosages; second, marketing requests ...

Sommerkorn, Peter (Peter Wilford)

2013-01-01T23:59:59.000Z

19

Optimal Guaranteed Return Portfolios and the Casino Effect  

Science Conference Proceedings (OSTI)

In this paper we address the problem of determining optimal portfolios that may include options in a framework of return maximization with risk constraints relative to a benchmark, as well as in terms of absolute returns. The model we propose allows ... Keywords: Downside risk, Linear programming, Options, Portfolio optimization

Cees Dert; Bart Oldenkamp

2000-09-01T23:59:59.000Z

20

Quantile approximations in auto-regressive portfolio models  

Science Conference Proceedings (OSTI)

This paper develops an analytical approximation for the distribution function of a terminal value of a periodic series of buy-and-hold investments placed over a fixed time horizon for the case when log-returns of assets follow a p-th order vector auto-regressive ... Keywords: Multi-period portfolio return, Taylor conditioned approximation, Vector auto-regressive returns

Aleš Ah?an; Igor Masten; Sašo Polanec; Mihael Perman

2011-02-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


21

Portfolio Optimization: Concepts and Challenges  

Science Conference Proceedings (OSTI)

The term "portfolio optimization" -- the process of finding and exploiting opportunities to add value by changing the composition of a business portfolio -- has been occurring with increasing frequency in the electric power industry. For example, portfolio optimization has appeared as a topic on agendas for numerous industry conferences. Vendors of commercial software for trading and risk management also are starting to promote portfolio optimization's capabilities. Though portfolio optimization is a hot...

2002-12-18T23:59:59.000Z

22

Risk-adjusted approach to optimize investments in product development portfolios  

Science Conference Proceedings (OSTI)

Companies invest in a portfolio of products with the financial objective of increasing revenue and net profit. They also have a limited product development budget and uncertainty around which products will be successful. In this paper, we offer a methodology ...

D. Subramanian; P. Huang; C. Pulavarthi; J. Xu; H. Sekhar; S. Zhan; S. Tripathi; S. Kumar

2010-05-01T23:59:59.000Z

23

The Market Price of Risk: Implications for Electricity Price Forecasting, Asset Valuation and Portfolio Risk Management  

Science Conference Proceedings (OSTI)

Forward Price Forecasting for Power Market Valuation (TR-111860, 1998) presented the basic theory on the market price of risk. However, continued development of the power market has led to additional complexities when applying the concept to electric power. This current report updates that earlier report based on subsequent development of the theory by EPRI and others and reflects two additional years of market data.

2000-12-07T23:59:59.000Z

24

Optioned Portfolio Selection: Models and Analysis Jianfeng LIANG  

E-Print Network (OSTI)

and Oldenkamp [8] proposed a linear programming model with a given level of guaranteed return. The so

Zhang, Shuzhong

25

Efficient multi-energy generation portfolios for the future  

E-Print Network (OSTI)

This paper introduces the application of mean-variance portfolio theory to portfolios generating multiple forms of energy such as electricity, heating or cooling power. Portfolio theory has already been successfully applied to several cases of electricity generation planning. A general extension of this method to an arbitrary number of output energies will be developed in this paper. Instead of calculating means and variances from time series of historical data- as it is commonly done- a set of several possible scenarios is used. By this means, the model allows to appropriately take into account uncertainties about future developments, which may be able to alter the economic performance of the considered generation technologies. In order to illustrate the proposed method, the model is applied to a portfolio of distributed electricity and heat generation technologies. In so doing, it is shown how efficient risk-return combinations for multi-energy generation portfolios can be determined. 1

Florian Kienzle; Göran Andersson

2008-01-01T23:59:59.000Z

26

Web based portfolio optimization  

Science Conference Proceedings (OSTI)

The portfolio optimization is implemented as e-service through Internet. Four-tier client-server model of WAN-based information system is designed satisfying the intersection of several domains: financial investments, optimization theory and information ... Keywords: portfolio optimization, system algorithmic architecture of information systems, web based information system

Todor Stoilov; Krasimira Stoilova

2009-06-01T23:59:59.000Z

27

Thinking about Generation Diversity: Electric Power Plant Asset Portfolio Valuation and Risk  

Science Conference Proceedings (OSTI)

In recent years, large amounts of natural gas-fired power generation capacity have been added to the nation’s portfolio of power generation assets. In addition, a variety of analyses and market projections imply this trend will continue for a variety of reasons, including large and growing supplies of natural gas due to the “shale boom,” and commensurate low natural gas prices, and imposition of increasingly stringent environmental regulations associated with coal-fired ...

2013-12-16T23:59:59.000Z

28

Computation of feasible portfolio controlstrategies for an insurance company using a discrete time asset/liability model  

Science Conference Proceedings (OSTI)

A nonlinear discrete time asset/liability model is developed for an insurance company selling investment policies with a guaranteed minimum rate of return and a fixed maturity date. The model accommodates time-dependent investment strategies and transaction ... Keywords: Discrete time asset/liability models, Dynamic financial analysis, Feasible portfolio control, Investment policies with a guaranteed minimum rate of return

C. Frangos; S. A. Zenios; Y. Yavin

2004-08-01T23:59:59.000Z

29

Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model  

E-Print Network (OSTI)

The aim of this work is to extend the capital growth theory developed by Kelly, Breiman, Cover and others to asset market models with transaction costs. We define a natural generalization of the notion of a numeraire portfolio proposed by Long and show how such portfolios can be used for constructing growth-optimal investment strategies. The analysis is based on the classical von Neumann-Gale model of economic dynamics, a stochastic version of which we use as a framework for the modelling of financial markets with frictions.

Bahsoun, Wael; Taksar, Michael I

2009-01-01T23:59:59.000Z

30

Category:Modeling Techniques | Open Energy Information  

Open Energy Info (EERE)

in this category, out of 5 total. A Analytical Modeling C Conceptual Model M Modeling-Computer Simulations N Numerical Modeling P Portfolio Risk Modeling Retrieved from "http:...

31

Traders' collective portfolio optimization with transaction costs: towards microscopic validation of agent-based models  

E-Print Network (OSTI)

Despite the availability of very detailed data on financial market, agent-based modeling is hindered by the lack of information about real-trader behavior. This makes it impossible to validate agent-based models, which are thus reverse-engineering attempts. This work is a contribution to the building of a set of stylized facts about the traders themselves. Using the client database of Swissquote Bank SA, we find that the transaction cost structure determines on average to a large extend the relationship between the mean turnover per transaction of an investor and his mean wealth. A simple extension of CAPM that includes variable transaction costs is able to reproduce qualitatively the observed behaviors. We argue that this shows the collective ability of a population to construct a mean-variance portfolio that takes into account transaction costs.

de Lachapelle, David Morton

2010-01-01T23:59:59.000Z

32

Microsoft PowerPoint - Risk_Portfolio_Manager(RPM)_overview_Under_Sec_DOE__2011_V4 Final 3-22-2011.ppt [Read-Only] [Compatibili  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Corporate Headquarters: Corporate Headquarters: Risk Management: Overview of 1010 Wayne Avenue, Suite 1150 Silver Spring, Maryland 20910 301.565.2988 Telephone 301.565.2995 Facsimile www.e-mcinc.com Overview of e-Gov Risk Portfolio Manager(tm) (e Gov RPM(tm)) V4 Satellite Offices: 80 M Street, S.E., Suite 715 Washington, DC 20003 13800 Coppermine Road, Suite 221 (e-Gov RPM(tm)) V4 for Under Secretary of Energy 13800 Coppermine Road, Suite 221 Herndon, Virginia 20171 e-Management - Proprietary Information March 2011 Today's Agenda 1) eGov RPM and use at DOE EM 2) Overview of the capabilities of eGov RPM(tm) 3) eGov RPM supports the Under Secretary of Energy's Program Cyber Security Plan (PCSP) Cyber Security Plan (PCSP) e-Management - Proprietary Information 2 e-Gov Risk Portfolio Manager is a multi-user, web based tool used for continuous monitoring

33

Modeling Risks in Infrastructure Asset Management  

E-Print Network (OSTI)

The goal of this dissertation research is to model risk in delivery, operation and maintenance phases of infrastructure asset management. More specifically, the two main objectives of this research are to quantify and measure financial risk in privatizing and operational risks in maintenance and rehabilitation of infrastructure facilities. To this end, a valuation procedure for valuing large-scale risky projects is proposed. This valuation approach is based on mean-risk portfolio optimization in which a risk-averse decision-maker seeks to maximize the expected return subject to downside risk. We show that, in complete markets, the value obtained from this approach is equal to the value obtained from the standard option pricing approach. Furthermore, we introduce Coherent Valuation Procedure (CVP) for valuing risky projects in partially complete markets. This approach leads to a lower degree of subjectivity as it only requires one parameter to incorporate user's risk preferences. Compared to the traditional discounted cash flow analysis, CVP displays a reasonable degree of sensitivity to the discount rate since only the risk-free rate is used to discount future cash flows. The application of this procedure on valuing a transportation public-private partnership is presented. %and demonstrate that the breakeven buying price of a risky project is equal to the value obtained from this valuation procedure. Secondly, a risk-based framework for prescribing optimal risk-based maintenance and rehabilitation (M&R) policies for transportation infrastructure is presented. These policies guarantee a certain performance level across the network under a predefined level of risk. The long-term model is formulated in the Markov Decision Process framework with risk-averse actions and transitional probabilities describing the uncertainty in the deterioration process. Conditional Value at Risk (CVaR) is used as the measure of risk. The steady-state risk-averse M&R policies are modeled assuming no budget restriction. To address the short-term resource allocation problem, two linear programming models are presented to generate network-level polices with different objectives. In the first model, decision-maker minimizes the total risk across the network, and in the second model, the highest risk to the network performance is minimized.

Seyedolshohadaie, Seyed Reza

2011-08-01T23:59:59.000Z

34

Relative Risk Model for Transmission and Distribution Electric Infrastructure (General RRM) Version 1.0  

Science Conference Proceedings (OSTI)

The General Relative Risk Model (RRM) is a decision support tool that provides a platform for the assessment of relative risks (human, ecological, and financial) associated with releases of dielectric fluids from a wide range of transmission and distribution (T&D) electrical equipment.  The General RRM is designed to model the relative risk of a given equipment portfolio (i.e., a user-defined grouping of T&D equipment) owned and operated by a utility.  The General RRM evaluates the ...

2012-11-28T23:59:59.000Z

35

Managing and Valuing a Corporate IT Portfolio Using Dynamic Modeling of Software Development and Maintenance Processes  

E-Print Network (OSTI)

The goal of this research is to enable performance improvements in IT portfolio management. Through investigation of software practices at a Fortune 500 company, we were able to demonstrate how

Daniel Goldsmith; Mit Sloan

2010-01-01T23:59:59.000Z

36

Modeling renewable portfolio standards for the annual energy outlook 1998 - electricity market module  

SciTech Connect

The Electricity Market Module (EMM) is the electricity supply component of the National Energy Modeling System (NEMS). The EMM represents the generation, transmission, and pricing of electricity. It consists of four submodules: the Electricity Capacity Planning (ECP) Submodule, the Electricity Fuel Dispatch (EFD) Submodule, the Electricity Finance and Pricing (EFP) Submodule, and the Load and Demand-Side Management (LDSM) Submodule. For the Annual Energy Outlook 1998 (AEO98), the EMM has been modified to represent Renewable Portfolio Standards (RPS), which are included in many of the Federal and state proposals for deregulating the electric power industry. A RPS specifies that electricity suppliers must produce a minimum level of generation using renewable technologies. Producers with insufficient renewable generating capacity can either build new plants or purchase {open_quotes}credits{close_quotes} from other suppliers with excess renewable generation. The representation of a RPS involves revisions to the ECP, EFD, and the EFP. The ECP projects capacity additions required to meet the minimum renewable generation levels in future years. The EFD determines the sales and purchases of renewable credits for the current year. The EFP incorporates the cost of building capacity and trading credits into the price of electricity.

1998-02-01T23:59:59.000Z

37

PORTFOLIO RISK ASSESSMENT OF SA WATER'S LARGE DAMS by David S. Bowles1  

E-Print Network (OSTI)

dimensions [5] and high pressure and gravity die-casting [6,7]. Since the two-dimensional dam ridges. Water from the dam flows through the valley and into the sea under gravity. Immediately after-14 December 2001 Three-dimensional modelling of dam-break induced flows using Smoothed Particle Hydrodynamics

Bowles, David S.

38

Portfolio Optimization with Stochastic Dominance Constraints  

E-Print Network (OSTI)

on the portfolio return rate. We develop optimality and duality theory for these models. We construct equivalent optimization models with utility functions.

39

Introduction Computational Efficiency Electricity Portfolio Planning Electricity Portfolios  

E-Print Network (OSTI)

Introduction Computational Efficiency Electricity Portfolio Planning Electricity Portfolios 2009/11/30­12/01 István Maros Electricity Portfolio #12;Introduction Computational Efficiency Electricity Portfolio Outline 1 Introduction 2 Computational Efficiency 3 Electricity Portfolio Approximate

40

Energy Star Portfolio Manager®  

NLE Websites -- All DOE Office Websites (Extended Search)

May 2013 What's New in Portfolio Manager ? EPA's ENERGY STAR Portfolio Manager tool helps you measure and track energy use, water use, and greenhouse gas emissions of your...

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


41

Robust Portfolio Optimization with Derivative Insurance Guarantees  

E-Print Network (OSTI)

Jan 13, 2009 ... Dert and Oldenkamp [18] propose a model that maximizes the expected return of a portfolio consisting of a single index stock and several.

42

Dynamic Portfolio Optimization with Transaction Costs: Heuristics ...  

E-Print Network (OSTI)

Aug 10, 2010 ... 1The special case with a quadratic utility and quadratic transaction costs and no portfolio .... The risk-free rate rf is assumed to be known.

43

Robust Portfolio Optimization with Derivative Insurance Guarantees  

E-Print Network (OSTI)

Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set. If the uncertainty set is not too large, the resulting portfolio performs well under normal market conditions. However, its performance may substantially degrade in the presence of market crashes, that is, if the asset returns materialize far outside of the uncertainty set. We propose a novel robust optimization model for designing portfolios that include European-style options. This model trades o weak and strong guarantees on the worst-case portfolio return. The weak guarantee applies as long as the asset returns are realized within the prescribed uncertainty set, while the strong guarantee applies for all possible asset returns. The resulting model constitutes a convex second-order cone program, which is amenable to e cient numerical solution procedures. We evaluate the model using simulated and empirical backtests and analyze the impact of the insurance guarantees on the portfolio performance. Key words: robust optimization, portfolio optimization, portfolio insurance, second-order cone programming. 1

Steve Zymler; Berç Rustem; Daniel Kuhn

2010-01-01T23:59:59.000Z

44

Modelling environmental risk  

Science Conference Proceedings (OSTI)

As environmental issues have become increasingly important in economic research and policy for sustainable development, firms in the private sector have introduced environmental and social issues in conducting their business activities. Such behaviour ... Keywords: Asymmetry, Conditional volatility, Dow Jones Sustainability Indexes, Environmental risk, Environmental sustainability index, GARCH, GJR, Log-moment condition, Moment condition, Persistence, Shocks

Suhejla Hoti; Michael McAleer; Laurent L. Pauwels

2005-10-01T23:59:59.000Z

45

Statistical Physics Approach to Models of Risk Reimer Kuhn  

E-Print Network (OSTI)

support to keep running (energy, human re- sources, material, information, input from other processes, etc go to http://www.mth.kcl.ac.uk/kuehn/riskmodeling.html #12;Fundamental Problem of Risk Analysis · Estimation of risk ­ Market: potential negative fluctuation of portfolio-value (stock-prices, exchange rates

Kühn, Reimer

46

Credit portfolio management using two-level particle swarm optimization  

Science Conference Proceedings (OSTI)

In this paper, we propose a novel Two-level Particle Swarm Optimization (TLPSO) to solve the credit portfolio management problem. A two-date credit portfolio management model is considered. The objective of the manager is to minimize the maximum expected ... Keywords: Credit portfolio management, Genetic algorithm, Particle swarm optimization, Two-level particle swarm optimization

Fu-Qiang Lu, Min Huang, Wai-Ki Ching, Tak Kuen Siu

2013-07-01T23:59:59.000Z

47

Essays in asset pricing and portfolio choice  

E-Print Network (OSTI)

In the ?rst essay, I decompose in?ation risk into (i) a part that is correlated with real returns on the market portfolio and factors that determine investor’s preferences and investment opportunities and (ii) a residual part. I show that only the ?rst part earns a risk premium. All nominal Treasury bonds, including the nominal money-market account, are equally exposed to the residual part except in?ation-protected Treasury bonds, which provide a means to hedge it. Every investor should put 100% of his wealth in the market portfolio and in?ation-protected Treasury bonds and hold a zero-investment portfolio of nominal Treasury bonds and the nominal money market account. In the second essay, I solve the dynamic asset allocation problem of ?nite lived, constant relative risk averse investors who face in?ation risk and can invest in cash, nominal bonds, equity, and in?ation-protected bonds when the investment opportunityset is determined by the expected in?ation rate. I estimate the model with nominal bond, in?ation, and stock market data and show that if expected in?ation increases, then investors should substitute in?ation-protected bonds for stocks and they should borrow cash to buy long-term nominal bonds. In the lastessay, I discuss how heterogeneity in preferences among investors withexternal non-addictive habit forming preferences a?ects the equilibrium nominal term structure of interest rates in a pure continuous time exchange economy and complete securities markets. Aggregate real consumption growth and in?ation are exogenously speci?ed and contain stochastic components thata?ect their means andvolatilities. There are two classes of investors who have external habit forming preferences and di?erent localcurvatures oftheir utility functions. The e?ects of time varying risk aversion and di?erent in?ation regimes on the nominal short rate and the nominal market price of risk are explored, and simple formulas for nominal bonds, real bonds, and in?ation risk premia that can be numerically evaluated using Monte Carlo simulation techniques are provided.

Illeditsch, Philipp Karl

2007-08-01T23:59:59.000Z

48

Columbia- Renewables Portfolio Standard  

Energy.gov (U.S. Department of Energy (DOE))

In November 2004, voters in Columbia, Missouri approved a proposal to adopt a local renewables portfolio standard (RPS).* The initiative requires the city's municipal utility, Columbia Water &...

49

Alternative Energy Portfolio Standard  

Energy.gov (U.S. Department of Energy (DOE))

Pennsylvania's Alternative Energy Portfolio Standard (AEPS), created by S.B. 1030 on November 30, 2004, requires each electric distribution company (EDC) and electric generation supplier (EGS) to...

50

Use Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Use Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial...

51

NGNP Risk Management Database: A Model for Managing Risk  

Science Conference Proceedings (OSTI)

The Next Generation Nuclear Plant (NGNP) Risk Management System (RMS) is a database used to maintain the project risk register. The RMS also maps risk reduction activities to specific identified risks. Further functionality of the RMS includes mapping reactor suppliers Design Data Needs (DDNs) to risk reduction tasks and mapping Phenomena Identification Ranking Table (PIRTs) to associated risks. This document outlines the basic instructions on how to use the RMS. This document constitutes Revision 1 of the NGNP Risk Management Database: A Model for Managing Risk. It incorporates the latest enhancements to the RMS. The enhancements include six new custom views of risk data - Impact/Consequence, Tasks by Project Phase, Tasks by Status, Tasks by Project Phase/Status, Tasks by Impact/WBS, and Tasks by Phase/Impact/WBS.

John Collins; John M. Beck

2011-11-01T23:59:59.000Z

52

Annual Report: EPAct Complementary Program's Ultra-Deepwater R&D Portfolio and Unconventional Resources R&D Portfolio (30 September 2012)  

SciTech Connect

This report summarizes FY13 research activities performed by the National Energy Technology Laboratory (NETL), Office of Research and Development (ORD), along with its partners in the Regional University Alliance (RUA) to fulfill research needs under the Energy Policy Act of 2005 (EPAct) Section 999?s Complementary Program. Title IX, Subtitle J, Section 999A(d) of EPAct 2005 authorizes $50 million per year of federal oil and gas royalties, rents and bonus payments for an oil and natural gas research and development effort, the Ultra-Deepwater and Unconventional Natural Gas and Other Petroleum Resources Research Program. Section 999 further prescribes four program elements for the effort, one of which is the Complementary Research Program that is to be performed by NETL. This document lays out the plan for the research portfolio for the Complementary Research Program, with an emphasis on the 2013 funding. The Complementary Program consists of two research portfolios focused on domestic resources: (1) the Deepwater and Ultra-Deepwater Portfolio (UDW) (focused on hydrocarbons in reservoirs in extreme environments) and (2) the Unconventional Resources Portfolio (UCR) (focused on hydrocarbons in shale reservoirs). These two portfolios address the science base that enables these domestic resources to be produced responsibly, informing both regulators and operators. NETL is relying on a core Department of Energy-National Energy Technology Laboratory (DOE-NETL) competency in engineered-natural systems to develop this science base, allowing leveraging of decades of investment. NETL?s Complementary Research Program research portfolios support the development of unbiased research and information for policymakers and the public, performing rapid predictions of possible outcomes associated with unexpected events, and carrying out quantitative assessments for energy policy stakeholders that accurately integrate the risks of safety and environmental impacts. The objective of this body of work is to build the scientific understanding and assessment tools necessary to develop the confidence that key domestic oil and gas resources can be produced safely and in an environmentally sustainable way. For the Deepwater and Ultra-Deepwater Portfolio, the general objective is to develop a scientific base for predicting and quantifying potential risks associated with exploration and production in extreme offshore environments. This includes: (1) using experimental studies to improve understanding of key parameters (e.g., properties and behavior of materials) tied to loss-of-control events in deepwater settings, (2) compiling data on spatial variability for key properties used to characterize and simulate the natural and engineered components involved in extreme offshore settings, and (3) utilizing findings from (1) and (2) in conjunction with integrated assessment models to model worst-case scenarios, as well as assessments of most likely scenarios relative to potential risks associated with flow assurance and loss of control. This portfolio and approach is responsive to key Federal-scale initiatives including the Ocean Energy Safety Advisory Committee (OESC). In particular, the findings and recommendations of the OESC?s Spill Prevention Subcommittee are addressed by aspects of the Complementary Program research. The Deepwater and Ultra-Deepwater Portfolio is also aligned with some of the goals of the United States- Department of the Interior (US-DOI) led Alaska Interagency Working Group (AIWG) which brings together state, federal, and tribal government personnel in relation to energy-related issues and needs in the Alaskan Arctic. For the Unconventional Fossil Resources Portfolio, the general objective is to develop a sufficient scientific base for predicting and quantifying potential risks associated with the oil/gas resources in shale reservoirs that require hydraulic fracturing and/or other engineering measures to produce. The major areas of focus include: (1) improving predictions of fugitive methane and greenhouse gas emissions, (2) pr

none,; Rose, Kelly [NETL] [NETL; Hakala, Alexandra [NETL] [NETL; Guthrie, George [NETL] [NETL

2012-09-30T23:59:59.000Z

53

Delta Hedging Energy Portfolios: An Exploratory Study  

Science Conference Proceedings (OSTI)

Delta hedging is widely used by risk managers in commodity markets because of its effectiveness and ease of use. The technique also is used in electricity markets but needs to be further adapted to account for their specificity. Given the extreme volatility of electricity prices, even a portfolio whose lifetime value is perfectly hedged may still yield large and potentially fatal cash-flow swings in the short term. Thus, risk managers must implement hedging strategies with multiple, if not contradictory,...

2005-12-21T23:59:59.000Z

54

Capstone Workshop Portfolio | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Capstone Workshop Portfolio Capstone Workshop Portfolio Department of Energy Quadrennial Technology Review Capstone Workshop More Documents & Publications Quadrennial...

55

PNNL: Available Technologies - Browse Technologies by Portfolio  

Search PNNL. PNNL Home; About; Research; Publications; Jobs; News; Contacts; Browse Technologies by Portfolio. Select a technology portfolio to view ...

56

Quadrennial Technology Review Workshop Portfolios | Department...  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Workshop Portfolios Quadrennial Technology Review Workshop Portfolios Department of Energy Quadrennial Technology Review Building & Industrial Efficiency Workshop Department of...

57

Policy modeling in risk-driven environment  

Science Conference Proceedings (OSTI)

In this paper, the main challenges of applying ICT in policy modeling are described and a solution is proposed, which emphasizes policy impact exploration, monitoring and risk management. State of the art of policy modeling is given, with the summary ... Keywords: ICT, e-government, policy impact, policy modeling, risk management, semantic technology

Andrea K?; András Gábor; Zoltán Szabó

2011-09-01T23:59:59.000Z

58

The Operational Risk Simulation Model (ORSIM)  

Science Conference Proceedings (OSTI)

The Operational Risk Simulation Model (ORSIM) permits power plant owners to understand the implications of new operational policies and unanticipated demands on the organization.

2006-03-30T23:59:59.000Z

59

Carbon Sequestration Project Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

Home > Technologies > Carbon Storage > Reference Shelf > Project Portfolio Home > Technologies > Carbon Storage > Reference Shelf > Project Portfolio Carbon Storage 2011 Carbon Storage Project Portfolio Table of Contents CARBON STORAGE OVERVIEW Carbon Storage Program Contacts [PDF-26KB] Carbon Storage Projects National Map [PDF-169KB] State Projects Summary Table [PDF-39KB] Carbon Storage Program Structure [PDF-181KB] Selected Carbon Sequestration Program Papers and Publications The U.S. Department of Energy's R&D Program to Reduce Greenhouse Gas Emissions Through Beneficial Uses of Carbon Dioxide (2011) [PDF-3.3MB] Greenhouse Gas Science and Technology Carbon Capture and Sequestration: The U.S. Department of Energy's R&D Efforts to Characterize Opportunities for Deep Geologic Storage of Carbon Dioxide in Offshore Resources (2011) [PDF-445KB]

60

Ambiguity in portfolio selection Georg Pflug  

E-Print Network (OSTI)

Ambiguity in portfolio selection Georg Pflug David Wozabal Abstract In this paper, we consider- cess, not just a single optimization task. It comprises of the selection of a statistical model the ambiguity in choosing the probability model and therefore is robust in following sense: The selected

Pflug, Georg

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


61

A New Cone Programming Approach for Robust Portfolio Selection ?  

E-Print Network (OSTI)

Dec 10, 2006 ... drawbacks, we consider a factor model for the random asset returns. For this model, we ... extended this method to robust index tracking and active portfolio management problems. ...... Public Service Enterprise Group. 34 ...

62

Financing Turnkey Efficiency Solutions for Small Buildings and Small Portfolios  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Financing Turnkey Efficiency Financing Turnkey Efficiency Solutions for Small Buildings and Small Portfolios Rois Langner NREL Rois.Langner@nrel.gov 303-275-4329 April 4, 2013 2 | Building Technologies Office eere.energy.gov Purpose & Objectives Problem Statement: Disproportionate transaction costs, lack of purchasing power, financial risk, insufficient organizational capacity, and lack of technical expertise inhibit the adoption of energy efficiency measures in the small building and small portfolio (SBSP) sector at

63

Introduction to Simplified Generation Risk Assessment Modeling  

Science Conference Proceedings (OSTI)

Life cycle management (LCM) and risk-informed asset management of nuclear power plants can benefit from improved prediction of the effect of equipment failures or degradation on plant productivity. The Generation Risk Assessment (GRA) model described in this report provides a systematic approach to estimating how equipment reliability relates to the risk of future lost generation from trips and derates and to prioritizing components and systems based on their importance to productivity.

2004-01-26T23:59:59.000Z

64

Use of Solar and Wind as a Physical Hedge against Price Variability within a Generation Portfolio  

DOE Green Energy (OSTI)

This study provides a framework to explore the potential use and incremental value of small- to large-scale penetration of solar and wind technologies as a physical hedge against the risk and uncertainty of electricity cost on multi-year to multi-decade timescales. Earlier studies characterizing the impacts of adding renewable energy (RE) to portfolios of electricity generators often used a levelized cost of energy or simplified net cash flow approach. In this study, we expand on previous work by demonstrating the use of an 8760 hourly production cost model (PLEXOS) to analyze the incremental impact of solar and wind penetration under a wide range of penetration scenarios for a region in the Western U.S. We do not attempt to 'optimize' the portfolio in any of these cases. Rather we consider different RE penetration scenarios, that might for example result from the implementation of a Renewable Portfolio Standard (RPS) to explore the dynamics, risk mitigation characteristics and incremental value that RE might add to the system. We also compare the use of RE to alternative mechanisms, such as the use of financial or physical supply contracts to mitigate risk and uncertainty, including consideration of their effectiveness and availability over a variety of timeframes.

Jenkin, T.; Diakov, V.; Drury, E.; Bush, B.; Denholm, P.; Milford, J.; Arent, D.; Margolis, R.; Byrne, R.

2013-08-01T23:59:59.000Z

65

Enter data into Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Enter data into Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction...

66

Renewable Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard Renewable Energy Portfolio Standard Eligibility Investor-Owned Utility Municipal Utility Retail Supplier Rural Electric Cooperative Savings For Bioenergy...

67

Renewable Portfolio Standard (New Brunswick, Canada) | Department...  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard (New Brunswick, Canada) Renewable Portfolio Standard (New Brunswick, Canada) Eligibility Investor-Owned Utility Local Government MunicipalPublic Utility Rural...

68

Renewable Portfolio Standard (Prince Edward Island, Canada) ...  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard (Prince Edward Island, Canada) Renewable Portfolio Standard (Prince Edward Island, Canada) Eligibility StateProvincial Govt Savings For Buying & Making...

69

Renewable Portfolio Standards by State, 2007  

U.S. Energy Information Administration (EIA)

Renewable Portfolio Standards and State Mandates by State, 2007 State. Title: Renewable Portfolio Standards by State, 2007 Subject: Renewable Energy Author: Louise ...

70

Portfolio Manager Technical Reference: Canadian National Energy...  

NLE Websites -- All DOE Office Websites (Extended Search)

Home Buildings & Plants Portfolio Manager Technical Reference: Canadian National Energy Use Intensity Secondary menu About us Press room Contact Us Portfolio Manager Login...

71

Need for an Integrated Risk Model  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Need for An Integrated Risk Need for An Integrated Risk Model Michael Salmon, LANL Voice: 505-665-7244 Fax: 505-665-2897 salmon@lanl.gov 10/22/2008 p. 2, LA-UR 11-06023 Purpose * To highlight some observations on safety strategy when concerned with NPH * To encourage discussion and collaboration on the use of an integrated risk model at sites * To propose a test case for use of a sample case 10/22/2008 p. 3, LA-UR 11-06023 Observations * SAFER Comments of Peer Reviewers - There is a need to consider operator interaction - What about fire following earthquake? - What about flood following earthquake? - lessons from kashiwazake * Sites do not consider common cause initiating events * Investment decisions are not based on quantitative estimates of risk reduction 10/22/2008 p. 4, LA-UR 11-06023

72

Renewables Portfolio Standard Overview  

DOE Green Energy (OSTI)

A Renewables Portfolio Standard (RPS) is a requirement on electric utilities and other electric suppliers to supply a minimum percentage or amount of their load with eligible sources of renewable energy. The RPS has become increasingly popular because of its benefits and the public benefits of renewable energy. A well-designed state RPS can effectively deliver a renewable energy supply and associated benefits, at a low cost or even with consumer savings. This fact sheet provides an overview of an effective RPS design.

Not Available

2005-02-01T23:59:59.000Z

73

Comonotonic approximations for optimal portfolio selection problems  

E-Print Network (OSTI)

We investigate multiperiod portfolio selection problems in a Black & Scholes type market where a basket of 1 riskfree and m risky securities are traded continuously. We look for the optimal allocation of wealth within the class of ’constant mix ’ portfolios. First, we consider the portfolio selection problem of a decision maker who invests money at predetermined points in time in order to obtain a target capital at the end of the time period under consideration. A second problem concerns a decision maker who invests some amount of money (the initial wealth or provision) in order to be able to fullfil a series of future consumptions or payment obligations. Several optimality criteria and their interpretation within Yaari’s dual theory of choice under risk are presented. For both selection problems, we propose accurate approximations based on the concept of comonotonicity, as studied in Dhaene, Denuit, Goovaerts, Kaas & Vyncke (2002 a,b). Our analytical approach avoids simulation, and hence reduces the computing effort drastically. 1

J. Dhaene; S. Vanduffel; M. J. Goovaerts; R. Kaas; D. Vyncke

2005-01-01T23:59:59.000Z

74

DSSE Project Portfolio 2010  

NLE Websites -- All DOE Office Websites (Extended Search)

Chemical Security Assessment Tool Chemical Security Assessment Tool Problem Statement: - In support of chemical security regulation, the Chemical Security Assessment Tool (CSAT) collects information directly from chemical facilities, refineries, and LNG facilities Technical Approach: - Collect and store data through a series of CSAT surveys accessible via web 2.0 interface - QA data, including cross-validation, geospatial correction, statistical and numerical analysis - Model and rank facilities based on risk parameters - Assess facilities for security vulnerabilities - Develop facility-specific site security plans - Develop systems necessary to support and defend the long-term regulatory function Benefit: - Inventory and systematically secure the Nation's chemical sector by implementing mandatory security requirements and a system

75

A BEHAVIOURAL APPROACH TO EFFICIENT PORTFOLIO FORMATION By  

E-Print Network (OSTI)

In this paper we investigate the portfolio performance of subjective forecasts given in different forms. In constructing the efficient frontier, the expectation formation processes based is on subjective forecasts and human behaviour, rather than past prices. The efficient portfolios are first constructed using point, interval and probabilistic forecasts. Next their performance is compared to those constructed using the standard approach of time series data. The subjective forecast are given by actual portfolio managers who forecast the prices of stocks actually traded on the stock exchange on a real time basis. The first contribution of the paper is to show that the portfolio performance of subjective forecasts are much more superior to those of standard time series modeling. The next contribution of the paper lies in the fact that it employs experts, professional fund managers with substantive expertise, as forecasters. Third, in this research, point, interval and probabilistic forecasts of expert subjects are investigated and therefore, findings are robust to the task format.

Gulnur Muradoglu; Aslihan Salih; Muhammet Mercan

2001-01-01T23:59:59.000Z

76

Pursuing Energy Efficiency From Building Simulation to Portfolio Analysis  

NLE Websites -- All DOE Office Websites (Extended Search)

Pursuing Energy Efficiency From Building Simulation to Portfolio Analysis Pursuing Energy Efficiency From Building Simulation to Portfolio Analysis Speaker(s): Paul Mathew Date: January 4, 2002 - 12:00pm Location: Bldg. 90 Seminar Host/Point of Contact: Stephen Wiel Dr. Mathew's presentation will describe two aspects of energy efficiency and sustainable design, viewed from the perspective of market transformation: 1. Building Simulation: case study on the use of detailed energy simulation for evaluating advanced building systems and building integrated energy systems, using DOE-2 and a CAD-integrated, heat-balance-based energy simulation tool developed by Dr. Mathew at CMU. 2. Energy Portfolio Analysis: a "curve-based" actuarial approach for modeling and valuing large portfolios of energy efficiency projects and tools that were developed at Enron to support this business strategy

77

Guam- Renewable Energy Portfolio Goal  

Energy.gov (U.S. Department of Energy (DOE))

Guam Bill 166, enacted in March 2008, established a renewable energy portfolio goal of 25% renewable energy by 2035.* Under this law, each utility that sells electricity for consumption on Guam...

78

Household savings and portfolio choice  

E-Print Network (OSTI)

This thesis consists of three essays that examine household savings and portfolio choice behavior. Chapter One analyses the effects of employer matching contributions and tax incentives on participation and contribution ...

Klein, Sean Patrick

2010-01-01T23:59:59.000Z

79

NGNP Risk Management Database: A Model for Managing Risk  

Science Conference Proceedings (OSTI)

To facilitate the implementation of the Risk Management Plan, the Next Generation Nuclear Plant (NGNP) Project has developed and employed an analytical software tool called the NGNP Risk Management System (RMS). A relational database developed in Microsoft® Access, the RMS provides conventional database utility including data maintenance, archiving, configuration control, and query ability. Additionally, the tool’s design provides a number of unique capabilities specifically designed to facilitate the development and execution of activities outlined in the Risk Management Plan. Specifically, the RMS provides the capability to establish the risk baseline, document and analyze the risk reduction plan, track the current risk reduction status, organize risks by reference configuration system, subsystem, and component (SSC) and Area, and increase the level of NGNP decision making.

John Collins

2009-09-01T23:59:59.000Z

80

Modular analysis and modelling of risk scenarios with dependencies  

Science Conference Proceedings (OSTI)

The risk analysis of critical infrastructures such as the electric power supply or telecommunications is complicated by the fact that such infrastructures are mutually dependent. We propose a modular approach to the modelling and analysis of risk scenarios ... Keywords: Critical infrastructure, Dependency, Modular risk analysis, Risk scenario, Threat modelling

Gyrd Brændeland; Atle Refsdal; Ketil Stølen

2010-10-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


81

Energy Efficiency Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Efficiency Portfolio Standard Efficiency Portfolio Standard Energy Efficiency Portfolio Standard < Back Eligibility Investor-Owned Utility Rural Electric Cooperative Savings Category Heating & Cooling Commercial Heating & Cooling Heat Pumps Manufacturing Buying & Making Electricity Solar Water Heating Program Info State Hawaii Program Type Energy Efficiency Resource Standard Provider Hawaii Public Utilities Commission '''''Note: Hawaii's Energy Efficiency Portfolio Standard (EEPS) will not be separate from the state's Renewable Portfolio Standard (RPS) until January 1, 2015. Rules have not yet been established for the EEPS.''''' Hawaii enacted legislation ([http://www.capitol.hawaii.gov/session2009/bills/HB1464_CD1_.htm HB 1464]) in June 2009 that established an Energy Efficiency Portfolio Standard

82

Role of Renewable Energy in a Sustainable Generation Portfolio  

Science Conference Proceedings (OSTI)

This technical update report documents efforts to enhance and update the modeling of renewable generation options in EPRI's capacity expansion and dispatch financial model. Using this updated model, the possible effects on the U.S. electric sector of various scenarios for future federal renewable portfolio standard (RPS) and climate policies are evaluated and compared.

2008-01-30T23:59:59.000Z

83

Modeling Credit Risk with Partial Information  

E-Print Network (OSTI)

This paper provides an alternative approach to Duffie and Lando [Econometrica 69 (2001) 633-664] for obtaining a reduced form credit risk model from a structural model. Duffie and Lando obtain a reduced form model by constructing an economy where the market sees the manager's information set plus noise. The noise makes default a surprise to the market. In contrast, we obtain a reduced form model by constructing an economy where the market sees a reduction of the manager's information set. The reduced information makes default a surprise to the market. We provide an explicit formula for the default intensity based on an Azema martingale, and we use excursion theory of Brownian motions to price risky debt.

Cetin, Umut; Protter, Philip; Yildirim, Yildiray; 10.1214/105051604000000251

2008-01-01T23:59:59.000Z

84

DSSE Project Portfolio 2010  

NLE Websites -- All DOE Office Websites (Extended Search)

Operationalizing Explosives Safety Knowledge Operationalizing Explosives Safety Knowledge Problem Statement: - Explosives Safety and Munitions Risk Management (MRM) information gaps exist in the DoD Adaptive Planning and Execution process which pose potential risks to mission success and the operational environment Technical Approach: - Create a process to identify and reduce munitions-related risk by integrating MRM policies into the Joint Operations Planning Process - Create comprehensive assessment templates for collecting and analyzing logistic node data - Develop an Explosives Safety Planner tool for assessing Net Explosives Weight effects at logistics nodes Benefits: - Identify and reduce munitions-related risk during operational planning Technology Readiness Level 9 Rick Lusk

85

Portfolio Selection under Model Uncertainty:  

E-Print Network (OSTI)

The classical maxmin approaches pioneered by Gilboa and Schmeidler [15] ac- count for ... applicable to real world large-scale problems. Aside from the ...

86

Crosscutting Research Sensors and Controls Project Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

CROSSCUTTING CROSSCUTTING RESEARCH PROGRAM The National Energy Technology Laboratory (NETL) Crosscutting Research Program is an applied research effort with a multi-disciplinary approach aimed at addressing barriers to clean fossil energy-based power generation and fosters breakthrough concepts that offer the potential to result in a step change improvement over current technology. Crosscutting Research's mission space is bound by investments in innovative sensor and control technology, advanced materials, revolutionary modeling and simulation tools, and university training and research that promote the education of students at U.S. universities and colleges. Crosscutting Research Sensors and Controls Project Portfolio the ENERGY lab NATIONAL ENERGY TECHNOLOGY LABORATORY

87

A Monte Carlo Approach To Generator Portfolio Planning And Carbon Emissions  

Open Energy Info (EERE)

Monte Carlo Approach To Generator Portfolio Planning And Carbon Emissions Monte Carlo Approach To Generator Portfolio Planning And Carbon Emissions Assessments Of Systems With Large Penetrations Of Variable Renewables Jump to: navigation, search GEOTHERMAL ENERGYGeothermal Home Journal Article: A Monte Carlo Approach To Generator Portfolio Planning And Carbon Emissions Assessments Of Systems With Large Penetrations Of Variable Renewables Details Activities (0) Areas (0) Regions (0) Abstract: A new generator portfolio planning model is described that is capable of quantifying the carbon emissions associated with systems that include very high penetrations of variable renewables. The model combines a deterministic renewable portfolio planning module with a Monte Carlo simulation of system operation that determines the expected least-cost

88

A business process modeling notation extension for risk handling  

Science Conference Proceedings (OSTI)

During the years of prosperity, numerous organizations neglected numerous aspects of risk management. As systematic approach to handling identified risks is crucial to achieving success by the organization, modern business modeling standards and techniques ... Keywords: BPMN extension, business process modeling notation, risk management

Bartosz Marcinkowski; Michal Kuciapski

2012-09-01T23:59:59.000Z

89

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Retail Supplier Savings Category Other Bioenergy Commercial Heating & Cooling Manufacturing Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Solar Wind Program Info State Connecticut Program Type Renewables Portfolio Standard Provider Connecticut Public Utilities Regulatory Authority Established in 1998 and subsequently revised several times, Connecticut's renewables portfolio standard (RPS) requires each electric supplier and each electric distribution company wholesale supplier to obtain at least 23% of its retail load by using renewable energy by January 1, 2020. The RPS also requires each electric supplier and each electric distribution

90

Columbia - Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Columbia - Renewables Portfolio Standard Columbia - Renewables Portfolio Standard Columbia - Renewables Portfolio Standard < Back Eligibility Municipal Utility Savings Category Bioenergy Buying & Making Electricity Water Solar Heating & Cooling Commercial Heating & Cooling Heating Water Heating Wind Program Info State Missouri Program Type Renewables Portfolio Standard Provider Columbia Water and Light In November 2004, voters in Columbia, Missouri approved a proposal to adopt a local renewables portfolio standard (RPS).* The initiative requires the city's municipal utility, Columbia Water and Light, to generate or purchase electricity generated from eligible renewable-energy resources at the following levels: * 2% by December 31, 2007 * 5% by December 31, 2012 * 10% by December 31, 2017 * 15% by December 31, 2022

91

Austin - Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Austin - Renewables Portfolio Standard Austin - Renewables Portfolio Standard Austin - Renewables Portfolio Standard < Back Eligibility Municipal Utility Savings Category Bioenergy Buying & Making Electricity Water Solar Wind Program Info State Texas Program Type Renewables Portfolio Standard Provider Austin Energy The City of Austin, Texas, has been an early adopter of the Renewable Portfolio Standard (RPS) regulatory incentive. Using long term planning strategies, the City has set annual benchmarks for the percentage of renewable energy it uses annually. In February 2007, the Austin City Council approved Resolution 20070215-023, adopting the mayor's [http://www.austintexas.gov/department/austin-climate-protection-program Climate Protection Plan]. The Resolution increased Austin's renewable

92

Alternative Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Home Weatherization Commercial Weatherization Heating & Cooling Cooling Commercial Heating & Cooling Appliances & Electronics Other Sealing Your Home Ventilation Heat Pumps Commercial Lighting Lighting Windows, Doors, & Skylights Bioenergy Manufacturing Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Energy Sources Solar Heating Water Heating Wind Program Info State Pennsylvania Program Type Renewables Portfolio Standard Provider Pennsylvania Public Utility Commission Pennsylvania's Alternative Energy Portfolio Standard (AEPS), created by S.B. 1030 on November 30, 2004, requires each electric distribution company

93

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Rural Electric Cooperative Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Commercial Heating & Cooling Manufacturing Buying & Making Electricity Hydrogen & Fuel Cells Water Wind Solar Home Weatherization Heating & Cooling Heating Water Heating Program Info State New Hampshire Program Type Renewables Portfolio Standard Provider New Hampshire Public Utilities Commission New Hampshire's renewable portfolio standard (RPS), established in May 2007, requires the state's electricity providers -- with the exception of municipal utilities -- to acquire by 2025 renewable energy certificates (RECs) equivalent to 24.8% of retail electricity sold to end-use customers.

94

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewable Portfolio Standard Renewable Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Rural Electric Cooperative Utility Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Commercial Heating & Cooling Manufacturing Buying & Making Electricity Hydrogen & Fuel Cells Water Solar Home Weatherization Heating & Cooling Water Heating Wind Program Info State Wisconsin Program Type Renewables Portfolio Standard Provider Public Service Commission of Wisconsin In 1998 Wisconsin enacted Act 204, requiring regulated utilities in eastern Wisconsin to install to an aggregate total of 50 MW of new renewable-based electric capacity by December 31, 2000. In October 1999 Wisconsin enacted Act 9, becoming the first state to enact a renewable portfolio standard

95

Renewable Portfolio Standard MARK JACCARD  

E-Print Network (OSTI)

Renewable Portfolio Standard MARK JACCARD Simon Fraser University Vancouver, British Columbia feed-in tariff An offer by government or a utility to purchase electricity from renewables producers at a fixed price, regardless of the producers' costs of production. green (renewables) certificate

96

Transgenic Mice: Atherosclerosis Portfolio  

Energy Efficiency; Energy Storage and Recovery; Renewable Energy; Environmental Technologies. Monitoring and Imaging; Remediation; Modeling; Imaging ...

97

THE THE RENEWABLES PORTFOLIO STANDARD RENEWABLES PORTFOLIO STANDARD  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

THE THE RENEWABLES PORTFOLIO STANDARD RENEWABLES PORTFOLIO STANDARD A Practical Guide A Practical Guide Nancy Rader Scott Hempling Prepared for the National Association of Regulatory Utility Commissioners February 2001 DISCLAIMER This report was prepared as an account of work sponsored by an agency of the United States Government. Neither the United States Government nor any agency thereof, nor any of their employees, make any warranty, expressed or implied, or assumes any legal liability or responsibility for the accuracy, completeness, or usefulness of any information, apparatus, product, or process disclosed, or represents that its use would not infringe privately owned rights. Referenced herein to any specific commercial product, process or service by trade name, trademark, manufacturer, or otherwise, does

98

Petri net modeling of fault analysis for probabilistic risk assessment.  

E-Print Network (OSTI)

??Fault trees and event trees have been widely accepted as the modeling strategy to perform Probabilistic Risk Assessment (PRA). However, there are several limitations associated… (more)

Lee, Andrew

2013-01-01T23:59:59.000Z

99

Proliferation Risk Characterization Model Prototype Model - User and Programmer Guidelines  

Science Conference Proceedings (OSTI)

A model for the estimation of the risk of diversion of weapons-capable materials was developed. It represents both the threat of diversion and site vulnerability as a product of a small number of variables (two to eight), each of which can take on a small number (two to four) of qualitatively defined (but quantitatively implemented) values. The values of the overall threat and vulnerability variables are then converted to threat and vulnerability categories. The threat and vulnerability categories are used to define the likelihood of diversion, also defined categorically. The evaluator supplies an estimate of the consequences of a diversion, defined categorically, but with the categories based on the IAEA Attractiveness levels. Likelihood and Consequences categories are used to define the Risk, also defined categorically. The threat, vulnerability, and consequences input provided by the evaluator contains a representation of his/her uncertainty in each variable assignment which is propagated all the way through to the calculation of the Risk categories. [Appendix G available on diskette only.

Dukelow, J.S.; Whitford, D.

1998-12-01T23:59:59.000Z

100

Combining a Renewable Portfolio Standard with a Cap-and-Trade Policy: A General Equilibrium Analysis  

E-Print Network (OSTI)

Many efforts to address greenhouse gas emissions combine a cap-and-trade system with other measures such as a renewable portfolio standard. In this paper we use a computable general equilibrium (CGE) model, the MIT Emissions ...

Morris, Jennifer

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


101

Role of Renewable Energy in Sustainable Electricity Generation Portfolios  

Science Conference Proceedings (OSTI)

This Technical Update describes the use of energy system and capacity planning models and alternative scenarios of the future to evaluate the potential role of renewable energy in a sustainable electricity generation portfolio. Base case runs of the three models considered in this study all forecast growing contributions from renewables over a range of scenarios, but predictions vary widely due to differing modeling approaches and differing assumptions about future market, policy, technology, and other c...

2007-01-31T23:59:59.000Z

102

Generation Portfolio Migration Under Market Uncertainty  

Science Conference Proceedings (OSTI)

Power companies are facing a complex and unprecedented mix of changes in regulations and technologies, forcing them to alter their generation mix and make other significant changes in their energy portfolios at an extraordinary rate. To assess issues and methodologies that can assist decisions during this process of portfolio migration, this study examines the performance of a hypothetical portfolio of generating units undertaking different strategies of unit retrofits, retirements, and replacements exte...

2011-07-28T23:59:59.000Z

103

The cost of geothermal energy in the western US region:a portfolio-based approach a mean-variance portfolio optimization of the regions' generating mix to 2013.  

DOE Green Energy (OSTI)

Energy planning represents an investment-decision problem. Investors commonly evaluate such problems using portfolio theory to manage risk and maximize portfolio performance under a variety of unpredictable economic outcomes. Energy planners need to similarly abandon their reliance on traditional, ''least-cost'' stand-alone technology cost estimates and instead evaluate conventional and renewable energy sources on the basis of their portfolio cost--their cost contribution relative to their risk contribution to a mix of generating assets. This report describes essential portfolio-theory ideas and discusses their application in the Western US region. The memo illustrates how electricity-generating mixes can benefit from additional shares of geothermal and other renewables. Compared to fossil-dominated mixes, efficient portfolios reduce generating cost while including greater renewables shares in the mix. This enhances energy security. Though counter-intuitive, the idea that adding more costly geothermal can actually reduce portfolio-generating cost is consistent with basic finance theory. An important implication is that in dynamic and uncertain environments, the relative value of generating technologies must be determined not by evaluating alternative resources, but by evaluating alternative resource portfolios. The optimal results for the Western US Region indicate that compared to the EIA target mixes, there exist generating mixes with larger geothermal shares at equal-or-lower expected cost and risk.

Beurskens, Luuk (ECN-Energy Research Centre of the Netherland); Jansen, Jaap C. (ECN-Energy Research Centre of the Netherlands); Awerbuch, Shimon Ph.D. (.University of Sussex, Brighton, UK); Drennen, Thomas E.

2005-09-01T23:59:59.000Z

104

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Water Buying & Making Electricity Solar Wind Program Info State Illinois Program Type Renewables Portfolio Standard In August 2007, Illinois enacted legislation (Public Act 095-0481) that created the Illinois Power Agency (IPA). The agency's purpose is to develop electricity procurement plans for investor-owned electric utilities (EUs) supplying over 100,000 Illinois customers to ensure "adequate, reliable, affordable, efficient, and environmentally sustainable electric service at the lowest total cost." The only EUs that meet these criteria and are therefore subject to the IPA procurement process are Commonwealth

105

Alternative Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Commercial Heating & Cooling Manufacturing Buying & Making Electricity Program Info State Massachusetts Program Type Other Policy Provider Massachusetts Department of Energy Resources In July 2008, Governor Patrick signed a major energy reform bill, the [http://www.malegislature.gov/Laws/SessionLaws/Acts/2008/Chapter169 Green Communities Act (S.B. 2768)]. As part of that legislation, Massachusetts created the Alternative Energy Portfolio Standard (APS), which requires meeting 5% of the state's electric load with "alternative energy" by 2020 according to the following schedule: * 1.00% by 2009

106

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

You are here You are here Home » Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Rural Electric Cooperative Savings Category Bioenergy Water Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Solar Wind Program Info State Minnesota Program Type Renewables Portfolio Standard Provider Minnesota Department of Commerce Minnesota enacted legislation in 2007 that created a renewable portfolio standard (RPS) for Xcel Energy, created a separate RPS for other electric utilities,* and modified the state's existing non-mandated renewable-energy objective. In 2013, further legislation (H.F 729) was enacted to create a 1.5% solar standard for public utilities, a distributed generation

107

Renewables Portfolio Goal | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

You are here You are here Home » Renewables Portfolio Goal Renewables Portfolio Goal < Back Eligibility Investor-Owned Utility Municipal Utility Rural Electric Cooperative Savings Category Bioenergy Commercial Heating & Cooling Manufacturing Buying & Making Electricity Water Alternative Fuel Vehicles Hydrogen & Fuel Cells Solar Home Weatherization Heating & Cooling Heating Water Heating Wind Program Info State Utah Program Type Renewables Portfolio Standard Provider Office of Energy Development Utah enacted ''The Energy Resource and Carbon Emission Reduction Initiative'' ([http://le.utah.gov/~2008/bills/sbillenr/sb0202.pdf S.B. 202]) in March 2008. While this law contains some provisions similar to those found in renewable portfolio standards (RPSs) adopted by other

108

Portfolio Manager Technical Reference: Climate and Weather |...  

NLE Websites -- All DOE Office Websites (Extended Search)

Weather Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy...

109

Renewable Portfolio Standard (Hawaii) | Open Energy Information  

Open Energy Info (EERE)

Portfolio Standard (RPS), each electric utility company that sells electricity for consumption in Hawaii must establish the following percentages of "renewable electrical energy"...

110

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

You are here You are here Home » Renewable Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Rural Electric Cooperative Savings Category Heating & Cooling Commercial Heating & Cooling Heat Pumps Bioenergy Biofuels Alternative Fuel Vehicles Manufacturing Buying & Making Electricity Hydrogen & Fuel Cells Water Solar Heating Water Heating Wind Program Info State Hawaii Program Type Renewables Portfolio Standard Provider Hawaii Public Utilities Commission Under Hawaii's Renewable Portfolio Standard (RPS), each electric utility company that sells electricity for consumption in Hawaii must establish the following percentages of "renewable electrical energy" sales: * 10% of its net electricity sales by December 31, 2010;

111

Use web services to exchange data with Portfolio Manager | ENERGY...  

NLE Websites -- All DOE Office Websites (Extended Search)

Service and product providers Use web services to exchange data with Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and...

112

An Exact Solution Approach for Portfolio Optimization Problems ...  

E-Print Network (OSTI)

rate on the money market, an efficient frontier of optimal portfolios can be constructed. Portfolios on the .... utility of the two new branching rules. The reader will ...

113

Renewable portfolio standard: an analysis of design and implementation issues.  

E-Print Network (OSTI)

??The Renewable Portfolio Standard (RPS) is a policy tool that requires a certain percentage of renewable energy to be included in the portfolio of electricity… (more)

Parvanyan, Tigran

2005-01-01T23:59:59.000Z

114

Portfolio Manager Technical Reference: U.S. National Energy Use...  

NLE Websites -- All DOE Office Websites (Extended Search)

here Home Buildings & Plants Portfolio Manager Technical Reference: U.S. National Energy Use Intensity Secondary menu About us Press room Contact Us Portfolio Manager Login...

115

Office of Fossil Energy Fuel Cell Program 2012 Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

O ce of Fossil Energy Fuel Cell Program Portfolio 2012 Solid State Energy Conversion Alliance Office of Fossil Energy Fuel Cell Program 2012 Portfolio October 2012 DOE...

116

Hot to Get Utility Data Into Portfolio Manager®  

NLE Websites -- All DOE Office Websites (Extended Search)

"How To" Series How to Get Utility Data Into Portfolio Manager EPA's ENERGY STAR Portfolio Manager tool helps you measure and track energy use, water use, and...

117

Optimal Portfolio Selection Under Concave Price Impact  

SciTech Connect

In this paper we study an optimal portfolio selection problem under instantaneous price impact. Based on some empirical analysis in the literature, we model such impact as a concave function of the trading size when the trading size is small. The price impact can be thought of as either a liquidity cost or a transaction cost, but the concavity nature of the cost leads to some fundamental difference from those in the existing literature. We show that the problem can be reduced to an impulse control problem, but without fixed cost, and that the value function is a viscosity solution to a special type of Quasi-Variational Inequality (QVI). We also prove directly (without using the solution to the QVI) that the optimal strategy exists and more importantly, despite the absence of a fixed cost, it is still in a 'piecewise constant' form, reflecting a more practical perspective.

Ma Jin, E-mail: jinma@usc.edu [University of Southern California, Department of Mathematics (United States); Song Qingshuo, E-mail: songe.qingshuo@cityu.edu.hk [City University of Hong Kong, Department of Mathematics (Hong Kong); Xu Jing, E-mail: xujing8023@yahoo.com.cn [Chongqing University, School of Economics and Business Administration (China); Zhang Jianfeng, E-mail: jianfenz@usc.edu [University of Southern California, Department of Mathematics (United States)

2013-06-15T23:59:59.000Z

118

Consumption risk and the cross section of expected returns  

E-Print Network (OSTI)

This paper evaluates the central insight of the consumption capital asset pricing model that an asset’s expected return is determined by its equilibrium risk to consumption. Rather than measure risk by the contemporaneous covariance of an asset’s return and consumption growth, we measure risk by the covariance of an asset’s return and consumption growth cumulated over many quarters following the return. While contemporaneous consumption risk explains little of the variation in average returns across the 25 Fama-French portfolios, our measure of ultimate consumption risk at a horizon of three years explains a large fraction of this variation. I.

Jonathan A. Parker; Christian Julliard; John Cochrane; Kent Daniel; Albina Danilova; Pierre-olivier Gourinchas; Sydney Ludvigson

2005-01-01T23:59:59.000Z

119

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Retail Supplier Rural Electric Cooperative Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Wind Program Info State Delaware Program Type Renewables Portfolio Standard Provider Delaware Public Service Commission In 2005, [http://depsc.delaware.gov/electric/rpsact.pdf S.B. 74] established a renewables portfolio standard (RPS) requiring retail electricity suppliers to purchase 10% of the electricity sold in the state from renewable sources by 2019-2020 (the compliance year, or CY, runs from June - May). [http://legis.delaware.gov/LIS/lis144.nsf/vwLegislation/SB+19/$file/legis.html?open

120

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Commercial Heating & Cooling Manufacturing Buying & Making Electricity Hydrogen & Fuel Cells Water Solar Heating & Cooling Water Heating Wind Program Info State New York Program Type Renewables Portfolio Standard Provider New York State Energy Research and Development Authority The New York Public Service Commission (PSC) adopted a renewable portfolio standard (RPS) in September 2004 and issued implementation rules in April 2005. As originally designed, New York's RPS had a renewables target of 25% of state electricity consumption by 2013, but was expanded in January 2010 to 30% by 2015 by order of the PSC. Of this 30%, approximately 20.7% of the

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


121

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Rural Electric Cooperative Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Wind Program Info State New Mexico Program Type Renewables Portfolio Standard Provider New Mexico Public Regulation Commission '''''Note: The New Mexico Public Regulation Commission (PRC) [http://www.nmprc.state.nm.us/administrative-services/docs/press-releases... passed an order] in December 2012, making some significant changes to the state's Renewables Portfolio Standard. Notably, the order increased the carve-out for wind from 20% to 30% of the overall standard. It also increased the reasonable cost threshold for investor-owned utilities such

122

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Rural Electric Cooperative Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Buying & Making Electricity Solar Home Weatherization Heating & Cooling Commercial Heating & Cooling Heating Wind Program Info State Kansas Program Type Renewables Portfolio Standard Provider Kansas Corporation Commission Kansas adopted the Renewable Energy Standards Act in 2009 (K.S.A. 66-1256), establishing a renewable portfolio standard (RPS). This statute requires the state's investor-owned and cooperative utilities to generate or purchase 10% of their electricity from eligible renewable resources in the years 2011-2015, 15% in the years 2016-2019, and 20% by 2020.

123

Renewables Portfolio Standard | Open Energy Information  

Open Energy Info (EERE)

Renewables Portfolio Standard Renewables Portfolio Standard Jump to: navigation, search Renewable portfolio standards (RPS) require utilities to use renewable energy or renewable energy credits (RECs) to account for a certain percentage of their retail electricity sales -- or a certain amount of generating capacity -- according to a specified schedule. (Renewable portfolio goals are similar to RPS policies, but renewable portfolio goals are not legally binding.) Most U.S. states have established an RPS. The term "set-aside" or "carve-out" refers to a provision within an RPS that requires utilities to use a specific renewable resource (usually solar energy) to account for a certain percentage of their retail electricity sales (or a certain amount of generating capacity) within a specified

124

Clean Energy Portfolio Goal | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Goal Portfolio Goal Clean Energy Portfolio Goal < Back Eligibility Investor-Owned Utility Retail Supplier Utility Savings Category Heating & Cooling Commercial Heating & Cooling Heating Bioenergy Manufacturing Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Solar Water Heating Wind Program Info State Indiana Program Type Renewables Portfolio Standard Provider Indiana Utility Regulatory Commission In May 2011, Indiana enacted SB 251, creating the Clean Energy Portfolio Standard (CPS). The program sets a voluntary goal of 10% clean energy by 2025, based on the amount of electricity supplied by the utility in 2010. The Indiana Utility Regulatory Commission (IURC) adopted emergency rules (RM #11-05) for the CPS in December 2011. Final rules were adopted in June

125

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Retail Supplier Rural Electric Cooperative Savings Category Bioenergy Buying & Making Electricity Water Alternative Fuel Vehicles Hydrogen & Fuel Cells Solar Wind Program Info State Oregon Program Type Renewables Portfolio Standard Provider Oregon Department of Energy As part of the Oregon Renewable Energy Act of 2007 ([http://www.leg.state.or.us/07reg/measpdf/sb0800.dir/sb0838.en.pdf Senate Bill 838]), the state of Oregon established a renewable portfolio standard (RPS) for electric utilities and retail electricity suppliers. Different RPS targets apply depending on a utility's size. Electricity service suppliers must meet the requirements applicable to the electric utilities

126

Renewables Portfolio Standards | Open Energy Information  

Open Energy Info (EERE)

Renewables Portfolio Standards Renewables Portfolio Standards Jump to: navigation, search Renewable portfolio standards (RPS) require utilities to use renewable energy or renewable energy credits (RECs) to account for a certain percentage of their retail electricity sales -- or a certain amount of generating capacity -- according to a specified schedule. (Renewable portfolio goals are similar to RPS policies, but renewable portfolio goals are not legally binding.) Most U.S. states have established an RPS. The term "set-aside" or "carve-out" refers to a provision within an RPS that requires utilities to use a specific renewable resource (usually solar energy) to account for a certain percentage of their retail electricity sales (or a certain amount of generating capacity) within a specified

127

Growth Optimal Portfolio Selection Under Proportional Transaction Costs with Obligatory Diversification  

Science Conference Proceedings (OSTI)

A continuous time long run growth optimal or optimal logarithmic utility portfolio with proportional transaction costs consisting of a fixed proportional cost and a cost proportional to the volume of transaction is considered. The asset prices are modeled as exponent of diffusion with jumps whose parameters depend on a finite state Markov process of economic factors. An obligatory portfolio diversification is introduced, accordingly to which it is required to invest at least a fixed small portion of our wealth in each asset.

Duncan, T., E-mail: duncan@math.ku.edu; Pasik Duncan, B., E-mail: bozenna@math.ku.ed [University of Kansas, Department of Mathematics (United States); Stettner, L., E-mail: stettner@impan.gov.p [Institute of Mathematics Polish Acad. Sci. (Poland)

2011-02-15T23:59:59.000Z

128

A Stochastic Processes Toolkit for Risk Management ?  

E-Print Network (OSTI)

In risk management it is desirable to grasp the essential statistical features of a time series representing a risk factor. This tutorial aims to introduce a number of different stochastic processes that can help in grasping the essential features of risk factors describing different asset classes or behaviors. This paper does not aim at being exhaustive, but gives examples and a feeling for practically implementable models allowing for stylised features in the data. The reader may also use these models as building blocks to build more complex models, although for a number of risk management applications the models developed here suffice for the first step in the quantitative analysis. The broad qualitative features addressed here are fat tails and mean reversion. We give some orientation on the initial choice of a suitable stochastic process and then explain how the process parameters can be estimated based on historical data. Once the process has been calibrated, typically through maximum likelihood estimation, one may simulate the risk factor and build future scenarios for the risky portfolio. On the terminal simulated distribution of the portfolio one may then single out several risk measures, although here we focus on the stochastic processes estimation preceding the simulation of the risk factors Finally, this first survey report focuses on single time series. Correlation

Damiano Brigo; Antonio Daless; Matthias Neugebauer; Fares Triki

2007-01-01T23:59:59.000Z

129

Including model uncertainty in risk-informed decision-making  

E-Print Network (OSTI)

Model uncertainties can have a significant impact on decisions regarding licensing basis changes. We present a methodology to identify basic events in the risk assessment that have the potential to change the decision and ...

Reinert, Joshua M

2005-01-01T23:59:59.000Z

130

Probabilistic Risk Assessment Compendium of Candidate Consensus Models  

Science Conference Proceedings (OSTI)

This report provides a compendium of candidate consensus models in use in current probabilistic risk assessments (PRAs). The ASME PRA Standard, as modified and endorsed by Regulatory Guide 1.200, establishes that the identification, sensitivity analysis, and documentation of key sources of uncertainties and key assumptions may be reduced in scope if the PRA makes use of consensus models to implement the supporting requirements. As part of the process of treating the uncertainties associated with a risk-...

2006-08-16T23:59:59.000Z

131

Constructing investment strategy portfolios by combination genetic algorithms  

Science Conference Proceedings (OSTI)

The classical portfolio problem is a problem of distributing capital to a set of securities. By generalizing the set of securities to a set of investment strategies (or security-rule pairs), this study proposes an investment strategy portfolio problem, ... Keywords: Capital allocation, Combination genetic algorithm, Genetic algorithms (GA), Investment strategy portfolio, Portfolio

Jiah-Shing Chen; Jia-Li Hou; Shih-Min Wu; Ya-Wen Chang-Chien

2009-03-01T23:59:59.000Z

132

Characterizing Air Toxics Exposure and Risk and Evaluating EPA Modeling  

NLE Websites -- All DOE Office Websites (Extended Search)

Characterizing Air Toxics Exposure and Risk and Evaluating EPA Modeling Characterizing Air Toxics Exposure and Risk and Evaluating EPA Modeling Tools for Policy Making Speaker(s): Jennifer Logue Date: October 27, 2009 - 12:00pm Location: 90-3122 The Environmental Protection Agency (EPA) defines air toxics as pollutants that are known or suspected to cause serious health effects. Title III of the 1990 Clean Air Act established 189 chemicals as air toxics or hazardous air pollutants. Large uncertainties still exist regarding exposure, risks, and sources and there has been a heavy reliance on inventories and modeling to determine sources and risks. In January 2002, Carnegie Mellon University in collaboration with the Allegheny County Health Department (ACHD) embarked on a project to investigate air toxics in Allegheny County. This

133

Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Tools and resources Tools and resources » Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories

134

Renewable Portfolio Standard | Open Energy Information  

Open Energy Info (EERE)

Portfolio Standard Portfolio Standard Jump to: navigation, search TODO: Attach these values to individual state pages, as semantic properties. A Renewable Portfolio Standard, or RPS, is a regulation requiring electricity providers to obtain a certain percentage of their power from renewable energy sources by a specified date. U.S. State Programs The following table summarizes RPS programs that have been adopted in U.S. states. State Type Amount Year Administrator Arizona Mandary 15% 2025 Arizona Corporation Commission California Mandary 33% 2030 California Energy Commission Colorado Mandary 20% 2020 Colorado Public Utilities Commission Connecticut Mandary 23% 2020 Department of Public Utility Control District of Columbia Mandary 20% 2020 DC Public Service Commission

135

A Dynamical Systems Model for Nuclear Power Plant Risk Management  

Science Conference Proceedings (OSTI)

This report provides a mathematical dynamical systems model of the effect of plant processes and programs on nuclear plant safety. That is, it models the safety risk management process. Responses of this model to postulated changes in performance and coupling parameters were verified to be in accordance with experience from years of commercial nuclear power plant operation. A preliminary analysis of the model was performed using the techniques of dynamical systems theory to determine regions of operation...

2003-10-31T23:59:59.000Z

136

Renewable Portfolio Standards in the United States - A Status Report with Data Through 2007  

E-Print Network (OSTI)

of Renewables Portfolio Standards: A Comparative Analysis ofRenewables Portfolio Standards in the United States LBNL-Renewables Portfolio Standards Are Increasingly Motivating

Wiser, Ryan

2008-01-01T23:59:59.000Z

137

Recharging U.S. Energy Policy: Advocating for a National Renewable Portfolio Standard  

E-Print Network (OSTI)

Advocating for a National Renewable Portfolio Standard RobinCongress has yet to pass a renewable portfolio standard (RPS). Renewable portfolio standards require an electricity

Lunt, Robin J.

2007-01-01T23:59:59.000Z

138

Co-benefits Risk Assessment (COBRA) Screening Model | Open Energy  

Open Energy Info (EERE)

Co-benefits Risk Assessment (COBRA) Screening Model Co-benefits Risk Assessment (COBRA) Screening Model Jump to: navigation, search Tool Summary Name: Co-benefits Risk Assessment (COBRA) Screening Model Agency/Company /Organization: United States Environmental Protection Agency Sector: Climate Complexity/Ease of Use: Moderate Website: www.epa.gov/statelocalclimate/resources/cobra.html Cost: Free Related Tools Tool for Selecting CDM Methods & Technologies Modular Applied General Equilibrium Tool (MAGNET) COMMUTER Model ... further results Find Another Tool FIND DEVELOPMENT IMPACTS ASSESSMENT TOOLS Automated tool that can be downloaded from the website. Converts emissions reductions into air quality improvements, estimates annual adverse health impacts avoided, and monetizes the value of these. Approach COBRA converts emissions reductions into air quality improvements, and

139

Modelling and forecasting wind speed intensity for weather risk management  

Science Conference Proceedings (OSTI)

The main interest of the wind speed modelling is on the short-term forecast of wind speed intensity and direction. Recently, its relationship with electricity production by wind farms has been studied. In fact, electricity producers are interested in ... Keywords: ARFIMA-FIGARCH, Auto Regressive Gamma, Gamma Auto Regressive, Weather risk management, Wind speed modelling, Wind speed simulation

Massimiliano Caporin; Juliusz Pre

2012-11-01T23:59:59.000Z

140

Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

You are here You are here Home » Energy Portfolio Standard Energy Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Buying & Making Electricity Water Solar Heating & Cooling Swimming Pool Heaters Water Heating Commercial Heating & Cooling Heating Wind Program Info State Nevada Program Type Renewables Portfolio Standard Provider Public Utilities Commission of Nevada Nevada established a renewable portfolio standard (RPS) as part of its 1997 restructuring legislation. Under the standard, NV Energy (formerly Nevada Power and Sierra Pacific Power) must use eligible renewable energy resources to supply a minimum percentage of the total electricity it sells. In 2001, the state increased the minimum requirement by 2% every two years,

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


141

Portfolio Energy Credits | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Energy Credits Portfolio Energy Credits Portfolio Energy Credits < Back Eligibility Agricultural Commercial Industrial Institutional Local Government Nonprofit Residential Schools State Government Tribal Government Utility Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Buying & Making Electricity Water Heating & Cooling Commercial Heating & Cooling Solar Heating Swimming Pool Heaters Water Heating Wind Program Info Start Date 2/23/2006 State Nevada Program Type Performance-Based Incentive Rebate Amount Varies; higher value for solar PECs than other technologies Provider Public Utilities Commission of Nevada Nevada's [http://www.dsireusa.org/library/includes/incentive2.cfm?Incentive_Code=N... Energy Portfolio Standard] requires the state's two investor-owned utilities, Nevada Power and Sierra Pacific Power, to derive or save a

142

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standard Renewables Portfolio Standard Renewables Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Wind Program Info State New Jersey Program Type Renewables Portfolio Standard Provider New Jersey Board of Public Utilities Note: In July 2012 New Jersey enacted S.B. 1925 substantially revising its solar carve-out. The summary below incorporates information on the changes made to the solar carve-out as well as the qualification of certain hydropower projects under the RPS. While it contains information on many of the most important changes made by the law, it is not exhaustive and lacks some details. Extensive rule making activity will be necessary to implement

143

Renewables Portfolio Standards | Open Energy Information  

Open Energy Info (EERE)

Standards Standards (Redirected from Renewables Portfolio Standards/Set Asides) Jump to: navigation, search Renewable portfolio standards (RPS) require utilities to use renewable energy or renewable energy credits (RECs) to account for a certain percentage of their retail electricity sales -- or a certain amount of generating capacity -- according to a specified schedule. (Renewable portfolio goals are similar to RPS policies, but renewable portfolio goals are not legally binding.) Most U.S. states have established an RPS. The term "set-aside" or "carve-out" refers to a provision within an RPS that requires utilities to use a specific renewable resource (usually solar energy) to account for a certain percentage of their retail electricity sales (or a certain amount of generating capacity) within a specified

144

Alternative Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard Alternative Energy Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Commercial Heating & Cooling Manufacturing Buying & Making Electricity Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Wind Solar Program Info State Ohio Program Type Renewables Portfolio Standard Provider Ohio Public Utilities Commission '''''Note: Legislation passed in 2012 (S.B. 289 and S.B. 315) added certain new technologies to the list of eligible Renewable Energy Resources and Advanced Energy Resources. In July 2012, The PUCO opened [http://dis.puc.state.oh.us/CaseRecord.aspx?CaseNo=12-2156 Docket 12-2156-EL-ORD] in order to implement the changes. PUCO is accepting comments on the proposed rules, and comments reviewing OAC 4901:1-10, until

145

Energy Efficiency Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio Standard Portfolio Standard Energy Efficiency Portfolio Standard < Back Eligibility Investor-Owned Utility Program Info State New York Program Type Energy Efficiency Resource Standard In May 2007 the New York Public Service Commission (PSC) issued an order instituting a proceeding to develop an Energy Efficiency Portfolio Standard (EEPS). The order set a goal of reducing electricity usage in New York by 15% from projected electricity usage in 2015. After examining comments and input from staff and stakeholders, the PSC issued a further order in June 2008 establishing detailed program targets, ratepayer collections to fund energy efficiency programs, and various other protocols for the EEPS. The June 2008 order also established collections from natural gas customers to

146

Renewable Portfolio Standard | Open Energy Information  

Open Energy Info (EERE)

Portfolio Standard Portfolio Standard (Redirected from Renewable Portfolio Standards) Jump to: navigation, search TODO: Attach these values to individual state pages, as semantic properties. A Renewable Portfolio Standard, or RPS, is a regulation requiring electricity providers to obtain a certain percentage of their power from renewable energy sources by a specified date. U.S. State Programs The following table summarizes RPS programs that have been adopted in U.S. states. State Type Amount Year Administrator Arizona Mandary 15% 2025 Arizona Corporation Commission California Mandary 33% 2030 California Energy Commission Colorado Mandary 20% 2020 Colorado Public Utilities Commission Connecticut Mandary 23% 2020 Department of Public Utility Control District of Columbia Mandary 20% 2020 DC Public Service Commission

147

RENEWABLES PORTFOLIO STANDARD 2006 PROCUREMENT VERIFICATION  

E-Print Network (OSTI)

California Energy Commission DRAFT STAFF REPORT RENEWABLES PORTFOLIO STANDARD 2007 PROCUREMENT VERIFICATION RPS 2007 Verification Report APRIL 2011 CEC3002011002SD #12;CALIFORNIA ENERGY COMMISSION Gina Executive Director DISCLAIMER Staff members of the California Energy Commission prepared this report

148

Delta Hedging Energy Portfolios: an Exploratory Study  

Science Conference Proceedings (OSTI)

Delta hedging, although widely used in commodity markets, needs to be further adapted to electricity markets. Given the extreme volatility of electricity prices, even a portfolio whose market value is perfectly hedged may still yield large and potentially ...

Richard Goldberg; James Read; Art Altman; Remi Audouin

2007-01-01T23:59:59.000Z

149

Renewable Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewable Portfolio Standard Renewable Portfolio Standard Renewable Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Home Weatherization Wind Program Info State Massachusetts Program Type Renewables Portfolio Standard Provider Massachusetts Department of Energy Resources NOTE: NOTE: In February 2013, the Massachusetts Department of Energy Resources (DOER) issued proposed changes to its RPS Class I and RPS Solar Carve-Out programs. The DOER accepted comments through March 25, 2013. In addition, the DOER has developed a draft Assurance of Qualification Guideline and an emergency regulation to provide clarity to the queuing and review process as Solar Carve-Out cap is approached. All drafts, comments,

150

Federal Energy Management Program: Diversifying Project Portfolios for  

NLE Websites -- All DOE Office Websites (Extended Search)

Diversifying Diversifying Project Portfolios for Utility Energy Service Contracts to someone by E-mail Share Federal Energy Management Program: Diversifying Project Portfolios for Utility Energy Service Contracts on Facebook Tweet about Federal Energy Management Program: Diversifying Project Portfolios for Utility Energy Service Contracts on Twitter Bookmark Federal Energy Management Program: Diversifying Project Portfolios for Utility Energy Service Contracts on Google Bookmark Federal Energy Management Program: Diversifying Project Portfolios for Utility Energy Service Contracts on Delicious Rank Federal Energy Management Program: Diversifying Project Portfolios for Utility Energy Service Contracts on Digg Find More places to share Federal Energy Management Program:

151

Practical Portfolio Optimization [rev. 6  

E-Print Network (OSTI)

We always combine signals using home grown .... various security and asset classes that it had used internally to manage risk; it called the service '

152

USING COPULAS TO MODEL DEPENDENCE IN SIMULATION RISK ASSESSMENT  

SciTech Connect

Typical engineering systems in applications with high failure consequences such as nuclear reactor plants often employ redundancy and diversity of equipment in an effort to lower the probability of failure and therefore risk. However, it has long been recognized that dependencies exist in these redundant and diverse systems. Some dependencies, such as common sources of electrical power, are typically captured in the logic structure of the risk model. Others, usually referred to as intercomponent dependencies, are treated implicitly by introducing one or more statistical parameters into the model. Such common-cause failure models have limitations in a simulation environment. In addition, substantial subjectivity is associated with parameter estimation for these models. This paper describes an approach in which system performance is simulated by drawing samples from the joint distributions of dependent variables. The approach relies on the notion of a copula distribution, a notion which has been employed by the actuarial community for ten years or more, but which has seen only limited application in technological risk assessment. The paper also illustrates how equipment failure data can be used in a Bayesian framework to estimate the parameter values in the copula model. This approach avoids much of the subjectivity required to estimate parameters in traditional common-cause failure models. Simulation examples are presented for failures in time. The open-source software package R is used to perform the simulations. The open-source software package WinBUGS is used to perform the Bayesian inference via Markov chain Monte Carlo sampling.

Dana L. Kelly

2007-11-01T23:59:59.000Z

153

Federal Energy Management Program: Portfolio-Based Planning Process for  

NLE Websites -- All DOE Office Websites (Extended Search)

Portfolio-Based Portfolio-Based Planning Process for Greenhouse Gas Mitigation to someone by E-mail Share Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on Facebook Tweet about Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on Twitter Bookmark Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on Google Bookmark Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on Delicious Rank Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on Digg Find More places to share Federal Energy Management Program: Portfolio-Based Planning Process for Greenhouse Gas Mitigation on

154

Enter data into Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Enter data into Portfolio Manager Enter data into Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section Learn the benefits Get started Use Portfolio Manager The new ENERGY STAR Portfolio Manager How Portfolio Manager helps you save The benchmarking starter kit Identify your property type Enter data into Portfolio Manager The data quality checker How Portfolio Manager calculates metrics

155

Portfolio 21 Investments | Open Energy Information  

Open Energy Info (EERE)

Portfolio 21 Investments Portfolio 21 Investments Jump to: navigation, search Name Portfolio 21 Investments Place Portland, Oregon Zip 97209-3449 Product Global equity mutual fund committed to investing in a sustainable future. Coordinates 45.511795°, -122.675629° Loading map... {"minzoom":false,"mappingservice":"googlemaps3","type":"ROADMAP","zoom":14,"types":["ROADMAP","SATELLITE","HYBRID","TERRAIN"],"geoservice":"google","maxzoom":false,"width":"600px","height":"350px","centre":false,"title":"","label":"","icon":"","visitedicon":"","lines":[],"polygons":[],"circles":[],"rectangles":[],"copycoords":false,"static":false,"wmsoverlay":"","layers":[],"controls":["pan","zoom","type","scale","streetview"],"zoomstyle":"DEFAULT","typestyle":"DEFAULT","autoinfowindows":false,"kml":[],"gkml":[],"fusiontables":[],"resizable":false,"tilt":0,"kmlrezoom":false,"poi":true,"imageoverlays":[],"markercluster":false,"searchmarkers":"","locations":[{"text":"","title":"","link":null,"lat":45.511795,"lon":-122.675629,"alt":0,"address":"","icon":"","group":"","inlineLabel":"","visitedicon":""}]}

156

NETL: 2013 Gasification Systems Project Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

Reference Shelf > Project Portfolio Reference Shelf > Project Portfolio Gasification Systems 2013 Gasification Systems Project Portfolio Gasifier Optimization Gas Separation Gas Separation Gasifier Optimization Gasifier Optimization Gas Cleaning Gasifier Optimization Gas Cleaning Gas Separation U.S. Economic Competitiveness Gas Separation Gasifier Optimization U.S. Economic Competitiveness Gasifier Optimization U.S. Economic Competitiveness Gas Cleaning Gasifier Optimization Gas Cleaning Gasifier Optimization Gas Separation U.S. Economic Competitiveness Gas Separation U.S. Economic Competitiveness U.S. Economic Competitiveness Gas Cleaning Gas Cleaning Gas Separation Gas Cleaning Gas Separation Global Environmental Benefits Gas Separation Global Environmental Benefits Global Environmental Benefits Gas Cleaning Gas Separation Systems Analyses Global Environmental Benefits Gas Separation Systems Analyses Global Environmental Benefits Systems Analyses Global Environmental Benefits Gas Cleaning Systems Analyses Gas Cleaning Gas Separation Systems Analyses Systems Analyses Gas Cleaning Systems Analyses Systems Analyses Systems Analyses

157

Energy Efficiency Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Energy Efficiency Portfolio Standard Energy Efficiency Portfolio Standard Energy Efficiency Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Other Heating & Cooling Commercial Heating & Cooling Heating Manufacturing Buying & Making Electricity Energy Sources Program Info State Ohio Program Type Energy Efficiency Resource Standard Provider Public Utilities Commission of Ohio In May 2008, Ohio enacted broad electric industry restructuring legislation ([http://www.legislature.state.oh.us/BillText127/127_SB_221_EN_N.pdf SB 221]) containing energy efficiency requirements for investor-owned utilities. In addition to the efficiency standard, SB 221 established the [http://dsireusa.org/incentives/incentive.cfm?Incentive_Code=OH14R&re=1&ee=1

158

Generalized Integrands and Bond Portfolios: Pitfalls and Counter Examples  

E-Print Network (OSTI)

We construct Zero-Coupon Bond markets driven by a cylindrical Brownian motion in which the notion of generalized portfolio has important flaws: There exist bounded smooth random variables with generalized hedging portfolios for which the price of their risky part is $+\\infty$ at each time. For these generalized portfolios, sequences of the prices of the risky part of approximating portfolios can be made to converges to any given extended real number in $[-\\infty, \\infty].$

Taflin, Erik

2009-01-01T23:59:59.000Z

159

Today in Energy - Most states have Renewable Portfolio ...  

U.S. Energy Information Administration (EIA)

Renewable portfolio standards (RPS), also referred to as renewable electricity standards (RES), are policies designed to increase generation of ...

160

Natural gas contracts in efficient portfolios  

Science Conference Proceedings (OSTI)

This report addresses the {open_quotes}contracts portfolio{close_quotes} issue of natural gas contracts in support of the Domestic Natural Gas and Oil Initiative (DGOI) published by the U.S. Department of Energy in 1994. The analysis is a result of a collaborative effort with the Public Service Commission of the State of Maryland to consider {open_quotes}reforms that enhance the industry`s competitiveness{close_quotes}. The initial focus of our collaborative effort was on gas purchasing and contract portfolios; however, it became apparent that efficient contracting to purchase and use gas requires a broader consideration of regulatory reform. Efficient portfolios are obtained when the holder of the portfolio is affected by and is responsible for the performance of the portfolio. Natural gas distribution companies may prefer a diversity of contracts, but the efficient use of gas requires that the local distribution company be held accountable for its own purchases. Ultimate customers are affected by their own portfolios, which they manage efficiently by making their own choices. The objectives of the DGOI, particularly the efficient use of gas, can be achieved when customers have access to suppliers of gas and energy services under an improved regulatory framework. The evolution of the natural gas market during the last 15 years is described to account for the changing preferences toward gas contracts. Long-term contracts for natural gas were prevalent before the early 1980s, primarily because gas producers had few options other than to sell to a single pipeline company, and this pipeline company, in turn, was the only seller to a gas distribution company.

Sutherland, R.J.

1994-12-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


161

Why Do States Adopt Renewable Portfolio Standards?: An Empirical Investigation  

E-Print Network (OSTI)

131 Why Do States Adopt Renewable Portfolio Standards?: An Empirical Investigation Thomas P. Lyon* and Haitao Yin** Renewable portfolio standards (RPSs) for electricity generation are politically popularU.S.stategovernments of Renewable Portfolio Standards (RPSs) as a policy tool for promoting renewable electricity generation. An RPS

Lyon, Thomas P.

162

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Municipal Utility Municipal Utility Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Home Weatherization Wind Program Info State California Program Type Renewables Portfolio Standard Provider California Energy Commission California's Renewables Portfolio Standard (RPS) was originally established by legislation enacted in 2002. Subsequent amendments to the law have resulted in a requirement for California's electric utilities to have 33% of their retail sales derived from eligible renewable energy resources in 2020 and all subsequent years. The law established interim targets for the utilities as shown below. By January 1, 2012, the California Public Utilities Commission (CPUC) must establish specific

163

Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Retail Supplier Retail Supplier Savings Category Bioenergy Commercial Heating & Cooling Manufacturing Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Water Energy Sources Solar Wind Program Info State Maine Program Type Renewables Portfolio Standard Provider Maine Public Utilities Commission Maine's original Renewable Resource Portfolio Requirement was passed as part of the state's 1997 electric-utility restructuring law. In 1999, Maine's Public Utility Commission (PUC) adopted rules requiring each electricity provider to supply at least 30% of their total electric sales using electricity generated by eligible renewable and certain energy efficiency resources. Actually, at the time of passage, the required percentage of renewables was actually lower than the existing percentage

164

Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Manager Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder Technical documentation

165

Development of Standardized Probabilistic Risk Assessment Models for Shutdown Operations Integrated in SPAR Level 1 Model  

SciTech Connect

Nuclear plant operating experience and several studies show that the risk from shutdown operation during Modes 4, 5, and 6 at pressurized water reactors and Modes 4 and 5 at boiling water reactors can be significant. This paper describes using the U.S. Nuclear Regulatory Commission’s full-power Standardized Plant Analysis Risk (SPAR) model as the starting point for development of risk evaluation models for commercial nuclear power plants. The shutdown models are integrated with their respective internal event at-power SPAR model. This is accomplished by combining the modified system fault trees from the SPAR full-power model with shutdown event tree logic. Preliminary human reliability analysis results indicate that risk is dominated by the operator’s ability to correctly diagnose events and initiate systems.

S. T. Khericha; J. Mitman

2008-05-01T23:59:59.000Z

166

Low Dose Radiation Cancer Risks: Epidemiological and Toxicological Models  

Science Conference Proceedings (OSTI)

The basic purpose of this one year research grant was to extend the two stage clonal expansion model (TSCE) of carcinogenesis to exposures other than the usual single acute exposure. The two-stage clonal expansion model of carcinogenesis incorporates the biological process of carcinogenesis, which involves two mutations and the clonal proliferation of the intermediate cells, in a stochastic, mathematical way. The current TSCE model serves a general purpose of acute exposure models but requires numerical computation of both the survival and hazard functions. The primary objective of this research project was to develop the analytical expressions for the survival function and the hazard function of the occurrence of the first cancer cell for acute, continuous and multiple exposure cases within the framework of the piece-wise constant parameter two-stage clonal expansion model of carcinogenesis. For acute exposure and multiple exposures of acute series, it is either only allowed to have the first mutation rate vary with the dose, or to have all the parameters be dose dependent; for multiple exposures of continuous exposures, all the parameters are allowed to vary with the dose. With these analytical functions, it becomes easy to evaluate the risks of cancer and allows one to deal with the various exposure patterns in cancer risk assessment. A second objective was to apply the TSCE model with varing continuous exposures from the cancer studies of inhaled plutonium in beagle dogs. Using step functions to estimate the retention functions of the pulmonary exposure of plutonium the multiple exposure versions of the TSCE model was to be used to estimate the beagle dog lung cancer risks. The mathematical equations of the multiple exposure versions of the TSCE model were developed. A draft manuscript which is attached provides the results of this mathematical work. The application work using the beagle dog data from plutonium exposure has not been completed due to the fact that the research project did not continue beyond its first year.

David G. Hoel, PhD

2012-04-19T23:59:59.000Z

167

N. Mariana Islands - Renewables Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

N. Mariana Islands - Renewables Portfolio Standard N. Mariana Islands - Renewables Portfolio Standard N. Mariana Islands - Renewables Portfolio Standard < Back Eligibility Utility Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Heating & Cooling Commercial Heating & Cooling Heating Water Heating Wind Program Info Program Type Renewables Portfolio Standard The Commonwealth of the Northern Mariana Islands enacted its Renewables Portfolio Standard in September 2007, in which a certain percentage of its net electricity sales must come from renewable energy. Under the law, the Commonwealth Utilities Corporation (the Islands' only and semi-autonomous public utility provider) must meet the following benchmarks: * 10% of net electricity sales by December 31, 2008

168

Puerto Rico - Renewable Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Puerto Rico - Renewable Energy Portfolio Standard Puerto Rico - Renewable Energy Portfolio Standard Puerto Rico - Renewable Energy Portfolio Standard < Back Eligibility Utility Savings Category Bioenergy Alternative Fuel Vehicles Hydrogen & Fuel Cells Buying & Making Electricity Water Solar Home Weatherization Wind Program Info Program Type Renewables Portfolio Standard Provider Energy Affairs Administration Note: Compliance for this standard does not begin until 2015. Additional rules and regulations are needed to implement this law; this record will be updated periodically as the rules are developed. In July 2010, Puerto Rico enacted the island's first Renewable Energy Portfolio Standard in an effort to spur renewable energy development as well as reduce Puerto Rico's dependence on imported foreign oil (Puerto

169

Alternative and Renewable Energy Portfolio Standard | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Alternative and Renewable Energy Portfolio Standard Alternative and Renewable Energy Portfolio Standard Alternative and Renewable Energy Portfolio Standard < Back Eligibility Investor-Owned Utility Retail Supplier Savings Category Bioenergy Biofuels Alternative Fuel Vehicles Commercial Heating & Cooling Manufacturing Buying & Making Electricity Hydrogen & Fuel Cells Water Solar Home Weatherization Wind Program Info State West Virginia Program Type Renewables Portfolio Standard Provider West Virginia Division of Energy In June 2009, West Virginia enacted an ''Alternative and Renewable Energy Portfolio Standard'' that requires investor-owned utilities (IOUs)* with more than 30,000 residential customers to supply 25% of retail electric sales from eligible alternative and renewable energy resources by 2025.

170

Biomass Project Developing a portfolio of sustainable  

E-Print Network (OSTI)

Landscape Biomass Project Field Day Developing a portfolio of sustainable bioenergy feedstock information View the project webpage at http://goo.gl/uUFyv For questions about the Landscape Biomass Field register at http://www.aep.iastate.edu/biomass by July 25, 2012.Thank you! #12;FEEL Uthe Farm Agronomy Farm

Beresnev, Igor

171

Biomass Project Developing a portfolio of sustainable  

E-Print Network (OSTI)

Landscape Biomass Project Field Day Developing a portfolio of sustainable bioenergy feedstock information View the project webpage at http://goo.gl/uUFyv For questions about the Landscape Biomass Field Please enter the farm on the west side off of Unicorn Ave near the "Landscape Biomass Project

Moore, Lisa Schulte

172

Peer Review of NRC Standardized Plant Analysis Risk Models  

SciTech Connect

The Nuclear Regulatory Commission (NRC) Standardized Plant Analysis Risk (SPAR) Models underwent a Peer Review using ASME PRA standard (Addendum C) as endorsed by NRC in Regulatory Guide (RG) 1.200. The review was performed by a mix of industry probabilistic risk analysis (PRA) experts and NRC PRA experts. Representative SPAR models, one PWR and one BWR, were reviewed against Capability Category I of the ASME PRA standard. Capability Category I was selected as the basis for review due to the specific uses/applications of the SPAR models. The BWR SPAR model was reviewed against 331 ASME PRA Standard Supporting Requirements; however, based on the Capability Category I level of review and the absence of internal flooding and containment performance (LERF) logic only 216 requirements were determined to be applicable. Based on the review, the BWR SPAR model met 139 of the 216 supporting requirements. The review also generated 200 findings or suggestions. Of these 200 findings and suggestions 142 were findings and 58 were suggestions. The PWR SPAR model was also evaluated against the same 331 ASME PRA Standard Supporting Requirements. Of these requirements only 215 were deemed appropriate for the review (for the same reason as noted for the BWR). The PWR review determined that 125 of the 215 supporting requirements met Capability Category I or greater. The review identified 101 findings or suggestions (76 findings and 25 suggestions). These findings or suggestions were developed to identify areas where SPAR models could be enhanced. A process to prioritize and incorporate the findings/suggestions supporting requirements into the SPAR models is being developed. The prioritization process focuses on those findings that will enhance the accuracy, completeness and usability of the SPAR models.

Anthony Koonce; James Knudsen; Robert Buell

2011-03-01T23:59:59.000Z

173

Risk analysis of nuclear safeguards regulations. [Aggregated Systems Model (ASM)  

Science Conference Proceedings (OSTI)

The Aggregated Systems Model (ASM), a probabilisitic risk analysis tool for nuclear safeguards, was applied to determine benefits and costs of proposed amendments to NRC regulations governing nuclear material control and accounting systems. The objective of the amendments was to improve the ability to detect insiders attempting to steal large quantities of special nuclear material (SNM). Insider threats range from likely events with minor consequences to unlikely events with catastrophic consequences. Moreover, establishing safeguards regulations is complicated by uncertainties in threats, safeguards performance, and consequences, and by the subjective judgments and difficult trade-offs between risks and safeguards costs. The ASM systematically incorporates these factors in a comprehensive, analytical framework. The ASM was used to evaluate the effectiveness of current safeguards and to quantify the risk of SNM theft. Various modifications designed to meet the objectives of the proposed amendments to reduce that risk were analyzed. Safeguards effectiveness was judged in terms of the probability of detecting and preventing theft, the expected time to detection, and the expected quantity of SNM diverted in a year. Data were gathered in tours and interviews at NRC-licensed facilities. The assessment at each facility was begun by carefully selecting scenarios representing the range of potential insider threats. A team of analysts and facility managers assigned probabilities for detection and prevention events in each scenario. Using the ASM we computed the measures of system effectiveness and identified cost-effective safeguards modifications that met the objectives of the proposed amendments.

Al-Ayat, R.A.; Altman, W.D.; Judd, B.R.

1982-06-01T23:59:59.000Z

174

How Portfolio Manager calculates greenhouse gas emissions | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

How Portfolio Manager calculates greenhouse gas emissions How Portfolio Manager calculates greenhouse gas emissions Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section Learn the benefits Get started Use Portfolio Manager The new ENERGY STAR Portfolio Manager How Portfolio Manager helps you save The benchmarking starter kit Identify your property type Enter data into Portfolio Manager The data quality checker

175

Quantification, Optimization and Uncertainty Modeling in Information Security Risks: A Matrix-Based Approach  

Science Conference Proceedings (OSTI)

In this paper, the authors present a quantitative model for estimating security risk exposure for a firm. The model includes a formulation for the optimization of controls as well as determining sensitivity of the exposure of assets to different threats. ... Keywords: Cost Benefit Analysis, Data Simulation, Decision Models, IS Risk Management, Investment Justification, Security Management, Security Risk

Sanjay Goel; Eitel J.M. Lauría

2010-04-01T23:59:59.000Z

176

Integrated Modeling of Electric Power System Operations and Electricity Market Risks with Applications .  

E-Print Network (OSTI)

??Through integrated modeling of power system operations and market risks, this thesis addresses a variety of important issues on market signals modeling, generation capacity scheduling,… (more)

Sun, Haibin

2006-01-01T23:59:59.000Z

177

State Clean Energy Practices: Renewable Portfolio Standards  

NLE Websites -- All DOE Office Websites (Extended Search)

State Clean Energy Practices: State Clean Energy Practices: Renewable Portfolio Standards David Hurlbut Technical Report NREL/TP-670-43512 July 2008 NREL is operated by Midwest Research Institute ● Battelle Contract No. DE-AC36-99-GO10337 State Clean Energy Practices: Renewable Portfolio Standards David Hurlbut Prepared under Task No. IGST.8300 Technical Report NREL/TP-670-43512 July 2008 National Renewable Energy Laboratory 1617 Cole Boulevard, Golden, Colorado 80401-3393 303-275-3000 * www.nrel.gov Operated for the U.S. Department of Energy Office of Energy Efficiency and Renewable Energy by Midwest Research Institute * Battelle Contract No. DE-AC36-99-GO10337 NOTICE This report was prepared as an account of work sponsored by an agency of the United States government.

178

Developing a Process-Oriented Notation for Modeling Operational Risks - A Conceptual Metamodel Approach to Operational Risk Management in Knowledge Intensive Business Processes within the Financial Industry  

Science Conference Proceedings (OSTI)

According to the Basel II committee operational risks are the least understood and manageable risks in banks. Operational risks in banks are closely linked to the underlying business process landscape. Recently, researchers have suggested to model this ...

Burkhard Weiss; Axel Winkelmann

2011-01-01T23:59:59.000Z

179

New Evidence on Taxes and Portfolio Choices  

E-Print Network (OSTI)

liberalization, declining information costs, attraction of employer-sponsored retirement accounts (such as 401Ks in the U.S) and introduction of tax advantaged investment tools (such as registered education saving accounts in Canada) are among the explanations... to the household member with lower labor earnings. This advantage does not exist in systems of joint taxation, as in the United States. Thus in Canada (and other countries with individual taxation) it is possible to study the effect of MTR on portfolio allocation...

Alan, Sule; Atalay, Kadir; Crossley, Thomas F; Jeon, Sung-Hee

180

Modeling human risk: Cell & molecular biology in context  

SciTech Connect

It is anticipated that early in the next century manned missions into outer space will occur, with a mission to Mars scheduled between 2015 and 2020. However, before such missions can be undertaken, a realistic estimation of the potential risks to the flight crews is required. One of the uncertainties remaining in this risk estimation is that posed by the effects of exposure to the radiation environment of outer space. Although the composition of this environment is fairly well understood, the biological effects arising from exposure to it are not. The reasons for this are three-fold: (1) A small but highly significant component of the radiation spectrum in outer space consists of highly charged, high energy (HZE) particles which are not routinely experienced on earth, and for which there are insufficient data on biological effects; (2) Most studies on the biological effects of radiation to date have been high-dose, high dose-rate, whereas in space, with the exception of solar particle events, radiation exposures will be low-dose, low dose-rate; (3) Although it has been established that the virtual absence of gravity in space has a profound effect on human physiology, it is not clear whether these effects will act synergistically with those of radiation exposure. A select panel will evaluate the utilizing experiments and models to accurately predict the risks associated with exposure to HZE particles. Topics of research include cellular and tissue response, health effects associated with radiation damage, model animal systems, and critical markers of Radiation response.

1997-06-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


181

Modeling toxic endpoints for improving human health risk assessment  

E-Print Network (OSTI)

Risk assessment procedures for mixtures of polycyclic aromatic hydrocarbons (PAHs) present a problem due to the lack of available potency and toxicity data on mixtures and individual compounds. This study examines the toxicity of parent compound PAHs and binary mixtures of PAHs in order to bridge the gap between component assessment and mixture assessment. Seven pure parent compound PAHs and four binary mixtures of PAHs were examined in the Salmonella/Microsome Mutagenicity Assay, a Gap Junction Intercellular Communication (GJIC) assay and the 7-ethoxyresorufin-O-deethylase assay (EROD). These assays were chosen for their ability to measure specific toxic endpoints related to the carcinogenic process (i.e. initiation, promotion, progression). Data from these assays was used in further studies to build Quantitative Structure-Activity Relationships (QSARs) to estimate toxic endpoints and to test the additive assumption in PAH mixtures. These QSAR models will allow for the development of bioassay based potential potencies (PPB) or toxic equivalency factors (TEFs) that are derived not only from bioassay data, but also from structure, activity, and physical/chemical properties. These models can be extended to any environmental media to evaluate risk to human health from exposures to PAHs.

Bruce, Erica Dawn

2007-05-01T23:59:59.000Z

182

New England Wind Forum: Renewable Energy Portfolio Standards  

Wind Powering America (EERE)

Renewable Energy Portfolio Standards Renewable Energy Portfolio Standards Renewable Energy Portfolio Standards (RPSs) are requirements for sellers of electricity to retail customers to include in their supply portfolio a specified fraction of eligible renewable energy. In New England, all the states have adopted such standards: Connecticut, Maine, Massachusetts, New Hampshire, Rhode Island, and Vermont (although Vermont's renewable energy goals are not binding). Each state treats wind as an eligible resource, and all states require increasing percentages of renewable energy supply over time. Renewable Energy Portfolio Standards policies in Massachusetts and Connecticut represent the greatest potential to spur the development of new wind power in New England due to their population densities (compared to the rest of New England) and aggressive Renewable Energy Portfolio Standards targets.

183

Diversifying Project Portfolios for Utility Energy Service Contracts |  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Diversifying Project Portfolios for Utility Energy Service Diversifying Project Portfolios for Utility Energy Service Contracts Diversifying Project Portfolios for Utility Energy Service Contracts October 7, 2013 - 2:28pm Addthis Building a diversified project portfolio enhances utility energy service contracts (UESCs) to ensure Federal agencies get the best value possible. Energy efficiency measures are inherent in UESC projects. However, do not overlook the possibility for renewable energy and water efficiency and other conservation measures. Building a portfolio of energy service projects lowers overall contracting costs while increasing energy cost savings. This portfolio approach offers additional benefits by reducing contract and administrative burdens and optimizing energy savings. Renewable Energy Multiple laws and regulations require agencies to implement and use

184

An Improved CAViaR Model for Oil Price Risk  

Science Conference Proceedings (OSTI)

As a benchmark for measuring market risk, Value-at-Risk (VaR) reduces the risk associated with any kind of asset to just a number (amount in terms of a currency), which can be well understood by regulators, board members, and other interested parties. ... Keywords: CAViaR, exponentially weighted moving average, oil price risk

Dashan Huang; Baimin Yu; Lean Yu; Frank J. Fabozzi; Masao Fukushima

2007-05-01T23:59:59.000Z

185

Time-to-Compromise Model for Cyber Risk Reduction Estimation  

SciTech Connect

We propose a new model for estimating the time to compromise a system component that is visible to an attacker. The model provides an estimate of the expected value of the time-to-compromise as a function of known and visible vulnerabilities, and attacker skill level. The time-to-compromise random process model is a composite of three subprocesses associated with attacker actions aimed at the exploitation of vulnerabilities. In a case study, the model was used to aid in a risk reduction estimate between a baseline Supervisory Control and Data Acquisition (SCADA) system and the baseline system enhanced through a specific set of control system security remedial actions. For our case study, the total number of system vulnerabilities was reduced by 86% but the dominant attack path was through a component where the number of vulnerabilities was reduced by only 42% and the time-to-compromise of that component was increased by only 13% to 30% depending on attacker skill level.

Miles A. McQueen; Wayne F. Boyer; Mark A. Flynn; George A. Beitel

2005-09-01T23:59:59.000Z

186

List of Portfolio Manager property types, definitions, and use details |  

NLE Websites -- All DOE Office Websites (Extended Search)

List of Portfolio Manager property types, definitions, and use List of Portfolio Manager property types, definitions, and use details Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources

187

What's new in Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

What's new in Portfolio Manager What's new in Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

188

Full list of Portfolio Manager custom reporting metrics | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Full list of Portfolio Manager custom reporting metrics Full list of Portfolio Manager custom reporting metrics Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources

189

Learn how Portfolio Manager helps you save | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

you save energy, save money ... and save the environment. Manage energy and water consumption for any building You can use Portfolio Manager to manage the energy and water...

190

Most states have Renewable Portfolio Standards | U.S. Energy ...  

U.S. Energy Information Administration (EIA)

tags: AEO2012 (Annual Energy Outlook 2012) biomass California electricity geothermal policy renewable RPS (Renewable Portfolio Standards) solar states wind wood

191

How Portfolio Manager calculates greenhouse gas emissions | ENERGY...  

NLE Websites -- All DOE Office Websites (Extended Search)

methane, and nitrous oxide) from on-site fuel combustion and purchased electricity and district heating and cooling. Portfolio Manager also enables tracking of avoided emissions...

192

Weighing the Costs and Benefits of State Renewables Portfolio...  

NLE Websites -- All DOE Office Websites (Extended Search)

032007 Institution LBNL City Berkeley Keywords electricity markets and policy group, energy analysis and environmental impacts department Abstract State renewables portfolio...

193

ITP Energy Intensive Processes: Energy-Intensive Processes Portfolio...  

Office of Energy Efficiency and Renewable Energy (EERE) Indexed Site

for energy-Intensive Processes (eIP) addresses the top technology opportunities to save energy and reduce carbon emissions across the industrial sector. the portfolio focuses the...

194

Renewable Portfolio Standards: An Analysis of Net Job Impacts .  

E-Print Network (OSTI)

??Renewable portfolio standards have been widely adopted by the many states due in large part to their broad political appeal. Of particular note is the… (more)

[No author

195

How to get data out of Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Quick Links Portfolio Manager Target Finder Plant EPIs Commercial Food Service About ENERGY STAR Partner Resources You are here Home Buildings & Plants How to get data...

196

List of Organizations that Exchange Data with Portfolio Manager...  

NLE Websites -- All DOE Office Websites (Extended Search)

gas emissions. Click here for the ENERGY STAR List of Organizations that Exchange Data with Portfolio Manager. Energy Efficient Products Learn about ENERGY STAR Products...

197

Optimisation of physical and financial power purchase portfolios  

E-Print Network (OSTI)

78. Gün2001. Günther St (2001) Portfolio und Fahrplanmanagment. In: VDI Berichte. 1647 IT-Lösungen für die Energiewirtschaft in liberalisierten Märkten,.

198

List of Portfolio Manager property types, definitions, and use...  

NLE Websites -- All DOE Office Websites (Extended Search)

types, definitions, and use details Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new...

199

Treatment of Parameter and Modeling Uncertainty for Probabilistic Risk Assessments  

Science Conference Proceedings (OSTI)

Both the industry and the U.S. Nuclear Regulatory Commission (NRC) incorporate risk concepts and techniques into activities for effective risk management. The NRC is using probabilistic risk assessment (PRA) in its regulatory activities in a manner that promotes consistency, predictability, and efficiency in the performance of the NRCs roles of risk manager and protector of public health and safety. The nuclear industry uses PRA to identify and manage risks, as a tool to promote efficient regulatory inte...

2008-12-19T23:59:59.000Z

200

A framework for the architecting of aerospace systems portfolios with commonality  

E-Print Network (OSTI)

(cont.) The framework was applied to three case studies: commonality analysis for a portfolio of future and legacy exploration life support systems, for the historical Saturn launch vehicle portfolio, and for a portfolio ...

Hofstetter, Wilfried Konstantin

2009-01-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


201

ENDOWING CITIZENS WITH A PORTFOLIO OF STATE-SPONSORED ENTERPRISES FOR EFFICIENT AND EQUITABLE PRIVATIZATION  

E-Print Network (OSTI)

This paper discusses a portfolio endowment policy as an alternative to conventional privatization policies. The portfolio endowment policy endows each citizen with a ...

Hartnett, William

2003-03-28T23:59:59.000Z

202

Overview of EPA's ENERGY STAR Portfolio Manager: A Tool to Measure...  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Overview of EPA's ENERGY STAR Portfolio Manager: A Tool to Measure and Track Energy Consumption and Greenhouse Gas Emissions Overview of EPA's ENERGY STAR Portfolio Manager: A Tool...

203

Microsoft PowerPoint - PortfolioManager_Webinar_4Feb10_Updated  

NLE Websites -- All DOE Office Websites (Extended Search)

questions on benchmarking and Portfolio Manager 4 Training Objectives Review C&W procedures for tracking energy and water consumption using Portfolio Manager in support of...

204

Evaluating a Proposed 20% National Renewable Portfolio Standard  

Science Conference Proceedings (OSTI)

This paper provides a preliminary analysis of the impacts of a proposed 20% national renewable portfolio standard (RPS) by 2021, which has been advanced in the U.S. Congress by Senator Jeff Bingaman of New Mexico. The paper was prepared before the America Recovery and Reinvestment Act was signed into law by President Barack Obama on February 17, 2009, and thus does not consider important changes in renewable energy (RE) policy that need to be addressed in follow-on analysis. We use NREL's Regional Energy Deployment System (ReEDS) model to evaluate the impacts of the RPS requirements on the energy sector and consider design issues associated with renewable energy certificate (REC) trading markets.

Logan, J.; Sullivan, P.; Short, W.; Bird, L.; James, T. L.; Shah, M. R.

2009-02-01T23:59:59.000Z

205

Balancing Cost and Risk: The Treatment of Renewable Energy in Western Utility Resource Plans  

DOE Green Energy (OSTI)

Markets for renewable energy have historically been motivated primarily by policy efforts, but a less widely recognized driver is poised to also play a major role in the coming years: utility integrated resource planning (IRP). Resource planning has re-emerged in recent years as an important tool for utilities and regulators, particularly in regions where retail competition has failed to take root. In the western United States, the most recent resource plans contemplate a significant amount of renewable energy additions. These planned additions--primarily coming from wind power--are motivated by the improved economics of wind power, a growing acceptance of wind by electric utilities, and an increasing recognition of the inherent risks (e.g., natural gas price risk, environmental compliance risk) in fossil-based generation portfolios. This report examines how twelve western utilities treat renewable energy in their recent resource plans. In aggregate, these utilities supply approximately half of all electricity demand in the western United States. Our purpose is twofold: (1) to highlight the growing importance of utility IRP as a current and future driver of renewable energy, and (2) to identify methodological/modeling issues, and suggest possible improvements to methods used to evaluate renewable energy as a resource option. Here we summarize the key findings of the report, beginning with a discussion of the planned renewable energy additions called for by the twelve utilities, an overview of how these plans incorporated renewables into candidate portfolios, and a review of the specific technology cost and performance assumptions they made, primarily for wind power. We then turn to the utilities' analysis of natural gas price and environmental compliance risks, and examine how the utilities traded off portfolio cost and risk in selecting a preferred portfolio.

Bolinger, Mark; Wiser, Ryan

2005-08-10T23:59:59.000Z

206

Impacts of a 10-Percent Renewable Portfolio Standard  

Reports and Publications (EIA)

This service report addresses the renewable portfolio standard provision of S. 1766. At Senator Murkowski's request it also includes an analysis of the impacts of a renewable portfolio standard patterned after the one called for in S. 1766, but where the required share is based on a 20 percent RPS by 2020 rather than the 10 percent RPS called for in S. 1766.

Alan Beamon

2002-03-01T23:59:59.000Z

207

Environmental Energy Technologies Division Energy Analysis Department Renewables Portfolio Standards  

E-Print Network (OSTI)

Portfolio Standards: 13 states have enacted RPS policies, which obligate suppliers to deliver a certain Analysis Department State Renewables Portfolio Standards and Purchase Mandates ­ 13 States · Renewable energy "goals" established in Illinois, Minnesota, and Hawaii · RPS being considered in many other states

208

PG&E's Renewable Portfolio Standard & Greenhouse Gas Compliance  

E-Print Network (OSTI)

PG&E's Renewable Portfolio Standard & Greenhouse Gas Compliance Fong Wan Senior Vice President. AB32 and Greenhouse Gas Legislation Outline #12;PG&E's Electric Generation Portfolio *Note: Other" for the purpose of this slide RPS BINDER 1.3 #12;AB32 & Greenhouse Gas Overview · AB32 signed into law

209

Prioritizing a Portfolio of Information Technology Investment Projects  

Science Conference Proceedings (OSTI)

Although the use of real options for valuation of information technology (IT) investments has been documented, little research has been conducted to examine its relevance for valuing and prioritizing a portfolio of projects. Complexities of IT projects ... Keywords: Business Value, Information Technology, Investment Evaluation, Net Present Value, Portfolio Optimization, Real Options Analysis, Sequential Investment

Indranil Bardhan; Ryan Sougstad

2004-10-01T23:59:59.000Z

210

Comparative analysis of models integrating synoptic forecast data into potato late blight risk estimate systems  

Science Conference Proceedings (OSTI)

Determinacy analysis, logistic regression, discriminant analysis and neural network models were compared for their accuracy in 5-day (120h) forecasts of daily potato late blight risk according to a modified-Wallin disease severity model. For 12 locations ... Keywords: Expert systems, Forecasting, Neural network models, Risk mitigation

Kathleen M. Baker; William W. Kirk

2007-05-01T23:59:59.000Z

211

Portfolio-Based Planning Process for Greenhouse Gas Mitigation | Department  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Portfolio-Based Planning Process for Greenhouse Gas Mitigation Portfolio-Based Planning Process for Greenhouse Gas Mitigation Portfolio-Based Planning Process for Greenhouse Gas Mitigation October 7, 2013 - 10:10am Addthis The portfolio-based planning process for greenhouse gas (GHG) mitigation offers an approach to: Evaluating the GHG reduction potential at the site, program, and agency level Identifying strategies for reducing those emissions Prioritizing activities to achieve both GHG reduction and cost objectives. Portfolio-based management for GHG mitigation helps agencies move from "peanut-butter-spreading" obligations for meeting GHG reduction targets evenly across all agency operating units to strategic planning of GHG reduction activities based on each operating unit's potential and cost to reduce emissions. The result of this prioritization will lay the foundation

212

Renewable Energy and Energy Efficiency Portfolio Standard | Department of  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewable Energy and Energy Efficiency Portfolio Standard Renewable Energy and Energy Efficiency Portfolio Standard Renewable Energy and Energy Efficiency Portfolio Standard < Back Eligibility Investor-Owned Utility Municipal Utility Rural Electric Cooperative Savings Category Bioenergy Commercial Heating & Cooling Manufacturing Buying & Making Electricity Alternative Fuel Vehicles Hydrogen & Fuel Cells Solar Home Weatherization Water Heating & Cooling Heating Water Heating Wind Program Info State North Carolina Program Type Renewables Portfolio Standard Provider North Carolina Utilities Commission North Carolina's Renewable Energy and Energy Efficiency Portfolio Standard (REPS), established by [http://www.ncleg.net/Sessions/2007/Bills/Senate/PDF/S3v6.pdf Senate Bill 3] in August 2007, requires all investor-owned utilities in the state to

213

Service Providers That Exchange Data with Portfolio Manager via Web  

NLE Websites -- All DOE Office Websites (Extended Search)

Service Providers That Exchange Data with Portfolio Manager via Service Providers That Exchange Data with Portfolio Manager via Web Services Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training Service Providers That Exchange Data with Portfolio Manager via Web Services The companies listed below use EPA's Portfolio Manager web services to deliver ENERGY STAR energy performance scores and metrics as part of their

214

How to Respond to data Requests in Portfolio Manager  

NLE Websites -- All DOE Office Websites (Extended Search)

"How To" Series How to Respond to Data Requests in Portfolio Manager ® EPA's ENERGY STAR Portfolio Manager tool helps you measure and track the energy use, water use, and greenhouse gas emissions of your properties, all in a secure online environment. You can use the results to identify under-performing buildings, set investment priorities, verify efficiency improvements, and receive EPA recognition for superior energy performance. Portfolio Manager provides the ability for organizations wishing to collect data from a variety of individuals to develop and use a custom Data Request within Portfolio Manager. You may receive Data Requests from other users or organizations to provide property or portfolio data as part of a program or initiative. Each request includes a

215

Voluntary Renewable Energy Portfolio Goal | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Voluntary Renewable Energy Portfolio Goal Voluntary Renewable Energy Portfolio Goal Voluntary Renewable Energy Portfolio Goal < Back Eligibility Investor-Owned Utility Savings Category Bioenergy Buying & Making Electricity Water Solar Wind Program Info State Virginia Program Type Renewables Portfolio Standard Provider Virginia State Corporation Commission As part of legislation to re-regulate the state's electricity industry, Virginia enacted a voluntary renewable energy portfolio goal in 2007. Legislation passed in 2009 (HB 1994) expanded the goal, encouraging investor-owned utilities to procure a percentage of the power sold in Virginia from eligible renewable energy sources. Legislation passed in 2012 (SB 413) allows investor-owned utilities to meet up to 20% of a renewable energy goal through certificated research and development activity expenses

216

Stochastic models of electricity prices and risk premia in the PJM market.  

E-Print Network (OSTI)

??With a main focus on risk premia in a US electricity market, we propose three stochastic models for electricity spot prices. Based on the proposed… (more)

Xiao, Yuewen

2012-01-01T23:59:59.000Z

217

Hybrid Kansei-SOM model using risk management and company assessment for stock trading  

Science Conference Proceedings (OSTI)

Risk management and stock assessment are key methods for stock trading decisions. In this paper, we present a new stock trading method using Kansei evaluation integrated with a Self-Organizing Map model for improvement of a stock trading system. The ... Keywords: Hybrid intelligent trading system, Investment risk, Kansei evaluation, Risk management, Self-Organizing Map, Stock trading system

Hai V. Pham, Eric W. Cooper, Thang Cao, Katsuari Kamei

2014-01-01T23:59:59.000Z

218

State Clean Energy Practices: Renewable Portfolio Standards  

SciTech Connect

The State Clean Energy Policies Analysis (SCEPA) project is supported by the Weatherization and Intergovernmental Program within the Department of Energy's Office of Energy Efficiency and Renewable Energy. This project seeks to quantify the impacts of existing state policies, and to identify crucial policy attributes and their potential applicability to other states. The goal is to assist states in determining which clean energy policies or policy portfolios will best accomplish their environmental, economic, and security goals. For example, a renewable portfolio standard (RPS) mandates an increase in the use of wind, solar, biomass, and other alternatives to fossil and nuclear electric generation. This paper provides a summary of the policy objectives that commonly drive the establishment of an RPS, the key issues that states have encountered in implementing an RPS, and the strategies that some of the leading states have followed to address implementation challenges. The factors that help an RPS function best generally have been explored in other analyses. This study complements others by comparing empirical outcomes, and identifying the policies that appear to have the greatest impact on results.

Hurlbut, D.

2008-07-01T23:59:59.000Z

219

State Clean Energy Practices: Renewable Portfolio Standards  

SciTech Connect

The State Clean Energy Policies Analysis (SCEPA) project is supported by the Weatherization and Intergovernmental Program within the Department of Energy's Office of Energy Efficiency and Renewable Energy. This project seeks to quantify the impacts of existing state policies, and to identify crucial policy attributes and their potential applicability to other states. The goal is to assist states in determining which clean energy policies or policy portfolios will best accomplish their environmental, economic, and security goals. For example, a renewable portfolio standard (RPS) mandates an increase in the use of wind, solar, biomass, and other alternatives to fossil and nuclear electric generation. This paper provides a summary of the policy objectives that commonly drive the establishment of an RPS, the key issues that states have encountered in implementing an RPS, and the strategies that some of the leading states have followed to address implementation challenges. The factors that help an RPS function best generally have been explored in other analyses. This study complements others by comparing empirical outcomes, and identifying the policies that appear to have the greatest impact on results.

Hurlbut, D.

2008-07-01T23:59:59.000Z

220

Least-squares approach to risk parity in portfolio selection  

E-Print Network (OSTI)

Oct 21, 2013 ... does not utilize any information on the assets' volatility or their correlations. ... has a simpler structure and allows for easier analysis and efficient algorithmic ..... is “

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


221

Modeling risk and simulation-based optimization of channel depths at Cam Pha Coal Port  

Science Conference Proceedings (OSTI)

This paper presents a simulation-based method and a risk model of ship grounding for a long-term optimization of channel depths. The long-term optimization of channel depths should be considered a two-stage process: Firstly, establishing a ship entrance ... Keywords: entrance channel, risk modeling, ship grounding, simulation

N. M. Quy; J. K. Vrijling; P. H. A. J. M Gelder; R. Groenveld

2007-10-01T23:59:59.000Z

222

The new ENERGY STAR Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

The new ENERGY STAR Portfolio Manager The new ENERGY STAR Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section Learn the benefits Get started Use Portfolio Manager The new ENERGY STAR Portfolio Manager How Portfolio Manager helps you save The benchmarking starter kit Identify your property type Enter data into Portfolio Manager The data quality checker

223

Conceptual Model of Offshore Wind Environmental Risk Evaluation System  

SciTech Connect

In this report we describe the development of the Environmental Risk Evaluation System (ERES), a risk-informed analytical process for estimating the environmental risks associated with the construction and operation of offshore wind energy generation projects. The development of ERES for offshore wind is closely allied to a concurrent process undertaken to examine environmental effects of marine and hydrokinetic (MHK) energy generation, although specific risk-relevant attributes will differ between the MHK and offshore wind domains. During FY10, a conceptual design of ERES for offshore wind will be developed. The offshore wind ERES mockup described in this report will provide a preview of the functionality of a fully developed risk evaluation system that will use risk assessment techniques to determine priority stressors on aquatic organisms and environments from specific technology aspects, identify key uncertainties underlying high-risk issues, compile a wide-range of data types in an innovative and flexible data organizing scheme, and inform planning and decision processes with a transparent and technically robust decision-support tool. A fully functional version of ERES for offshore wind will be developed in a subsequent phase of the project.

Anderson, Richard M.; Copping, Andrea E.; Van Cleve, Frances B.; Unwin, Stephen D.; Hamilton, Erin L.

2010-06-01T23:59:59.000Z

224

The renewables portfolio standard in Texas: An early assessment  

DOE Green Energy (OSTI)

Texas has rapidly emerged as one of the leading wind power markets in the United States. This development can be largely traced to a well-designed and carefully implemented renewables portfolio standard (RPS). The RPS is a new policy mechanism that has received increasing attention as an attractive approach to support renewable power generation. Though replacing existing renewable energy policies with an as-of-yet largely untested approach in the RPS is risky, early experience from Texas suggests that an RPS can effectively spur renewables development and encourage competition among renewable energy producers. Initial RPS targets in Texas will be far exceeded by the end of 2001, with as much as 930 MW of wind slated for installation this year. RPS compliance costs appear negligible, with new wind projects reportedly contracted for under 3(US)/242/kWh, in part as a result of a 1.7(US)/242/kWh production tax credit, an outstanding wind resource, and an RPS that is sizable enough to drive project economies of scale. Obliged retail suppliers have been willing to enter into long-term contracts with renewable generators, reducing important risks for both the developer and the retail supplier. Finally, the country's first comprehensive renewable energy certificate program has been put into place to monitor and track RPS compliance.

Wiser, Ryan H.; Langniss, Ole

2001-11-01T23:59:59.000Z

225

BioCarbon Fund Project Portfolio | Open Energy Information  

Open Energy Info (EERE)

Portfolio Portfolio Jump to: navigation, search Name BioCarbon Fund Project Portfolio Agency/Company /Organization World Bank Sector Land Focus Area Forestry Topics Market analysis, Policies/deployment programs, Background analysis Website http://wbcarbonfinance.org/Rou Country Albania, China, Colombia, Costa Rica, Ethiopia, Honduras, India, Kenya, Madagascar, Mali, Moldova, Nicaragua, Niger, Uganda Southern Europe, Eastern Asia, South America, Central America, Eastern Africa, Central America, Southern Asia, Eastern Africa, Eastern Africa, Western Africa, Eastern Europe, Central America, Western Africa, Eastern Africa References BioFund Projects[1] Background "The BioCarbon Fund provides carbon finance for projects that sequester or conserve greenhouse gases in forests, agro- and other ecosystems. Through

226

Simplified Risk Model Version II (SRM-II) Structure and Application  

SciTech Connect

The Simplified Risk Model Version II (SRM-II) is a quantitative tool for efficiently evaluating the risk from Department of Energy waste management activities. Risks evaluated include human safety and health and environmental impact. Both accidents and normal, incident-free operation are considered. The risk models are simplifications of more detailed risk analyses, such as those found in environmental impact statements, safety analysis reports, and performance assessments. However, wherever possible, conservatisms in such models have been removed to obtain best estimate results. The SRM-II is used to support DOE complex-wide environmental management integration studies. Typically such studies involve risk predictions covering the entire waste management program, including such activities as initial storage, handling, treatment, interim storage, transportation, and final disposal.

S. A. Eide; T. E. Wierman

1999-08-01T23:59:59.000Z

227

A statistical model for risk management of electric outage forecasts  

Science Conference Proceedings (OSTI)

Risk management of power outages caused by severe weather events, such as hurricanes, tornadoes, and thunderstorms, plays an important role in electric utility distribution operations. Damage prediction based on weather forecasts on an appropriate spatial ...

H. Li; L. A. Treinish; J. R. M. Hosking

2010-05-01T23:59:59.000Z

228

Acceleration of market value-at-risk estimation  

Science Conference Proceedings (OSTI)

The proliferation of algorithmic trading, derivative usage and highly leveraged hedge funds necessitates the acceleration of market Value-at-Risk (VaR) estimation to measure the severity of portfolios losses. This paper demonstrates how solely relying ...

Matthew Dixon; Jike Chong; Kurt Keutzer

2009-11-01T23:59:59.000Z

229

Renewables Portfolio Standards: What Are We Learning? | Department of  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewables Portfolio Standards: What Are We Learning? Renewables Portfolio Standards: What Are We Learning? Renewables Portfolio Standards: What Are We Learning? Renewables Portfolio Standards: 13 states have enacted RPS policies, which obligate suppliers to deliver a certain amount of renewable energy. Renewable Energy Funds: 15 states have set-aside funds to financially support renewable energy sources. Green Power Markets: Utility green pricing programs, competitive green power markets, and REC marketers have all emerged. Tax Incentives: Federal production tax credit for wind, investment tax credit for solar and geothermal, and accelerated depreciation, as well as state tax incentives, all help spur development. Economics: Some forms of renewable energy, especially with tax incentives, can compete on cost alone (e.g., wind at ~2-4 cents/kWh).

230

Portfolio Manager DataTrends | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Portfolio Manager DataTrends Portfolio Manager DataTrends Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section How can we help you? Find out who's partnered with ENERGY STAR Become an ENERGY STAR partner Find ENERGY STAR certified buildings and plants ENERGY STAR certification Featured research and reports Portfolio Manager DataTrends ENERGY STAR Snapshot Energy strategy for the future

231

Environmental Protection Agency (EPA) Portfolio Manager | Open Energy  

Open Energy Info (EERE)

Environmental Protection Agency (EPA) Portfolio Manager Environmental Protection Agency (EPA) Portfolio Manager Jump to: navigation, search Tool Summary LAUNCH TOOL Name: Environmental Protection Agency (EPA) Portfolio Manager Agency/Company /Organization: United States Environmental Protection Agency Partner: Energy Star Sector: Climate, Energy Focus Area: Buildings, Greenhouse Gas, Water Conservation Phase: Determine Baseline, Develop Goals, Evaluate Effectiveness and Revise as Needed Resource Type: Online calculator User Interface: Website Website: www.energystar.gov/index.cfm?c=evaluate_performance.bus_portfoliomanag Cost: Free EPA's ENERGY STAR Portfolio Manager is a web-based energy management tool designed to measure, track, and benchmark water and energy consumption (and the resulting greenhouse gas emissions) specifically from an organization's

232

San Antonio City Public Service (CPS Energy) - Renewables Portfolio Goal |  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

San Antonio City Public Service (CPS Energy) - Renewables Portfolio San Antonio City Public Service (CPS Energy) - Renewables Portfolio Goal San Antonio City Public Service (CPS Energy) - Renewables Portfolio Goal < Back Eligibility Municipal Utility Savings Category Bioenergy Solar Buying & Making Electricity Wind Program Info State Texas Program Type Renewables Portfolio Standard In 2003 San Antonio's municipal electric utility, City Public Service (CPS Energy) established a goal of meeting 15% of its electrical peak demand with renewable energy by 2020 under its Strategic Energy Plan. In June 2008 the utility announced plans to increase the overall renewables target to 20% by 2020 with at least 100 megawatts (MW) from non-wind renewable energy sources. As of November 2012, the utility had 11% of their peak electric

233

Running in place : renewal portfolio standards and climate change  

E-Print Network (OSTI)

Renewable portfolio standards ("RPS") have spread widely as states have made an effort to promote electricity production from renewable energy sources, granting privileged market access to eligible technologies and resources. ...

Hogan, Michael T. (Michael Thomas)

2008-01-01T23:59:59.000Z

234

Pursuing Energy Efficiency From Building Simulation to Portfolio...  

NLE Websites -- All DOE Office Websites (Extended Search)

Pursuing Energy Efficiency From Building Simulation to Portfolio Analysis Speaker(s): Paul Mathew Date: January 4, 2002 - 12:00pm Location: Bldg. 90 Seminar HostPoint of Contact:...

235

A Global Portfolio Strategy for Climate Change Technology Development  

NLE Websites -- All DOE Office Websites (Extended Search)

A Global Portfolio Strategy for Climate Change Technology Development Speaker(s): Geoffrey J. Blanford Date: July 21, 2005 - 12:00pm Location: Bldg. 90 Seminar HostPoint of...

236

Impacts of a 15-Percent Renewable Portfolio Standard  

Reports and Publications (EIA)

This analysis responds to a request from Senator Jeff Bingaman that the Energy Information Administration (EIA) analyze a renewable portfolio standard (RPS) requiring that 15 percent of U.S. electricity sales be derived from qualifying renewable energy resources.

Alan Beamon

2007-06-11T23:59:59.000Z

237

Portfolio evaluation of advanced coal technology : research, development, and demonstration  

E-Print Network (OSTI)

This paper evaluates the advanced coal technology research, development and demonstration programs at the U.S. Department of Energy since the 1970s. The evaluation is conducted from a portfolio point of view and derives ...

Naga-Jones, Ayaka

2005-01-01T23:59:59.000Z

238

Renewable Portfolio Standards - Energy Efficiency Component | Department of  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Renewable Portfolio Standards - Energy Efficiency Component Renewable Portfolio Standards - Energy Efficiency Component Renewable Portfolio Standards - Energy Efficiency Component < Back Eligibility Investor-Owned Utility Municipal Utility Retail Supplier Program Info State Connecticut Program Type Energy Efficiency Resource Standard Provider Public Utilities Regulatory Authority Established in 1998 and subsequently revised several times, Connecticut's renewables portfolio standard (RPS) requires each electric supplier and each electric distribution company wholesale supplier to obtain at least 23% of its retail load by using renewable energy by January 1, 2020. Specific to energy efficiency, the RPS also requires each electric supplier and each electric distribution company wholesale supplier to obtain at least 4% of its retail load by using combined heat and power (CHP) systems

239

Comparing Target Finder and Portfolio Manager | ENERGY STAR Buildings &  

NLE Websites -- All DOE Office Websites (Extended Search)

» Comparing Target Finder and Portfolio Manager » Comparing Target Finder and Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section Why you should design to earn the ENERGY STAR Follow EPA's step-by-step process Step 1: Assemble a team Step 2: Set an energy performance target Step 3: Evaluate your target using ENERGY STAR tools Comparing Target Finder and Portfolio Manager

240

Modeling Exposure to Persistent Chemicals in Hazard and Risk Assessment  

E-Print Network (OSTI)

Research Council (NRC). 2007. Models in Environmentallimited or not available (NRC, 2007). The use of models hasthe late 19th century (NRC, 2007). In the area of transport

Cowan-Ellsberry, Christina E.

2010-01-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


241

Dynamic risks modelling in ERP maintenance projects with FCM  

Science Conference Proceedings (OSTI)

Firms adopting Enterprise Resource Planning (ERP) have to maintain their applications until the end of the system life span. Proper ERP maintenance is a condition that is necessary to achieve the benefits expected of these packages. However, too many ... Keywords: ERP maintenance, Enterprise system, Expert knowledge, Fuzzy cognitive map, Projects risk

Cristina Lopez, Jose L. Salmeron

2014-01-01T23:59:59.000Z

242

Bounds for the sum of dependent risks having overlapping marginals  

Science Conference Proceedings (OSTI)

We describe several analytical and numerical procedures to obtain bounds on the distribution function of a sum of n dependent risks having fixed overlapping marginals. As an application, we produce bounds on quantile-based risk measures for portfolios ... Keywords: 60E05, 60E15, Copula functions, Dependent risks, Fréchet bounds, Mass transportation theory, Overlapping marginals, Value-at-Risk

Paul Embrechts; Giovanni Puccetti

2010-01-01T23:59:59.000Z

243

Malaria in Africa: Vector Species' Niche Models and Relative Risk Maps  

E-Print Network (OSTI)

Shackelford, Sahotra Sarkar* Section of Integrative Biology, University of Texas at Austin, Austin, Texas, Shackelford N, Sarkar S (2007) Malaria in Africa: Vector Species' Niche Models and Relative Risk Maps. PLo

Sarkar, Sahotra

244

A fresh look at cost estimation, process models and risk analysis”, EDSER-1  

E-Print Network (OSTI)

Reliable cost estimation is indispensable for industrial software development. A detailed analysis shows why the existing cost models are unreliable. Cost estimation should integrate software process modelling and risk analysis. A novel approach based on probability theory is proposed. A probabilistic cost model could provide a solid basis for cost-benefit analyses. 1

Frank Padberg

1999-01-01T23:59:59.000Z

245

Risk Adjusted Budget Allocation Models with Application in ...  

E-Print Network (OSTI)

However, it is difficult to convert human losses into monetary terms precisely, and ..... optimization model to minimize the expected potential error resulting from ...

246

The single-period inventory model with spectral risk measures.  

E-Print Network (OSTI)

??Inventory management and pricing decisions based on quantitative models both in industrial practice and academic works often rely on minimizing expected cost or maximizing expected… (more)

Fichtinger, Johannes

2010-01-01T23:59:59.000Z

247

Optimization Online - Multistage Stochastic Portfolio Optimisation in ...  

E-Print Network (OSTI)

Jun 4, 2010 ... Abstract: The deregulation of electricity markets increases the financial risk faced by retailers who procure electric energy on the spot market to ...

248

COMPONENT DEGRADATION SUSCEPTIBILITIES AS THE BASES FOR MODELING REACTOR AGING RISK  

Science Conference Proceedings (OSTI)

The extension of nuclear power plant operating licenses beyond 60 years in the United States will be necessary if we are to meet national energy needs while addressing the issues of carbon and climate. Characterizing the operating risks associated with aging reactors is problematic because the principal tool for risk-informed decision-making, Probabilistic Risk Assessment (PRA), is not ideally-suited to addressing aging systems. The components most likely to drive risk in an aging reactor - the passives - receive limited treatment in PRA, and furthermore, standard PRA methods are based on the assumption of stationary failure rates: a condition unlikely to be met in an aging system. A critical barrier to modeling passives aging on the wide scale required for a PRA is that there is seldom sufficient field data to populate parametric failure models, and nor is there the availability of practical physics models to predict out-year component reliability. The methodology described here circumvents some of these data and modeling needs by using materials degradation metrics, integrated with conventional PRA models, to produce risk importance measures for specific aging mechanisms and component types. We suggest that these measures have multiple applications, from the risk-screening of components to the prioritization of materials research.

Unwin, Stephen D.; Lowry, Peter P.; Toyooka, Michael Y.

2010-07-18T23:59:59.000Z

249

Energy R&D portfolio analysis based on climate change mitigation  

SciTech Connect

The diverse nature and uncertain potential of the energy technologies that are or may be available to mitigate greenhouse gas emissions pose a challenge to policymakers trying to invest public funds in an optimal R&D portfolio. This paper discusses two analytical approaches to this challenge used to inform funding decisions related to the U.S. Department of Energy (DOE) applied energy R&D portfolio. The two approaches are distinguished by the constraints under which they were conducted: the need to provide an end-to-end portfolio analysis as input to internal DOE budgeting processes, but with limited time and subject to institutional constraints regarding important issues such as expert judgment. Because of these constraints, neither approach should be viewed as an attempt to push forward the state of the art in portfolio analysis in the abstract. Instead, they are an attempt to use more stylized, heuristic methods that can provide first-order insights in the DOE institutional context. Both approaches make use of advanced technology scenarios implemented in an integrated assessment modeling framework and then apply expert judgment regarding the likelihood of achieving associated R&D and commercialization goals. The approaches differ in the granularity of the scenarios used and in the definition of the benefits of technological advance: in one approach the benefits are defined as the cumulative emission reduction attributable to a particular technology; in the other approach benefits are defined as the cumulative cost reduction. In both approaches a return on investment (ROI) criterion is established based on benefits divided by federal R&D investment. The ROI is then used to build a first-order approximation of an optimal applied energy R&D investment portfolio. Although these methodologies have been used to inform an actual budget request, the results reflect only one input among many used in budget formulation. The results are therefore not representative of an official U.S. government or DOE funding recommendation but should instead be considered illustrative of the way in which methodologies such as these could be applied.

Pugh, Graham; Clarke, Leon E.; Marlay, Robert; Kyle, G. Page; Wise, Marshall A.; McJeon, Haewon C.; Chan, Gabriel

2011-07-01T23:59:59.000Z

250

Development of Probabilistic Risk Assessment Model for BWR Shutdown Modes 4 and 5 Integrated in SPAR Model  

Science Conference Proceedings (OSTI)

Nuclear plant operating experience and several studies show that the risk from shutdown operation during modes 4, 5, and 6 can be significant This paper describes development of the standard template risk evaluation models for shutdown modes 4, and 5 for commercial boiling water nuclear power plants (BWR). The shutdown probabilistic risk assessment model uses full power Nuclear Regulatory Commission’s (NRC’s) Standardized Plant Analysis Risk (SPAR) model as the starting point for development. The shutdown PRA models are integrated with their respective internal events at-power SPAR model. This is accomplished by combining the modified system fault trees from SPAR full power model with shutdown event tree logic. For human reliability analysis (HRA), the SPAR HRA (SPAR-H) method is used which requires the analysts to complete relatively straight forward worksheet, including the performance shaping factors (PSFs). The results are then used to estimate HEP of interest. The preliminary results indicate the risk is dominated by the operator’s ability to diagnose the events and provide long term cooling.

S. T. Khericha; S. Sancakter; J. Mitman; J. Wood

2010-06-01T23:59:59.000Z

251

Asset-Liability Management Modelling with Risk Control by ...  

E-Print Network (OSTI)

Jan 15, 2009 ... The application of stochastic dominance in dispersed energy .... period as they may wish to adjust the asset allocations according to updated information .... In ALM modelling, a benchmark can be set as the market index or ...

252

NREL: State and Local Activities - Renewable Portfolio Standards  

NLE Websites -- All DOE Office Websites (Extended Search)

Renewable Portfolio Standards Renewable Portfolio Standards A renewable portfolio standard (RPS) is a regulatory mandate to increase production of energy from renewable sources such as wind, solar, biomass and other alternatives to fossil and nuclear electric generation. It's also known as a renewable electricity standard. Background An RPS is most successful in driving renewable energy projects when combined with the federal production tax credit. States often design them to drive a particular technology by providing "carve out" provisions that mandate a certain percentage of electricity generated comes from a particular technology (e.g. solar or biomass). States can choose to apply the RPS requirement to all its utilities or only the investor owned utilities. States can also define what technologies are eligible to count

253

Leaders recognition for your portfolio | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Earn the ENERGY STAR and other recognition Earn the ENERGY STAR and other recognition » ENERGY STAR portfolio-wide recognition » Leaders recognition for your portfolio Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section How can we help you? Build an energy program Improve building and plant performance Earn the ENERGY STAR and other recognition Earn recognition for your building or plant

254

Guide to Custom Reporting in Portfolio Manager®  

NLE Websites -- All DOE Office Websites (Extended Search)

o o o "How To" Series Guide to Custom Reporting in Portfolio Manager ® EPA's ENERGY STAR Portfolio Manager ® tool helps you measure and track energy use, water use, and greenhouse gas emissions of your buildings, all in a secure online environment. You can use the results to identify under-performing buildings, set investment priorities, verify efficiency improvements, and receive EPA recognition for superior energy performance. The reporting feature in Portfolio Manager offers a variety of reports and graphics to help you view and share Create a Custom Report 1. Create a report template. 2. Use the template you created to: Generate a custom report. Share your template. Request data from others. performance metrics. This includes standard reports with popular metrics, as well as custom reports

255

Probabilistic versus possibilistic risk assessment models for optimal service level agreements in grid computing  

Science Conference Proceedings (OSTI)

We present a probabilistic and a possibilistic model for assessing the risk of a service level agreement for a computing task in a cluster/grid environment. These models can also be applied to cloud computing. Using the predictive probabilistic approach ... Keywords: Grid and cloud computing, Predictive possibilities, Predictive probabilities, Service level agreement (SLA)

Christer Carlsson; Robert Fullér

2013-03-01T23:59:59.000Z

256

An Intelligent Portfolio Management Approach to Gas Storage Field Deliverability Maintenance and  

E-Print Network (OSTI)

An Intelligent Portfolio Management Approach to Gas Storage Field Deliverability Maintenance. #12;Objective To modify and apply the state-of-the-art intelligent, optimum portfolio management Intelligence Tool can predict Skin with high confidence The Portfolio Management for re-stimulation candidate

Mohaghegh, Shahab

257

Combining a Renewable Portfolio Standard with a Cap-and-Trade Policy: A General Equilibrium Analysis  

E-Print Network (OSTI)

Combining a Renewable Portfolio Standard with a Cap-and-Trade Policy: A General Equilibrium, Technology and Policy Program #12;#12;3 Combining a Renewable Portfolio Standard with a Cap-and-Trade Policy technologies? To investigate this question I focus on how a renewable portfolio standard (RPS) interacts

258

Portfolio Manager Technical Reference: Green Power | ENERGY STAR Buildings  

NLE Websites -- All DOE Office Websites (Extended Search)

Green Power Green Power Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder Technical documentation

259

Portfolio Manager Technical Reference: Source Energy | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Source Energy Source Energy Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder Technical documentation

260

Portfolio Manager Technical Reference: Greenhouse Gas Emissions | ENERGY  

NLE Websites -- All DOE Office Websites (Extended Search)

Greenhouse Gas Emissions Greenhouse Gas Emissions Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


261

Portfolio Manager Technical Reference: Thermal Conversion Factors | ENERGY  

NLE Websites -- All DOE Office Websites (Extended Search)

Thermal Conversion Factors Thermal Conversion Factors Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

262

Portfolio Manager add properties spreadsheet | ENERGY STAR Buildings &  

NLE Websites -- All DOE Office Websites (Extended Search)

add properties spreadsheet add properties spreadsheet Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

263

Portfolio Manager Technical Reference: ENERGY STAR Score | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

ENERGY STAR Score ENERGY STAR Score Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder Technical documentation

264

Portfolio Greenness and the Financial Performance of REITs | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Greenness and the Financial Performance of REITs Greenness and the Financial Performance of REITs Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories

265

Program on Technology Innovation: Cumulative Risk Assessment of Urban Air Toxics: Pilot Modeling Study  

Science Conference Proceedings (OSTI)

Cumulative risk modeling for estimating the burden of exposure to urban air toxics requires consideration of a range of factors influencing population health. These factors include multiple toxic compounds, a variety of pollutant sources, background levels of air pollutants, and non-chemical stressors not historically considered in regulatory risk assessments. To date, quantitative methods to account for all these factors remain sporadic and relatively untested. However, the United States ...

2013-10-29T23:59:59.000Z

266

Technical Basis and Benchmarking of the Crud Deposition Risk Assessment Model (CORAL)  

Science Conference Proceedings (OSTI)

Deposition of boiling water reactor (BWR) system corrosion products (crud) on operating fuel rods has resulted in performance-limiting conditions in a number of plants. To facilitate improved management of any crud-related fuel performance risk, EPRI has developed the Crud DepOsition Risk Assessment ModeL (CORAL). CORAL incorporates a modified version of the Versatile Internals and Component Program for Reactors ...

2012-08-27T23:59:59.000Z

267

Value based analysis of acquisition portfolios  

E-Print Network (OSTI)

Currently, program-funding allocation is based on program performance. Funding cuts commonly lead to a poor reflection on the program management assigned to the given program. If additional factors such as program risk and ...

Burgess, Cheri Nicole Markt

2010-01-01T23:59:59.000Z

268

Modeling of Digital Instrumentation and Control in Nuclear Power Plant Probabilistic Risk Assessments  

Science Conference Proceedings (OSTI)

Probabilistic risk assessment (PRA) typically models hardware components in terms of their failure probability and the effects that any given component failure has on the system it resides in. Digital systems, which include both hardware and software, bring new modeling challenges: determination of the appropriate level of detail to use in the logic models, and estimation of failure rates for software components. Failure probabilities for hardware are typically based on operating experience with componen...

2012-07-30T23:59:59.000Z

269

Energy portfolio simulation considering environmental and public health impacts  

Science Conference Proceedings (OSTI)

Traditional thermal electricity production is associated with undesirable public health and environment consequences. There is growing interest in the production of electricity from renewable sources such as wind, solar, and biomass. Not unlike traditional ... Keywords: energy portfolio, environmental pollution, public health, simulation, system dynamics

Rafael Diaz; Joshua Behr; Mandar Tulpule

2011-04-01T23:59:59.000Z

270

California's Renewable Portfolio Standard Northwest Power and Conservation Council  

E-Print Network (OSTI)

California's Renewable Portfolio Standard Northwest Power and Conservation Council California Power resources are being procured and at what cost? Challenges with renewable integration Challenges with renewable integration Potential "bumps in the road" 2 #12;C lif i ' RPS PCalifornia's RPS Program Current

271

Composition of Electricity Generation Portfolios, Pivotal Dynamics, and Market Prices  

Science Conference Proceedings (OSTI)

We use simulations to study how the diversification of electricity generation portfolios influences wholesale prices. We find that the relationship between technological diversification and market prices is mediated by the supply-to-demand ratio. In ... Keywords: electricity, market power, simulations, technology diversification

Albert Banal-Estaòol; Augusto Rupérez Micola

2009-11-01T23:59:59.000Z

272

Renewables Portfolio Standards: A Factual Introduction to Experience  

E-Print Network (OSTI)

capacity was added to the 21 states with RPS obligations and purchase mandates, from each state's date another state's mandate. In fact, significant renewable installations have occurred in states without RPS portfolio standards (RPS) have ­ since the late 1990s ­ proliferated at the state level in the United States

273

Office of Fossil Energy Hydrogen Turbine Program 2012 Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

b a r r i e r c o a t i n g mi c r o s t r u c t u r e P a g e 2 3 1 Office of Fossil Energy Hydrogen Turbine Program 2012 Portfolio Turbines for Coal Based Systems that Capture...

274

Development of Simplified Probabilistic Risk Assessment Model for Seismic Initiating Event  

Science Conference Proceedings (OSTI)

ABSTRACT This paper discusses a simplified method to evaluate seismic risk using a methodology built on dividing the seismic intensity spectrum into multiple discrete bins. The seismic probabilistic risk assessment model uses Nuclear Regulatory Commission’s (NRC’s) full power Standardized Plant Analysis Risk (SPAR) model as the starting point for development. The seismic PRA models are integrated with their respective internal events at-power SPAR model. This is accomplished by combining the modified system fault trees from the full power SPAR model with seismic event tree logic. The peak ground acceleration is divided into five bins. The g-value for each bin is estimated using the geometric mean of lower and upper values of that particular bin and the associated frequency for each bin is estimated by taking the difference between upper and lower values of that bin. The component’s fragilities are calculated for each bin using the plant data, if available, or generic values of median peak ground acceleration and uncertainty values for the components. For human reliability analysis (HRA), the SPAR HRA (SPAR-H) method is used which requires the analysts to complete relatively straight forward worksheets that include the performance shaping factors (PSFs). The results are then used to estimate human error probabilities (HEPs) of interest. This work is expected to improve the NRC’s ability to include seismic hazards in risk assessments for operational events in support of the reactor oversight program (e.g., significance determination process).

S. Khericha; R. Buell; S. Sancaktar; M. Gonzalez; F. Ferrante

2012-06-01T23:59:59.000Z

275

FIERAsystem: A Fire Risk Assessment Model for Light Industrial Building Fire Safety Evaluation  

E-Print Network (OSTI)

this report. The current report describes the framework for the new model, individual submodels used for calculations, and the information that the model provides to the design engineer or building official. The framework that FIERAsystem uses to conduct a hazard analysis and the process used to perform a risk analysis are also discussed in the report. 2. FRAMEWORK OF FIERAsystemMODEL The FIERAsystem model allows the user to perform a number of fire protection engineering calculations in order to evaluate fire protection systems in industrial buildings. At start-up, FIERAsystem provides several calculation options, which allow the user to: use standard engineering correlations, run individual submodels, conduct a hazard analysis, or conduct a risk analysis

N. Kashef; A. Torvi; G. Reid; Noureddine Benichou; Ahmed Kashef; David Torvi; George Hadjisophocleous; Irene Reid

2002-01-01T23:59:59.000Z

276

Refinement of weed risk assessments for biofuels using Camelina sativa as a model species  

E-Print Network (OSTI)

Refinement of weed risk assessments for biofuels using Camelina sativa as a model species Philip B and Environmental Sciences, Montana State University, PO Box 173120, Bozeman, MT 59717-3120, USA Summary 1. Biofuel. However, concerns have been raised on the invasiveness of biofuel feedstocks. Estimating invasion

Peterson, Robert K. D.

277

Integrated modelling of risk and uncertainty underlying the cost and effectiveness of water quality measures  

Science Conference Proceedings (OSTI)

In this paper we present an overview of the most important sources of uncertainty when analysing the least cost way to improve water quality. The estimation of the cost-effectiveness of water quality measures is surrounded by environmental, economic ... Keywords: Cost-effectiveness, Integrated modelling, Risk, Uncertainty, Water quality

Roy Brouwer; Chris De Blois

2008-07-01T23:59:59.000Z

278

Green Credit Scoring System and Its Risk Assessemt Model with Support Vector Machine  

Science Conference Proceedings (OSTI)

Green financial products such as green loans have developed quickly worldwide in the last 5 years. Green credit extended so far is already more than 1 trillion Yuan in China, and huge growth is expected with further development of a low carbon economy. ... Keywords: support vector machine, green credit scoring, SVM risk assessment model, low carbon economy

Qiang Wang; Kin Keung Lai; Dongxiao Niu

2011-04-01T23:59:59.000Z

279

Ubiquitous Computing Acceptance Model: end user concern about security, privacy and risk  

Science Conference Proceedings (OSTI)

This study integrates cognitive and affective attitudes as the primary factors of influence to formulate a Ubiquitous Computing Acceptance Model (UCAM), which is intended to predict whether potential users will accept ubiquitous computing (u-computing). ... Keywords: UCAM, behavioural intention, mobile communications, perceived ease of use, perceived risk, pervasive computing, privacy, security, trust, ubiquitous city, ubiquitous computing acceptance model, ubiquitous u-city, usefulness, user attitudes, user intentions

Dong-Hee Shin

2010-02-01T23:59:59.000Z

280

A security risk analysis model for information systems: Causal relationships of risk factors and vulnerability propagation analysis  

Science Conference Proceedings (OSTI)

With the increasing organizational dependence on information systems, information systems security has become a very critical issue in enterprise risk management. In information systems, security risks are caused by various interrelated internal and ... Keywords: Ant colony optimization, Bayesian networks, Information systems, Security risk, Vulnerability propagation

Nan Feng, Harry Jiannan Wang, Minqiang Li

2014-01-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


281

Discrete Fracture Network Models for Risk Assessment of Carbon Sequestration in Coal  

Science Conference Proceedings (OSTI)

A software package called DFNModeler has been developed to assess the potential risks associated with carbon sequestration in coal. Natural fractures provide the principal conduits for fluid flow in coal-bearing strata, and these fractures present the most tangible risks for the leakage of injected carbon dioxide. The objectives of this study were to develop discrete fracture network (DFN) modeling tools for risk assessment and to use these tools to assess risks in the Black Warrior Basin of Alabama, where coal-bearing strata have high potential for carbon sequestration and enhanced coalbed methane recovery. DFNModeler provides a user-friendly interface for the construction, visualization, and analysis of DFN models. DFNModeler employs an OpenGL graphics engine that enables real-time manipulation of DFN models. Analytical capabilities in DFNModeler include display of structural and hydrologic parameters, compartmentalization analysis, and fluid pathways analysis. DFN models can be exported to third-party software packages for flow modeling. DFN models were constructed to simulate fracturing in coal-bearing strata of the upper Pottsville Formation in the Black Warrior Basin. Outcrops and wireline cores were used to characterize fracture systems, which include joint systems, cleat systems, and fault-related shear fractures. DFN models were constructed to simulate jointing, cleating, faulting, and hydraulic fracturing. Analysis of DFN models indicates that strata-bound jointing compartmentalizes the Pottsville hydrologic system and helps protect shallow aquifers from injection operations at reservoir depth. Analysis of fault zones, however, suggests that faulting can facilitate cross-formational flow. For this reason, faults should be avoided when siting injection wells. DFN-based flow models constructed in TOUGH2 indicate that fracture aperture and connectivity are critical variables affecting the leakage of injected CO{sub 2} from coal. Highly transmissive joints near an injection well have potential to divert a large percentage of an injected CO{sub 2} stream away from a target coal seam. However, the strata-bound nature of Pottsville fracture systems is a natural factor that mitigates the risk of long-range leakage and surface seepage. Flow models indicate that cross-formational flow in strata-bound joint networks is low and is dissipated by about an order of magnitude at each successive bedding contact. These models help confirm that strata-bound joint networks are self-compartmentalizing and that the thick successions of interbedded shale and sandstone separating the Pottsville coal zones are confining units that protect shallow aquifers from injection operations at reservoir depth. DFN models are powerful tools for the simulation and analysis of fracture networks and can play an important role in the assessment of risks associated with carbon sequestration and enhanced coalbed methane recovery. Importantly, the stochastic nature DFN models dictates that they cannot be used to precisely reproduce reservoir conditions in a specific field area. Rather, these models are most useful for simulating the fundamental geometric and statistical properties of fracture networks. Because the specifics of fracture architecture in a given area can be uncertain, multiple realizations of DFN models and DFN-based flow models can help define variability that may be encountered during field operations. Using this type of approach, modelers can inform the risk assessment process by characterizing the types and variability of fracture architecture that may exist in geologic carbon sinks containing natural fractures.

Jack Pashin; Guohai Jin; Chunmiao Zheng; Song Chen; Marcella McIntyre

2008-07-01T23:59:59.000Z

282

Weighing the Costs and Benefits of State Renewables Portfolio Standards in the United States: A Comparative Analysis of State-Level Policy Impact Projections  

Science Conference Proceedings (OSTI)

State renewables portfolio standards (RPS) have emerged as one of the most important policy drivers of renewable energy capacity expansion in the U.S. As RPS policies have been proposed or adopted in an increasing number of states, a growing number of studies have attempted to quantify the potential impacts of these policies, focusing primarily on cost impacts, but sometimes also estimating macroeconomic, risk reduction, and environmental effects. This article synthesizes and analyzes the results and methodologies of 31 distinct state or utility-level RPS cost-impact analyses completed since 1998. Together, these studies model proposed or adopted RPS policies in 20 different states. We highlight the key findings of these studies on the projected costs of state RPS policies, examine the sensitivity of projected costs to model assumptions, evaluate the reasonableness of key input assumptions, and suggest possible areas of improvement for future RPS analyses. We conclude that while there is considerable uncertainty in the study results, the majority of the studies project modest cost impacts. Seventy percent of the state RPS cost studies project retail electricity rate increases of no greater than one percent. Nonetheless, there is considerable room for improving the analytic methods, and therefore accuracy, of these estimates.

Chen, Cliff; Wiser, Ryan; Mills, Andrew; Bolinger, Mark

2008-01-07T23:59:59.000Z

283

Multi-Pathway Human Health and Ecological Risk Assessment for a Model Coal-Fired Power Plant  

Science Conference Proceedings (OSTI)

This report describes a multimedia human health and ecosystem risk study of a model coal-fired power plant in a model setting, using data on an actual power plant transposed to a lakeside setting in the same state.

2011-10-01T23:59:59.000Z

284

ENERGY STAR Portfolio Manager Data Trends: Energy Use In Hotels  

NLE Websites -- All DOE Office Websites (Extended Search)

Hotels Hotels The U.S. Environmental Protection Agency's (EPA) ENERGY STAR Portfolio Manager is changing the way organizations track and manage energy. Because of this widespread market adoption, EPA has prepared the DataTrends series to examine benchmarking and trends in energy and water consumption in Portfolio Manager. To learn more, visit www.energystar.gov/DataTrends. Energy use intensity (EUI) ranges from less than 100 to more than 800 kBtu/ft 2 across all hotel buildings, with those at the 95th percentile using almost 4 times the energy of those at the 5th percentile. The distribution has a negative skew, which means the most energy intensive buildings are much further away from

285

Retrospective on the Seniors' Council Tier 1 LDRD portfolio.  

DOE Green Energy (OSTI)

This report describes the Tier 1 LDRD portfolio, administered by the Seniors Council between 2003 and 2011. 73 projects were sponsored over the 9 years of the portfolio at a cost of $10.5 million which includes $1.9M of a special effort in directed innovation targeted at climate change and cyber security. Two of these Tier 1 efforts were the seeds for the Grand Challenge LDRDs in Quantum Computing and Next Generation Photovoltaic conversion. A few LDRDs were terminated early when it appeared clear that the research was not going to succeed. A great many more were successful and led to full Tier 2 LDRDs or direct customer sponsorship. Over a dozen patents are in various stages of prosecution from this work, and one project is being submitted for an R and D 100 award.

Ballard, William Parker

2012-04-01T23:59:59.000Z

286

Evaluating a Proposed 20% National Renewable Portfolio Standard  

NLE Websites -- All DOE Office Websites (Extended Search)

161 161 February 2009 Evaluating a Proposed 20% National Renewable Portfolio Standard Jeffrey Logan, Patrick Sullivan, Walter Short, Lori Bird, Ted L. James, and Monisha R. Shah National Renewable Energy Laboratory 1617 Cole Boulevard, Golden, Colorado 80401-3393 303-275-3000 * www.nrel.gov NREL is a national laboratory of the U.S. Department of Energy Office of Energy Efficiency and Renewable Energy Operated by the Alliance for Sustainable Energy, LLC Contract No. DE-AC36-08-GO28308 Technical Report NREL/TP-6A2-45161 February 2009 Evaluating a Proposed 20% National Renewable Portfolio Standard Jeffrey Logan, Patrick Sullivan, Walter Short, Lori Bird, Ted L. James, and Monisha R. Shah Prepared under Task No. SAO7.9C50 NOTICE This report was prepared as an account of work sponsored by an agency of the United States government.

287

A Global Portfolio Strategy for Climate Change Technology Development  

NLE Websites -- All DOE Office Websites (Extended Search)

A Global Portfolio Strategy for Climate Change Technology Development A Global Portfolio Strategy for Climate Change Technology Development Speaker(s): Geoffrey J. Blanford Date: July 21, 2005 - 12:00pm Location: Bldg. 90 Seminar Host/Point of Contact: Afzal Siddiqui John Stoops In this study we propose a novel formulation of a decision problem in R&D strategy. The problem is motivated by and applied to the context of technologies relevant to global climate change, but is characterized in general by an aggregate R&D decision-maker with a social welfare objective, technology diffusion markets subject to externalities in which private costs are minimized, and uncertainty in both technological and environmental factors. A technology strategy is defined as the allocation of R&D investment across several broad research programs, and the

288

Modeling the near-term risk of climate uncertainty : interdependencies among the U.S. states.  

Science Conference Proceedings (OSTI)

Decisions made to address climate change must start with an understanding of the risk of an uncertain future to human systems, which in turn means understanding both the consequence as well as the probability of a climate induced impact occurring. In other words, addressing climate change is an exercise in risk-informed policy making, which implies that there is no single correct answer or even a way to be certain about a single answer; the uncertainty in future climate conditions will always be present and must be taken as a working-condition for decision making. In order to better understand the implications of uncertainty on risk and to provide a near-term rationale for policy interventions, this study estimates the impacts from responses to climate change on U.S. state- and national-level economic activity by employing a risk-assessment methodology for evaluating uncertain future climatic conditions. Using the results from the Intergovernmental Panel on Climate Change's (IPCC) Fourth Assessment Report (AR4) as a proxy for climate uncertainty, changes in hydrology over the next 40 years were mapped and then modeled to determine the physical consequences on economic activity and to perform a detailed 70-industry analysis of the economic impacts among the interacting lower-48 states. The analysis determines industry-level effects, employment impacts at the state level, interstate population migration, consequences to personal income, and ramifications for the U.S. trade balance. The conclusions show that the average risk of damage to the U.S. economy from climate change is on the order of $1 trillion over the next 40 years, with losses in employment equivalent to nearly 7 million full-time jobs. Further analysis shows that an increase in uncertainty raises this risk. This paper will present the methodology behind the approach, a summary of the underlying models, as well as the path forward for improving the approach.

Lowry, Thomas Stephen; Tidwell, Vincent Carroll; Backus, George A.; Warren, Drake E.

2010-12-01T23:59:59.000Z

289

Evaluating Covariance Matrix Forecasts in a Value-at-Risk Framework  

E-Print Network (OSTI)

: Covariance matrix forecasts of financial asset returns are an important component of current practice in financial risk management. A wide variety of models are available for generating such forecasts. In this paper, we evaluate the relative performance of different covariance matrix forecasts using standard statistical loss functions and a value-at-risk (VaR) framework. Using a foreign exchange portfolio, we find covariance matrix forecasts generated from option prices perform best under statistical loss functions, such as mean-squared error. Within a VaR framework, the relative performance of covariance matrix forecasts depends greatly on the VaR models' distributional assumptions. Of the forecasts examined, simple specifications, such as exponentially-weighted moving averages of past observations, perform best with regard to the magnitude of VaR exceptions and regulatory capital requirements. Our results provide empirical support for the commonly-used VaR models based on simple c...

Jose A. Lopez; Christian A. Walter

2001-01-01T23:59:59.000Z

290

Supporting Solar Power in Renewables Portfolio Standards: Experience from  

NLE Websites -- All DOE Office Websites (Extended Search)

Supporting Solar Power in Renewables Portfolio Standards: Experience from Supporting Solar Power in Renewables Portfolio Standards: Experience from the United States Title Supporting Solar Power in Renewables Portfolio Standards: Experience from the United States Publication Type Report Refereed Designation Unknown Year of Publication 2010 Authors Wiser, Ryan H., Galen L. Barbose, and Edward Holt Pagination 49 Date Published 10/2010 Publisher LBNL City Berkeley Keywords electricity markets and policy group, energy analysis and environmental impacts department, photovoltaics, renewable energy, renewable energy policies Abstract Among the available options for encouraging the increased deployment of renewable electricity, renewables portfolio standards (RPS) have become increasingly popular. The RPS is a relatively new policy mechanism, however, and experience with its use is only beginning to emerge. One key concern that has been voiced is whether RPS policies will offer adequate support to a wide range of renewable energy technologies and applications or whether, alternatively, RPS programs will favor a small number of the currently least-cost forms of renewable energy. This report documents the design of and early experience with state-level RPS programs in the United States that have been specifically tailored to encourage a wider diversity of renewable energy technologies, and solar energy in particular. As shown here, state-level RPS programs specifically designed to support solar have already proven to be an important, albeit somewhat modest, driver for solar energy deployment, and those impacts are projected to continue to build in the coming years. State experience in supporting solar energy with RPS programs is mixed, however, and full compliance with existing requirements has not been achieved. The comparative experiences described herein highlight the opportunities and challenges of applying an RPS to specifically support solar energy, as well as the importance of policy design details to ensuring that program goals are achieved.

291

Analysis of a 10-Percent Renewable Portfolio Standard, Supplement to  

Reports and Publications (EIA)

On June 10, 2003, Senator Pete Domenici, Chairman of the Senate Committee on Energyand Natural Resources, requested additional analysis of a Renewable Portfolio Standard(RPS), expected to be proposed as an amendment to energy legislation currently pendingbefore the U.S. Senate.1 This request asked the Energy Information Administration(EIA) to provide additional results from two previously released EIA analyses2 of theproposed legislation, and to conduct further analyses with modified assumptions.

Alan Beamon

2003-06-30T23:59:59.000Z

292

Asymmetric information in fads models in Lâevy markets.  

E-Print Network (OSTI)

??Fads models for stocks under asymmetric information in a purely continuous(GBM) market were first studied by P. Guasoni (2006), where optimal portfolios and maximum expected… (more)

Buckley, Winston S.

2009-01-01T23:59:59.000Z

293

Systemic Risk and the Mathematics of Falling Dominoes Reimer Kuhn  

E-Print Network (OSTI)

Dominoes · processes need support to keep running (energy, human re- sources, material, information, input Crisis Blackouts in Power Grids 3/23 #12;Fundamental Problem of Risk Analysis · Estimation of risk ­ Market: potential negative fluctuation of portfolio-value (stock-prices, exchange rates, interest rates

Kühn, Reimer

294

Risk Based Maintenance Optimization using Probabilistic Maintenance Quantification Models of Circuit Breaker  

E-Print Network (OSTI)

New maintenance techniques for circuit breakers are studied in this dissertation by proposing a probabilistic maintenance model and a new methodology to assess circuit breaker condition utilizing its control circuit data. A risk-based decision approach is proposed at system level making use of the proposed new methodology, for optimizing the maintenance schedules and allocation of resources. This dissertation is focused on developing optimal maintenance strategies for circuit breakers, both at component and system level. A probabilistic maintenance model is proposed using similar approach recently introduced for power transformers. Probabilistic models give better insight into the interplay among monitoring techniques, failure modes and maintenance techniques of the component. The model is based on the concept of representing the component life time by several deterioration stages. Inspection and maintenance is introduced at each stage and model parameters are defined. A sensitivity analysis is carried to understand the importance of model parameters in obtaining optimal maintenance strategies. The analysis covers the effect of inspection rate calculated for each stage and its impact on failure probability, inspection cost, maintenance cost and failure cost. This maintenance model is best suited for long-term maintenance planning. All simulations are carried in MATLAB and how the analysis results may be used to achieve optimal maintenance schedules is discussed. A new methodology is proposed to convert data from the control circuit of a breaker into condition of the breaker by defining several performance indices for breaker assemblies. Control circuit signal timings are extracted and a probability distribution is fitted to each timing parameter. Performance indices for various assemblies such as, trip coil, close coil, auxiliary contacts etc. are defined based on the probability distributions. These indices are updated using Bayesian approach as the new data arrives. This process can be made practical by approximating the Bayesian approach calculating the indices on-line. The quantification of maintenance is achieved by computing the indices after a maintenance action and comparing with those of previously estimated ones. A risk-based decision approach to maintenance planning is proposed based on the new methodology developed for maintenance quantification. A list of events is identified for the test system under consideration, and event probability, event consequence, and hence the risk associated with each event is computed. Optimal maintenance decisions are taken based on the computed risk levels for each event. Two case studies are presented to evaluate the performance of the proposed new methodology for maintenance quantification. The risk-based decision approach is tested on IEEE Reliability Test System. All simulations are carried in MATLAB and the discussions of results are provided.

Natti, Satish

2008-12-01T23:59:59.000Z

295

Recasting risk analysis methods in terms of object-oriented modeling techniques  

SciTech Connect

For more than two decades, risk analysts have relied on powerful logic-based models to perform their analyses. However, the applicability of these models has been limited because they can be complex and expensive to develop. Analysts must frequently start from scratch when analyzing a new (but similar) system because the understanding of how the system works exists only in the mind of the analyst and is only incompletely instantiated in the actual logic model. This paper introduces the notion of using explicit object-oriented system models, such as those embodied in computer-aided software engineering (CASE) tools, to document the analyst`s understanding of the system and appropriately capture how the system works. It also shows that from these models, standard assessment products, such as fault trees and event trees, can be automatically derived.

Wyss, G.D.; Craft, R.L.; Vandewart, R.L.; Funkhouser, D.R.

1998-08-01T23:59:59.000Z

296

Identifying at-risk employees: A behavioral model for predicting potential insider threats  

SciTech Connect

A psychosocial model was developed to assess an employee’s behavior associated with an increased risk of insider abuse. The model is based on case studies and research literature on factors/correlates associated with precursor behavioral manifestations of individuals committing insider crimes. In many of these crimes, managers and other coworkers observed that the offenders had exhibited signs of stress, disgruntlement, or other issues, but no alarms were raised. Barriers to using such psychosocial indicators include the inability to recognize the signs and the failure to record the behaviors so that they could be assessed by a person experienced in psychosocial evaluations. We have developed a model using a Bayesian belief network with the help of human resources staff, experienced in evaluating behaviors in staff. We conducted an experiment to assess its agreement with human resources and management professionals, with positive results. If implemented in an operational setting, the model would be part of a set of management tools for employee assessment that can raise an alarm about employees who pose higher insider threat risks. In separate work, we combine this psychosocial model’s assessment with computer workstation behavior to raise the efficacy of recognizing an insider crime in the making.

Greitzer, Frank L.; Kangas, Lars J.; Noonan, Christine F.; Dalton, Angela C.

2010-09-01T23:59:59.000Z

297

Multi-State Physics Models of Aging Passive Components in Probabilistic Risk Assessment  

SciTech Connect

Multi-state Markov modeling has proved to be a promising approach to estimating the reliability of passive components - particularly metallic pipe components - in the context of probabilistic risk assessment (PRA). These models consider the progressive degradation of a component through a series of observable discrete states, such as detectable flaw, leak and rupture. Service data then generally provides the basis for estimating the state transition rates. Research in materials science is producing a growing understanding of the physical phenomena that govern the aging degradation of passive pipe components. As a result, there is an emerging opportunity to incorporate these insights into PRA. This paper describes research conducted under the Risk-Informed Safety Margin Characterization Pathway of the Department of Energy’s Light Water Reactor Sustainability Program. A state transition model is described that addresses aging behavior associated with stress corrosion cracking in ASME Class 1 dissimilar metal welds – a component type relevant to LOCA analysis. The state transition rate estimates are based on physics models of weld degradation rather than service data. The resultant model is found to be non-Markov in that the transition rates are time-inhomogeneous and stochastic. Numerical solutions to the model provide insight into the effect of aging on component reliability.

Unwin, Stephen D.; Lowry, Peter P.; Layton, Robert F.; Heasler, Patrick G.; Toloczko, Mychailo B.

2011-03-13T23:59:59.000Z

298

How to Share Data with Other Portfolio Manager® Users  

NLE Websites -- All DOE Office Websites (Extended Search)

"How To" Series How to Share Data with Other Portfolio Manager ® Users EPA's ENERGY STAR Portfolio Manager tool helps you measure and track energy use, water use, and greenhouse gas emissions of your buildings, all in a secure online environment. You can use the results to identify under-performing buildings, set investment priorities, verify efficiency improvements, and receive EPA recognition for superior energy performance. Sharing your properties and data is fast and easy with Portfolio Manager. There are many reasons why you may want to share access to your property, such as providing information to colleagues or other partners who are helping you to improve the performance of your portfolio . Follow

299

List of Portfolio Manager property types | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

Portfolio Manager property types Portfolio Manager property types Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

300

How to respond to data requests in Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

to respond to data requests in Portfolio Manager to respond to data requests in Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories

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301

How to share data with other users in Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

share data with other users in Portfolio Manager share data with other users in Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories

302

How to get data into Portfolio Manager | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

get data into Portfolio Manager get data into Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

303

Impact Of Renewable Energy Portfolio Standardson The Costof Solar And Wind Energyin Pjm.  

E-Print Network (OSTI)

??ABSTRACTRenewable portfolio standards (RPS) in PJM states place annual targets for generation from renewable sources of energy. These targets have impacts on the development of… (more)

Idrisu, Babatunde

2012-01-01T23:59:59.000Z

304

Energy Market Impacts of a Clean Energy Portfolio - Follow-up  

Reports and Publications (EIA)

This analysis responds to a request from Senator Coleman that the Energy Information Administration (EIA) analyze a proposed clean energy portfolio standard (CEPS).

John J. Conti

2007-02-01T23:59:59.000Z

305

For the best experience, open this PDF portfolio in Acrobat X ...  

Science Conference Proceedings (OSTI)

Page 1. For the best experience, open this PDF portfolio in Acrobat X or Adobe Reader X, or later. Get Adobe Reader Now!

2012-11-20T23:59:59.000Z

306

Prototype Near-Field/GIS Model for Sequestered-CO2 Risk Characterization and Management  

DOE Green Energy (OSTI)

Detecting unmapped abandoned wells thus remains a major carbon sequestration (CS) technology gap. Many (>10{sup 5}) abandoned wells are thought to lie in potential sequestration sites. For such wells, risk analysis to date has focused on aggregate long-term future impacts of seepage at rates < or << {approx}1 g m{sup 2} d{sup -1} on storage goals as sequestered plumes encroach upon wells with assumed distributions of seal ineffectiveness (Oldenburg and Unger, 2003; Saripali et al. 2003; Celia, 2005). However, unmapped abandoned wells include an unknown number without any effective seal at all, venting through which may dominate CO{sub 2}-loss scenarios. A model of such a well is Crystal Geyser (CG), a prospective oil well abandoned in the 1930s with no barrier installed after it encountered a natural CO{sub 2} reservoir rather than oil (Baer and Rigby, 1978; Rinehart, 1980). CG demonstrates how an unimpeded conduit to the surface now regularly vents from 10{sup 3} to >10{sup 4} kg of CO{sub 2} gas to the terrestrial surface (Figure 1). Unique field data recently gathered from Crystal Geyser (CG) in Utah (Gouveia et al. 2005) confirm that, although resulting surface CO{sub 2} concentrations resulting from CG-like eruptions would likely be safe in general, they could accumulate to pose lethal hazards under relatively rare meteorological and topographic (MT) conditions. This source of foreseeable risk needs to be managed if carbon sequestration is to be publicly accepted. To address this concern, we used CG field data to estimate the source term for a prototype model that identifies zones at relatively highly elevated risk for sequestered-CO{sub 2} casualties. Such a model could be applied both to design and comply with future regulatory requirements to survey high-risk zones in each proposed sequestration site for improperly sealed wells.

Bogen, K T; Homann, S G; Gouveia, F J; Neher, L A

2006-02-10T23:59:59.000Z

307

Estimating Loss-of-Coolant Accident Frequencies for the Standardized Plant Analysis Risk Models  

Science Conference Proceedings (OSTI)

The U.S. Nuclear Regulatory Commission maintains a set of risk models covering the U.S. commercial nuclear power plants. These standardized plant analysis risk (SPAR) models include several loss-of-coolant accident (LOCA) initiating events such as small (SLOCA), medium (MLOCA), and large (LLOCA). All of these events involve a loss of coolant inventory from the reactor coolant system. In order to maintain a level of consistency across these models, initiating event frequencies generally are based on plant-type average performance, where the plant types are boiling water reactors and pressurized water reactors. For certain risk analyses, these plant-type initiating event frequencies may be replaced by plant-specific estimates. Frequencies for SPAR LOCA initiating events previously were based on results presented in NUREG/CR-5750, but the newest models use results documented in NUREG/CR-6928. The estimates in NUREG/CR-6928 are based on historical data from the initiating events database for pressurized water reactor SLOCA or an interpretation of results presented in the draft version of NUREG-1829. The information in NUREG-1829 can be used several ways, resulting in different estimates for the various LOCA frequencies. Various ways NUREG-1829 information can be used to estimate LOCA frequencies were investigated and this paper presents two methods for the SPAR model standard inputs, which differ from the method used in NUREG/CR-6928. In addition, results obtained from NUREG-1829 are compared with actual operating experience as contained in the initiating events database.

S. A. Eide; D. M. Rasmuson; C. L. Atwood

2008-09-01T23:59:59.000Z

308

Summary of Recommendations: Legislative and Regulatory Actions to Consider for Ensuring the Long-Term Effectiveness of the Nevada Renewable Portfolio Standard  

E-Print Network (OSTI)

30, 2005 Volume III: Renewable Portfolio Standard ReportEffectiveness of the Nevada Renewable Portfolio StandardMechanism (ACM) and Target ACM Funds Toward Renewable Energy

Porter, Kevin; Grace, Robert; Wiser, Ryan

2004-01-01T23:59:59.000Z

309

High performance risk aggregation: addressing the data processing challenge the hadoop mapreduce way  

Science Conference Proceedings (OSTI)

Monte Carlo simulations employed for the analysis of portfolios of catastrophic risk process large volumes of data. Often times these simulations are not performed in real-time scenarios as they are slow and consume large data. Such simulations can benefit ... Keywords: data processing, hadoop mapreduce, high-performance analytics, risk aggregation, risk analysis

Zhimin Yao; Blesson Varghese; Andrew Rau-Chaplin

2013-06-01T23:59:59.000Z

310

Percentage of Positive Biopsy Cores: A Better Risk Stratification Model for Prostate Cancer?  

Science Conference Proceedings (OSTI)

Purpose: To assess the prognostic value of the percentage of positive biopsy cores (PPC) and perineural invasion in predicting the clinical outcomes after radiotherapy (RT) for prostate cancer and to explore the possibilities to improve on existing risk-stratification models. Methods and Materials: Between 1993 and 2004, 1,056 patients with clinical Stage T1c-T3N0M0 prostate cancer, who had four or more biopsy cores sampled and complete biopsy core data available, were treated with external beam RT, with or without a high-dose-rate brachytherapy boost at William Beaumont Hospital. The median follow-up was 7.6 years. Multivariate Cox regression analysis was performed with PPC, Gleason score, pretreatment prostate-specific antigen, T stage, PNI, radiation dose, androgen deprivation, age, prostate-specific antigen frequency, and follow-up duration. A new risk stratification (PPC classification) was empirically devised to incorporate PPC and replace the T stage. Results: On multivariate Cox regression analysis, the PPC was an independent predictor of distant metastasis, cause-specific survival, and overall survival (all p 50% was associated with significantly greater distant metastasis (hazard ratio, 4.01; 95% confidence interval, 1.86-8.61), and its independent predictive value remained significant with or without androgen deprivation therapy (all p 50%) with National Comprehensive Cancer Network risk stratification demonstrated added prognostic value of distant metastasis for the intermediate-risk (hazard ratio, 5.44; 95% confidence interval, 1.78-16.6) and high-risk (hazard ratio, 4.39; 95% confidence interval, 1.70-11.3) groups, regardless of the use of androgen deprivation and high-dose RT (all p < .05). The proposed PPC classification appears to provide improved stratification of the clinical outcomes relative to the National Comprehensive Cancer Network classification. Conclusions: The PPC is an independent and powerful predictor of clinical outcomes of prostate cancer after RT. A risk model replacing T stage with the PPC to reduce subjectivity demonstrated potentially improved stratification.

Huang Jiayi; Vicini, Frank A. [Department of Radiation Oncology, William Beaumont Hospital, Royal Oak, MI (United States); Williams, Scott G. [Peter Maccallum Cancer Centre and University of Melbourne, Melbourne, Victoria (Australia); Ye Hong; McGrath, Samuel; Ghilezan, Mihai; Krauss, Daniel; Martinez, Alvaro A. [Department of Radiation Oncology, William Beaumont Hospital, Royal Oak, MI (United States); Kestin, Larry L., E-mail: lkestin@comcast.net [Department of Radiation Oncology, William Beaumont Hospital, Royal Oak, MI (United States)

2012-07-15T23:59:59.000Z

311

Taking "The Road Not Taken'': On the Benefits of Diversifying Your Academic Portfolio  

E-Print Network (OSTI)

It is common practice among young astrophysicists these days to invest research time conservatively in mainstream ideas that have already been explored extensively in the literature. This tendency is driven by peer pressure and job market prospects, and is occasionally encouraged by senior researchers. Although the same phenomenon existed in past decades, it is alarmingly more prevalent today because a growing fraction of observational and theoretical projects are pursued in large groups with rigid research agendas. In addition, the emergence of a ``standard model'' in cosmology (albeit with unknown dark components) offers secure ``bonds'' for a safe investment of research time. In this short essay, which summarizes a banquet lecture at a recent conference, I give examples for both safe and risky topics in astrophysics (which I split into categories of ``bonds,'' ``stocks,'' and ``venture capital''), and argue that young researchers should always allocate a small fraction of their academic portfolio to innova...

Loeb, Abraham

2010-01-01T23:59:59.000Z

312

Evaluating Renewable Portfolio Standards and Carbon Cap Scenarios in the U.S. Electric Sector  

SciTech Connect

This report examines the impact of various renewable portfolio standards (RPS) and cap-and-trade policy options on the U.S. electricity sector, focusing mainly on renewable energy generation. The analysis uses the National Renewable Energy Laboratory's Regional Energy Deployment System (ReEDS) model that simulates the least-cost expansion of electricity generation capacity and transmission in the United States to examine the impact of an emissions cap--similar to that proposed in the Waxman-Markey bill (H.R. 2454)--as well as lower and higher cap scenarios. It also examines the effects of combining various RPS targets with the emissions caps. The generation mix, carbon emissions, and electricity price are examined for various policy combinations to simulate the effect of implementing policies simultaneously.

Bird, L.; Chapman, C.; Logan, J.; Sumner, J.; Short, W.

2010-05-01T23:59:59.000Z

313

Analysis of a 10-percent Renewable Portfolio Standard  

Reports and Publications (EIA)

On May 8, 2003, Senator Jeff Bingaman, the Ranking Minority Member of the SenateCommittee on Energy and Natural Resources, requested an analysis of a nationwideRenewable Portfolio Standard (RPS) program proposed to be amended to energylegislation currently pending before the U.S. Senate1. With his request Sen. Bingamanprovided specific information on the program to be analyzed. This analysis was preparedin response to his request and projects the impact of the proposed program on energysupply, demand, prices, and emissions. The analysis is based on the Annual EnergyOutlook 2003 (AEO2003) projections of energy supply, demand, and prices through2025, as updated in May 2003.

Alan Beamon

2003-05-01T23:59:59.000Z

314

Analysis of a 10-Percent Renewable Portfolio Standard, Addendum  

Reports and Publications (EIA)

On May 8, 2003, Senator Jeff Bingaman, the Ranking Minority Member of the SenateCommittee on Energy and Natural Resources, requested an analysis of a nationwideRenewable Portfolio Standard (RPS) program proposed to be amended to energylegislation currently pending before the U.S. Senate1. With his request Sen. Bingamanprovided specific information on the program to be analyzed. This analysis was preparedin response to his request and projects the impact of the proposed program on energysupply, demand, prices, and emissions. The analysis is based on the Annual EnergyOutlook 2003 (AEO2003) projections of energy supply, demand, and prices through2025, as updated in May 2003.

Alan Beamon

2003-06-01T23:59:59.000Z

315

Modelling steam explosions for the Savannah River Site reactor probabilistic risk assessment. Revision 1  

Science Conference Proceedings (OSTI)

As part of the probabilistic risk assessment (PRA) for the Savannah River Site (SRS) reactors, a theoretical model has been used to evaluate the magnitude of steam explosions that could occur during postulated severe accidents at the plant. The model predicts pressure, steam generation and mechanical work during the explosion phase of the interaction. The model is applied to two hypothetical events illustrating typical small-scale and large-scale explosions found in the PRA. These two examples show that yield predictions may range from megajoules to gigajoules for kinetic energy, 10 to 1000 kg for steam generated, and 10 to 1000 atm for peak explosion-zone pressures. A brief study is made to characterize the sensitivity of kinetic energy yield to initial fuel mass and fuel temperature. Explosion kinetic energy increases linearly in proportion to fuel mass, but displays a non-linear dependence on fuel temperature over parameter values of interest.

Vonderfecht, B.E. [Westinghouse Savannah River Co., Aiken, SC (United States); Smith, D.C. [Science Applications International Corp., Albuquerque, NM (United States)

1992-12-31T23:59:59.000Z

316

Modelling steam explosions for the Savannah River Site reactor probabilistic risk assessment  

Science Conference Proceedings (OSTI)

As part of the probabilistic risk assessment (PRA) for the Savannah River Site (SRS) reactors, a theoretical model has been used to evaluate the magnitude of steam explosions that could occur during postulated severe accidents at the plant. The model predicts pressure, steam generation and mechanical work during the explosion phase of the interaction. The model is applied to two hypothetical events illustrating typical small-scale and large-scale explosions found in the PRA. These two examples show that yield predictions may range from megajoules to gigajoules for kinetic energy, 10 to 1000 kg for steam generated, and 10 to 1000 atm for peak explosion-zone pressures. A brief study is made to characterize the sensitivity of kinetic energy yield to initial fuel mass and fuel temperature. Explosion kinetic energy increases linearly in proportion to fuel mass, but displays a non-linear dependence on fuel temperature over parameter values of interest.

Vonderfecht, B.E. (Westinghouse Savannah River Co., Aiken, SC (United States)); Smith, D.C. (Science Applications International Corp., Albuquerque, NM (United States))

1992-01-01T23:59:59.000Z

317

Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection  

Science Conference Proceedings (OSTI)

In this paper we discuss multiperiod portfolio selection problems related to a specific provisioning problem. Our results are an extension of Dhaene et al. (2005) [14], where optimal constant mix investment strategies are obtained in a provisioning and ... Keywords: Comonotonicity, Constant mix strategies, Portfolio selection, Provisioning

Koen Van Weert; Jan Dhaene; Marc Goovaerts

2011-03-01T23:59:59.000Z

318

McMaster Learning Portfolio Terms of Use July 31, 2013  

E-Print Network (OSTI)

McMaster Learning Portfolio Terms of Use July 31, 2013 Thank you for visiting the Learning Portfolio website (the "Website") of McMaster University ("McMaster"). McMaster has established these Terms of Use ("Terms") to ensure that the Website is useful, safe for everyone and provides a valuable resource

Hitchcock, Adam P.

319

STOCHASTIC MODELS OF SPACE RADIATION DNA DAMAGE RESPONSES AND CANCER RISKS  

NLE Websites -- All DOE Office Websites (Extended Search)

STOCHASTIC MODELS OF SPACE RADIATION DNA DAMAGE STOCHASTIC MODELS OF SPACE RADIATION DNA DAMAGE RESPONSES AND CANCER RISKS Francis A. Cucinotta 1 , Janice M. Pluth 2 , Artem Ponomarev 3 , Shaowen Hu 3 , Jennifer Anderson 4 , Jane Harper 4 , and Peter O'Neill 4 1 NASA Lyndon B. Johnson Space Center, Houston TX, USA; 2 Lawrence Berkeley National Laboratory, Berkeley CA, USA; 3 U.S.R.A., Division of Life Sciences, Houston TX, USA; 4 MRC Radiation and Genome Stability Unit, Harwell, Didcot, UK Abstract: On space missions astronauts are exposed to a steady flux of galactic cosmic rays (GCR) consisting of high-energy protons and heavy ions. In the next decades long- term missions of up to 200 days to the Earth's moon and 1100 days to Mars are planed by NASA where cumulative doses will not be low (>100 mSv) albeit dose-

320

Utility investment in on-site solar: risk and return analysis for capitalization and financing  

DOE Green Energy (OSTI)

A set of financial strategies designed to accelerate the penetration of on-site solar heating and cooling systems are studied. The approach of portfolio theory or the capital asset pricing model (CAPM) is used. The major features of the CAPM is summarized including a survey of those applications which are most relevant to the analysis. These include utility return on equity calculations and project evaluation techniques. How to apply empirical results is discussed based on CAPM methods. In particular, applications to the capitalization variant of the utility investment strategy and the financing variant are distinguished. Subsidization rationales are also discussed. Empirical results to date are summarized, including estimation problems for the various risk measures. The general problem of financial risk assessment for energy technologies is reviewed. (MHR)

Kahn, E.; Schutz, S.

1978-09-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


321

Use web services to exchange data with Portfolio Manager | ENERGY STAR  

NLE Websites -- All DOE Office Websites (Extended Search)

Service and product providers Service and product providers » Use web services to exchange data with Portfolio Manager Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section How can ENERGY STAR help your business? Get started Help your clients improve energy performance with ENERGY STAR Earn recognition for your company Use web services to exchange data with Portfolio Manager

322

Microsoft Word - FY13_Technology_Innovation_Portfolio_CX.docx  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Innovation - ST-3 Innovation - ST-3 Matt DeLong Contract Specialist for Technology Innovation Projects - NSSP-4 Proposed Action: FY 2013 Technology Innovation Portfolio Categorical Exclusion Applied (from Subpart D, 10 C.F.R. Part 1021): B5.1 Actions to conserve energy or water; B3.6 Small-scale research and development, laboratory operations, and pilot projects Location: Portland, Oregon Proposed by: Bonneville Power Administration (BPA) Description of the Proposed Action: BPA proposes to fund or partially fund various federal research laboratories, universities, utilities, companies, and research institutes to conduct research and develop pilot projects that promote energy efficiency and conservation in transmission infrastructure and power grid operations through BPA's Fiscal Year 2013

323

Risk-Informed Monitoring, Verification and Accounting (RI-MVA). An NRAP White Paper Documenting Methods and a Demonstration Model for Risk-Informed MVA System Design and Operations in Geologic Carbon Sequestration  

Science Conference Proceedings (OSTI)

This white paper accompanies a demonstration model that implements methods for the risk-informed design of monitoring, verification and accounting (RI-MVA) systems in geologic carbon sequestration projects. The intent is that this model will ultimately be integrated with, or interfaced with, the National Risk Assessment Partnership (NRAP) integrated assessment model (IAM). The RI-MVA methods described here apply optimization techniques in the analytical environment of NRAP risk profiles to allow systematic identification and comparison of the risk and cost attributes of MVA design options.

Unwin, Stephen D.; Sadovsky, Artyom; Sullivan, E. C.; Anderson, Richard M.

2011-09-30T23:59:59.000Z

324

DEGRADATION SUSCEPTIBILITY METRICS AS THE BASES FOR BAYESIAN RELIABILITY MODELS OF AGING PASSIVE COMPONENTS AND LONG-TERM REACTOR RISK  

Science Conference Proceedings (OSTI)

Conventional probabilistic risk assessments (PRAs) are not well-suited to addressing long-term reactor operations. Since passive structures, systems and components are among those for which refurbishment or replacement can be least practical, they might be expected to contribute increasingly to risk in an aging plant. Yet, passives receive limited treatment in PRAs. Furthermore, PRAs produce only snapshots of risk based on the assumption of time-independent component failure rates. This assumption is unlikely to be valid in aging systems. The treatment of aging passive components in PRA does present challenges. First, service data required to quantify component reliability models are sparse, and this problem is exacerbated by the greater data demands of age-dependent reliability models. A compounding factor is that there can be numerous potential degradation mechanisms associated with the materials, design, and operating environment of a given component. This deepens the data problem since the risk-informed management of materials degradation and component aging will demand an understanding of the long-term risk significance of individual degradation mechanisms. In this paper we describe a Bayesian methodology that integrates the metrics of materials degradation susceptibility being developed under the Nuclear Regulatory Commission's Proactive Management of Materials of Degradation Program with available plant service data to estimate age-dependent passive component reliabilities. Integration of these models into conventional PRA will provide a basis for materials degradation management informed by the predicted long-term operational risk.

Unwin, Stephen D.; Lowry, Peter P.; Toyooka, Michael Y.; Ford, Benjamin E.

2011-07-17T23:59:59.000Z

325

Dynamic Asset Allocation and Downside-Risk Aversion  

E-Print Network (OSTI)

This paper considers dynamic asset allocation in a mean versus downside-risk framework. We derive closed-form solutions for the optimal portfolio weights when returns are lognormally distributed. Moreover, we study the impact of skewed and fat-tailed return distributions. We nd that the optimal fraction invested in stocks is V-shaped: at low and high levels of wealth the investor increases the stock weight. The optimal strategy also exhibits reverse time-eects: the investor allocates more to stocks as the horizon approaches. Furthermore, the investment strategy becomes more risky for negatively skewed and fat-tailed return distributions. Keywords: optimal asset allocation, downside-risk. JEL Classications Codes: G12 Dynamic Asset Allocation and Downside-Risk Aversion 1 1 Introduction A growing number of practitioners are using downside-risk measures in various portfolio management applications. Due to the concern of regulating authorities and the need for establishing risk manag...

Arjan Berkelaar; Roy Kouwenberg

2000-01-01T23:59:59.000Z

326

A historical application of social amplification of risk model: Economic impacts of risk events at nuclear weapons facilities?  

Science Conference Proceedings (OSTI)

Public perceptions of risk have proven to be a critical barrier to the federal government`s extensive, decade-long, technical and scientific effort to site facilities for the interim storage and permanent disposal of high-level radioactive waste (HLW). The negative imagery, fear, and anxiety that are linked to ``nuclear`` and ``radioactive`` technologies, activities, and facilities by the public originate from the personal realities and experiences of individuals and the information they receive. These perceptions continue to be a perplexing problem for those responsible for making decisions about federal nuclear waste management policies and programs. The problem of understanding and addressing public perceptions is made even more difficult because there are decidedly different opinions about HLW held by the public and nuclear industry and radiation health experts.

Metz, W.C.

1996-12-31T23:59:59.000Z

327

A framework for dynamic safety and risk management modeling in complex engineering systems  

E-Print Network (OSTI)

Almost all traditional hazard analysis or risk assessment techniques, such as failure modes and effect analysis (FMEA), fault tree analysis (FTA), and probabilistic risk analysis (PRA) rely on a chain-of-event paradigm of ...

Dulac, Nicolas, 1978-

2007-01-01T23:59:59.000Z

328

How to Get Utility Data Into Portfolio Manager--How To Series  

NLE Websites -- All DOE Office Websites (Extended Search)

1 1    "How To" Series How to Get Utility Data Into Portfolio Manager ® EPA's ENERGY STAR Portfolio Manager tool helps you measure and track energy use, water use, and greenhouse gas emissions of your buildings, all in a secure online environment. You can use the tool to identify under-performing buildings, set investment priorities, verify efficiency improvements, and receive EPA recognition for superior energy performance. Entering utility data is quick and easy with Portfolio Manager. There are three ways to enter energy and water data for your property or portfolio: Enter data manually (create/update one meter at a time). Upload data using spreadsheet templates (create/update multiple meters at once).

329

ENERGY STAR portfolio-wide recognition | ENERGY STAR Buildings & Plants  

NLE Websites -- All DOE Office Websites (Extended Search)

ENERGY STAR portfolio-wide recognition ENERGY STAR portfolio-wide recognition Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In this section How can we help you? Build an energy program Improve building and plant performance Earn the ENERGY STAR and other recognition Earn recognition for your building or plant Earn recognition for your commercial construction project ENERGY STAR portfolio-wide recognition

330

Supporting Solar Power in Renewables Portfolio Standards: Experience from the United States  

E-Print Network (OSTI)

L ABORATORY Supporting Solar Power in Renewables PortfolioLBNL- 3984E Supporting Solar Power in Renewables Portfolioof the concentrating solar power (CSP) market in the U.S.

Wiser, Ryan

2010-01-01T23:59:59.000Z

331

Renewable Portfolio Standards in the United States: A Status Report with  

NLE Websites -- All DOE Office Websites (Extended Search)

Renewable Portfolio Standards in the United States: A Status Report with Renewable Portfolio Standards in the United States: A Status Report with Data Through 2007 Title Renewable Portfolio Standards in the United States: A Status Report with Data Through 2007 Publication Type Report Refereed Designation Unknown Year of Publication 2008 Authors Wiser, Ryan H., and Galen L. Barbose Pagination 40 Date Published 04/2008 Publisher LBNL City Berkeley Keywords electricity markets and policy group, energy analysis and environmental impacts department, renewable energy, renewable energy policies, wind energy Abstract As the popularity of renewables portfolio standards (RPS) has grown, so too has the need to keep up with the design, early experience, and projected impacts of these programs. This report - the first in a regular series - seeks to fill this need by providing basic, factual information on RPS policies in the United States.

332

An Update on Fisker Automotive and the Energy Department's Loan Portfolio  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

An Update on Fisker Automotive and the Energy Department's Loan An Update on Fisker Automotive and the Energy Department's Loan Portfolio An Update on Fisker Automotive and the Energy Department's Loan Portfolio September 17, 2013 - 5:20pm Addthis An Update on Fisker Automotive and the Energy Department’s Loan Portfolio Peter W. Davidson Peter W. Davidson Executive Director of the Loan Program Office (LPO) What are the key facts? Thanks to investments made by the Obama Administration, the U.S. auto industry has had three straight years of rapid growth after seven straight years of decline. Despite Fisker Automotive's bankruptcy setback, the DOE loan portfolio remains very strong -- and is playing a crucial role in helping America's auto industry thrive, innovate and compete. When the President took office, America's auto industry was on the brink

333

U.S. Virgin Islands - Renewables Portfolio Targets | Department of Energy  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

U.S. Virgin Islands - Renewables Portfolio Targets U.S. Virgin Islands - Renewables Portfolio Targets U.S. Virgin Islands - Renewables Portfolio Targets < Back Eligibility Utility Program Info Program Type Renewables Portfolio Standard In July 2009, the Virgin Islands passed Act 7075. Among other provisions, the legislation establishes that the "peak demanded generating capacity" of the Virgin Islands Water and Power Authority* must be from renewables according to the following schedule: * 20% by January 1, 2015 * 25% by January 1, 2020 * 30% by January 1, 2025 It further establishes that a "majority" of this generating capacity must come from renewables or alternative technologies beyond 2025. Joint rulemaking is to be undertaken by the Virgin Islands Energy Office and the Virgin Islands Water and Power Authority, although the rules are not yet

334

Sovereign Risk, Bank Risk, and Central Banking Session 1: Fiscal Outlook and Sustainability 2 A Quantitative Model of Default  

E-Print Network (OSTI)

? There are many aspects to the recent sovereign crisis in the Euro zone. Our objective is to capture some of the most salient features. 1 / In particular, to show the kind of elements a policy maker considers when assessing the possibility of a default. ? We posit a general equilibrium model of sovereign debt. Initially, we capture a development of debt imbalances, followed by a sequence of adverse shocks to income which eventually leads to a default. ? We follow Aguiar and Gopinath (2006), Arellano (2008), and Cuadra, Sánchez, and Sapriza (2010). ? The model qualitatively resembles the fiscal and debt situation which various economies in the Euro zone have recently faced. 1 / Ramos-Francia and Cuadra (2013). “A senseless debate about austerity and growth. ” Mimeo, Banco de México.

Manuel Ramos-francia; Deputy Governor

2013-01-01T23:59:59.000Z

335

Development of a Physics of Failure Model and Quantitative Assessment of the Fire Fatality Risk of Compressed Natural Gas Bus Cylinders.  

E-Print Network (OSTI)

??Title of Dissertation: DEVELOPMENT OF A PHYSICS OF FAILURE MODEL AND QUANTITATIVE ASSESSMENT OF THE FIRE FATALITY RISKS OF COMPRESSED NATURAL GAS BUS CYLINDERS The… (more)

Chamberlain, Samuel Seamore

2004-01-01T23:59:59.000Z

336

Power Transfer Potential to the Southeast in Response to a Renewable Portfolio Standard: Interim Report 1  

DOE Green Energy (OSTI)

The power transfer potential for bringing renewable energy into the Southeast in response to a renewable portfolio standard (RPS) will depend not only on available transmission capacity but also on electricity supply and demand factors. This interim report examines how the commonly used EIA NEMS and EPRI NESSIE energy equilibrium models are considering such power transfers. Using regional estimates of capacity expansion and demand, a base case for 2008, 2020 and 2030 are compared relative to generation mix, renewable deployments, planned power transfers, and meeting RPS goals. The needed amounts of regional renewable energy to comply with possible RPS levels are compared to inter-regional transmission capacities to establish a baseline available for import into the Southeast and other regions. Gaps in the renewable generation available to meet RPS requirements are calculated. The initial finding is that the physical capability for transferring renewable energy into the SE is only about 10% of what would be required to meet a 20% RPS. Issues that need to be addressed in future tasks with respect to modeling are the current limitations for expanding renewable capacity and generation in one region to meet the demand in another and the details on transmission corridors required to deliver the power.

Hadley, Stanton W [ORNL; Key, Thomas S [Electric Power Research Institute (EPRI)

2009-03-01T23:59:59.000Z

337

Risk-Informed Asset Management (RIAM): Method, Process, and Business Requirements  

Science Conference Proceedings (OSTI)

Risk-informed asset management (RIAM) is a composite financial/engineering method that uses risk management technology to support equipment long-term planning and investment decisions at the corporate, fleet, plant, system, or equipment levels of nuclear power enterprises. It gives decision makers improved quantitative information regarding investments in asset management at the levels of individual projects and a portfolio of projects. In a manner similar to use of probabilistic risk assessment and risk...

2005-05-09T23:59:59.000Z

338

Implementation of the Watershed Analysis Risk Management Framework (WARMF) Watershed Model for Nutrient Trading in the Ohio River Ba sin  

Science Conference Proceedings (OSTI)

As part of the Ohio River Water Quality Trading Program, the Scioto, Muskingum, and Allegheny watersheds were analyzed, using the Watershed Analysis Risk Management Framework (WARMF) model, to determine their capacity for nutrient trading. For consistency across the Ohio River Basin, the watershed models were implemented using the hydrological unit code (HUC) 10 delineation available from the United States Geological Survey. Data from the Ohio Environmental Protection Agency, Pennsylvania Department ...

2012-07-20T23:59:59.000Z

339

Joint Modelling of Gas and Electricity spot prices N. Frikha1 , V. Lemaire2  

E-Print Network (OSTI)

and of the presence of spikes by measuring the risk on a power plant portfolio. Keywords: Electricity markets; spot Abstract The recent liberalization of the electricity and gas markets has resulted in the growth of energy

340

Model Components of the Certification Framework for Geologic Carbon Sequestration Risk Assessment  

E-Print Network (OSTI)

to two geologic carbon sequestration sites, Energy Procedia,for Geologic Carbon Sequestration Based on Effectivefor geologic carbon sequestration risk assessment, Energy

Oldenburg, Curtis M.

2009-01-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


341

Modeling acute health risks associated with accidental releases of toxic gases  

Science Conference Proceedings (OSTI)

CHEM{_}MACCS has been developed from the radiological accident consequence code, MACCS, to perform probabilistic calculations of potential off-site consequences of the accidental atmospheric release of hazardous chemicals. The principal phenomena considered in CHEM{_}MACCS are atmospheric transport, mitigative actions based on dose projection, dose accumulation by a number of pathways, and early and latent health effects. CHEM{_}MACCS provides the following capabilities: (1) statistical weather sampling data (8,760 hourly data points per year), (2) population dose and health effect risk calculations based on site-specific population data, (3) health effects calculations including the consideration of potential site specific mitigative actions (evacuation and shielding), and (4) modeling of multiple release segments. Three different sample problems are contained in this report to show how to use CHEM{_}MACCS. Three test problems are run to compare CHEM{_}MACCS and D2PC. The doses versus the downwind centerline distances from the source for the given doses are in very close agreement.

Haskin, F.E.; Ding, C.; Summa, K.J. [Univ. of New Mexico, Albuquerque, NM (United States). Dept. of Chemical and Nuclear Engineering] [Univ. of New Mexico, Albuquerque, NM (United States). Dept. of Chemical and Nuclear Engineering; Young, M. [Sandia National Labs., Albuquerque, NM (United States). Accident Analysis and Consequence Assessment Dept.] [Sandia National Labs., Albuquerque, NM (United States). Accident Analysis and Consequence Assessment Dept.

1996-09-01T23:59:59.000Z

342

Second cancer incidence risk estimates using BEIR VII models for standard and complex external beam radiotherapy for early breast cancer  

Science Conference Proceedings (OSTI)

Purpose: To compare organ specific cancer incidence risks for standard and complex external beam radiotherapy (including cone beam CT verification) following breast conservation surgery for early breast cancer.Method: Doses from breast radiotherapy and kilovoltage cone beam CT (CBCT) exposures were obtained from thermoluminescent dosimeter measurements in an anthropomorphic phantom in which the positions of radiosensitive organs were delineated. Five treatment deliveries were investigated: (i) conventional tangential field whole breast radiotherapy (WBRT), (ii) noncoplanar conformal delivery applicable to accelerated partial beast irradiation (APBI), (iii) two-volume simultaneous integrated boost (SIB) treatment, (iv) forward planned three-volume SIB, and (v) inverse-planned three volume SIB. Conformal and intensity modulated radiotherapy methods were used to plan the complex treatments. Techniques spanned the range from simple methods appropriate for patient cohorts with a low cancer recurrence risk to complex plans relevant to cohorts with high recurrence risk. Delineated organs at risk included brain, salivary glands, thyroid, contralateral breast, left and right lung, esophagus, stomach, liver, colon, and bladder. Biological Effects of Ionizing Radiation (BEIR) VII cancer incidence models were applied to the measured mean organ doses to determine lifetime attributable risk (LAR) for ages at exposure from 35 to 80 yr according to radiotherapy techniques, and included dose from the CBCT imaging. Results: All LAR decreased with age at exposure and were lowest for brain, thyroid, liver, and bladder (cancer incidence for organs distant from the treated breast, or the contralateral breast where appropriate plan constraints are applied. Complex SIB treatments are predicted to increase the risk of second cancer incidence in the lungs compared to standard whole breast radiotherapy; this is outweighed by the threefold reduction in 5 yr local recurrence risk for patients of high risk of recurrence, and young age, from the use of radiotherapy. APBI may have a favorable impact on risk of second cancer in the contralateral breast and lung for older patients at low risk of recurrence. Intensive use of IGRTincreased the estimated values of LAR but these are dominated by the effect of the dose from the radiotherapy, and any increase in LAR from IGRT is much lower than the models' uncertainties.

Donovan, E. M.; James, H.; Bonora, M.; Yarnold, J. R.; Evans, P. M. [Joint Department of Physics, Royal Marsden NHS Foundation Trust and Institute of Cancer Research, Sutton SM2 5PT (United Kingdom); Physics Department, Ipswich Hospital NHS Foundation Trust, Ipswich IP4 5PD (United Kingdom); Department of Academic Radiotherapy, Institute of Cancer Research and Royal Marsden NHS Foundation Trust, Sutton SM2 5PT, United Kingdom and School of Radiotherapy, University of Milan, Milan 20122 (Italy); Department of Academic Radiotherapy, Institute of Cancer Research and Royal Marsden NHS Foundation Trust, Sutton SM2 5PT (United Kingdom); Centre for Vision Speech and Signal Processing, University of Surrey, Guildford GU2 7XH (United Kingdom)

2012-10-15T23:59:59.000Z

343

Regional groundwater flow and tritium transport modeling and risk assessment of the underground test area, Nevada Test Site, Nevada  

Science Conference Proceedings (OSTI)

The groundwater flow system of the Nevada Test Site and surrounding region was evaluated to estimate the highest potential current and near-term risk to the public and the environment from groundwater contamination downgradient of the underground nuclear testing areas. The highest, or greatest, potential risk is estimated by assuming that several unusually rapid transport pathways as well as public and environmental exposures all occur simultaneously. These conservative assumptions may cause risks to be significantly overestimated. However, such a deliberate, conservative approach ensures that public health and environmental risks are not underestimated and allows prioritization of future work to minimize potential risks. Historical underground nuclear testing activities, particularly detonations near or below the water table, have contaminated groundwater near testing locations with radioactive and nonradioactive constituents. Tritium was selected as the contaminant of primary concern for this phase of the project because it is abundant, highly mobile, and represents the most significant contributor to the potential radiation dose to humans for the short term. It was also assumed that the predicted risk to human health and the environment from tritium exposure would reasonably represent the risk from other, less mobile radionuclides within the same time frame. Other contaminants will be investigated at a later date. Existing and newly collected hydrogeologic data were compiled for a large area of southern Nevada and California, encompassing the Nevada Test Site regional groundwater flow system. These data were used to develop numerical groundwater flow and tritium transport models for use in the prediction of tritium concentrations at hypothetical human and ecological receptor locations for a 200-year time frame. A numerical, steady-state regional groundwater flow model was developed to serve as the basis for the prediction of the movement of tritium from the underground testing areas on a regional scale. The groundwater flow model was used in conjunction with a particle-tracking code to define the pathlines followed by groundwater particles originating from 415 points associated with 253 nuclear test locations. Three of the most rapid pathlines were selected for transport simulations. These pathlines are associated with three nuclear test locations, each representing one of the three largest testing areas. These testing locations are: BOURBON on Yucca Flat, HOUSTON on Central Pahute Mesa, and TYBO on Western Pahute Mesa. One-dimensional stochastic tritium transport simulations were performed for the three pathlines using the Monte Carlo method with Latin hypercube sampling. For the BOURBON and TYBO pathlines, sources of tritium from other tests located along the same pathline were included in the simulations. Sensitivity analyses were also performed on the transport model to evaluate the uncertainties associated with the geologic model, the rates of groundwater flow, the tritium source, and the transport parameters. Tritium concentration predictions were found to be mostly sensitive to the regional geology in controlling the horizontal and vertical position of transport pathways. The simulated concentrations are also sensitive to matrix diffusion, an important mechanism governing the migration of tritium in fractured carbonate and volcanic rocks. Source term concentration uncertainty is most important near the test locations and decreases in importance as the travel distance increases. The uncertainty on groundwater flow rates is as important as that on matrix diffusion at downgradient locations. The risk assessment was performed to provide conservative and bounding estimates of the potential risks to human health and the environment from tritium in groundwater. Risk models were designed by coupling scenario-specific tritium intake with tritium dose models and cancer and genetic risk estimates using the Monte Carlo method. Estimated radiation doses received by individuals from chronic exposure to tritium, and the corre

None

1997-10-01T23:59:59.000Z

344

The Treatment of Renewable Energy Certificates, Emissions Allowances, and Green Power Programs in State Renewables Portfolio Standards  

E-Print Network (OSTI)

benefits from renewable energy production accrue to thefinance the production of renewable energy to meet portfolioUnit of Production definition: “One Renewable Energy Credit

Holt, Edward A.; Wiser, Ryan H.

2007-01-01T23:59:59.000Z

345

Distributed risk management model and algorithm for virtual enterprise with private information  

Science Conference Proceedings (OSTI)

For the desired profit and anticipated goal, the virtual enterprise (VE) must avoid the risk successfully. In view of its characteristics, such as the diversity of partners and distribution of cooperative regions, the idea of distributed decision-making ... Keywords: distributed decision making, risk management, synthetic evaluation, taboo search, virtual enterprise

Xianli Sun; Min Huang; Xingwei Wang; Fuqiang Lu

2009-06-01T23:59:59.000Z

346

Multi-Pathway Human Health and Ecological Risk Assessment for a Model Coal-Fired Power Plant Using a Revised Arsenic Bioconcentratio n Factor for Edible Fish  

Science Conference Proceedings (OSTI)

This report describes a multimedia human health and ecosystem risk study of a model coal-fired power plant in a model setting, using data from an actual power plant that have been transposed to a lakeside setting in the same state. Values of arsenic concentrations in similar ecosystem settings were applied to calculate its contributions to risk.BackgroundThere is increased scientific and regulatory interest in the suite of risks to human health and ecosystems ...

2013-08-29T23:59:59.000Z

347

Analytic Loss Distributional Approach Model for Operational Risk from the alpha-Stable Doubly Stochastic Compound Processes and Implications for Capital Allocation  

E-Print Network (OSTI)

Under the Basel II standards, the Operational Risk (OpRisk) advanced measurement approach is not prescriptive regarding the class of statistical model utilised to undertake capital estimation. It has however become well accepted to utlise a Loss Distributional Approach (LDA) paradigm to model the individual OpRisk loss process corresponding to the Basel II Business line/event type. In this paper we derive a novel class of doubly stochastic alpha-stable family LDA models. These models provide the ability to capture the heavy tailed loss process typical of OpRisk whilst also providing analytic expressions for the compound process annual loss density and distributions as well as the aggregated compound process annual loss models. In particular we develop models of the annual loss process in two scenarios. The first scenario considers the loss process with a stochastic intensity parameter, resulting in an inhomogeneous compound Poisson processes annually. The resulting arrival process of losses under such a model...

Peters, Gareth W; Young, Mark; Yip, Wendy

2011-01-01T23:59:59.000Z

348

A distribution-free risk-reward newsvendor model: Extending Scarf's ...  

E-Print Network (OSTI)

Scarf's min-max order formula for the distribution-free risk-neutral newsvendor problem is a classical result in the field of inventory management. The min-max ...

349

Statistical model for assessing the risk of hail damage to any ground installation. Technical report, June 1978-March 1979  

DOE Green Energy (OSTI)

This report describes a statistical model which has been developed to determine the risk of damage by large hail to any ground installation (such as a solar flat plate collector). The model is based on data for the number of haildays per year, hailstone size distribution, and storm severity (expressed in number of hailstones per square meter per storm). Other than parameters derived from the raw meteorological data available, the parameters of the model are the number of years of surface exposure and the exposure area size. The end result is the probability of a hailstone of a given size striking a given surface area in a given number of years. The maximum probable hailstone size is used as a convenient index of hail risk. The data upon which to base a prediction model are sparse at this time, covering few geographic locations; much of the information available is deficient in sampling consistency and/or sample size. For this reason, this report fully documents the derivation and use of the model for future applications, when more and better data are collected. The FORTRAN source code to calculate the risk model digitally is included in APPENDIX D. This model improves on previous work in: (1) the use of more thorough statistical procedures and a more rigorous accounting of storm severity; (2) a more thorough investigation into the two probability density distributions commonly used (Poisson and negative binomial) to describe hailday frequencies, and (3) an attempt to define more rigorously the distribution of hailstone sizes. A sensitivity analysis was performed and conclusions are drawn from the results.

Cox, M; Armstrong, P R

1979-09-01T23:59:59.000Z

350

PORTFOLIO OPTIMIZATION WITH CONDITIONAL VALUE-AT-RISK OBJECTIVE AND CONSTRAINTS  

E-Print Network (OSTI)

://www.ise.ufl.edu/uryasev 2 McKinsey & Company, Stockholm, Sweden, E-mail: jonas palmquist@mckinsey.com 1 #12;Abstract

Uryasev, Stanislav

351

Portfolio Optimization with Conditional Value-at-Risk Objective and Constraints  

E-Print Network (OSTI)

-6595, Tel.: (352) 392­3091, E-mail: krokhmal@ufl.edu, URL: http://plaza.ufl.edu/krokhmal McKinsey & Company, Stockholm, Sweden, E-mail: jonas palmquist@mckinsey.com University of Florida, Dept. of Industrial

Krokhmal, Paul

352

Worst-Case Value-at-Risk of Non-Linear Portfolios  

E-Print Network (OSTI)

Jun 21, 2012 ... intractable and require complete information about the return .... Consider a market consisting of m assets such as equities, bonds, and ...

353

Microsoft PowerPoint - PortfolioManager_Webinar_4Feb10_Updated  

NLE Websites -- All DOE Office Websites (Extended Search)

Water and Energy Use in Portfolio Manager & the C&W EC Challenge Water and Energy Use in Portfolio Manager & the C&W EC Challenge Training Webinar Feb4th, 2010 2 Presentation Team EPA ENERGY STAR Alyssa Quarforth, Program Manager, Commercial Property Markets Andrew Schulte, ICF International in support of ENERGY STAR C&W Client Solutions Eleni Reed, Director, Sustainability Strategies 3 Agenda Training Objectives Background (C&W) ENERGY STAR Program C&W Energy Efficiency & Water Efficiency Policies C&W Environmental Challenge requirements Benchmarking 201 (EPA ENERGY STAR) Sharing data with the C&W Master Account Tracking metrics for Environmental Challenge Frequently asked questions on benchmarking and Portfolio Manager 4 Training Objectives Review C&W procedures for tracking energy

354

New Biofuel Technology to Diversify U.S. Energy Portfolio | Department of  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

New Biofuel Technology to Diversify U.S. Energy Portfolio New Biofuel Technology to Diversify U.S. Energy Portfolio New Biofuel Technology to Diversify U.S. Energy Portfolio September 26, 2012 - 4:09pm Addthis Agrivida, a biotechnology firm, is developing a plants with enzymes that will help reduce the costs of biofuels. | Photo courtesy of Agrivida. Agrivida, a biotechnology firm, is developing a plants with enzymes that will help reduce the costs of biofuels. | Photo courtesy of Agrivida. Cori Sue Morris Communications Specialist, Office of Energy Efficiency and Renewable Energy What are the key facts? Increased production of domestic biofuels could cut foreign oil imports by 33 percent over 15 years, resulting in increased energy security and independence. Biofuel production has the potential to create jobs for Americans in

355

New Biofuel Technology to Diversify U.S. Energy Portfolio | Department of  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Biofuel Technology to Diversify U.S. Energy Portfolio Biofuel Technology to Diversify U.S. Energy Portfolio New Biofuel Technology to Diversify U.S. Energy Portfolio September 26, 2012 - 4:09pm Addthis Agrivida, a biotechnology firm, is developing a plants with enzymes that will help reduce the costs of biofuels. | Photo courtesy of Agrivida. Agrivida, a biotechnology firm, is developing a plants with enzymes that will help reduce the costs of biofuels. | Photo courtesy of Agrivida. Cori Sue Morris Communications Specialist, Office of Energy Efficiency and Renewable Energy What are the key facts? Increased production of domestic biofuels could cut foreign oil imports by 33 percent over 15 years, resulting in increased energy security and independence. Biofuel production has the potential to create jobs for Americans in

356

DOE Hydrogen Analysis Repository: A Portfolio of Power-Trains for Europe  

NLE Websites -- All DOE Office Websites (Extended Search)

A Portfolio of Power-Trains for Europe A Portfolio of Power-Trains for Europe Project Summary Full Title: A Portfolio of Power-Trains for Europe: A Fact-Based Analysis Project ID: 266 Principal Investigator: Brief Description: This study reports the results of a factual evaluation of battery electric vehicles, fuel cell electric vehicles, plug-in hybrid electric vehicles, and internal combustion engine vehicles for the European market based on proprietary industry data. Keywords: Alternative fuel vehicles (AFV); Fuel cell vehicles (FCV); Plug-in hybrid electric vehicles (PHEV); Costs; Greenhouse gases (GHG); Emissions; Battery electric vehicles (BEV); Internal combustion engine (ICE); Hydrogen Purpose A group of companies, government organisations and a non-governmental organization - the majority with a specific interest in fuel cell

357

Risk Measures Constituting Risk Metrics for Decision Making in the Chemical Process Industry  

E-Print Network (OSTI)

The occurrence of catastrophic incidents in the process industry leave a marked legacy of resulting in staggering economic and societal losses incurred by the company, the government and the society. The work described herein is a novel approach proposed to help predict and mitigate potential catastrophes from occurring and for understanding the stakes at risk for better risk informed decision making. The methodology includes societal impact as risk measures along with tangible asset damage monetization. Predicting incidents as leading metrics is pivotal to improving plant processes and, for individual and societal safety in the vicinity of the plant (portfolio). From this study it can be concluded that the comprehensive judgments of all the risks and losses should entail the analysis of the overall results of all possible incident scenarios. Value-at-Risk (VaR) is most suitable as an overall measure for many scenarios and for large number of portfolio assets. FN-curves and F$-curves can be correlated and this is very beneficial for understanding the trends of historical incidents in the U.S. chemical process industry. Analyzing historical databases can provide valuable information on the incident occurrences and their consequences as lagging metrics (or lagging indicators) for the mitigation of the portfolio risks. From this study it can be concluded that there is a strong statistical relationship between the different consequence tiers of the safety pyramid and Heinrich‘s safety pyramid is comparable to data mined from the HSEES database. Furthermore, any chemical plant operation is robust only when a strategic balance is struck between optimal plant operations and, maintaining health, safety and sustaining environment. The balance emerges from choosing the best option amidst several conflicting parameters. Strategies for normative decision making should be utilized for making choices under uncertainty. Hence, decision theory is utilized here for laying the framework for choice making of optimum portfolio option among several competing portfolios. For understanding the strategic interactions of the different contributing representative sets that play a key role in determining the most preferred action for optimum production and safety, the concepts of game theory are utilized and framework has been provided as novel application to chemical process industry.

Prem, Katherine

2010-12-01T23:59:59.000Z

358

Joint Modelling of Gas and Electricity spot prices  

E-Print Network (OSTI)

The recent liberalization of the electricity and gas markets has resulted in the growth of energy exchanges and modelling problems. In this paper, we modelize jointly gas and electricity spot prices using a mean-reverting model which fits the correlations structures for the two commodities. The dynamics are based on Ornstein processes with parameterized diffusion coefficients. Moreover, using the empirical distributions of the spot prices, we derive a class of such parameterized diffusions which captures the most salient statistical properties: stationarity, spikes and heavy-tailed distributions. The associated calibration procedure is based on standard and efficient statistical tools. We calibrate the model on French for electricity and on UK market for gas, and then simulate some trajectories which reproduce well the observed prices behavior. Finally, we illustrate the importance of the correlation structure and of the presence of spikes by measuring the risk on a power plant portfolio.

Frikha, Noufel

2009-01-01T23:59:59.000Z

359

Portfolio Manager Technical Reference: U.S. National Energy Use Intensity |  

NLE Websites -- All DOE Office Websites (Extended Search)

U.S. National Energy Use U.S. National Energy Use Intensity Secondary menu About us Press room Contact Us Portfolio Manager Login Facility owners and managers Existing buildings Commercial new construction Industrial energy management Small business Service providers Service and product providers Verify applications for ENERGY STAR certification Design commercial buildings Energy efficiency program administrators Commercial and industrial program sponsors Associations State and local governments Federal agencies Tools and resources Training In This Section Campaigns Commercial building design Communications resources Energy management guidance Financial resources Portfolio Manager Products and purchasing Recognition Research and reports Service and product provider (SPP) resources Success stories Target Finder

360

Managing price risk in a multimarket environment  

E-Print Network (OSTI)

Abstract—In a competitive electricity market, a generation company (Genco) can manage its trading risk through trading electricity among multiple markets such as spot markets and contract markets. The question is how to decide the trading proportion of each market in order to maximize the Genco’s profit and minimize the associated risk. Based on the mean-variance portfolio theory, this paper proposes a sequential optimization approach to electric energy allocation between spot and contract markets, taking into consideration the risks of electricity price, congestion charge, and fuel price. Especially, the impact of the fuel market on electric energy allocation is analyzed and simulated with historical data in respect of the electricity market and other fuel markets in the U.S. Simulation results confirm that the proposed analytic approach is consistent with intuition and therefore reasonable and feasible for a Genco to make a trading plan involving risks in an electricity market. Index Terms—Electricity market, mean-variance portfolio theory, risk management, utility theory. I.

Min Liu; Felix F. Wu

2006-01-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


361

Risk-sensitive planning support for forest enterprises: The YAFO model  

Science Conference Proceedings (OSTI)

YAFO is a planning-support tool for the development of management plans under uncertainty focusing on the forest enterprise level. Based on existing stand data, the software provides the calculation of management scenarios (felling plans) for single ... Keywords: Economic optimization, Forest management planning, Long-term objectives, Nonlinear programming, Operational planning, Risk integration

Fabian HäRtl, Andreas Hahn, Thomas Knoke

2013-06-01T23:59:59.000Z

362

Essays on the Economics of Environmental Issues: The Environmental Kuznets Curve to Optimal Energy Portfolios  

E-Print Network (OSTI)

levelized generating costs per kWh. Expected portfolioThis is due to the high cost per kWh (low return) shown in2 costs are derived by multiplying 1kg of CO 2 per kWh for

Meininger, Aaron G.

2012-01-01T23:59:59.000Z

363

NOTICE OF RENEWABLE POWER STANDARDS (RPS) MEETING Renewable Portfolio Standard Plan Before Council  

E-Print Network (OSTI)

NOTICE OF RENEWABLE POWER STANDARDS (RPS) MEETING Renewable Portfolio Standard Plan Before Council Background On April 12, 2011, Governor Brown signed into law Senate Bill X1 2, establishing a Renewables establishes minimum quantities of renewable energy resources that load serving entities must procure annually

364

Design and implementation of fuzzy expert system for Tehran Stock Exchange portfolio recommendation  

Science Conference Proceedings (OSTI)

The key issue for decision making in stock trading is selection of the right stock at the right time. In order to select the superior stocks (alternatives) for investment, a finite number of alternatives have to be ranked considering several and sometimes ... Keywords: Fuzzy Delphi Method, Fuzzy expert system, Multiple Criteria Decision Making (MCDM), Portfolio recommendation, Tehran Stock Exchange (TSE)

Mehdi Fasanghari; Gholam Ali Montazer

2010-09-01T23:59:59.000Z

365

RENEWABLE ENERGY ACTION TEAM Milestones to Permit California Renewable Portfolio Standard Energy Projects  

E-Print Network (OSTI)

1 RENEWABLE ENERGY ACTION TEAM Milestones to Permit California Renewable Portfolio Standard Energy renewable energy resources. In November 2008, the CEC, DFG, the Bureau of Land Management (BLM the Renewable Energy Action Team (REAT) to address permitting issues associated with specific renewable energy

366

Dietary Fats and Risk of Chronic DiseaseChapter 4 A Clinically Relevant Lipid Model for South African Patients with Laryngeal Cancer  

Science Conference Proceedings (OSTI)

Dietary Fats and Risk of Chronic Disease Chapter 4 A Clinically Relevant Lipid Model for South African Patients with Laryngeal Cancer Health Nutrition Biochemistry eChapters Health - Nutrition - Biochemistry Press Downlo

367

Industrial Energy Efficiency as a Risk Management Strategy  

E-Print Network (OSTI)

Industry utilizes risk management as a tool in efforts to maximize the bottom line. Industry embraced risk management strategies in the 1960s and since then it has become a key component of a comprehensive business strategy. Peter Fusaro, author of Energy Risk Management explains, “The risk management process reduces financial exposure associated with price volatility by substituting a transaction made now for one that would be made at a later date.” Risk management aids companies in minimizing operational surprises or losses. In recent decades, energy has become a greater risk to profitability due to the volatility that exists in the oil and natural gas markets. Therefore, companies now consider energy as an element of their risk management portfolio. Traditional strategies to combat against unwanted exposure in this market include hedging and long term and futures contracts. However, the following explores the topic of considering energy efficiency as a risk management tool in reducing exposure to the volatility of the energy market.

Naumoff, C.; Shipley, A. M.

2007-01-01T23:59:59.000Z

368

Modeling the risk of feline hyperthyroidism associated with diet, exercise, and environmental exposures  

E-Print Network (OSTI)

Information pertaining to demographics, health history, exercise, environmental exposures, and diet of 31 incident cases and 67 controls selected from the feline population at the Texas A&M Veterinary Medical Teaching Hospital between April and December of 2001 was gathered via telephone interviews with the cats' owners. The gathered data were analyzed via logistic regression to assess whether an association between these variables and feline hyperthyroidism existed. Owners of cases were more likely to describe their cat's body condition as "normal" than as lean or overweight. Cases were more likely to be a mixed breed than a purebred, and more likely to live in a household with only one or two cats than a household with three or more cats. Cases were less likely to play with other animals than controls, but were more likely to be considered very active then controls. Administration of hairball preparation was associated with an increased risk, whereas consumption of soy in dry food was associated with a decreased risk. Amount of cooked meat consumed on a somewhat regular basis was inversely related to risk. No environmental exposures including indoor/outdoor status, cat litter, and use of pesticides and/or flea products were significant in this study.

Bernstein, Allison Sara

2002-01-01T23:59:59.000Z

369

2009 Technical Risk and Uncertainty Analysis of the U.S. Department of Energy's Solar Energy Technologies Program Concentrating Solar Power and Photovoltaics R&D  

Science Conference Proceedings (OSTI)

The U.S. Department of Energy (DOE) Solar Energy Technologies Program (SETP) conducted a 2009 Technical Risk and Uncertainty Analysis to better assess its cost goals for concentrating solar power (CSP) and photovoltaic (PV) systems, and to potentially rebalance its R&D portfolio. This report details the methodology, schedule, and results of this technical risk and uncertainty analysis.

McVeigh, J.; Lausten, M.; Eugeni, E.; Soni, A.

2010-11-01T23:59:59.000Z

370

Radon source apportionment in the home, dosimetry and risk modeling. Final report, 1993--1997  

SciTech Connect

This research covered the following 3 topics in 4 years: (1) the source apportionment of {sup 222}Rn in the home; (2) the internal bronchial dosimetry of inhaled {sup 222}Rn decay products; and (3) the lung cancer risk from inhalation of the short lived decay products of {sup 222}Rn. A 4th year of support was appended to this grant with a switch in research effort to determine a method for long term measurement of the particle size distribution of the short lived decay products in homes.

Harley, N.H.

1998-08-04T23:59:59.000Z

371

Weighing the Costs and Benefits of Renewables Portfolio Standards:A Comparative Analysis of State-Level Policy Impact Projections  

SciTech Connect

State renewables portfolio standards (RPS) have emerged as one of the most important policy drivers of renewable energy capacity expansion in the U.S. Collectively, these policies now apply to roughly 40% of U.S. electricity load, and may have substantial impacts on electricity markets, ratepayers, and local economies. As RPS policies have been proposed or adopted in an increasing number of states, a growing number of studies have attempted to quantify the potential impacts of these policies, focusing primarily on projecting cost impacts, but sometimes also estimating macroeconomic and environmental effects. This report synthesizes and analyzes the results and methodologies of 28 distinct state or utility-level RPS cost impact analyses completed since 1998. Together, these studies model proposed or adopted RPS policies in 18 different states. We highlight the key findings of these studies on the costs and benefits of RPS policies, examine the sensitivity of projected costs to model assumptions, assess the attributes of different modeling approaches, and suggest possible areas of improvement for future RPS analysis.

Chen, Cliff; Wiser, Ryan; Bolinger, Mark

2007-01-16T23:59:59.000Z

372

Insider Models with Finite Utility in Markets with Jumps  

SciTech Connect

In this article we consider, under a Levy process model for the stock price, the utility optimization problem for an insider agent whose additional information is the final price of the stock blurred with an additional independent noise which vanishes as the final time approaches. Our main interest is establishing conditions under which the utility of the insider is finite. Mathematically, the problem entails the study of a 'progressive' enlargement of filtration with respect to random measures. We study the jump structure of the process which leads to the conclusion that in most cases the utility of the insider is finite and his optimal portfolio is bounded. This can be explained financially by the high risks involved in models with jumps.

Kohatsu-Higa, Arturo, E-mail: arturokohatsu@gmail.com [Ritsumeikan University, Department of Mathematical Sciences (Japan); Yamazato, Makoto, E-mail: yamazato@math.u-ryukyu.ac.jp [University of the Ryukyus, Department of Mathematics, Faculty of Science (Japan)

2011-10-15T23:59:59.000Z

373

Weighing the Costs and Benefits of Renewables Portfolio Standards: A Comparative Analysis of State-Level Policy Impact Projections  

E-Print Network (OSTI)

on Electric Rates in Colorado The Colorado Renewable EnergyEnergy Portfolio Standard on Retail Electric Rates in Colorado.Energy Standard in Amendment 37 on Retail Electric Rates in Colorado.

Chen, Cliff; Wiser, Ryan; Bolinger, Mark

2007-01-01T23:59:59.000Z

374

An effective approach to choosing project, program and portfolio management software at a large and geographically diverse company  

E-Print Network (OSTI)

Selecting and deploying an IT tool can be very complicated and expensive. This paper studies a particular approach to choosing project, program and portfolio management software at one large and geographically diverse ...

Brost, Missy M. (Missy Marie)

2009-01-01T23:59:59.000Z

375

Portfolio Substitution and the Revenue Cost of the Federal Income Tax Exemption for State and Local Government Bonds  

E-Print Network (OSTI)

This paper illustrates how different assumptions about household portfolio behavior influence estimates of the amount of individual income tax revenue that would be collected if the interest tax exemption for state and ...

Poterba, James M.

376

Oil and Natural Gas Market Supply and Renewable Portfolio Standard Impacts of Selected Provisions of H.R. 3221  

Gasoline and Diesel Fuel Update (EIA)

Oil and Natural Gas Market Supply and Renewable Portfolio Standard Impacts of Selected Provisions of Oil and Natural Gas Market Supply and Renewable Portfolio Standard Impacts of Selected Provisions of H.R. 3221 1 Oil and Natural Gas Market Supply and Renewable Portfolio Standard Impacts of Selected Provisions of H.R. 3221 November 2007 This paper responds to an October 31, 2007, request from Representatives Barton, McCrery, and Young. Their letter, a copy of which is provided as Appendix A, asks the Energy Information Administration (EIA) to assess selected provisions of H.R. 3221, the energy bill adopted by the House of Representatives in early August 2007. EIA was asked to focus on Title VII, dealing with energy on Federal lands; Section 9611, which would establish a Federal renewable portfolio standard (RPS) for certain electricity sellers; and Section 13001, which would eliminate the

377

Evaluation of PV performance models and their impact on project risk.  

SciTech Connect

Photovoltaic systems are often priced in $/W{sub p}, where Wp refers to the DC power rating of the modules at Standard Test Conditions (1000 W/m{sup 2}, 25 C cell temperature) and $ refers to the installed cost of the system. However, the true value of the system is in the energy it will produce in kWhs, not the power rating. System energy production is a function of the system design and location, the mounting configuration, the power conversion system, and the module technology, as well as the solar resource. Even if all other variables are held constant, the annual energy yield (kWh/kW{sup p}) will vary among module technologies because of differences in response to low-light levels and temperature. Understanding energy yield is a key part of understanding system value. System performance models are used during project development to estimate the expected output of PV systems for a given design and location. Performance modeling is normally done by the system designer/system integrator. Often, an independent engineer will also model system output during a due diligence review of a project. A variety of system performance models are available. The most commonly used modeling tool for project development and due diligence in the United States is probably PVsyst, while those seeking a quick answer to expected energy production may use PVWatts. In this paper, we examine the variation in predicted energy output among modeling tools and users and compare that to measured output.

Stein, Joshua S.; Hansen, Clifford W.; Cameron, Christopher P.

2010-12-01T23:59:59.000Z

378

Microsoft PowerPoint - DSSE_Portfolio.pptx  

NLE Websites -- All DOE Office Websites (Extended Search)

CSAT Data Systems Security CSAT Data Systems Security Data Systems Sciences & Engineering Group Computational Sciences & Engineering Division  Problem Statement: - Cost-effective protection of computing environments and assurance of information  Technical Approach: - Analysis of risk/cost/benefit to project - Engage subject matter experts - Employment of common-criteria certified COTS hardware and software so t a e - Tool chest of COTS and GOTS software to meet the specific data protection and reporting needs  Benefit: - Provide an environment meeting the appropriate security posture for a given project within the budget allocated for a given project within the budget allocated  Technology Readiness Level 9

379

Evaluating Renewable Portfolio Standards and Carbon Cap Scenarios...  

NLE Websites -- All DOE Office Websites (Extended Search)

Regional Energy Deployment System (ReEDS) model that simulates the least-cost expansion of electricity generation capacity and transmission in the United States to examine...

380

Portfolio Investment with the Exact Tax Basis via Nonlinear ...  

E-Print Network (OSTI)

across individuals in tax rates on dividends in a dynamic model and Basak and .... The investor's preferences are given by a standard power utility function with ...

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


381

ASCR X-Stack Portfolio | U.S. DOE Office of Science (SC)  

Office of Science (SC) Website

ASCR X-Stack Portfolio ASCR X-Stack Portfolio Advanced Scientific Computing Research (ASCR) ASCR Home About Research Applied Mathematics Computer Science Exascale Tools Workshop Programming Challenges Workshop Architectures I Workshop External link Architectures II Workshop External link Next Generation Networking Scientific Discovery through Advanced Computing (SciDAC) Computational Science Graduate Fellowship (CSGF) ASCR SBIR-STTR Facilities Science Highlights Benefits of ASCR Funding Opportunities Advanced Scientific Computing Advisory Committee (ASCAC) News & Resources Contact Information Advanced Scientific Computing Research U.S. Department of Energy SC-21/Germantown Building 1000 Independence Ave., SW Washington, DC 20585 P: (301) 903-7486 F: (301) 903-4846 E: sc.ascr@science.doe.gov More Information »

382

Evaluating Renewable Portfolio Standards and Carbon Cap Scenarios in the U.S. Electric Sector  

NLE Websites -- All DOE Office Websites (Extended Search)

258 258 May 2010 Evaluating Renewable Portfolio Standards and Carbon Cap Scenarios in the U.S. Electric Sector Lori Bird, Caroline Chapman, Jeff Logan, Jenny Sumner, and Walter Short National Renewable Energy Laboratory 1617 Cole Boulevard, Golden, Colorado 80401-3393 303-275-3000 * www.nrel.gov NREL is a national laboratory of the U.S. Department of Energy Office of Energy Efficiency and Renewable Energy Operated by the Alliance for Sustainable Energy, LLC Contract No. DE-AC36-08-GO28308 Technical Report NREL/TP-6A2-48258 May 2010 Evaluating Renewable Portfolio Standards and Carbon Cap Scenarios in the U.S. Electric Sector Lori Bird, Caroline Chapman, Jeff Logan, Jenny Sumner, and Walter Short Prepared under Task No. SAO9.2038 NOTICE

383

Including Alternative Resources in State Renewable Portfolio Standards: Current Design and Implementation Experience  

NLE Websites -- All DOE Office Websites (Extended Search)

Including Alternative Resources Including Alternative Resources in State Renewable Portfolio Standards: Current Design and Implementation Experience Jenny Heeter and Lori Bird Technical Report NREL/TP-6A20-55979 November 2012 NREL is a national laboratory of the U.S. Department of Energy, Office of Energy Efficiency & Renewable Energy, operated by the Alliance for Sustainable Energy, LLC. National Renewable Energy Laboratory 15013 Denver West Parkway Golden, Colorado 80401 303-275-3000 * www.nrel.gov Contract No. DE-AC36-08GO28308 Including Alternative Resources in State Renewable Portfolio Standards: Current Design and Implementation Experience Jenny Heeter and Lori Bird Prepared under Task No. SAO9.3110

384

U.S. DEPARTMENT OF ENERGY SOLID OXIDE FUEL CELLS PROGRAM | 2013 PROJECT PORTFOLIO  

NLE Websites -- All DOE Office Websites (Extended Search)

DEPARTMENT OF ENERGY DEPARTMENT OF ENERGY SOLID OXIDE FUEL CELLS PROGRAM | 2013 PROJECT PORTFOLIO 2 THIS PAGE INTENTIONALLY LEFT BLANK OFFICE OF FOSSIL ENERGY SOLID OXIDE FUEL CELLS PROGRAM | 2013 PROJECT PORTFOLIO 3 Disclaimer DISCLAIMER This report was prepared as an account of work sponsored by an agency of the United States Government. Neither the United States Government nor any agency thereof, nor any of their employees, makes any warranty, express or implied, or assumes any legal liability or responsibility for the accuracy, completeness, or usefulness of any information, apparatus, product, or process disclosed, or represents that its use would not infringe privately owned rights. Reference therein to any specific commercial product, process, or service by trade name, trademark, manufacturer, or otherwise does not neces-

385

Including Alternative Resources in State Renewable Portfolio Standards: Current Design and Implementation Experience  

SciTech Connect

Currently, 29 states, the District of Columbia, and Puerto Rico have instituted a renewable portfolio standard (RPS). An RPS sets a minimum threshold for how much renewable energy must be generated in a given year. Each state policy is unique, varying in percentage targets, timetables, and eligible resources. This paper examines state experience with implementing renewable portfolio standards that include energy efficiency, thermal resources, and non-renewable energy and explores compliance experience, costs, and how states evaluate, measure, and verify energy efficiency and convert thermal energy. It aims to gain insights from the experience of states for possible federal clean energy policy as well as to share experience and lessons for state RPS implementation.

Heeter, J.; Bird, L.

2012-11-01T23:59:59.000Z

386

Model Averaging in Risk Management with an Application to Futures Markets  

E-Print Network (OSTI)

symmetric matrix, a0 is an N(N +1)/2× 1 vector, and A0, B0 are N(N +1)/2×N(N +1)/2 matrices of unknown coefficients. It is evident that even such a low-order model already contains a large number of parameters even for moderate values of N which renders... averaging process and the differences in their forecast error variances can have important implications for the shape of the resulting average model in general and the degree of its fat-tailness, in particular. Therefore, it seems likely that averaging...

Pesaran, M Hashem; Schleicher, C; Zaffaroni, P

387

Eliciting fuzzy distributions from experts for ranking conceptual risk model components  

Science Conference Proceedings (OSTI)

An expert elicitation methodology was developed to integrate scientific knowledge from many studies at different spatial and temporal scales. The methodology utilised a structured one-to-one interview to elicit scale-dependent conceptual models and expert-weightings ... Keywords: Elicitation, Expert opinion, Fuzzy number, Phosphorus, Uncertainty, Water framework directive

T. Page; A. L. Heathwaite; L. J. Thompson; L. Pope; R. Willows

2012-10-01T23:59:59.000Z

388

The renewables portfolio standard in Texas: An early assessment  

E-Print Network (OSTI)

Energy (DOE). 2000. Database. Texas http://www.eren.doe.gov/422. Sloan, M. 2001. The Texas Model for Renewable EnergyNatsource LLC), David Hurlbut (Texas PUC), Brian Evans (RES

Wiser, Ryan H.; Langniss, Ole

2001-01-01T23:59:59.000Z

389

High Cost/High Risk Components to Chalcogenide Molded Lens Model: Molding Preforms and Mold Technology  

Science Conference Proceedings (OSTI)

This brief report contains a critique of two key components of FiveFocal's cost model for glass compression molding of chalcogenide lenses for infrared applications. Molding preforms and mold technology have the greatest influence on the ultimate cost of the product and help determine the volumes needed to select glass molding over conventional single-point diamond turning or grinding and polishing. This brief report highlights key areas of both technologies with recommendations for further study.

Bernacki, Bruce E.

2012-10-05T23:59:59.000Z

390

Renewable Energy and Efficiency Modeling Analysis Partnership: An Analysis of How Different Energy Models Addressed a Common High Renewable Energy Penetration Scenario in 2025  

E-Print Network (OSTI)

curves Renewable energy supply curves Least cost dispatchcosts and performance of all conventional power and renewable energyrenewable portfolio standard Stochastic Energy Deployment System model Union of Concerned Scientists weighted average cost

Blair, N.

2010-01-01T23:59:59.000Z

391

Weighing the Costs and Benefits of State Renewables Portfolio Standards in the United States: A Comparative Analysis of State-Level Policy Impact Projections  

E-Print Network (OSTI)

Energy Portfolio Standard on Retail Electric Rates in Colorado.Energy Standard in Amendment 37 on Retail Electric Rates in Colorado.

Chen, Cliff

2009-01-01T23:59:59.000Z

392

Prescriber-consumer social network analysis for risk level re-estimation based on an asymmetrical rating exchange model  

Science Conference Proceedings (OSTI)

In this paper, we present a novel approach to re-estimate the risk level of prescribers and consumers (doctors and patients) that were previously evaluated by various independent Risk Analysis Systems (RAS). This is achieved by taking into consideration ... Keywords: fraud detection, risk level estimation, social network analysis

Yingsong Hu, D. Wayne Murray, Yin Shan, Alison Sutinen, B. Sumudu U. Mendis, MingJian Tang

2011-12-01T23:59:59.000Z

393

Multi-Year Analysis of Renewable Energy Impacts in California: Results from the Renewable Portfolio Standards Integration Cost Analysis; Preprint  

DOE Green Energy (OSTI)

California's Renewable Portfolio Standard (RPS, Senate Bill 1078) requires the state's investor-owned utilities to obtain 20% of their energy mix from renewable generation sources. To facilitate the imminent increase in the penetration of renewables, the California Energy Commission (CEC), in support of the California Public Utility Commission (CPUC), initiated a study of integration costs in the context of RPS implementation. This effort estimated the impact of renewable generation in the regulation and load-following time scales and calculated the capacity value of renewable energy sources using a reliability model. The analysis team, consisting of researchers from the National Renewable Energy Laboratory (NREL), Oak Ridge National Laboratory (ORNL) and the California Wind Energy Collaborative (CWEC), performed the study in cooperation with the California Independent System Operator (CaISO), the Pacific Gas and Electric Company (PG&E), and Southern California Edison (SCE). The study was conducted over three phases and was followed by an analysis of a multi-year period. This paper presents results from the multi-year analysis and the Phase III recommendations.

Milligan, M.; Shiu, H.; Kirby, B.; Jackson, K.

2006-08-01T23:59:59.000Z

394

Microsoft PowerPoint - DSSE_Portfolio.pptx  

NLE Websites -- All DOE Office Websites (Extended Search)

Threat Detection and Analysis System Threat Detection and Analysis System Data Systems Sciences & Engineering Group Computational Sciences & Engineering Division  Problem Statement: - Provide real-time assessment of chemical releases and their potential effects on exposed population using current weather conditions  Technical Approach: - Integrated system of sensors, communications, software agents, database, air dispersion modeling, and visualization tools - Continuous air monitoring and predictive contaminant dispersion Co t uous a o to g a d p ed ct e co ta a t d spe s o modeling to allow immediate, and informed, event response by 911 dispatcher. - Clarion and visual sensor alerts, common operational picture, situational awareness with status of deployed sensors and detectors - Rapidly adaptation to new locations

395

Refinement of risk analysis procedures for trichloroethylene through the use of Monte Carlo method in conjunction with physiologically based pharmacokinetic modeling. Master's thesis  

Science Conference Proceedings (OSTI)

This study refines risk analysis procedures for trichloroethylene (TCE) using a physiologically based pharmacokinetic (PBPK) model in conjunction with the Monte Carlo method. The Monte Carlo method is used to generate random sets of model parameters, based on the mean, variance, and distribution types. The procedure generates a range of exposure values for human excess lifetime cancer risk of lxl0 (exp-6), based on the upper and lower bounds and the mean of a 95% confidence interval. Risk ranges were produced for both ingestion and inhalation exposures. Results are presented in a graphical format to reduce reliance on qualitative discussions of uncertainty. A sensitivity analysis of the model was also performed. This method produced acceptable TCE exposures, for total amount TCE metabolized, greater than the Environmental Protection Agency's (EPA) by a factor of 23 for inhalation and a factor of 1.6 for ingestion. Sensitive parameters identified were the elimination rate constant, alveolar ventilation rate, and cardiac output. This procedure quantifies the uncertainty related to natural variations in parameter values. Its incorporation into risk assessment could be used to promulgate, and better present, more realistic standards.... Risk analysis, Physiologically based pharmacokinetics, Pbpk, Trichloroethylene, Monte carlo method.

Cronin, W.J.; Oswald, E.J.

1993-09-01T23:59:59.000Z

396

Pursuing Energy Efficiency as a Hedge against Carbon Regulatory Risks: Current Resource Planning Practices in the West  

Science Conference Proceedings (OSTI)

Uncertainty surrounding the nature and timing of future carbon regulations poses a fundamental and far-reaching financial risk for electric utilities and their ratepayers. Long-term resource planning provides a potential framework within which utilities can assess carbon regulatory risk and evaluate options for mitigating exposure to this risk through investments in energy efficiency and other low-carbon resources. In this paper, we examine current resource planning practices related to managing carbon regulatory risk, based on a comparative analysis of the most-recent long-term resource plans filed by fifteen major utilities in the Western U.S. First, we compare the assumptions and methods used by utilities to assess carbon regulatory risk and to evaluate energy efficiency as a risk mitigation option. Although most utilities have made important strides in beginning to address carbon regulatory risk within their resource plan, we also identify a number of opportunities for improvement and offer recommendations for resource planners and state regulators to consider. We also summarize the composition and carbon intensity of the preferred resource portfolios selected by the fifteen Western utilities, highlighting the contribution of energy efficiency and its impact on the carbon intensity of utilities' proposed resource strategies. Energy efficiency and renewables are the dominant low-carbon resources included in utilities' preferred portfolios. Across the fifteen utilities, energy efficiency constitutes anywhere from 6percent to almost 50percent of the preferred portfolio energy resources, and represents 22percent of all incremental resources in aggregate.

Barbose, Galen; Wiser, Ryan; Phadke, Amol; Goldman, Charles

2008-08-01T23:59:59.000Z

397

Pursuing Energy Efficiency as a Hedge against Carbon Regulatory Risks: Current Resource Planning Practices in the West  

Science Conference Proceedings (OSTI)

Uncertainty surrounding the nature and timing of future carbon regulations poses a fundamental and far-reaching financial risk for electric utilities and their ratepayers. Long-term resource planning provides a potential framework within which utilities can assess carbon regulatory risk and evaluate options for mitigating exposure to this risk through investments in energy efficiency and other low-carbon resources. In this paper, we examine current resource planning practices related to managing carbon regulatory risk, based on a comparative analysis of the most-recent long-term resource plans filed by fifteen major utilities in the Western U.S. First, we compare the assumptions and methods used by utilities to assess carbon regulatory risk and to evaluate energy efficiency as a risk mitigation option. Although most utilities have made important strides in beginning to address carbon regulatory risk within their resource plan, we also identify a number of opportunities for improvement and offer recommendations for resource planners and state regulators to consider. We also summarize the composition and carbon intensity of the preferred resource portfolios selected by the fifteen Western utilities, highlighting the contribution of energy efficiency and its impact on the carbon intensity of utilities' proposed resource strategies. Energy efficiency and renewables are the dominant low-carbon resources included in utilities' preferred portfolios. Across the fifteen utilities, energy efficiency constitutes anywhere from 6percent to almost 50percent of the preferred portfolio energy resources, and represents 22percent of all incremental resources in aggregate.

Barbose, Galen; Wiser, Ryan; Phadke, Amol; Goldman, Charles

2008-07-11T23:59:59.000Z

398

Comonotonic bounds on the survival probabilities in the Lee-Carter model for mortality projection  

Science Conference Proceedings (OSTI)

In the Lee-Carter framework, future survival probabilities are random variables with an intricate distribution function. In large homogeneous portfolios of life annuities, value-at-risk or conditional tail expectation of the total yearly payout of the ... Keywords: Comonotonicity, Mortality projection, Risk measure, Stop-loss order

Michel Denuit; Jan Dhaene

2007-06-01T23:59:59.000Z

399

portfolioJan2006_final_v2.pdf  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Characterize Characterize problem and prioritize program actions to reduce the threat to U.S. national security from radiological materials being used in "dirty bombs." Approach Argonne is working with the DOE National Nuclear Safety Administration, NA-25, to compile information from diverse sources into a comprehensive database, analyze and model information, and communicate results. Benefits Increased understanding of radionuclide sources and their locations, theft and diversion activities, and the ability to direct resources in the International Radiological Threat Reduction program where they will be most effective. POC: Roy Lindley, lindley@anl.gov Argonne National Laboratory Analysis of Radionuclide Theft and Diversions Geospatial Science Program

400

Equipment Risk and Performance Assessment  

Science Conference Proceedings (OSTI)

Risk assessment and management are key elements in a well developed asset management implementation. Consequently an increasing number of utility managers are devoting resources to the task of improving their capabilities for risk-based decision making. Equipment risk models are essential elements in a risk assessment process. However, most proposed power delivery equipment risk models require for their successful application some probabilistic representation describing the chances of equipment ...

2012-12-14T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


401

Equipment Risk and Performance Assessment  

Science Conference Proceedings (OSTI)

Risk assessment and management are key elements in a well-developed asset management implementation. Consequently, an increasing number of utility managers are devoting resources to the task of improving their capabilities for risk-based decision making. Equipment risk models are essential elements in the risk assessment process. However, for their application, most proposed power delivery equipment risk models require some probabilistic representation describing the chances of equipment failure. This re...

2011-12-21T23:59:59.000Z

402

Diversification and strategic management of LLNL`s R&D portfolio  

SciTech Connect

Strategic management of LLNL`s research effort is addressed. A general framework is established by presenting the McKinsey/BCG Matrix Analysis as it applies to the research portfolio. The framework is used to establish the need for the diversification into new attractive areas of research and for the improvement of the market position of existing research in those attractive areas. With the need for such diversification established, attention is turned to optimizing it. There are limited resources available. It is concluded that LLNL should diversify into only a few areas and try to obtain full market share as soon as possible.

Glinsky, M.E.

1994-12-01T23:59:59.000Z

403

Renewable Portfolio Standards in the States: Balancing Goals and Implementation Strategies  

SciTech Connect

This paper reports on renewable portfolio standards (RPS) and how the RPS rules vary from state to state. This variation presents important challenges to successful implementation. Key issues are discussed in terms of resource availability, solar-specific provisions, and political and regulatory consistency, and their impacts on the ability to finance new renewable energy projects. This report emphasizes the fact that a successful RPS policy must balance a state's goals for fuel diversity, economic development, price effects, and environmental benefits.

Cory, K. S.; Swezey, B. G.

2007-12-01T23:59:59.000Z

404

Power Transfer Potential to the Southeast in Response to a Renewable Portfolio Standard: Interim Report 2  

DOE Green Energy (OSTI)

Electricity consumption in the Southeastern US, not including Florida, is approximately 24% of the total US. The availability of renewable resources for electricity production is relatively small compared to the high consumption. Therefore meeting a national renewable portfolio standard (RPS) is particularly challenging in this region. Neighboring regions, particularly to the west, have significant wind resources and given sufficient long distant transmission these resources could serve energy markets in the SE. This report looks at renewable resource supply relative to demands and the potential for power transfer into the SE. It shows that development of wind resources will depend not only on available transmission capacity but also on electricity supply and demand factors.

Hadley, Stanton W [ORNL; Key, Thomas S [Electric Power Research Institute (EPRI); Deb, Rajat [LCG Consulting

2009-05-01T23:59:59.000Z

405

Nano Portfolio student travel award guidelines 1. Travel grants will be made up to $1,000 for conference travel, including  

E-Print Network (OSTI)

Nano Portfolio student travel award guidelines 1. Travel grants will be made up to $1 for either a poster or oral presentation at the conference. 6. The research to be presented must be nano will not be considered. 10.Travel awards will be decided by a committee of CNM-affiliated faculty. #12;Nano Portfolio

Ben-Yakar, Adela

406

A system dynamics model for the screening-level long-term assessment of human health risks at contaminated sites  

Science Conference Proceedings (OSTI)

For the design of sustainable and cost-effective management strategies for contaminated sites, decision makers need appropriate tools, i.e. environmental decision support systems to assist them in the planning, assessment, selection and optimisation ... Keywords: Contaminated sites, EDSS, Human health risk assessment, Monitored natural attenuation, Risk-based land management, System dynamics, Uncertainty, Vensim

Ursula S. Mcknight; Michael Finkel

2013-02-01T23:59:59.000Z

407

Risk identification and assessment for build-operate-transfer projects: A fuzzy multi attribute decision making model  

Science Conference Proceedings (OSTI)

In recent years, BOT approach has provided an increasingly popular project financing to move toward infrastructure development in Asian countries such as Iran. There are many complexities in projects because of the variety of factors in project's trend ... Keywords: BOT projects, FMADM, Risk identification, Risk ranking

Sadoullah Ebrahimnejad; Seyed Meysam Mousavi; Hamed Seyrafianpour

2010-01-01T23:59:59.000Z

408

Pursuing Energy Efficiency as a Hedge Against Carbon Regulatory Risks  

NLE Websites -- All DOE Office Websites (Extended Search)

Pursuing Energy Efficiency as a Hedge Against Carbon Regulatory Risks Pursuing Energy Efficiency as a Hedge Against Carbon Regulatory Risks Current Resource Planning Practices in the West Title Pursuing Energy Efficiency as a Hedge Against Carbon Regulatory Risks Current Resource Planning Practices in the West Publication Type Report Year of Publication 2008 Authors Barbose, Galen L., Ryan H. Wiser, Amol Phadke, and Charles A. Goldman Pagination 12 Date Published 08/2008 Publisher LBNL City Berkeley Keywords electric utilities, electricity markets and policy group, energy analysis and environmental impacts department, energy efficiency, power system planning Abstract Uncertainty surrounding the nature and timing of future carbon regulations poses a fundamental and far-reaching financial risk for electric utilities and their ratepayers. Long-term resource planning provides a potential framework within which utilities can assess carbon regulatory risk and evaluate options for mitigating exposure to this risk through investments in energy efficiency and other low-carbon resources. In this paper, we examine current resource planning practices related to managing carbon regulatory risk, based on a comparative analysis of the most-recent long-term resource plans filed by fifteen major utilities in the Western U.S. First, we compare the assumptions and methods used by utilities to assess carbon regulatory risk and to evaluate energy efficiency as a risk mitigation option. Although most utilities have made important strides in beginning to address carbon regulatory risk within their resource plan, we also identify a number of opportunities for improvement and offer recommendations for resource planners and state regulators to consider. We also summarize the composition and carbon intensity of the preferred resource portfolios selected by the fifteen Western utilities, highlighting the contribution of energy efficiency and its impact on the carbon intensity of utilities' proposed resource strategies. Energy efficiency and renewables are the dominant low-carbon resources included in utilities' preferred portfolios. Across the fifteen utilities, energy efficiency constitutes anywhere from 6% to almost 50% of the preferred portfolio energy resources, and represents 22% of all incremental resources in aggregate.

409

Risk Prioritization  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Quality Managers Quality Managers Software Quality Assurance Subcommittee Reference Document SQAS21.01.00 - 1999 Software Risk Management A Practical Guide February, 2000 Abstract This document is a practical guide for integrating software risk management into a software project. The purpose of Risk Management is to identify, assess and control project risks. Identified risks are analyzed to determine their potential impact and likelihood of occurrence. Risk Management Plans are developed to document the project's approach to risk management, risks, and decisions made about what should be done with each risk. Risks and risk actions are then tracked to closure. Software Risk Management: A Practical Guide SQAS21.01.00 Acknowledgments This document was prepared for the Department of Energy (DOE) by a Working Group of the DOE

410

Semiconductor Portfolio  

... ions with resolutions of a few hundred. The power consumption is kept to a minimum by the use of permanent magnets and a novel electron gun ...

411

Material Portfolio  

City of Livermore. Community. Our Community. Discovery Center. Site Tours. LLNL Community News. ... LLC, for the Department of Energy's National Nucle ...

412

Environment Portfolio  

... following primary subsurface contaminant volatilization efforts via thermal approaches, such as dynamic underground steam-electrical heating. ...

413

Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over the Last Decade  

E-Print Network (OSTI)

Oil Prices, Stock Markets and Portfolio Investment: Evidence from Sector Analysis in Europe over This article extends the understanding of oil­stock market relationships over the last turbulent decade. Unlike returns to oil price changes differ greatly depending on the activity sector. In the out

Paris-Sud XI, Université de

414

Data mining investigation of co-movements on the Taiwan and China stock markets for future investment portfolio  

Science Conference Proceedings (OSTI)

On June 29, 2010, Taiwan signed an Economic Cooperation Framework Agreement (ECFA) with China as a major step to open markets between Taiwan and China. Thus, the ECFA will contribute by creating a closer relationship between China and Taiwan through ... Keywords: Association rules, Cluster analysis, Co-movements, Cross-national stock market, Data mining, Stock market investment portfolio

Shu-Hsien Liao; Shan-Yuan Chou

2013-04-01T23:59:59.000Z

415

Fuel Cells and Renewable Portfolio Standards Webinar hosted by the Clean Energy States Alliance, the US Department of Energy, and  

E-Print Network (OSTI)

Agriculture Landfill Gas Applications: Municipal water treatment facilities Food processing and breweries for a Comprehensive Clean Energy Portfolio · Q&A Agenda #12;FuelCell Energy Worlds Leading Manufacturer and Operator & Engineering Research and Design Center Global Operations and Service Center 450 Total Employees Manufacturing

416

A SCOPING STUDY: Development of Probabilistic Risk Assessment Models for Reactivity Insertion Accidents During Shutdown In U.S. Commercial Light Water Reactors  

SciTech Connect

This report documents the scoping study of developing generic simplified fuel damage risk models for quantitative analysis from inadvertent reactivity insertion events during shutdown (SD) in light water pressurized and boiling water reactors. In the past, nuclear fuel reactivity accidents have been analyzed both mainly deterministically and probabilistically for at-power and SD operations of nuclear power plants (NPPs). Since then, many NPPs had power up-rates and longer refueling intervals, which resulted in fuel configurations that may potentially respond differently (in an undesirable way) to reactivity accidents. Also, as shown in a recent event, several inadvertent operator actions caused potential nuclear fuel reactivity insertion accident during SD operations. The set inadvertent operator actions are likely to be plant- and operation-state specific and could lead to accident sequences. This study is an outcome of the concern which arose after the inadvertent withdrawal of control rods at Dresden Unit 3 in 2008 due to operator actions in the plant inadvertently three control rods were withdrawn from the reactor without knowledge of the main control room operator. The purpose of this Standardized Plant Analysis Risk (SPAR) Model development project is to develop simplified SPAR Models that can be used by staff analysts to perform risk analyses of operating events and/or conditions occurring during SD operation. These types of accident scenarios are dominated by the operator actions, (e.g., misalignment of valves, failure to follow procedures and errors of commissions). Human error probabilities specific to this model were assessed using the methodology developed for SPAR model human error evaluations. The event trees, fault trees, basic event data and data sources for the model are provided in the report. The end state is defined as the reactor becomes critical. The scoping study includes a brief literature search/review of historical events, developments of a small set of comprehensive event trees and fault trees and recommendation for future work.

S. Khericha

2011-06-01T23:59:59.000Z

417

Peer Review of the Federal Energy Management Program Energy-Efficient Product Procurement Portfolio  

NLE Websites -- All DOE Office Websites (Extended Search)

Peer Review of the Federal Energy Management Program Peer Review of the Federal Energy Management Program (FEMP) Energy-Efficient Product Procurement (EEPP) Portfolio Meeting: Washington D.C., Dec. 4, 2012 Reviewers: David Goldstein (Chair), Harvey Sachs, Cyndi Vallina, Marina Moses, and Shahzeen Attari Review: Jan. 25, 2013 Summary The Review Committee met in Washington, D.C., and engaged in a day-long discussion with FEMP EEPP staff and contractors. Program staff gave clear and effective presentations, and we had extensive and illuminating discussions with the staff, and to a limited extent with other interested parties who attended. The Committee worked together after the meeting and by email to produce this review. Our review addresses: * strategic issues with respect to the program,

418

Power Transfer Potential to the Southeast in Response to a Renewable Portfolio Standard: Final Report  

Science Conference Proceedings (OSTI)

Electricity consumption in the Southeastern US, including Florida, is approximately 32% of the total US. The availability of renewable resources for electricity production is relatively small compared to the high consumption. Therefore meeting a national renewable portfolio standard (RPS) is particularly challenging in this region. Neighboring regions, particularly to the west, have significant wind resources and given sufficient transmission these resources could serve energy markets in the SE. This report looks at renewable resource supply relative to demands and the potential for power transfer into the SE. We found that significant wind energy transfers, at the level of 30-60 GW, are expected to be economic in case of federal RPC or CO2 policy. Development of wind resources will depend not only on the available transmission capacity and required balancing resources, but also on electricity supply and demand factors.

Key, Thomas S [Electric Power Research Institute (EPRI); Hadley, Stanton W [ORNL; Deb, Rajat [LCG Consulting

2010-02-01T23:59:59.000Z

419

Valuing Groundwater Services and Water Portfolio in Irrigated Agriculture with a Hedonic Pricing Model  

E-Print Network (OSTI)

and A.C. Fisher. 2007. Water Availability, Degree Days, andAn Overview. Regional Water Quality Control Board CentralRegion. 2006. California Water Boards. State of California.

Mukherjee, Monobina

2013-01-01T23:59:59.000Z

420

Modeling and simulation of building energy performance for portfolios of public buildings  

Science Conference Proceedings (OSTI)

In the U.S., commercial and residential buildings and their occupants consume more than 40% of total energy and are responsible for 45% of total greenhouse gas (GHG) emissions. Therefore, saving energy and costs, improving energy efficiency and reducing ...

Young M. Lee; Fei Liu; Lianjun An; Huijing Jiang; Chandra Reddy; Raya Horesh; Paul Nevill; Estepan Meliksetian; Pawan Chowdhary; Nat Mills; Young Tae Chae; Jane Snowdon; Jayant Kalagnanam; Joe Emberson; Al Paskevicous; Elliott Jeyaseelan; Robert Forest; Chris Cuthbert; Tony Cupido; Michael Bobker; Janine Belfast

2011-12-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


421

A non-linear programming model for insurance company investment portfolio management in Nigeria  

Science Conference Proceedings (OSTI)

As the crucial mainstay for insurance industry to survive and develop, the insurance investment enables insurance companies to offset their possible underwriting losses and make a considerable profit. There have been many issues that affect the investment ...

Emmanuel Olateju Oyatoye; Waheed Oladimeji Arilesere

2012-01-01T23:59:59.000Z

422

Sixth Northwest Conservation and Electric Power Plan Appendix J: The Regional Portfolio Model  

E-Print Network (OSTI)

is investigating biogas- powered grid-independent data centres [43], the synergistic effects from using data

423

Capacity Factor Risk At Nuclear Power Plants  

E-Print Network (OSTI)

We develop a model of the dynamic structure of capacity factor risk. It incorporates the risk that the capacity factor may vary widely from year-to-year, and also the risk that the reactor may be permanently shutdown prior ...

Du, Yangbo

424

The Tension between Fire Risk and Carbon Storage: Evaluating U.S. Carbon and Fire Management Strategies through Ecosystem Models  

Science Conference Proceedings (OSTI)

Fire risk and carbon storage are related environmental issues because fire reduction results in carbon storage through the buildup of woody vegetation, and stored carbon is a fuel for fires. The sustainability of the U.S. carbon sink and the ...

C. M. Girod; G. C. Hurtt; S. Frolking; J. D. Aber; A. W. King

2007-01-01T23:59:59.000Z

425

The Risk Assessment Information System  

NLE Websites -- All DOE Office Websites (Extended Search)

RAIS Risk Exposure Models for Radionuclides User's Guide RAIS Risk Exposure Models for Radionuclides User's Guide Note The RAIS presents this updated Risk calculator in response to the following: incorporating chemical-specific parameters from the lastest EPI release, addition of air as a media, and conversion to a new database structure. The previous RAIS Risk calculator presented Risks for radionuclides and chemcials together. Recent development of chemical and radionuclide exposure equations has necessitated that the RAIS separate the chemicals and the radionuclides. To calculate risks for chemicals, use the RAIS Risk Exposure Models for Chemicals calculator. Currently the agricultural equations for the RAIS chemical and radionuclide risk calculators are identical. The EPA's Preliminary Remediation Goals for

426

The Effects of Video Self-Modeling on the Decoding Skills of Children At Risk for Reading Disabilities  

E-Print Network (OSTI)

in children with autism via video technology. BehaviorI. S. (2005). Effects of video modeling alone and with self-J. (2007). A meta-analysis of video modeling and video self-

Ayala, Sandra M

2010-01-01T23:59:59.000Z

427

Analytical risk-based model of gaseous and liquid-phase radon transport in landfills with radium sources  

Science Conference Proceedings (OSTI)

An analytical model of gaseous and liquid-phase radon transport through soils is derived for environmental modeling of landfills containing uranium mill tailings or Ra-226 sources. Processes include radon diffusion in both the gas and liquid phases, ... Keywords: Landfill, Multiphase, Performance assessment, Probabilistic modeling, Radium, Radon, Transport

Clifford K. Ho

2008-09-01T23:59:59.000Z

428

A status report on the design and implementation of state renewable portfolio standards and system benefits charge policies  

DOE Green Energy (OSTI)

At last year's Windpower conference, we reported on state policies to foster renewable energy as part of efforts to restructure state electric power markets. The primary policies states are pursuing for renewables are system benefits charges (SBC) and renewable portfolio standards (RPS). Renewable portfolio standard policies began taking effect this year, while other states are continuing to work on the design of their RPS implementation strategies. In addition, states have begun distributing proceeds from their SBC funds. As a result, some renewable energy projects are beginning to materialize. This paper provides an update on state efforts with these two policies and examines some of the implementation issues and difficulties that states have faced thus far.

Porter, K.; Wiser, R.

2000-05-01T23:59:59.000Z

429

Effect of Wind Intermittency on the Electric Grid: Mitigating the Risk of Energy Deficits  

E-Print Network (OSTI)

Successful implementation of California's Renewable Portfolio Standard (RPS) mandating 33 percent renewable energy generation by 2020 requires inclusion of a robust strategy to mitigate increased risk of energy deficits (blackouts) due to short time-scale (sub 1 hour) intermittencies in renewable energy sources. Of these RPS sources, wind energy has the fastest growth rate--over 25% year-over-year. If these growth trends continue, wind energy could make up 15 percent of California's energy portfolio by 2016 (wRPS15). However, the hour-to-hour variations in wind energy (speed) will create large hourly energy deficits that require installation of other, more predictable, compensation generation capacity and infrastructure. Compensating for the energy deficits of wRPS15 could potentially cost tens of billions in additional dollar-expenditure for fossil and / or nuclear generation capacity. There is a real possibility that carbon dioxide and other greenhouse gas (GHG) emission reductions will miss the California ...

George, Sam O; Nguyen, Scott V

2010-01-01T23:59:59.000Z

430

Results of a Technical Review of the U.S. Climate Change Technology Program's R&D Portfolio  

Science Conference Proceedings (OSTI)

The U.S. Climate Change Technology Program (CCTP) is a multi-agency planning and coordinating entity, led by the U.S. Department of Energy that aims to accelerate the development and facilitate the adoption of technologies to address climate change. In late 2005, CCTP asked Oak Ridge National Laboratory and Energetics Incorporated to organize and coordinate a review of the CCTP R&D portfolio using structured workshops. Each workshop focused on one of CCTP's six strategic goals: 1.Reduce emissions from energy end-use and infrastructure 2.Reduce emissions from energy supply 3.Capture and sequester carbon dioxide 4.Reduce emissions of non-CO2 greenhouse gases (GHG) 5.Improve capabilities to measure and monitor GHG emissions 6.Bolster basic science contributions to technology development To promote meaningful dialogue while ensuring broad coverage, a group of broadly experienced professionals with expertise in fields relevant to each CCTP goal were asked to participate in the portfolio reviews and associated workshops. A total of 75 experts participated in the workshops; 60 of these participants represented non-Federal organizations. This report summarizes the findings of the workshops and the results of the Delphi assessment of the CCTP R&D portfolio.

Brown, Marilyn A [ORNL

2006-07-01T23:59:59.000Z

431

Carbon Sequestration Risks and Risk Management  

NLE Websites -- All DOE Office Websites (Extended Search)

Carbon Sequestration Risks and Risk Management Title Carbon Sequestration Risks and Risk Management Publication Type Report Year of Publication 2008 Authors Price, Phillip N.,...

432

The Role of Industry, Geography and Firm Heterogeneity in Credit Risk Diversification  

E-Print Network (OSTI)

theoretical framework where the GVAR is derived as an approximation to a global unobserved common factor model. 13 the underlying macroeconomic factors (domestic and foreign), the exogenous global variables (in our application oil prices) and the ?rm... in the GVAR model. A general form of these return regressions is given by (23). Given the diverse nature of the ?rms in our portfolio, one is tempted to include all the domestic, foreign and global factors (i.e. oil price changes) in the multi...

Pesaran, M Hashem; Schuermann, Til; Treutler, Bjorn-Jakob

2006-03-14T23:59:59.000Z

433

An Analysis of the Relationship between Casualty Risk Per Crash and Vehicle Mass and Footprint for Model Year 2000-2007 Light-Duty Vehicles-Preliminary report  

E-Print Network (OSTI)

variables, on 13-state casualty risk per crash, lightvariables, on 13-state casualty risk per crash, lighton crashes with heavier light-duty trucks, by case vehicle

Wenzel, Tom

2013-01-01T23:59:59.000Z

434

Risk Management Process Overview | Department of Energy  

NLE Websites -- All DOE Office Websites (Extended Search)

» Risk Management Process Overview » Risk Management Process Overview Risk Management Process Overview figure depicting three tier risk management process The cybersecurity risk management process explained in the Electricity Sector Cybersecurity Risk Management Process (RMP) Guideline has two primary components: the risk management model and the the risk management cycle. The risk management model reflects the organization as a three-tiered structure and provides a comprehensive view for the electricity sector organization and how risk management activities are undertaken across the organization. This structure is simple enough that it can be applied to any electricity sector organization regardless of size or operations. The three tiers of the risk management model are: Tier 1: Organization

435

Renewables Portfolio Standards: A Factual Introduction toExperience from the United States  

SciTech Connect

Renewables portfolio standards (RPS) have--since the late 1990s--proliferated at the state level in the United States. What began as a policy idea minted in California and first described in detail in the pages of the 'Electricity Journal' FPT has emerged as an important driver for renewable energy capacity additions in the United States. Over the years, articles in the 'Electricity Journal' have explored the RPS in more detail, identifying both its strengths and weaknesses. The present article provides an introduction to the history, concept, and design of the RPS, reviews early experience with the policy as applied at the state level, and provides a brief overview of Federal RPS proposals to date and the possible relationship between Federal and state RPS policies. Our purpose is to offer a factual introduction to the RPS, as applied and considered in the U.S. Though elements of state RPS design are summarized here, other publications provide a more thorough review of design lessons that emerge from that experience. In addition, the present article does not describe the results of economic analyses of Federal RPS proposals, though we do cite many of the analyses conducted by the U.S. DOE's Energy Information Administration (EIA).

Wiser, R.; Namovicz, C.; Gielecki, M.; Smith, R.

2007-05-09T23:59:59.000Z

436

Supporting Solar Power in Renewables Portfolio Standards: Experience from the United States  

DOE Green Energy (OSTI)

Among the available options for encouraging the increased deployment of renewable electricity, renewables portfolio standards (RPS) have become increasingly popular. The RPS is a relatively new policy mechanism, however, and experience with its use is only beginning to emerge. One key concern that has been voiced is whether RPS policies will offer adequate support to a wide range of renewable energy technologies and applications or whether, alternatively, RPS programs will favor a small number of the currently least-cost forms of renewable energy. This report documents the design of and early experience with state-level RPS programs in the United States that have been specifically tailored to encourage a wider diversity of renewable energy technologies, and solar energy in particular. As shown here, state-level RPS programs specifically designed to support solar have already proven to be an important, albeit somewhat modest, driver for solar energy deployment, and those impacts are projected to continue to build in the coming years. State experience in supporting solar energy with RPS programs is mixed, however, and full compliance with existing requirements has not been achieved. The comparative experiences described herein highlight the opportunities and challenges of applying an RPS to specifically support solar energy, as well as the importance of policy design details to ensuring that program goals are achieved.

Wiser, Ryan; Barbose, Galen; Holt, Edward

2010-10-01T23:59:59.000Z

437

Risk identification in Green IT practice  

Science Conference Proceedings (OSTI)

A variety of risk factors may affect Green IT's practice and eventually displease the goal of environmental sustainability. This paper adopts the value model approach to analyze potential risk effect in Green IT. The Green IT value model has been used ... Keywords: Environmental sustainability, Green IT, Risk factors, Value model

David C. Chou

2013-02-01T23:59:59.000Z

438

Transmission Price Risk Management  

Science Conference Proceedings (OSTI)

This report is concerned with the financial risks that arise from the uncertain price of transmission service in restructured or competitive electricity markets. These risks are most severe in markets with locational pricing (LMP), but they also exist in more traditionally organized electricity markets. This report has two main purposes. The first is to review the existing mathematical models of electricity price formation in spot and forward markets that may be helpful as the foundations for developing ...

2006-12-04T23:59:59.000Z

439

Reading the Tea Leaves: How Utilities in the West Are Managing Carbon Regulatory Risk in their Resource Plans  

Science Conference Proceedings (OSTI)

The long economic lifetime and development lead-time of many electric infrastructure investments requires that utility resource planning consider potential costs and risks over a lengthy time horizon. One long-term -- and potentially far-reaching -- risk currently facing the electricity industry is the uncertain cost of future carbon dioxide (CO2) regulations. Recognizing the importance of this issue, many utilities (sometimes spurred by state regulatory requirements) are beginning to actively assess carbon regulatory risk within their resource planning processes, and to evaluate options for mitigating that risk. However, given the relatively recent emergence of this issue and the rapidly changing political landscape, methods and assumptions used to analyze carbon regulatory risk, and the impact of this analysis on the selection of a preferred resource portfolio, vary considerably across utilities. In this study, we examine the treatment of carbon regulatory risk in utility resource planning, through a comparison of the most-recent resource plans filed by fifteen investor-owned and publicly-owned utilities in the Western U.S. Together, these utilities account for approximately 60percent of retail electricity sales in the West, and cover nine of eleven Western states. This report has two related elements. First, we compare and assess utilities' approaches to addressing key analytical issues that arise when considering the risk of future carbon regulations. Second, we summarize the composition and carbon intensity of the preferred resource portfolios selected by these fifteen utilities and compare them to potential CO2 emission benchmark levels.

Barbose, Galen; Wiser, Ryan; Phadke, Amol; Goldman, Charles

2008-02-01T23:59:59.000Z

440

The Risk Assessment Information System  

NLE Websites -- All DOE Office Websites (Extended Search)

Risk Exposure Models for Chemicals User's Guide Risk Exposure Models for Chemicals User's Guide 1. Introduction The purpose of this calculator is to assist Remedial Project Managers (RPMs), On Scene Coordinators (OSC's), risk assessors and others involved in decision-making at hazardous waste sites and to determine whether levels of contamination found at the site may warrant further investigation or site cleanup, or whether no further investigation or action may be required. The risk values presented on this site are chemical-specific values for individual contaminants in air, water, soil and biota that may warrant further investigation or site cleanup. It should be noted that the risks in this calculator are based upon human health risk and do not address potential ecological risk. Some sites in sensitive ecological settings may also need to be evaluated for potential

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


441

Preliminary Technical Risk Analysis for the Geothermal Technologies Program  

DOE Green Energy (OSTI)

This report explains the goals, methods, and results of a probabilistic analysis of technical risk for a portfolio of R&D projects in the DOE Geothermal Technologies Program ('the Program'). The analysis is a task by Princeton Energy Resources International, LLC (PERI), in support of the National Renewable Energy Laboratory (NREL) on behalf of the Program. The main challenge in the analysis lies in translating R&D results to a quantitative reflection of technical risk for a key Program metric: levelized cost of energy (LCOE). This requires both computational development (i.e., creating a spreadsheet-based analysis tool) and a synthesis of judgments by a panel of researchers and experts of the expected results of the Program's R&D.

McVeigh, J.; Cohen, J.; Vorum, M.; Porro, G.; Nix, G.

2007-03-01T23:59:59.000Z

442

Niche-based modelling as a tool for predicting the risk of alien plant invasions at a global scale  

E-Print Network (OSTI)

) succulent karoo, (3) Nama-karoo, (4) fynbos, (5) Albany thicket, (6) grassland and (7) savanna. Because, fynbos and succulent karoo. Temperate Europe and the south-eastern part of the USA now appear suitable (succulent karoo, Nama-karoo and dwarf savanna). Species' distribution models Native distribution of South

Schweik, Charles M.

443

Agni: Coupling Model Analysis Tools and High-Performance Subsurface Flow and Transport Simulators for Risk and Performance Assessments  

Science Conference Proceedings (OSTI)

Agni is open source /community /multi platform framework for model-based analyses (SA, UQ, PE, RA, DS). Agni can be applied independently from other Advanced Simulation Capability for Environmental Management (ASCEM) modules. Agni will be available as Mercurial repository (hg clone https://akuna.labworks.org/hg/Platform) including source code, manual, test and verification examples.

Vesselinov, Velimir V. [Los Alamos National Laboratory; Pau, George [LBNL; Finsterle, Stefan [LBNL

2012-06-28T23:59:59.000Z

444

Renewable Portfolio Standards in the United States - A Status Report with Data Through 2007  

SciTech Connect

Renewables portfolio standards (RPS) have proliferated at the state level in the United States since the late 1990s. In combination with Federal tax incentives, state RPS requirements have emerged as one of the most important drivers of renewable energy capacity additions. The focus of most RPS activity in the U.S. has been within the states. Nonetheless, the U.S. House of Representatives and Senate have, at different times, each passed versions of a Federal RPS; a Federal RPS, however, has not yet been signed into law. The design of an RPS can and does vary, but at its heart an RPS simply requires retail electricity suppliers (also called load-serving entities, or LSEs) to procure a certain minimum quantity of eligible renewable energy. An RPS establishes numeric targets for renewable energy supply, applies those targets to retail electricity suppliers, and seeks to encourage competition among renewable developers to meet the targets in a least-cost fashion. RPS purchase obligations generally increase over time, and retail suppliers typically must demonstrate compliance on an annual basis. Mandatory RPS policies are backed by various types of compliance enforcement mechanisms, and many--but not all--such policies include the trading of renewable energy certificates (RECs). Renewables portfolio standards are a relatively recent addition to the renewable energy policy landscape, and these policies continue to evolve. Keeping up with the design, early experience, and projected impacts of these programs is a challenge. This report seeks to fill this need by providing basic, factual information on RPS policies in the United States. It focuses on state-level initiatives, though a later section briefly discusses Federal developments as well. The report does not cover municipal-level renewable energy goals, unless required by state law. Similarly, this report focuses on mandatory state RPS requirements, though it also touches on non-binding renewable energy goals, especially when those goals are developed by state law or regulation. This report is the first of what is envisioned to be an ongoing series; as such, it concentrates on key recent developments, while also providing basic information on historical RPS experience and design. The report begins with an overview of state RPS policies: where they have been developed, when, and with what design features. Though most RPS programs are still in their infancy, the report summarizes the early impacts of these policies on renewable energy development, and provides a forecast of possible future impacts. It then turns to the implications of the growing trend towards solar and/or distributed generation set-asides within state RPS programs. Next, the report highlights state RPS compliance levels, enforcement actions, and cost impacts, as well as key developments in REC markets. Finally, the report provides a brief overview of Federal RPS proposals.

Wiser, Ryan; Wiser, Ryan; Barbose, Galen; Bird, Lori; Churchill, Susannah; Deyette, Jeff; Holt, Ed

2008-04-09T23:59:59.000Z

445

The development and application of a risk-based prioritization model for the Oak Ridge Environmental Restoration Program  

Science Conference Proceedings (OSTI)

The Oak Ridge Environmental Restoration (ER) Program developed and implemented the Environmental Restoration Benefit Assessment Matrix (ERBAM) early in 1994 to provide a simple, efficient process for prioritizing and justifying fiscal budget decisions for a diverse set of activities. The decision to develop a methodology for prioritizing sites was necessitated by the large number of buildings and areas managed by the DOE Oak Ridge Field Office and the finite resources available to address these areas. The ERBAM was based on the Integrated Resource Management System prioritization methodology historically used by the United States Department of Energy (DOE) and Lockheed Martin Energy Systems, Inc., to rank compliance and operational activities. To develop the matrix, ER Program management, working with federal and state regulators, agreed on impact criteria that balance the major objectives within the ER Program: protection of public health, protection of the environment, protection of on-site workers, consideration of stakeholder/community preference, achievement of ER mission, and optimization of cost efficiency. Lessons learned from the initial application of the matrix were used to make refinements and improvements in the methodology. A standard set of assumptions (both overall and categoric) and a prioritization board, consisting of top level DOE and Lockheed Martin Energy Systems, Inc., managers along with federal and state regulatory representatives, were established to facilitate consistent application. Current and future improvements include a method to incorporate existing quantitative risk data and facilitate increased efficiency in applying baseline cost data and approved funding levels to the prioritized output. Application of the prioritization methodology yields a prioritized list of all work activities within the programs` work breakdown structure.

Dail, J.L.; White, R.K.

1995-12-31T23:59:59.000Z

446

Technical Update -- Wind and Solar PV Modeling and Model Validation  

Science Conference Proceedings (OSTI)

The proliferation of variable generation technologies, particularly wind generation, into the bulk transmission grid in the U.S. and internationally has been significant over the past decade. This trend will most likely continue in light of national (in other countries) and state renewable portfolio standards. Thus, there is at present a need for generic, standard and publicly available models for variable generation technologies for the purpose of power system planning studies. EPRI has ...

2012-11-30T23:59:59.000Z

447

Microsoft PowerPoint - 04 Melendez Rimando Restructuring of EM Portfolio Briefing 3 March 2010 rev 2 rcvd 8 Mar 1100 [Compatibi  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Title Title Restructuring the EM Portfolio A new permanent way of doing business... R. Rimando & C. Melendez March 9, 2010 1 Pre-ARRA Portfolio Structure Portfolio Structure * EM Project Baseline Summaries (PBS) j ( ) - DOE O 413.3A applied to the PBS - All-inclusive scope → "kitchen sink" All inclusive scope → kitchen sink - Prolonged durations → NTB and OPER - Budget-driven → annual shortfalls - Budget-driven → annual shortfalls - Struggling construction projects "tax" other PBS- funded work funded work - Capital work performance masked by LOE work - Perception of progress with "no completion" 2 - Perception of progress with no completion ARRA Challenges and Opportunity * How do we save and create jobs quickly?

448

DOE Selects Projects Aimed at Reducing Drilling Risks in Ultra-Deepwater |  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Selects Projects Aimed at Reducing Drilling Risks in Selects Projects Aimed at Reducing Drilling Risks in Ultra-Deepwater DOE Selects Projects Aimed at Reducing Drilling Risks in Ultra-Deepwater November 22, 2011 - 12:00pm Addthis Washington, DC - The U.S. Department of Energy's Office of Fossil Energy (FE) has selected six new natural gas and oil research projects aimed at reducing risks and enhancing the environmental performance of drilling in ultra-deepwater settings. The projects have been selected for negotiation leading to awards totaling $9.6 million, and will add to the research portfolio for FE's Ultra-Deepwater and Unconventional Natural Gas and Other Petroleum Resources Program. Research needs addressed by the projects include the prevention of uncontrolled oil flow through new and better ways to cement well casing,

449

The Value of Renewable Energy as a Hedge Against Fuel Price Risk: Analytic Contributions from Economic and Finance Theory  

E-Print Network (OSTI)

Analysis of a 10-Percent Renewable Portfolio Standard. SR/Impacts of a 15-Percent Renewable Portfolio Standard. SR/through Increased Deployment of Renewable Energy and Energy

Bolinger, Mark A

2009-01-01T23:59:59.000Z

450

20% Wind Energy - Diversifying Our Energy Portfolio and Addressing Climate Change (Brochure)  

SciTech Connect

This brochure describes the R&D efforts needed for wind energy to meet 20% of the U.S. electrical demand by 2030. In May 2008, DOE published its report, 20% Wind Energy by 2030, which presents an in-depth analysis of the potential for wind energy in the United States and outlines a potential scenario to boost wind electric generation from its current production of 16.8 gigawatts (GW) to 304 GW by 2030. According to the report, achieving 20% wind energy by 2030 could help address climate change by reducing electric sector carbon dioxide (CO2) emissions by 825 million metric tons (20% of the electric utility sector CO2 emissions if no new wind is installed by 2030), and it will enhance our nation's energy security by diversifying our electricity portfolio as wind energy is an indigenous energy source with stable prices not subject to fuel volatility. According to the report, increasing our nation's wind generation could also boost local rural economies and contribute to significant growth in manufacturing and the industry supply chain. Rural economies will benefit from a substantial increase in land use payments, tax benefits and the number of well-paying jobs created by the wind energy manufacturing, construction, and maintenance industries. Although the initial capital costs of implementing the 20% wind scenario would be higher than other generation sources, according to the report, wind energy offers lower ongoing energy costs than conventional generation power plants for operations, maintenance, and fuel. The 20% scenario could require an incremental investment of as little as $43 billion (net present value) more than a base-case no new wind scenario. This would represent less than 0.06 cent (6 one-hundredths of 1 cent) per kilowatt-hour of total generation by 2030, or roughly 50 cents per month per household. The report concludes that while achieving the 20% wind scenario is technically achievable, it will require enhanced transmission infrastructure, streamlined siting and permitting regimes, improved reliability and operability of wind systems, and increased U.S. wind manufacturing capacity. To meet these challenges, the DOE Wind Energy Program will continue to work with industry partners to increase wind energy system reliability and operability and improve manufacturing processes. The program also conducts research to address transmission and grid integration issues, to better understand wind resources, to mitigate siting and environmental issues, to provide information to industry stakeholders and policy makers, and to educate the future generations.

2008-05-01T23:59:59.000Z

451

20% Wind Energy - Diversifying Our Energy Portfolio and Addressing Climate Change (Brochure)  

DOE Green Energy (OSTI)

This brochure describes the R&D efforts needed for wind energy to meet 20% of the U.S. electrical demand by 2030. In May 2008, DOE published its report, 20% Wind Energy by 2030, which presents an in-depth analysis of the potential for wind energy in the United States and outlines a potential scenario to boost wind electric generation from its current production of 16.8 gigawatts (GW) to 304 GW by 2030. According to the report, achieving 20% wind energy by 2030 could help address climate change by reducing electric sector carbon dioxide (CO2) emissions by 825 million metric tons (20% of the electric utility sector CO2 emissions if no new wind is installed by 2030), and it will enhance our nation's energy security by diversifying our electricity portfolio as wind energy is an indigenous energy source with stable prices not subject to fuel volatility. According to the report, increasing our nation's wind generation could also boost local rural economies and contribute to significant growth in manufacturing and the industry supply chain. Rural economies will benefit from a substantial increase in land use payments, tax benefits and the number of well-paying jobs created by the wind energy manufacturing, construction, and maintenance industries. Although the initial capital costs of implementing the 20% wind scenario would be higher than other generation sources, according to the report, wind energy offers lower ongoing energy costs than conventional generation power plants for operations, maintenance, and fuel. The 20% scenario could require an incremental investment of as little as $43 billion (net present value) more than a base-case no new wind scenario. This would represent less than 0.06 cent (6 one-hundredths of 1 cent) per kilowatt-hour of total generation by 2030, or roughly 50 cents per month per household. The report concludes that while achieving the 20% wind scenario is technically achievable, it will require enhanced transmission infrastructure, streamlined siting and permitting regimes, improved reliability and operability of wind systems, and increased U.S. wind manufacturing capacity. To meet these challenges, the DOE Wind Energy Program will continue to work with industry partners to increase wind energy system reliability and operability and improve manufacturing processes. The program also conducts research to address transmission and grid integration issues, to better understand wind resources, to mitigate siting and environmental issues, to provide information to industry stakeholders and policy makers, and to educate the future generations.

Not Available

2008-05-01T23:59:59.000Z

452

Software products for risk assessment  

Science Conference Proceedings (OSTI)

For assessing risks in all environments it is often necessary to use a systematic approach of modeling and simulation with the aim to simplify this process in the framework of designing new technological lines, machines, equipment and processes. Also ... Keywords: crisis management, risk assessment, software products

Jozef Ristvej; Tomas Lovecek

2011-11-01T23:59:59.000Z

453

Equipment Risk and Performance Assessment  

Science Conference Proceedings (OSTI)

This report introduces the basis for understanding, developing, and applying a new set of practical, condition-based risk models for substation equipment. Because of the great variety of risks encountered in the power delivery industry and the diversity in utility equipment and business practices, the focus at this stage of the project is at the conceptual level.

2010-12-23T23:59:59.000Z

454

Empirical Hardness Models: Methodology and a Case Study on Combinatorial Auctions  

E-Print Network (OSTI)

Empirical Hardness Models: Methodology and a Case Study on Combinatorial Auctions KEVIN LEYTON to be hard or easy. We also present two applications of our models: building algorithm portfolios that outperform their constituent algorithms, and generating test distributions that emphasize hard problems. We

Shoham, Yoav

455

Risk Aversion in Inventory Management  

E-Print Network (OSTI)

Traditional inventory models focus on risk-neutral decision makers, i.e., characterizing replenishment strategies that maximize expected total profit, or equivalently, minimize expected total cost over a planning horizon. ...

Chen, Xin

456

Addendum to the User's Guide for RIVRISK Version 5.0: A Model to Assess Potential Human Health and Ecological Risks from Power Plant and Industrial Facility Releases to Rivers  

Science Conference Proceedings (OSTI)

This is an addendum to the User's Guide for EPRI's RIVRISK analytic framework, Version 5.0. RIVRISK can be used to assess human health and ecological risks associated with industrial and power plant chemical and thermal releases to rivers. Some minor inconsistencies between the original User's Guide (EPRI Report 1000733) and the model examples were discovered during model applications. This addendum provides modified pages of the User's Guide that correct those inconsistencies. Those planning to use RIVR...

2001-05-04T23:59:59.000Z

457

Nano Portfolio student travel award guidelines 1. Travel grants will be made up to $1,000 for conference travel, including  

E-Print Network (OSTI)

Nano Portfolio student travel award guidelines 1. Travel grants will be made up to $1. The research to be presented must be nano-related. 7. The award cannot be used to subsidize conference travel: ____________________________ Department: ___________________ Years in graduate school: __________________ Years in Nano Doctoral Por

Ben-Yakar, Adela

458

Emerging M&S application in risk management  

Science Conference Proceedings (OSTI)

There has been compelling signs of the great potential of building further synergy with academics, researchers, and industry practitioners from the areas of Modeling and Simulation (M&S) managing risk events. This paper provides an introduction to risk ... Keywords: engineering management, risk analysis, risk assessment, risk management, systems engineering

C. Ariel Pinto; Andreas Tolk; Michael McShane

2011-04-01T23:59:59.000Z

459

Application of Risk Analysis to Evaluating M&V Requirement for Energy Efficiency Program  

E-Print Network (OSTI)

Since 2005, CIPP of New York Energy Smart has waived the monitoring requirement for lighting projects with small projected savings that are 600,000 kWh/yr or less. There is potential to further increase the threshold savings with additional administrative efficiencies, but also with increased risk that the estimated savings may not be realized. This paper presented a risk analysis of the threshold for small lighting projects by running a Monte Carlo simulation. The preliminary result of this study shows that increasing the size of lighting project savings for which M&V is waived to 1,400,000 kWh per year would introduce an error of only ±5% to the sum of all lighting savings. The error introduced at the program level would be approximately ±2%. The lessons from this experiment may be used to conduct large-scale risk analysis to optimize evaluation cost allocations for more complex energy efficiency program portfolio.

Tan, G.; Gregoire, C.; Gogte, S.; Gowans, D.

2007-01-01T23:59:59.000Z

460

Many-objective de Novo water supply portfolio planning under deep uncertainty  

Science Conference Proceedings (OSTI)

This paper proposes and demonstrates a new interactive framework for sensitivity-informed de Novo planning to confront the deep uncertainty within water management problems. The framework couples global sensitivity analysis using Sobol' variance decomposition ... Keywords: Decision support, Many-objective decision analytics, Multiobjective evolutionary algorithms, Risk, Robust decision making, Sensitivity analysis, Uncertainty

Joseph R. Kasprzyk; Patrick M. Reed; Gregory W. Characklis; Brian R. Kirsch

2012-06-01T23:59:59.000Z

Note: This page contains sample records for the topic "modeling portfolio risk" from the National Library of EnergyBeta (NLEBeta).
While these samples are representative of the content of NLEBeta,
they are not comprehensive nor are they the most current set.
We encourage you to perform a real-time search of NLEBeta
to obtain the most current and comprehensive results.


461

Carbon tax or carbon permits: The impact on generators' risks  

Science Conference Proceedings (OSTI)

Volatile fuel prices affect both the cost and price of electricity in a liberalized market. Generators with the price-setting technology will face less risk to their profit margins than those with costs that are not correlated with price, even if those costs are not volatile. Emissions permit prices may respond to relative fuel prices, further increasing volatility. This paper simulates the impact of this on generators' profits, comparing an emissions trading scheme and a carbon tax against predictions for the UK in 2020. The carbon tax reduces the volatility faced by nuclear generators, but raises that faced by fossil fuel stations. Optimal portfolios would contain a higher proportion of nuclear plant if a carbon tax was adopted.

Green, R. [University of Birmingham, Birmingham (United Kingdom). Inst. for Energy Research & Policy

2008-07-01T23:59:59.000Z

462

Visual agent-based model development with repast simphony.  

SciTech Connect

Repast is a widely used, free, and open-source agent-based modeling and simulation toolkit. Three Repast platforms are currently available, each of which has the same core features but a different environment for these features. Repast Simphony (Repast S) extends the Repast portfolio by offering a new approach to simulation development and execution. This paper presents a model of physical infrastructure network interdependency as an introductory tutorial and illustration of the visual modeling capabilities of Repast S.

North, M. J.; Tatara, E.; Collier, N. T.; Ozik, J.; Decision and Information Sciences; Univ. of Chicago; PantaRei Corp.

2007-01-01T23:59:59.000Z

463

Risk-Related research at LBNL  

NLE Websites -- All DOE Office Websites (Extended Search)

Risk-Related Research at Lawrence Berkeley National Laboratory Risk-Related Research at Lawrence Berkeley National Laboratory Table of Contents Human Exposure Assessment Cancer Risk Assessment Extrapolation of Cancer Risks from Animals to Humans Biodosimetry to Assess Human Genotoxicity from Mutagenic or Clastogenic Agents Transgenic Mouse Models Biological Effects of Complex Chemical Mixtures Physiologically-Based Pharmacokinetic (PBPK) and Cancer Models Electromagnetic Fields Risks of Ionizing Radiation in Space Risk-Based Remediation Strategy for Kesterson Reservoir Wetland Restoration and Sediment Quality Integrated, Risk-Based Environmental Clean-up SELECT: Environmental Decision-Making Software Introduction The Ernest Orlando Lawrence Berkeley National Laboratory (LBNL) conducts research to improve the scientific basis of risk assessment.

464

Risk Management Tool Attributes:  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

- Tools & SMEs - Tools & SMEs Outline for Breakout Session TOOLS 1. Types of Tools a. Risk Management - Database & Reports, risk register, risk forms, risk tracking & monitoring, basis of estimate, action item tracking, historical record of risks & changes, configuration control, enterprise-wide, metrics, risk performance index, risk checklist, graphical display, management reporting (various levels), risk communications b. Risk Analysis i. Cost, ii. budgets, funding, cash-flow analysis, iii. Schedule iv. tailoring categories v. Integrated Cost & Schedule vi. Project phase analysis; organization ownership & joint planning c. Risk Knowledge and Lessons Learned Database i. Enterprise-wide ii. Job/owner-specific iii. Workshops - project specific, risk management,

465

OCTOBER 16, 2000The Policy Implications of Portfolio Choice in Underserved Mortgage Markets  

E-Print Network (OSTI)

Home ownership increases the incentive to maintain property and neighborhood, as well as decreasing the outflow of rents from low-income zones. However these benefits are not costless to homeowners. With a mortgage comes the possibility of default, the financial demands of maintenance, a reduction in alternate investment opportunities, an increased exposure to fluctuations in local economic conditions, and a drastic reduction in the liquidity of personal wealth. Recently, policy makers have sought to increase mortgage lending in traditionally underserved markets. In this paper we consider the effects of this policy in light of the risk and return of housing and the current tax treatment of the home mortgage deduction. We find housing to be a relatively poor asset class in which to invest the bulk of family wealth. Trends in housing suggest that a large percentage of homeowners who bought and sold within a five year horizon in the United State over the last twenty years lost money on the investment. Lowering the equity required to purchase a home does little to alleviate the problem. We show that the current tax code – if anything – encourages renting over buying and gentrification of low income housing markets. If the government wishes to encourage home ownership among low income families despite the risks then we argue that government agencies should share information about the risk and return of home ownership with its citizens. In addition, a direct subsidy through a tax credit may be both warranted and necessary to achieve the desired result. JEL Classification: R21Expanding homeownership will strengthen our nation’s families and communities, strengthen our economy, and expand this country’s great middle class. Rekindling the dream of homeownership for America’s working families can prepare our nation to embrace the rich possibilities of the twenty-first century.

William N. Goetzmann; Matthew Spiegel; William N. Goetzmann; Matthew Spiegel

1995-01-01T23:59:59.000Z

466

European Committee on Radiation Risk  

E-Print Network (OSTI)

Radioactivity form the Fukushima Catastrophe is now reaching centres of population like Tokyo and will appear in the USA. Authorities are downplaying the risk on the basis of absorbed dose levels using the dose coefficients of the International Commission on Radiological Protection the ICRP. These dose coefficients and the ICRP radiation risk model is unsafe for this purpose. This is clear from hundreds of research studies of the Chernobyl accident outcomes. It has also been conceded by the editor of the ICRP risk model, Dr Jack Valentin, in a discussion with Chris Busby in Stockholm, Sweden in April 2009. Valentin specifically stated in a videoed interview (available on www.llrc.org and vimeo.com) that the ICRP model could not be used to advise politicians of the health consequences of a nuclear release like the one from Fukushima. Valentin agreed that for certain internal exposures the risk model was insecure by 2 orders of magnitude. The CERRIE committee stated that the range of insecurity was between 10 and members of the committee put the error at nearer to 1000, a factor which would be necessary to explain the nuclear site child leukemia clusters. The ECRR risk model was developed for situations like Fukushima

Chris Busby

2011-01-01T23:59:59.000Z

467

Electric portfolio modeling with stochastic water - climate interactions| Implications for co-management of water and electric utilities.  

E-Print Network (OSTI)

?? Water supply constraints can significantly restrict electric power generation, and such constraints are expected to worsen with future climate change. The overarching goal of… (more)

Woldeyesus, Tibebe Argaw

2012-01-01T23:59:59.000Z

468

Generic Models and Model Validation for Wind and Solar PV Generation: Technical Update  

Science Conference Proceedings (OSTI)

The influx of variable generation technologies, particularly wind generation, into the bulk transmission grid in the U.S. and internationally has been significant over the past decade. This trend will most likely continue in light of national (in other countries) and state renewable portfolio standards. Thus, there is at present a need for generic, standard and publicly available models for variable generation technologies for the purpose of power system planning studies. EPRI has been a key participant ...

2011-12-20T23:59:59.000Z

469

Modeling and Model Validation for Variable Generation Technologies: Focus on Wind Generation  

Science Conference Proceedings (OSTI)

The influx of variable-generation technologies, particularly wind generation, into the bulk transmission grid has been tremendous over the past decade. This trend will likely continue, in light of national and state renewable portfolio standards. Thus, there is a need for generic, standard, and publicly available models for variable-generation technologies for power system planning studies. The Electric Power Research Institute (EPRI), in collaboration with the Western Electricity Coordinating Council (...

2010-12-14T23:59:59.000Z

470

Observations on the Optimality Tolerance in the CAISO 33% RPS Model  

DOE Green Energy (OSTI)

In 2008 Governor Schwarzenegger of California issued an executive order requiring that 33 percent of all electricity in the state in the year 2020 should come from renewable resources such as wind, solar, geothermal, biomass, and small hydroelectric facilities. This 33% renewable portfolio standard (RPS) was further codified and signed into law by Governor Brown in 2011. To assess the market impacts of such a requirement, the California Public Utilities Commission (CPUC) initiated a study to quantify the cost, risk, and timing of achieving a 33% RPS by 2020. The California Independent System Operator (CAISO) was contracted to manage this study. The production simulation model used in this study was developed using the PLEXOS software package, which allows energy planners to optimize long-term system planning decisions under a wide variety of system constraints. In this note we describe our observations on varying the optimality tolerance in the CAISO 33% RPS model. In particular, we observe that changing the optimality tolerance from .05% to .5% leads to solutions over 5 times faster, on average, producing very similar solutions with a negligible difference in overall distance from optimality.

Yao, Y; Meyers, C; Schmidt, A; Smith, S; Streitz, F

2011-09-22T23:59:59.000Z

471

User's Guide for RIVRISK Version 5.0: A Model to Assess Potential Human Health and Ecological Risks from Power Plant and Industrial Facility Releases to Rivers  

Science Conference Proceedings (OSTI)

This is a user's guide to EPRI's RIVRISK framework, Version 5.0, which can be used to assess human health and ecological risks associated with industrial and power plant chemical and thermal releases to rivers. The report also documents RIVRISK's theoretical foundation and graphical user interface. Industrial and government staff concerned with chemical and thermal releases will find this report useful.

2000-11-29T23:59:59.000Z

472

Accounting for fuel price risk: Using forward natural gas prices instead of gas price forecasts to compare renewable to natural gas-fired generation  

Science Conference Proceedings (OSTI)

Against the backdrop of increasingly volatile natural gas prices, renewable energy resources, which by their nature are immune to natural gas fuel price risk, provide a real economic benefit. Unlike many contracts for natural gas-fired generation, renewable generation is typically sold under fixed-price contracts. Assuming that electricity consumers value long-term price stability, a utility or other retail electricity supplier that is looking to expand its resource portfolio (or a policymaker interested in evaluating different resource options) should therefore compare the cost of fixed-price renewable generation to the hedged or guaranteed cost of new natural gas-fired generation, rather than to projected costs based on uncertain gas price forecasts. To do otherwise would be to compare apples to oranges: by their nature, renewable resources carry no natural gas fuel price risk, and if the market values that attribute, then the most appropriate comparison is to the hedged cost of natural gas-fired generation. Nonetheless, utilities and others often compare the costs of renewable to gas-fired generation using as their fuel price input long-term gas price forecasts that are inherently uncertain, rather than long-term natural gas forward prices that can actually be locked in. This practice raises the critical question of how these two price streams compare. If they are similar, then one might conclude that forecast-based modeling and planning exercises are in fact approximating an apples-to-apples comparison, and no further consideration is necessary. If, however, natural gas forward prices systematically differ from price forecasts, then the use of such forecasts in planning and modeling exercises will yield results that are biased in favor of either renewable (if forwards forecasts). In this report we compare the cost of hedging natural gas price risk through traditional gas-based hedging instruments (e.g., futures, swaps, and fixed-price physical supply contracts) to contemporaneous forecasts of spot natural gas prices, with the purpose of identifying any systematic differences between the two. Although our data set is quite limited, we find that over the past three years, forward gas prices for durations of 2-10 years have been considerably higher than most natural gas spot price forecasts, including the reference case forecasts developed by the Energy Information Administration (EIA). This difference is striking, and implies that resource planning and modeling exercises based on these forecasts over the past three years have yielded results that are biased in favor of gas-fired generation (again, presuming that long-term stability is desirable). As discussed later, these findings have important ramifications for resource planners, energy modelers, and policy-makers.

Bolinger, Mark; Wiser, Ryan; Golove, William

2003-08-13T23:59:59.000Z

473

2012 CERTS R&M Peer Review - Summary: Renewable Integration Through Risk-Limiting Dispatch - Pravin Varaiya  

Energy.gov (U.S. Department of Energy (DOE)) Indexed Site

Integration Through Risk-Limiting Dispatch And Distributed Resource Integration Through Risk-Limiting Dispatch And Distributed Resource Aggregation Project Lead: Pravin Varaiya Co-investigators: Felix Wu, K. Poolla Project objective The research develops two approaches for aggregating intermittent power generation (such as wind and solar) with reserves of different types, including fast-responding generation, electric storage, and demand response. The first approach extends current dispatch rules to create a dynamic portfolio of generation resources that collectively behaves as reliably as dispatchable thermal generation, while minimizing the cost of reserve generation and capacity and maintaining the risk of imbalance below a pre-specified acceptable level. The approach makes the optimum use of probabilistic forecasts and the opportunities offered by multiple decision

474

The Treatment of Renewable Energy Certificates, EmissionsAllowances, and Green Power Programs in State Renewables PortfolioStandards  

SciTech Connect

Twenty-one states and the District of Columbia have adopted mandatory renewables portfolio standards (RPS) over the last ten years. Renewable energy attributes-such as the energy source, conversion technology, plant location and vintage, and emissions-are usually required to verify compliance with these policies, sometimes through attributes bundled with electricity, and sometimes with the attributes unbundled from electricity and traded separately as renewable energy certificates (RECs). This report summarizes the treatment of renewable energy attributes in state RPS rules. Its purpose is to provide a source of information for states considering RPS policies, and also to draw attention to certain policy issues that arise when renewable attributes and RECs are used for RPS compliance. Three specific issues are addressed