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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

A Model of Optimal Portfolio Selection under Liquidity Risk and Price Impact  

E-Print Network [OSTI]

A Model of Optimal Portfolio Selection under Liquidity Risk and Price Impact Vathana LY VATH risky asset subject to liquidity risk and price impact. In this market, an investor may transfer funds between the two assets at any discrete time. Each purchase or sale policy decision affects the price

Paris-Sud XI, Université de

2

RISK MANAGEMENT IN REAL OPTIONS BASED PHARMACEUTICAL PORTFOLIO PLANNING  

E-Print Network [OSTI]

: 814-863-9958. Fax: 814-865-7846. In the pharmaceutical industry, the optimal management of the newRISK MANAGEMENT IN REAL OPTIONS BASED PHARMACEUTICAL PORTFOLIO PLANNING Michael J. Rogers, Anshuman incorporate a Monte Carlo simulation procedure to a stochastic optimization model (OptFolio) of pharmaceutical

Maranas, Costas

3

A credit risk model for agricultural loan portfolios under the new Basel Capital Accord  

E-Print Network [OSTI]

the probability of default and the loan loss distribution in a pro forma context that facilitates proactive decision making. The model also generates expected loan loss, VaR, and capital requirements. This study suggests two key conclusions helpful to future...

Kim, Juno

2005-08-29T23:59:59.000Z

4

Mean-Risk Optimization of Electricity Portfolios Using Multiperiod Polyhedral Risk Measures  

E-Print Network [OSTI]

Mean-Risk Optimization of Electricity Portfolios Using Multiperiod Polyhedral Risk Measures Andreas-risk optimization of electricity portfolios containing electricity futures as well as several com- ponents to satisfy a stochastic electricity demand: electricity spot market, two different types of supply contracts

Eichhorn, Andreas

5

Empirical Analysis of Value at Risk and Expected Shortfall in Portfolio Selection Problem  

E-Print Network [OSTI]

Safety first criterion and mean-shortfall criterion both explore cases of assets allocation with downside risk. In this paper, I compare safety first portfolio selection problem and mean-shortfall portfolio optimization problem, considering risk...

Ding, Liyuan 1988-

2012-12-11T23:59:59.000Z

6

Mean-risk optimization of electricity portfolios Andreas Eichhorn 1  

E-Print Network [OSTI]

refer to a wide range of literature dealing with power management in a hydro-thermal system and simultaneous optimization of power production and electricity trading, e.g. [7] and [10]. We suppose that eachMean-risk optimization of electricity portfolios Andreas Eichhorn 1 , Nicole Gr¨owe-Kuska1 , Andrea

Eichhorn, Andreas

7

Understanding risk in a biopharmaceutical portfolio  

E-Print Network [OSTI]

Investors have difficulty funding the life sciences because of the high risks involved in research and development and commercialization of new products. Risk in the biopharmaceutical industry is the result of scientific, ...

Wagner, Alice Elizabeth, 1980-

2011-01-01T23:59:59.000Z

8

RISK AVERSION AND TECHNOLOGY PORTFOLIOS Guy MEUNIER  

E-Print Network [OSTI]

in a technology with a positive expected return. If the technology with the lower expected cost is more risky than aversion can explain a full specialization of the industry, the less risk averse firms using the low cost surround the prices of fossil fuels and CO2 emissions as well as the sub- sidy schemes that support

Boyer, Edmond

9

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

E-Print Network [OSTI]

PORTFOLIO RISK ASSESSMENT OF SA WATER'S LARGE DAMS by David S. Bowles1 , Andrew M. Parsons2 , Loren R. Anderson3 and Terry F. Glover4 ABSTRACT This paper summarises the Portfolio Risk Assessment (PRA and an initial prioritisation of future investigations and possible risk reduction measures. The PRA comprised

Bowles, David S.

10

Modeling Generator Power Plant Portfolios and Pollution Taxes  

E-Print Network [OSTI]

Modeling Generator Power Plant Portfolios and Pollution Taxes in Electric Power Supply Chain;Modeling Energy Taxes and Credits: The Genco's Choice · Each Genco has a portfolio of power plants · Each power plant can have different supply costs and transaction costs · Supply costs can reflect capital

Nagurney, Anna

11

The electricity portfolio simulation model (EPSim) technical description.  

SciTech Connect (OSTI)

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

Causal Network Methods for Integrated Project Portfolio Risk Analysis  

E-Print Network [OSTI]

V NETWORK MEASURES FOR PROJECT RISK ANALYSIS ............... 85 5.1 Measures of the General Project Risk Model......................................................... 86 5.2 Task Dependency Measures... ................................................................................... 91 5.2.1 Task Parent Matrix .......................................................................................... 92 5.2.2 Task Grandparent Matrix ................................................................................ 93 5.2.3 Task...

Govan, Paul

2014-08-06T23:59:59.000Z

13

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

E-Print Network [OSTI]

techniques evolved to the use of enterprise portfolio management, very common in the energy ... Petrobras refineries for fuel and inputs in their units (30%), the demand of local .... the stochastic linear program with uncertain right hand side: ? ... since it would correspond to start building a new pipeline only after the gas de-.

2010-07-22T23:59:59.000Z

14

Modeling Generator Power Plant Portfolios and Pollution Taxes in  

E-Print Network [OSTI]

Modeling Generator Power Plant Portfolios and Pollution Taxes in Electric Power Supply Chain-term solution (e.g.,are long-term solution (e.g., solar power and wind power (solar power and wind power Heavy user of fossil fuels:Heavy user of fossil fuels: Electric power industryElectric power industry

Nagurney, Anna

15

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

E-Print Network [OSTI]

Overview Electricity requirements Natural gas prices Wholesale electricity prices Regional Portfolio Model #12;Page 2 3 Electricity RequirementsElectricity Requirements 5th Plan Non-DSI Price Effects Sales Forecasts 12000 14000% 20% 30% 40% 50% 60% 70% 80% 90% 100% #12;Page 5 9 Wholesale Electricity PricesWholesale Electricity

16

Portfolio Risk Modeling | Open Energy Information  

Open Energy Info (EERE)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data CenterFranconia, Virginia: Energy ResourcesLoadingPenobscot County, Maine:Plug Power Inc JumpPortage, New York:GEOTHERMAL ENERGYGeothermal

17

Least-squares approach to risk parity in portfolio selection  

E-Print Network [OSTI]

Oct 21, 2013 ... of input (especially in expected return estimate) often lead to ... at the capital allocation level and not in terms of risk contributions, ...... would like to set an upper bound in the number of positions taken, or when transaction cost is of ..... JPMorgan EMBI+ Index, S&P Global Natural Resources - Energy Index.

Xi Bai

2013-10-22T23:59:59.000Z

18

Parallel Simulations for Analysing Portfolios of Catastrophic Event Risk  

E-Print Network [OSTI]

. Performance analysis of the algorithm indicates that GPUs offer an alternative HPC solution for aggregate risk analysis that is cost effective. The optimised algorithm on the GPU performs a 1 million trial aggregate], nuclear power plants [9], radioactive waste disposal [10] and terrorism [11]. In many of these areas

Rau-Chaplin, Andrew

19

Regional Portfolio Model ResultsRegional Portfolio Model Results Michael Schilmoeller  

E-Print Network [OSTI]

Contribution to Peak ­­ Least RiskLeast Risk Base Plan - Least Risk January Sustained Peak Reserve 0% 10% 20% 30% 40% 50% 60% 70% 2010 2011 2012 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024 2025 2026 2027

20

FROM BUSINESS MODEL TO BUSINESS MODEL PORTFOLIO IN THE EUROPEAN BIOPHARMACEUTICAL INDUSTRY  

E-Print Network [OSTI]

FROM BUSINESS MODEL TO BUSINESS MODEL PORTFOLIO IN THE EUROPEAN BIOPHARMACEUTICAL INDUSTRY 1 GAEL and of the anticipations of consumers' needs, the business model approach complements corporate and business strategy approaches. Firms combine several business models simultaneously to deliver value to different markets

Paris-Sud XI, Université de

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

Modeling the Impact of Product Portfolio on the Economic and Environmental Performance of Recycling Systems  

E-Print Network [OSTI]

hrough the development of a general model of electronics recycling systems, the effect of product portfolio choices on economic and environmental system performance is explored. The general model encompasses the three main ...

Dahmus, Jeffrey B.

22

Optimal Asset Allocation with Factor Models for Large Portfolios  

E-Print Network [OSTI]

? ?) of the various tangency portfolio weights to be considered below, we further require the following assumption: Assumption 4 (mixed limit conditions) At any given point in time t as N ?? (B? e?¯?)?H?1t (B? e?¯?) N ?p At > 0, (10) B?H?1t H?1t B N ?p Ct ? 0, (11) 7... ?1 ? er0,t?1) ??1t?1(µt?1 ? er0,t?1). (43) Theorem 3 (minimum variance portfolio) 21 (i) Let w?mvit = N?1 (µ? ? r0t) et e ? iH?1t {(?t ? er0t) + [at(?t ? er0t)?¯? ? (ct ? atr0t)B]A?1t ?¯ } . (44) When conditions (7), (10), (11), (12), (13), (14), (16...

Pesaran, M Hashem; Zaffaroni, P

23

An estimation-free, robust CVaR portfolio allocation model  

E-Print Network [OSTI]

Mar 27, 2007 ... of these models have produced great theoretical impact, their practical ... the riskfree interest rate, and the asset returns, for dynamic portfolio models (cf. [12]). ...... Therefore, all the analysis and results presented through out the paper will ... [8] J. ?Cerbáková, Worst-case Var and CVaR, Operations Research ...

2007-03-27T23:59:59.000Z

24

A Micro-foundations Model of Dollarization with Network Externalities and Portfolio Choice: The  

E-Print Network [OSTI]

A Micro-foundations Model of Dollarization with Network Externalities and Portfolio Choice 1: In°ation and Dollarization: Bolivia A Micro-foundations Model of Dollarization with Network of hysteresis claim that there are network externalities in transactions. They imply that agents may continue

25

Modeling Risks in Infrastructure Asset Management  

E-Print Network [OSTI]

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...

Seyedolshohadaie, Seyed Reza

2012-10-19T23:59:59.000Z

26

ACHIEVING CALIFORNIA'S 33 PERCENT RENEWABLE PORTFOLIO  

E-Print Network [OSTI]

affect estimated overall costs and risks associated with alternate portfolios of generating resources........................................................................................................ 1 Chapter 2: Using the Capital asset pricing model approach to estimate the market price referent ...... system costs and, importantly, examine cost/risk interrelationships associated with this mandate

27

Modeling Generator Power Plant Portfolios and Pollution Taxes Electric Power Supply Chain Networks  

E-Print Network [OSTI]

, natural gas, uranium, and oil), or approximately 40 quadrillion BTU (see Edison Electric Institute (2000Modeling Generator Power Plant Portfolios and Pollution Taxes in Electric Power Supply Chain at the electric power industry with taxes applied according to the type of fuel used by the power generators

Nagurney, Anna

28

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

E-Print Network [OSTI]

Jun 21, 2012 ... Despite its popularity, VaR lacks some desirable theoretical properties. ..... The shape of the uncertainty set U should reflect the modeller's .... we assume that the returns of the derivative underliers are the only risk factors.

2012-06-21T23:59:59.000Z

29

Portfolio Diversification using Subspace Factorizations  

E-Print Network [OSTI]

model, a popular model for the return generating process has been used for portfolio construction that the trend-based asset classes generated by Sparse-semiNMF should be considered in the investment management as the Markowitz Efficient Portfolio and the Markowitz Efficient Frontier. In layman's terms, a portfolio

Drakakis, Konstantinos

30

Entrepreneurial Finance and Non-diversifiable Risk  

E-Print Network [OSTI]

We develop a dynamic incomplete-markets model of entrepreneurial firms, and demonstrate the implications of nondiversifiable risks for entrepreneurs' interdependent consumption, portfolio allocation, financing, investment, ...

Chen, Hui

31

Reducing Transaction Costs for Energy Efficiency Investments and Analysis of Economic Risk Associated With Building Performance Uncertainties: Small Buildings and Small Portfolios Program  

SciTech Connect (OSTI)

The small buildings and small portfolios (SBSP) sector face a number of barriers that inhibit SBSP owners from adopting energy efficiency solutions. This pilot project focused on overcoming two of the largest barriers to financing energy efficiency in small buildings: disproportionately high transaction costs and unknown or unacceptable risk. Solutions to these barriers can often be at odds, because inexpensive turnkey solutions are often not sufficiently tailored to the unique circumstances of each building, reducing confidence that the expected energy savings will be achieved. To address these barriers, NREL worked with two innovative, forward-thinking lead partners, Michigan Saves and Energi, to develop technical solutions that provide a quick and easy process to encourage energy efficiency investments while managing risk. The pilot project was broken into two stages: the first stage focused on reducing transaction costs, and the second stage focused on reducing performance risk. In the first stage, NREL worked with the non-profit organization, Michigan Saves, to analyze the effects of 8 energy efficiency measures (EEMs) on 81 different baseline small office building models in Holland, Michigan (climate zone 5A). The results of this analysis (totaling over 30,000 cases) are summarized in a simple spreadsheet tool that enables users to easily sort through the results and find appropriate small office EEM packages that meet a particular energy savings threshold and are likely to be cost-effective.

Langner, R.; Hendron, B.; Bonnema, E.

2014-08-01T23:59:59.000Z

32

January 2006 L-1 Appendix L: The Portfolio Model  

E-Print Network [OSTI]

of uncertainties, like load and hydro generation, are to some extent separable from the rest of the model. (This the characteristics and treatment of independent power producers (IPPs). 1 Chapter 6 defines the terms "plan," "future® Monte Carlo games are prepared and how the OptQuestTM stochastic optimization application is configured

33

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

34

Tactical Portfolio Construction  

E-Print Network [OSTI]

Chapter 2 Portfolio Construction Data source In thisTactical Portfolio Construction A thesis submitted inTHESIS Tactical Portfolio Construction by Yue Chen Master of

Chen, Yue

2012-01-01T23:59:59.000Z

35

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

36

Robust Growth-Optimal Portfolios  

E-Print Network [OSTI]

May 24, 2014 ... Adopting standard terminology, we refer to the portfolio managed under the Kelly strategy as the growth-optimal portfolio. This portfolio displays ...

2014-05-24T23:59:59.000Z

37

Selling an Energy Efficiency Loan Portfolio in Oregon: Resale of the Craft3 loan portfolio to Self-Help Credit Union  

E-Print Network [OSTI]

loan portfolio to Self-Help Credit Union Peter Thompson,risk of losses to Self-Help, the purchaser of the portfolio.Northwest. www.craft3.org Self-Help is a member-owned, North

Thompson, Peter

2014-01-01T23:59:59.000Z

38

Systems Portfolio Guide A Resource For Creating Your Systems Portfolio  

E-Print Network [OSTI]

Systems Portfolio Guide A Resource For Creating Your Systems Portfolio Academic Quality Improvement Program Contents The Systems Portfolio........................................................................................................... 9 Using the Systems Portfolio to document the Criteria for Accreditation

Amin, S. Massoud

39

THE KELLY PORTFOLIO RULE DOMINATES CISEM BEKTUR  

E-Print Network [OSTI]

THE KELLY PORTFOLIO RULE DOMINATES C¸ISEM BEKTUR Abstract. We study an evolutionary market model sufficient conditions for the Kelly portfolio rule to dominate the market expo- nentially fast. 1 sums of expected utilities are maximised by agents. They generalised the pioneering work of Kelly [18

40

Enterprise Risk Management Model  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr MayAtmospheric Optical Depth7-1D: Vegetation ProposedUsing Zirconia NanoparticlesSmartAffects the FutureEnrico Rossi College2005Model 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.


41

Optimization Online - Multilevel Optimization Modeling for Risk ...  

E-Print Network [OSTI]

Aug 24, 2014 ... Abstract: Coherent risk measures have become a popular tool for incorporating risk aversion into stochastic optimization models. For dynamic ...

Jonathan Eckstein

2014-08-24T23:59:59.000Z

42

Automatic Trading Agent. RMT based Portfolio Theory and Portfolio Selection  

E-Print Network [OSTI]

Portfolio theory is a very powerful tool in the modern investment theory. It is helpful in estimating risk of an investor's portfolio, which arises from our lack of information, uncertainty and incomplete knowledge of reality, which forbids a perfect prediction of future price changes. Despite of many advantages this tool is not known and is not widely used among investors on Warsaw Stock Exchange. The main reason for abandoning this method is a high level of complexity and immense calculations. The aim of this paper is to introduce an automatic decision - making system, which allows a single investor to use such complex methods of Modern Portfolio Theory (MPT). The key tool in MPT is an analysis of an empirical covariance matrix. This matrix, obtained from historical data is biased by such a high amount of statistical uncertainty, that it can be seen as random. By bringing into practice the ideas of Random Matrix Theory (RMT), the noise is removed or significantly reduced, so the future risk and return are b...

Snarska, M; Snarska, Malgorzata; Krzych, Jakub

2006-01-01T23:59:59.000Z

43

Conditional risk in volatility models Risk parameter in volatility models  

E-Print Network [OSTI]

are of the form t = tt where (t) is iid, t > 0, t and t are independent. For GARCH-type (Generalized (GARCH), 2009) for an impressive list of more than one hundred GARCH-type models. Francq, Zakoian Risk Examples Standard GARCH(p,q) (Engle (82), Bollerslev (86)): 2 t = 0 + q i=1 0i 2 t-i + p j=1 0j2 t

Jeanjean, Louis

44

NGNP Risk Management Database: A Model for Managing Risk  

SciTech Connect (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

45

COMMISSION GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

, certificates, certification, conduit hydroelectric, digester gas, electrolysis, eligibility, fuel cell, renewable energy credits, Renewables Portfolio Standard, repowered, retail sales, small hydroelectric, Self

46

COMMISSION GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

, conduit hydroelectric, digester gas, electrolysis, eligibility, fuel cell, gasification, geothermal, Renewables Portfolio Standard, repowered, retail sales, small hydroelectric, SelfGeneration Incentive

47

Renewable Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

48

Energy Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

49

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

SciTech Connect (OSTI)

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

50

Clean Energy Portfolio Goal  

Broader source: Energy.gov [DOE]

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...

51

Renewable Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

52

Renewables Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

53

Renewables Portfolio Standard  

Broader source: Energy.gov [DOE]

In January 2005, the District of Columbia Council enacted a renewable portfolio standard (RPS) that applies to all retail electricity sales in the District. In October 2008 the RPS was amended by...

54

Need for an Integrated Risk Model  

Broader source: Energy.gov (indexed) [DOE]

is passed to decision makers * Model is needed that (eventually) will integrate seismic risk with other initiators * Scenario approach definition * R

55

Quadrennial Technology Review Workshop Portfolios | Department...  

Broader source: Energy.gov (indexed) [DOE]

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

56

A Formal Model of Auditor Independence Risk  

E-Print Network [OSTI]

Although the published literature on auditor independence is extensive, an accepted comprehensive theory, framework or model of auditor independence risk does not exist. This paper develops a formal model of auditor ...

Turner, Jerry L.; Mock, Theodore J.; Srivastava, Rajendra P.

2002-01-01T23:59:59.000Z

57

ENERGY STAR Portfolio Manager 101  

Office of Energy Efficiency and Renewable Energy (EERE)

Join us as we introduce and demonstrate the core functionality of EPA’s ENERGY STAR Portfolio Manager tool. Attendees will learn how to: navigate Portfolio Manager; add a property and enter details...

58

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

SciTech Connect (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

59

Renewable Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

60

Enterprise Risk Management (ERM) Model - DOE Directives, Delegations...  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Enterprise Risk Management (ERM) Model by Website Administrator The Enterprise Risk Management Model is a new standardized framework that the Department will be using to develop,...

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

Staff Draft GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

, certification, conduit hydroelectric, digester gas, electrolysis, eligibility, fuel cell, gasification, renewable energy credits, Renewables Portfolio Standard, repowered, retail sales, small hydroelectric, Self

62

Grand Challenge Portfolio: Driving Innovations in Industrial...  

Broader source: Energy.gov (indexed) [DOE]

Grand Challenge Portfolio: Driving Innovations in Industrial Energy Efficiency, January 2011 Grand Challenge Portfolio: Driving Innovations in Industrial Energy Efficiency, January...

63

NIH REPORTING TO THE PUBLIC Research PortfolioResearch Portfolio  

E-Print Network [OSTI]

NIH REPORTING TO THE PUBLIC RePORT: Research PortfolioResearch Portfolio Online Reporting Tool Transparency Accountability Public Trust NIH Regional Seminar on Program Funding and Grants Administration NIH Reporting ­ 2009 1NIH Reporting ­ 2009 Las Vegas, NV ­ June 26, 2009 g g g #12;OPENING THE BLACK

Grishok, Alla

64

Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach  

E-Print Network [OSTI]

We study optimal investment in a financial market having a finite number of assets from a signal processing perspective. We investigate how an investor should distribute capital over these assets and when he should reallocate the distribution of the funds over these assets to maximize the cumulative wealth over any investment period. In particular, we introduce a portfolio selection algorithm that maximizes the expected cumulative wealth in i.i.d. two-asset discrete-time markets where the market levies proportional transaction costs in buying and selling stocks. We achieve this using "threshold rebalanced portfolios", where trading occurs only if the portfolio breaches certain thresholds. Under the assumption that the relative price sequences have log-normal distribution from the Black-Scholes model, we evaluate the expected wealth under proportional transaction costs and find the threshold rebalanced portfolio that achieves the maximal expected cumulative wealth over any investment period. Our derivations ca...

Tunc, Sait

2012-01-01T23:59:59.000Z

65

Portfolio Manager Overview  

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

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Delicious RankCombustion | Department ofT ib l L d FNEPA/309 Reviewers | Department ofProceedings |ProjectsPortfolioTAP

66

Multistage mean-variance portfolio selection in cointegrated vector autoregressive systems  

E-Print Network [OSTI]

The problem of portfolio choice is an example of sequential decision making under uncertainty. Investors must consider their attitudes towards risk and reward in face of an unknown future, in order to make complex financial ...

Rudoy, Melanie Beth

2009-01-01T23:59:59.000Z

67

The Paradoxes of Military Risk Assessment: Will the Enterprise Risk Assessment Model, Composite Risk Management and Associated  

E-Print Network [OSTI]

to assess the nation's military preparedness. However, risk management is not a panacea for the problemsThe Paradoxes of Military Risk Assessment: Will the Enterprise Risk Assessment Model, Composite Risk Management and Associated Techniques Provide the Predicted Benefits? Chris. W. Johnson, Glasgow

Johnson, Chris

68

NGNP Risk Management Database: A Model for Managing Risk  

SciTech Connect (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

69

2014 SunShot Initiative Portfolio Book: Tackling Challenges in...  

Energy Savers [EERE]

& Publications Download the SunShot Initiative 2014 Portfolio 2014 SunShot Initiative Portfolio Book: Photovoltaics 2014 SunShot Initiative Portfolio Book: Systems Integration...

70

Modelling maintenance for components under competing risk Helge Langseth  

E-Print Network [OSTI]

preventively maintained. The preventive maintenance (PM) is performed periodically with some period , but PMModelling maintenance for components under competing risk Helge Langseth Norwegian University the mathematical modelling of imperfect maintenance of a system under competing risk. The model we propose

Langseth, Helge

71

An Optimal Path Model for the Risk-Averse Traveler  

E-Print Network [OSTI]

Jun 11, 2014 ... The model is suitable for a risk-averse traveler, who prefers a path with ... Citation

Leilei Zhang

2014-06-11T23:59:59.000Z

72

STAFF DRAFT GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

, certificates, certification, common carrier pipeline, conduit hydroelectric, digester gas, electrolysis, eligibility, energy storage, fuel cell, gasification, geothermal, hydroelectric, hydrogen, incremental, renewable energy credits, Renewables Portfolio Standard, repowered, retail sales, small hydroelectric, Self

73

Consistency of robust portfolio estimators  

E-Print Network [OSTI]

Oct 6, 2006 ... The effect was made visible by examining stability of portfolio .... where W(Z, q) denotes the Wishart distribution with scale matrix Z ? Rn×n.

2006-10-19T23:59:59.000Z

74

ENERGY STAR Portfolio Manager 201  

Office of Energy Efficiency and Renewable Energy (EERE)

Continue to learn about EPA’s new ENERGY STAR Portfolio Manager tool, with a deeper dive into more advanced functionalities such as: managing and tracking changes to your property uses over time;...

75

Fragility of CVaR in portfolio optimization  

E-Print Network [OSTI]

of CVar in portfolio optimization A.E.B. Lim, UC Berkeleyof CVaR in portfolio optimization A . E . B . Lim* J.G.data-driven portfolio optimization. We show that portfolios

Lim, A.E.B.; Shanthikumar, J.G.; Vahn, G.-Y.

2009-01-01T23:59:59.000Z

76

A two-stage stochastic mixed-integer program modelling and hybrid solution approach to portfolio selection problems  

E-Print Network [OSTI]

was developed by Harry Markowitz firstly in the 1950's. In his work, the PSP was formulated as the mean, in the classic MV model and other models of PSP (Chang, Meade et al. 2000, Kellerer, Mansini et al. 2000, Crama

Qu, Rong

77

Modelling risk and risking models: the diffusive boundary between science and policy in volcanic risk assessment  

E-Print Network [OSTI]

to the appreciation that the eruptions may continue for 282 decades and should be regarded as a “chronic” problem for planning purposes (Donovan and 283 Oppenheimer, 2014). Managing this transition has required consistent yet innovative 284 approaches to scientific... to their advice. 524 There is abundant evidence of the political challenges of risk assessment and management on 525 Montserrat, and the complex boundaries and connectivities involved (Aspinall et al., 2002; 526 Haynes et al., 2007; Donovan and Oppenheimer...

Donovan, Amy R.; Oppenheimer, Clive

2014-11-27T23:59:59.000Z

78

Rebalancing an Investment Portfolio in the Presence of Convex Transaction Costs and Market Impact Costs  

E-Print Network [OSTI]

Rebalancing an Investment Portfolio in the Presence of Convex Transaction Costs and Market Impact transaction costs. The loss to a portfolio from market impact costs is typically modeled with a convex, transaction costs, market impact costs, rebalanc- ing, conic optimization, convex optimization. 1 #12

Mitchell, John E.

79

Irregularly Spaced Intraday Value at Risk (ISIVaR) Models  

E-Print Network [OSTI]

) quanti...es market risk at an intraday time horizon, using Normal GARCH, Student GARCH, Risk- known as the Ultra-High-Frequency GARCH (UHF-GARCH) model of Engle (2000)- such that unequally spaced Va

Paris-Sud XI, Université de

80

Eutrophication risk assessment in coastal embayments using simple statistical models  

E-Print Network [OSTI]

Eutrophication risk assessment in coastal embayments using simple statistical models G. Arhonditsis for assessing the risk of eutrophication in marine coastal embayments. The procedure followed of exogenous nutrient loading. Ã? 2003 Elsevier Ltd. All rights reserved. Keywords: Eutrophication; Coastal

Arhonditsis, George B.

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

EPA ENERGY STAR Webcast: Portfolio Manager 101  

Office of Energy Efficiency and Renewable Energy (EERE)

Join us as we introduce and demonstrate the core functionality of EPA’s new ENERGY STAR Portfolio Manager tool. Attendees will learn how to: navigate the new Portfolio Manager; add a property and...

82

ENERGY STAR Webinar: Portfolio Manager 101  

Office of Energy Efficiency and Renewable Energy (EERE)

Join us as we introduce and demonstrate the core functionality of EPA’s new ENERGY STAR Portfolio Manager tool. Attendees will learn how to: navigate the new Portfolio Manager; add a property and...

83

Risk assessment compatible fire models (RACFMs)  

SciTech Connect (OSTI)

A suite of Probabilistic Risk Assessment Compatible Fire Models (RACFMs) has been developed to represent the hazard posed by a pool fire to weapon systems transported on the B52-H aircraft. These models represent both stand-off (i.e., the weapon system is outside of the flame zone but exposed to the radiant heat load from fire) and fully-engulfing scenarios (i.e., the object is fully covered by flames). The approach taken in developing the RACFMs for both scenarios was to consolidate, reconcile, and apply data and knowledge from all available resources including: data and correlations from the literature, data from an extensive full-scale fire test program at the Naval Air Warfare Center (NAWC) at China Lake, and results from a fire field model (VULCAN). In the past, a single, effective temperature, T{sub f}, was used to represent the fire. The heat flux to an object exposed to a fire was estimated using the relationship for black body radiation, {sigma}T{sub f}{sup 4}. Significant improvements have been made by employing the present approach which accounts for the presence of temperature distributions in fully-engulfing fires, and uses best available correlations to estimate heat fluxes in stand-off scenarios.

Lopez, A.R.; Gritzo, L.A.; Sherman, M.P.

1998-07-01T23:59:59.000Z

84

UAV Cooperative Control with Stochastic Risk Models  

E-Print Network [OSTI]

Risk and reward are fundamental concepts in the cooperative control of unmanned systems. This paper focuses on a constructive relationship between a cooperative planner and a learner in order to mitigate the learning risk ...

Geramifard, Alborz

85

assessment models risk: Topics by E-print Network  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

practice in the use of spreadsheets in business. Butler, Raymond J 2008-01-01 13 Eutrophication risk assessment in coastal embayments using simple statistical models...

86

analysis risk models: Topics by E-print Network  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

of the analysis Paris-Sud XI, Universit de 6 IT Security Risk Analysis based on Business Process Models enhanced with Security Requirements Computer Technologies and...

87

The development of an effective portfolio assessment instrument  

E-Print Network [OSTI]

OF SCIENCE August 1993 Major Subject: Curriculum and Instruction THE DEVELOPMENT OF AN EFFECTIVE PORTFOLIO ASSESSMENT INSTRUMENT A Thesis by KAREN LEIGH ALDERETE Approved as to style and content by: Viola E. Florez ( Chair of Committee ) Rafael ra... (Schroeder and Hunsburger, 1989). A good writing curriculum for students at-risk should include several components. There must be an emphasis on meaningful conununication. Less emphasis should be placed on learning mechanics of the language (e. g...

Alderete, Karen Leigh

1993-01-01T23:59:59.000Z

88

Portfolio Selection with Robust Estimation  

E-Print Network [OSTI]

Department of Management Science and Operations, London Business School ... (1952). To implement these portfolios in practice, one has to estimate the mean and the covariance matrix of ... have good properties not only for the assumed distribution but also for any distribution in a ...... KNITRO user's manual. version 4.0.

2007-08-10T23:59:59.000Z

89

Portfolio Selection under Model Uncertainty:  

E-Print Network [OSTI]

Department of Mechanical and Industrial Engineering, University of Toronto, ...... economy has experienced a dramatic change before and after the 2008 ...

2011-06-29T23:59:59.000Z

90

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.  

SciTech Connect (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

91

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

92

Selling an Energy Efficiency Loan Portfolio in Oregon: Resale of the Craft3 loan portfolio to Self-Help Credit Union  

SciTech Connect (OSTI)

Under the Clean Energy Works (CEW) program, Craft3 developed a loan product that widened access to financing for homeowners, offered long term funding, and collected repayments through the customer?s utility bill. The program?s success led Craft3 to pursue the sale of the loan portfolio to both mitigate its own risks and replenish funds for lending. This sale breaks new ground for energy efficiency finance and is notable as it was completed even with many novel program design elements. It replenished Craft3?s program capital and uncovered some valuable lessons that may facilitate future transactions. However, the lack of data history and the unproven nature of the loan portfolio meant that Craft3 had to limit the risk of losses to Self-Help, the purchaser of the portfolio. It remains to be seen whether this experience will pave the way for more sales of on-bill energy efficiency loan portfolios. This case study illustrates how certain program design decisions can sometimes both facilitate programmatic objectives and possibly present challenges for the sale of a portfolio of energy efficiency loans.

Thompson, Peter; Borgeson, Merrian; Kramer, Chris; Zimring, Mark; Goldman, Charles

2014-05-30T23:59:59.000Z

93

Electronic copy available at: http://ssrn.com/abstract=1558744 The optimal portfolio of emissions abatement and  

E-Print Network [OSTI]

abatement and low-carbon R&D depends on the expected availability of negative emission technologies Derek M optimal portfolio of emissions abatement and low-carbon R&D depends on the expected availability. We model the optimal selection of a dynamic portfolio of abatement, research and development (R

Kammen, Daniel M.

94

Generating Reports & Graphs in Portfolio Manager  

Broader source: Energy.gov [DOE]

This presentation, given through the DOE's Technical Assitance Program (TAP), provides information on how to generate reports and graphs in Portfolio Manager.

95

Optimization Online - Robust Growth-Optimal Portfolios  

E-Print Network [OSTI]

May 24, 2014 ... Abstract: The growth-optimal portfolio is designed to have maximum ... the asset return distribution, which is not directly observable but must be ...

Napat Rujeerapaiboon

2014-05-24T23:59:59.000Z

96

Robust Portfolio Optimization with Derivative Insurance Guarantees  

E-Print Network [OSTI]

Jan 13, 2009 ... a portfolio consisting of a single stock and a put option by controlling ..... in the returns whilst taking into consideration that the centroid µ of ?+.

2009-01-13T23:59:59.000Z

97

Energy Portfolio Standards and the Promotion of Combined Heat...  

Broader source: Energy.gov (indexed) [DOE]

Portfolio Standards and the Promotion of Combined Heat and Power (CHP) White Paper, April 2009 Energy Portfolio Standards and the Promotion of Combined Heat and Power (CHP) White...

98

2014 SunShot Initiative Portfolio Book: Concentrating Solar Power...  

Broader source: Energy.gov (indexed) [DOE]

Concentrating Solar Power 2014 SunShot Initiative Portfolio Book: Concentrating Solar Power The 2014 SunShot Initiative Portfolio Book outlines the progress towards the goals...

99

The renewables portfolio standard in Texas: An early assessment  

E-Print Network [OSTI]

J. , 2000. Designing a Renewables Portfolio Standard:Resources. Espey, S. , 2001. Renewables Portfolio Standard:Consensus on National Renewables Policy: The Renewables

Wiser, Ryan H.; Langniss, Ole

2001-01-01T23:59:59.000Z

100

ENERGY STAR Portfolio Manager and Utility Benchmarking Programs...  

Office of Environmental Management (EM)

ENERGY STAR Portfolio Manager and Utility Benchmarking Programs: Effectiveness as a Conduit to Utility Energy Efficiency Programs ENERGY STAR Portfolio Manager and Utility...

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

Interpretive electronic music systems: a portfolio of compositions   

E-Print Network [OSTI]

A portfolio of electronic music compositions employing adaptable controllers, graphic notation, and custom software performance environments. The portfolio is comprised of scores, recordings, and supporting software and ...

Rawlinson, Julian Dean

2011-11-23T23:59:59.000Z

102

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

103

Bayesian Model Averaging in Proportional Hazard Models: Assessing the Risk of a Stroke  

E-Print Network [OSTI]

Bayesian Model Averaging in Proportional Hazard Models: Assessing the Risk of a Stroke Chris T In the context of the Cardiovascular Health Study, a comprehensive investigation into the risk factors for stroke of assessing who is at high risk for stroke. 1 Introduction Stroke is the third leading cause of death among

Volinsky, Chris

104

Optimization Models in Finance (26:711:564) Andrzej Ruszczynski  

E-Print Network [OSTI]

Optimization Models in Finance (26:711:564) Andrzej Ruszczynski Objectives The objective of this course is to introduce models and computational methods for static and dynamic optimization problems occurring in finance. Special attention will be devoted to portfolio optimization and to risk management

Lin, Xiaodong

105

Growth Optimal Portfolios in Discrete-time Markets Under Transaction Costs  

E-Print Network [OSTI]

We investigate portfolio selection problem from a signal processing perspective and study how an investor should distribute wealth over two assets in order to maximize the cumulative wealth. We construct portfolios that provide the optimal growth in i.i.d. discrete time two-asset markets under proportional transaction costs. As the market model, we consider arbitrary discrete distributions on the price relative vectors, which can also be used to approximate a wide class of continuous distributions. To achieve optimal growth, we use threshold portfolios, where we introduce a recursive update to calculate the expected wealth. We then demonstrate that under the threshold rebalancing framework, the achievable set of portfolios elegantly form an irreducible Markov chain under mild technical conditions. We evaluate the corresponding stationary distribution of this Markov chain, which provides a natural and efficient method to calculate the cumulative expected wealth. Subsequently, the corresponding parameters are o...

Tunc, Sait; Kozat, Suleyman S

2012-01-01T23:59:59.000Z

106

PORTFOLIO PERFORMANCE | Department of Energy  

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

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Delicious RankCombustion | Department ofT ib l L d F SSales LLCDieselEnergyHistory May 3,3,10PORTFOLIO PERFORMANCE

107

Essays on Bank Optimal Portfolio Choice under Liquidity Constraint  

E-Print Network [OSTI]

. . . . . . . . . . . . . . . . . . . . . 28 1. Computation . . . . . . . . . . . . . . . . . . . . . . . 28 2. Parameters . . . . . . . . . . . . . . . . . . . . . . . . 29 vii CHAPTER Page 3. Standardized Loan Contracts . . . . . . . . . . . . . . 29 4. Simulation Strategy... Portfolio : : : : : : : : : : : : : : : : : : : : : : : : : : : 53 2 Optimal Loan Portfolio Choice(1) of Normal Situation : : : : : : : : 54 3 Optimal Loan Portfolio Choice(2) of Normal Situation : : : : : : : : 55 4 Optimal Loan Portfolio Choice(3...

Kim, Eul Jin

2012-10-19T23:59:59.000Z

108

LAMAR DODD SCHOOL OF ART PORTFOLIO REVIEW REQUIREMENTS  

E-Print Network [OSTI]

LAMAR DODD SCHOOL OF ART PORTFOLIO REVIEW REQUIREMENTS Summer 2014 PHASE I: Pre-review WHO floor, North wing, Lamar Dodd School of Art WHAT: The portfolio is to contain the FIVE works described and guidelines are not adhered to, the portfolio will be rejected. HOW: The Lamar Dodd School of Art Portfolio

Arnold, Jonathan

109

A Framework for the Architecting of Aerospace Systems Portfolios with Commonality  

E-Print Network [OSTI]

OF DOCTOR OF PHILOSOPHY AT THE MASSACHUSETTS INSTITUTE OF TECHNOLOGY May 2009 © Massachusetts Institute of the Requirements for the Degree of Doctor of Philosophy Abstract Aerospace systems are increasingly being developed portfolio life-cycle cost and risk; one important synergy is commonality between the systems

de Weck, Olivier L.

110

A SURVEY OF STATE-LEVEL COST ESTIMATES OF RENEWABLES PORTFOLIO STANDARDS  

E-Print Network [OSTI]

LEVEL COST ESTIMATES OF RENEWABLES PORTFOLIO STANDARDS Galenthe incremental cost of renewables portfolio standards (RPS)Washington DC have adopted renewables portfolio standards (

Barbose, Galen

2014-01-01T23:59:59.000Z

111

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

E-Print Network [OSTI]

the Costs and Benefits of Renewables Portfolio Standards: ANational Laboratory. Renewables Portfolio Standards in theRenewables Portfolio Standards in the United States LBNL-

Wiser, Ryan

2008-01-01T23:59:59.000Z

112

Model-based Safety Risk Assessment  

E-Print Network [OSTI]

development life-cycle, in order to identify critical system requirements, such as safety requirements their effectiveness, early in the system development life-cycle, on models derived directly from natural language of functional requirements of arbitrary detail ­ whether it is very early in the life-cycle when functions

Lindsay, Peter

113

SIPBS Portfolio 2012-13 Entry  

E-Print Network [OSTI]

Strong emphasis on practical skills Employment in biotechnology industry ­ pharmaceutical, biomedical and commercialization. Applications options in medical biotechnology, pharmaceutical biotechnology, industrialSIPBS Portfolio 2012-13 Entry #12;MSc Programmes Existing: · MSc Pharmaceutical Analysis · MSc

Mottram, Nigel

114

RENEWABLES PORTFOLIO STANDARD 2005 PROCUREMENT VERIFICATION  

E-Print Network [OSTI]

CALIFORNIA ENERGY COMMISSION RENEWABLES PORTFOLIO STANDARD 2005 PROCUREMENT VERIFICATION RENEWABLES COMMITTEE John L. Geesman Presiding Member Jackalyne Pfannenstiel Associate Member B.B. Blevins Executive Director Jason Orta Heather Raitt Principal Authors Mark Hutchison Manager RENEWABLE ENERGY OFFICE

115

N. Mariana Islands- Renewables Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

116

Renewable Energy and Energy Efficiency Portfolio Standard  

Broader source: Energy.gov [DOE]

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,...

117

Alternative and Renewable Energy Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

118

Privacy Engineering Objectives and Risk Model-Discussion Deck  

E-Print Network [OSTI]

standard security principles. #12;Risk Model (Personal Information + Data Actions + Context = System information system operations that handle personal information. · Problematic Data Actions: Problematic data and other data actions to be taken with that personal information. Example Violation of Predictability Data

119

Summer Academy 2012 Advanced Stochastic Methods to Model Risk  

E-Print Network [OSTI]

Summer Academy 2012 Advanced Stochastic Methods to Model Risk PERSONAL INFORMATION Name Last name for participation in the summer academy I would like to book via the organizers an accommodation from 09 September presumably 452 . participation in the summer academy and a DAAD scholarship for participation If I am

Pfeifer, Holger

120

Modeling of Supply Chain Risk Under Disruptions with Performance Measurement and Robustness Analysis  

E-Print Network [OSTI]

. The model formulation captures supply- side risk as well as demand-side risk, along with uncertainty supply-side disruption risks, transportation and other cost risks, and demand-side uncertainty within, the focus of research has been on "demand-side" risk, which is related to fluctuations in the demand

Nagurney, Anna

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

Making Risk Models Operational for Situational Awareness and Decision Support  

SciTech Connect (OSTI)

Modernization of nuclear power operations control systems, in particular the move to digital control systems, creates an opportunity to modernize existing legacy infrastructure and extend plant life. We describe here decision support tools that allow the assessment of different facets of risk and support the optimization of available resources to reduce risk as plants are upgraded and maintained. This methodology could become an integrated part of the design review process and a part of the operations management systems. The methodology can be applied to the design of new reactors such as small nuclear reactors (SMR), and be helpful in assessing the risks of different configurations of the reactors. Our tool provides a low cost evaluation of alternative configurations and provides an expanded safety analysis by considering scenarios while early in the implementation cycle where cost impacts can be minimized. The effects of failures can be modeled and thoroughly vetted to understand their potential impact on risk. The process and tools presented here allow for an integrated assessment of risk by supporting traditional defense in depth approaches while taking into consideration the insertion of new digital instrument and control systems.

Paulson, Patrick R.; Coles, Garill A.; Shoemaker, Steven V.

2012-06-12T23:59:59.000Z

122

A Log-Robust Optimization Approach to Portfolio Management  

E-Print Network [OSTI]

of the final portfolio value as performance metrics, and show empirically that the traditional approach leads to much less diversified portfolios, and hence much worse performance, in implementations with real ...... action Costs. Computers and ...

2008-12-15T23:59:59.000Z

123

Assessing and reducing product portfolio complexity in the pharmaceutical industry  

E-Print Network [OSTI]

Overly complex product portfolios lead to inefficient use of resources and limit an organization's ability to react quickly to changing market dynamics. The challenges of reducing portfolio complexity are defining excess ...

Leiter, Kevin M. (Kevin Michael)

2011-01-01T23:59:59.000Z

124

Summary of the California Energy Commission's Renewables Portfolio  

E-Print Network [OSTI]

Summary of the California Energy Commission's Renewables Portfolio Standard Contractor Reports, and the Status of Renewables Portfolio Standard Contracting and Regulation Prepared For: California Energy Director, Renewable Energy Program Drake Johnson Office Manager Renewable Energy Office Valerie Hall Deputy

125

PORTFOLIO ANALYSIS AND ITS POTENTIAL  

E-Print Network [OSTI]

Vidaver Electricity Analysis Office Electricity Supply Analysis Division California Energy Commission ............................................................................................................................. 5 Gas Price Risk.................................................................................................................................. 9 Discount Rates ­ The Present Cost of Future Gas Prices

126

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.

127

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, Energy Procurement 9/5/13 California Power Markets Symposium #12;1. PG&E Renewable Portfolio Standard 2. AB32 and Greenhouse Gas Legislation Outline #12;PG&E's Electric Generation Portfolio *Note: Other

128

Renewable Portfolio Standard MARK JACCARD  

E-Print Network [OSTI]

impacts and risks when compared with electricity derived from conventional sources, such as fossil fuels rain and greenhouse gases relative to a total reliance on fossil fuels, and zero risk of radiation: 1. Some jurisdictions provide greater subsidies to conventional generation fuels and technologies. 2

129

Essays on econometric modeling of subjective perceptions of risks in environment and human health  

E-Print Network [OSTI]

the estimator asymptotically unbiased and efficient. The third essay addresses the problem of modeling perceived mortality risks from arsenic concentrations in drinking water. I estimated a formal model that allows for ambiguity about risk. The empirical...

Nguyen, To Ngoc

2009-05-15T23:59:59.000Z

130

Natural gas contracts in efficient portfolios  

SciTech Connect (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

131

Spin-out Company Portfolio Technology Transfer  

E-Print Network [OSTI]

Spin-out Company Portfolio 2012 Technology Transfer The Sir Colin Campbell Building The University `Entrepreneurial University of the Year' in 2008. The Technology Transfer Office (TTO) has close links detail. Dr Susan Huxtable Director, Technology Transfer Tel: +44 (0)115 84 66388 Email: susan

Aickelin, Uwe

132

Multiperiod Portfolio Optimization with General Transaction Costs  

E-Print Network [OSTI]

Department of Management Science and Operations, London Business School, ... For market impact costs, we show that the optimal portfolio policy at each ... Markowitz's analysis are that the investor only cares about single-period ... The case with a single-risky asset and proportional transaction costs is well understood.

2013-07-17T23:59:59.000Z

133

Time Series Models for Measuring Market Risk Time Series Models for Measuring Market Risk  

E-Print Network [OSTI]

and collaborative mixtures of experts 3 GARCH processes with non-parametric innovations 4 Conclusions and future Competitive and collaborative mixtures of experts 3 GARCH processes with non-parametric innovations 4 Volatility models: GARCH processes We say {rt}T t=1 follows a GARCH(1,1) process if: rt = tt (4) 2 t = + |rt

Hernández Lobato, José Miguel

134

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning  

E-Print Network [OSTI]

A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return 2000 This Draft: December 2003 Abstract We present a simulation-based method for solving discrete, parameter and model uncertainty, and learning. We first establish the properties of the method

Stroud, Jonathan

135

Is it Worth it? A Comparative Analysis of Cost-Benefit Projections for State Renewables Portfolio Standards  

E-Print Network [OSTI]

Benefit Projections for State Renewables Portfolio Standards2006 Introduction State renewables portfolio standards (RPS)Analysis for Meeting a 20% Renewables Portfolio Standard by

Chen, Cliff; Wiser, Ryan; Bolinger, Mark

2006-01-01T23:59:59.000Z

136

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

E-Print Network [OSTI]

Green Power Programs in State Renewables Portfolio StandardsGreen Power Programs in State Renewables Portfolio Standardshave adopted mandatory renewables portfolio standards (RPS)

Holt, Edward A.; Wiser, Ryan H.

2007-01-01T23:59:59.000Z

137

Need for An Integrated Risk Model | Department of Energy  

Office of Environmental Management (EM)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr May Jun Jul(Summary) "of Energy Power.pdf11-161-LNG |September 15, 2010 PrintingNeed for An Integrated Risk Model Need for An

138

Risk-Averse Control of Undiscounted Transient Markov Models  

E-Print Network [OSTI]

Dec 30, 2012 ... Abstract: We use Markov risk measures to formulate a risk-averse version of the undiscounted total cost problem for a transient controlled ...

Ozlem Cavus

2012-12-30T23:59:59.000Z

139

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

SciTech Connect (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

140

A structural risk-neutral model for pricing and hedging power derivatives  

E-Print Network [OSTI]

Nicolas Langrené§ October 12, 2010 Abstract We develop a structural risk-neutral model for energy market makes such a market incomplete. We follow a local risk minimization approach to price and hedge energyA structural risk-neutral model for pricing and hedging power derivatives René Aïd Luciano Campi

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

Modeling human risk: Cell & molecular biology in context  

SciTech Connect (OSTI)

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.

NONE

1997-06-01T23:59:59.000Z

142

E-Print Network 3.0 - advisor model risk-reduction Sample Search...  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Search Powered by Explorit Topic List Advanced Search Sample search results for: advisor model risk-reduction Page: << < 1 2 3 4 5 > >> 1 Comparing Risk Reductions: On the...

143

TxDOT Best Practices Model and Implementation Guide for Advance Planning Risk Analysis for  

E-Print Network [OSTI]

0-5478-P2 TxDOT Best Practices Model and Implementation Guide for Advance Planning Risk Analysis?....................................................................................................1 1.2 Advance Planning Risk Analysis...........................................................................................................11 3.4 Philosophy of Use

Texas at Austin, University of

144

Time-to-Compromise Model for Cyber Risk Reduction Estimation  

SciTech Connect (OSTI)

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

145

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

146

Small Business Portfolio | Department of Energy  

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

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Delicious Rank EERE: AlternativeEnvironment,Institutes and ResponseStaffServices ServicesSmall Business Portfolio Small

147

Diversifying Project Portfolios for Utility Energy Service Contracts...  

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

project portfolio enhances utility energy service contracts (UESCs) to ensure Federal agencies get the best value possible. Energy efficiency measures are inherent in UESC...

148

A New Cone Programming Approach for Robust Portfolio Selection ?  

E-Print Network [OSTI]

Dec 10, 2006 ... optimal or efficient portfolio can be identified by solving a convex quadratic program. ... Various aspects of this phenomenon have also been.

2006-12-22T23:59:59.000Z

149

The Federal Guiding Principles Checklist in ENERGY STAR Portfolio  

Broader source: Energy.gov [DOE]

This webcast will teach Federal energy and sustainability professionals how to use the ENERGY STAR measurement and tracking tool, Portfolio Manager, to help ensure compliance with the Guiding...

150

Small Buildings and Small Portfolios Overview - 2014 BTO Peer...  

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

Technologies Office's Small Buildings and Small Portfolios activities. Through robust feedback, the BTO Program Peer Review enhances existing efforts and improves future designs....

151

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

E-Print Network [OSTI]

variable anthrophilicity of vectors and spatial variation in human population density. Relative risk maps are produced from these models. All models predict that human population density is the critical factorMalaria in Africa: Vector Species' Niche Models and Relative Risk Maps Alexander Moffett, Nancy

Sarkar, Sahotra

152

COMPARISON OF SEISMIC RISK ESTIMATES USING DIFFERENT METHODS TO MODEL FRAGILITY  

E-Print Network [OSTI]

1 COMPARISON OF SEISMIC RISK ESTIMATES USING DIFFERENT METHODS TO MODEL FRAGILITY Pierre Gehl1 , Ariane Ducellier2 , Caterina Negulescu3 , Jaime Abad4 and John Douglas5 Seismic risk evaluations play of decades hundreds of such studies have been conducted. However, the assessment of seismic risk is always

153

Modelling of Stochastic Hybrid Systems with Applications to Accident Risk Assessment  

E-Print Network [OSTI]

Modelling of Stochastic Hybrid Systems with Applications to Accident Risk Assessment #12;The SYSTEMS WITH APPLICATIONS TO ACCIDENT RISK ASSESSMENT DISSERTATION to obtain the doctor's degree promotor Prof. dr. A. Bagchi #12;Contents 1 Introduction 3 1.1 Accident risk assessment

Del Moral , Pierre

154

Renewables Portfolio Standards: A Factual Introduction to Experience from the United States  

E-Print Network [OSTI]

Electric Markets: The Renewables Portfolio Standard. ” TheDuckworth. “Can We Afford a Renewables Portfolio Standard? ”Consensus on National Renewables Policy: The Renewables

Wiser, R.; Namovicz, C.; Gielecki, M.; Smith, R.

2008-01-01T23:59:59.000Z

155

Costs and Benefits of Renewables Portfolio Standards in the United States  

E-Print Network [OSTI]

Documents/201304-IPA-Renewables- Report.pdf. Springfield,and Benefits of State Renewables Portfolio Standards: ACommission). (2009). 33% Renewables Portfolio Standard:

Barbose, Galen

2014-01-01T23:59:59.000Z

156

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

157

Modeling Exposure to Persistent Chemicals in Hazard and Risk Assessment  

E-Print Network [OSTI]

of organohalogen contaminants (dioxins, PCB, PBDE andInvestigation into levels of dioxins, furans, PCBs and PBDEsfor risk assessment of dioxin-contaminated sites. Ambio 36:

Cowan-Ellsberry, Christina E.

2010-01-01T23:59:59.000Z

158

Evaluating a Proposed 20% National Renewable Portfolio Standard  

SciTech Connect (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

159

Wind Farm Portfolio Optimization under Network Capacity Constraints  

E-Print Network [OSTI]

1 Wind Farm Portfolio Optimization under Network Capacity Constraints H´el`ene Le Cadre, Anthony of wind farms in a Market Coupling organization, for two Market Designs (exogenous prices and endogenous of efficient wind farm portfolios, is derived theoretically as a function of the number of wind farms

Paris-Sud XI, Université de

160

advanced materials portfolio: Topics by E-print Network  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

materials portfolio First Page Previous Page 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 Next Page Last Page Topic Index 1 Portfolio evaluation of advanced...

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

Impulse Control and Optimal Portfolio Selection with General Transaction Cost  

E-Print Network [OSTI]

the liquidity cost can be avoided completely if the market is approximate complete (cf. [2]), since one canImpulse Control and Optimal Portfolio Selection with General Transaction Cost Jin Ma , Qingshuo portfolio selection problem under general trans- action cost. We consider a simplified financial market

Zhang, Jianfeng

162

Portfolio optimization with linear and fixed transaction costs  

E-Print Network [OSTI]

Portfolio optimization with linear and fixed transaction costs Miguel Sousa Lobo1 Maryam Fazel2 optimization with linear and fixed transaction costs Abstract We consider the problem of portfolio selection of the return, and bounds on different shortfall probabilities are efficiently handled by convex optimization

163

PET: A PErsonalized Trust Model with Reputation and Risk Evaluation for P2P Resource Sharing  

E-Print Network [OSTI]

PET: A PErsonalized Trust Model with Reputation and Risk Evaluation for P2P Resource Sharing the construction of a good cooperation, especially in the context of economic-based solutions for the P2P resource sharing. The trust model consists of two parts: reputation evaluation and risk evaluation. Reputation

Shi, Weisong

164

A comparison of radiological risk assessment models: Risk assessment models used by the BEIR V Committee, UNSCEAR, ICRP, and EPA (for NESHAP)  

SciTech Connect (OSTI)

Radiological risk assessments and resulting risk estimates have been developed by numerous national and international organizations, including the National Research Council`s fifth Committee on the Biological Effects of Ionizing Radiations (BEIR V), the United Nations Scientific Committee on the Effects of Atomic Radiation (UNSCEAR), and the International Commission on Radiological Protection (ICRP). A fourth organization, the Environmental Protection Agency (EPA), has also performed a risk assessment as a basis for the National Emission Standards for Hazardous Air Pollutants (NESHAP). This paper compares the EPA`s model of risk assessment with the models used by the BEIR V Committee, UNSCEAR, and ICRP. Comparison is made of the values chosen by each organization for several model parameters: populations used in studies and population transfer coefficients, dose-response curves and dose-rate effects, risk projection methods, and risk estimates. This comparison suggests that the EPA has based its risk assessment on outdated information and that the organization should consider adopting the method used by the BEIR V Committee, UNSCEAR, or ICRP.

Wahl, L.E.

1994-03-01T23:59:59.000Z

165

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

SciTech Connect (OSTI)

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

166

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

SciTech Connect (OSTI)

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 activities involve risk predictions including such activities as initial storage, handling, treatment, interim storage, transportation, and final disposal.

Eide, Steven Arvid; Wierman, Thomas Edward

1999-08-01T23:59:59.000Z

167

Conceptual Model of Offshore Wind Environmental Risk Evaluation System  

SciTech Connect (OSTI)

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

168

Risk prediction models for melanoma: A systematic review  

E-Print Network [OSTI]

and Armstrong (35) point out, if a screening programme is to be directed towards a high risk group and is to have an impact on the disease as a whole, three criteria must be satisfied in addition to those for all screening programmes (41): People at high risk... :1000129. 35. English, DR, Armstrong, BK. Identifying people at high risk of cutaneous malignant melanoma: Results from a case-control study in Western Australia. Br. Med. J. (Clin. Res. Ed). 1988; 296: 1285–1288. 36. Amir, E, Freedman, OC, Seruga...

Usher-Smith, Juliet A.; Emery, Jon; Kassianos, Angelos P.; Walter, Fiona M.

2014-06-03T23:59:59.000Z

169

Advanced Benchmarking: Benchmark Building Energy Use Quickly and Accurately Using EPA's ENERGY STAR Portfolio Manager  

Broader source: Energy.gov [DOE]

Advanced Benchmarking: Benchmark Building Energy Use Quickly and Accurately Using EPA's ENERGY STAR Portfolio Manager Webinar.

170

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...

Bruce, Erica Dawn

2009-05-15T23:59:59.000Z

171

An evaluation of risk simulation models for reserve estimates  

E-Print Network [OSTI]

in estimating reserves for petroleum economic evaluations is an 1mportant everyday problem encountered by practicing petroleum engineers. This study addresses the problem of est1mating reserves for petroleum evaluations with little available data. The risk... to reserve est1mates. Latin Hypercube sampling is a relatively recent statistical development and has never before been applied to petroleum economic evaluations or petroleum risk simulators. The results show that simple random sampling is adequate...

Judah, Janeen Sue

1983-01-01T23:59:59.000Z

172

Risk-based modelling of surface water quality: a case study of the Charles River, Massachusetts  

E-Print Network [OSTI]

: Water quality; Risk; Monte Carlo; Sensitivity analysis; Eutrophication 1. Introduction 1.1. Motivation recognised in the development of some decision-support tools, for example, QUAL2E- UNCAS (Brown and BarnwellRisk-based modelling of surface water quality: a case study of the Charles River, Massachusetts

Wagener, Thorsten

173

New Logic Modeling Paradigms for Complex System Reliability and Risk Analysis  

E-Print Network [OSTI]

New Logic Modeling Paradigms for Complex System Reliability and Risk Analysis Antoine Rauzy Chair ground ... is a mature technology ... is a great tool for decision making So, what's next? · More://www.lgi.ecp.fr/pmwiki.php/PagesPerso/ARauzy *Sponsored by SAFRAN group #12;Probabilistic Risk Assessment ... ... is now established on a solid scientific

Bernstein, Joseph B.

174

MARKETING PORTFOLIO Please keep in mind that your audience for the portfolio is a prospective employer, so everything has to be  

E-Print Network [OSTI]

MARKETING PORTFOLIO DIRECTIONS AUDIENCE Please keep in mind that your audience for the portfolio is a prospective employer, so everything has to be done with that individual in mind. At a minimum you

de Lijser, Peter

175

Option prices in a model with stochastic disaster risk Sang Byung Seo  

E-Print Network [OSTI]

Option prices in a model with stochastic disaster risk Sang Byung Seo University of Pennsylvania volatility curve. First draft: January 18, 2013. Seo: sangseo@wharton.upenn.edu; Wachter: jwachter

Kahana, Michael J.

176

Application of the cumulative risk model in predicting school readiness in Head Start children  

E-Print Network [OSTI]

outcomes. This study built on this literature by investigating how child, parent, and family risk factors predicted school readiness in Head Start children using two statistical models. Specific aims of this study included identifying 1) to what degree...

Rodriguez-Escobar, Olga Lydia

2009-05-15T23:59:59.000Z

177

THE ROLE OF RISK MODELS IN THE FINANCIAL CRISIS bridges vol. 19, October 2008 / Pielke's Perspective  

E-Print Network [OSTI]

technologies in the form of highly complex financial risk models. When the story of the current financial instruments possible during normal times are virtually useless during times of crisis. A second problem

Colorado at Boulder, University of

178

Global vegetation model diversity and the risks of climate-driven ecosystem shifts  

SciTech Connect (OSTI)

Climate change is modifying global biogeochemical cycles, and is expected to exert increasingly large effects in the future. How these changes will in turn affect and interact with the structure and function of particular ecosystems is unclear, however, both because of scientific uncertainties and the very diversity of global vegetation models in use. Writing in Environmental Research Letters, Warszawski et al. (1) aggregate results from a group of models, across a range of emissions scenarios and climate data, to investigate these risks. Although the models frequently disagree about which specific regions are at risk, they consistently predict a greater chance of ecosystem restructuring with more warming; this risk roughly doubles between 2 and 3 °C increases in global mean temperature. The innovative work of Warszawski et al. represents an important first step towards fully consistent multi-model, multi-scenario assessments of the future risks to global ecosystems.

Bond-Lamberty, Benjamin

2013-11-08T23:59:59.000Z

179

EPA ENERGY STAR Webinar: ENERGY STAR Portfolio Manager 201  

Broader source: Energy.gov [DOE]

Continue to learn about EPA’s ENERGY STAR Portfolio Manager tool, with a deeper dive into more advanced functionalities such as: managing and tracking changes to your property uses over time; using...

180

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

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

Technology Portfolio Planning by Weighted Graph Analysis of System Architectures  

E-Print Network [OSTI]

Technology Portfolio Planning by Weighted Graph Analysis of System Architectures Peter Davison and Bruce Cameron Massachusetts Institute of Technology, Cambridge, MA 02139 Edward F. Crawley Skolkovo Institute of Science and Technology, Skolkovo 143025, Russia Abstract5 Many systems undergo significant

de Weck, Olivier L.

182

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

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

teChnologIes Program IntroduCtIon the research and development (r&d) portfolio for energy-Intensive Processes (eIP) addresses the top technology opportunities to save energy...

183

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

184

Risk analysis via heterogeneous models of SCADA interconnecting Power Grids and Telco Networks  

E-Print Network [OSTI]

for an electrical power distribution grid. The modeling techniques we discuss aim at providing a probabilistic demonstrate their applicability by modeling and #12;analyzing an actual SCADA system for an electrical powerRisk analysis via heterogeneous models of SCADA interconnecting Power Grids and Telco Networks A

Tronci, Enrico

185

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

Open Energy Info (EERE)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Office of InspectorConcentrating SolarElectricEnergyCTBarreisVolcanicPower Address:Climatic SolarInformation Risk

186

Some computer simulations based on the linear relative risk model  

SciTech Connect (OSTI)

This report presents the results of computer simulations designed to evaluate and compare the performance of the likelihood ratio statistic and the score statistic for making inferences about the linear relative risk mode. The work was motivated by data on workers exposed to low doses of radiation, and the report includes illustration of several procedures for obtaining confidence limits for the excess relative risk coefficient based on data from three studies of nuclear workers. The computer simulations indicate that with small sample sizes and highly skewed dose distributions, asymptotic approximations to the score statistic or to the likelihood ratio statistic may not be adequate. For testing the null hypothesis that the excess relative risk is equal to zero, the asymptotic approximation to the likelihood ratio statistic was adequate, but use of the asymptotic approximation to the score statistic rejected the null hypothesis too often. Frequently the likelihood was maximized at the lower constraint, and when this occurred, the asymptotic approximations for the likelihood ratio and score statistics did not perform well in obtaining upper confidence limits. The score statistic and likelihood ratio statistics were found to perform comparably in terms of power and width of the confidence limits. It is recommended that with modest sample sizes, confidence limits be obtained using computer simulations based on the score statistic. Although nuclear worker studies are emphasized in this report, its results are relevant for any study investigating linear dose-response functions with highly skewed exposure distributions. 22 refs., 14 tabs.

Gilbert, E.S.

1991-10-01T23:59:59.000Z

187

COMPONENT DEGRADATION SUSCEPTIBILITIES AS THE BASES FOR MODELING REACTOR AGING RISK  

SciTech Connect (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

188

Risk-based maintenance modeling. Prioritization of maintenance importances and quantification of maintenance effectiveness  

SciTech Connect (OSTI)

This report describes methods for prioritizing the risk importances of maintenances using a Probabilistic Risk Assessment (PRA). Approaches then are described for quantifying their reliability and risk effects. Two different PRA importance measures, minimal cutset importances and risk reduction importances, were used to prioritize maintenances; the findings show that both give similar results if appropriate criteria are used. The justifications for the particular importance measures also are developed. The methods developed to quantify the reliability and risk effects of maintenance actions are extensions of the usual reliability models now used in PRAs. These extended models consider degraded states of the component, and quantify the benefits of maintenance in correcting degradations and preventing failures. The negative effects of maintenance, including downtimes, also are included. These models are specific types of Markov models. The data for these models can be obtained from plant maintenance logs and from the Nuclear Plant Reliability Data System (NPRDS). To explore the potential usefulness of these models, the authors analyzed a range of postulated values of input data. These models were used to examine maintenance effects on a components reliability and performance for various maintenance programs and component data. Maintenance schedules were analyzed to optimize the component`s availability. In specific cases, the effects of maintenance were found to be large.

Vesely, W.E.; Rezos, J.T. [Science Applications International Corp., Dublin, OH (United States)

1995-09-01T23:59:59.000Z

189

Modeling Exposure to Persistent Chemicals in Hazard and Risk Assessment  

E-Print Network [OSTI]

chlorinated pesticides, e.g. , DDT) based on Swedish marketInvestigating the global fate of DDT: Model evaluation anddichlorodiphenyltrichloroethane (DDT), and its degradation

Cowan-Ellsberry, Christina E.

2010-01-01T23:59:59.000Z

190

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

E-Print Network [OSTI]

M. Fripp. 2004. Putting Renewables to Work: How Many Jobsand S. Hempling. 2001. The Renewables Portfolio Standard: AEvaluating Experience with Renewables Portfolio Standards in

Chen, Cliff; Wiser, Ryan; Bolinger, Mark

2007-01-01T23:59:59.000Z

191

Modeling Treatment Decisions, Costs, and Risk Implications of Regulations for the US Water Supply Industry  

E-Print Network [OSTI]

Modeling Treatment Decisions, Costs, and Risk Implications of Regulations for the US Water Supply, Carnegie Mellon University ABSTRACT Assessments of the impacts of proposed drinking water standards have. In this research, a new modeling framework is described for evaluating the impacts of multiple drinking water

de Weck, Olivier L.

192

Gas storage valuation and hedging. A quantification of the model risk.  

E-Print Network [OSTI]

Gas storage valuation and hedging. A quantification of the model risk. Patrick Henaff (1), Ismail and hedging of gas storage facilities, using a spot- based valuation framework coupled with a financial and phrases. Energy markets; commodities; natural gas storage; model uncertainty. JEL Classification: C4; C5

Paris-Sud XI, Université de

193

A long term radiological risk model for plutonium-fueled and fission reactor space nuclear system  

SciTech Connect (OSTI)

This report describes the optimization of the RISK III mathematical model, which provides risk assessment for the use of a plutonium-fueled, fission reactor in space systems. The report discusses possible scenarios leading to radiation releases on the ground; distinctions are made for an intact reactor and a dispersed reactor. Also included are projected dose equivalents for various accident situations. 54 refs., 31 figs., 11 tabs. (TEM)

Bartram, B.W.; Dougherty, D.K.

1987-01-01T23:59:59.000Z

194

Legal Issues and Risks Associated with Building Information Modeling Technology  

E-Print Network [OSTI]

Dimensional Interactive Application CIFE Center for Integrated Facility Engineering, Stanford University EJCDC Engineers Joint Contract Documents Committee GSA General Services Administration HVAC Heating, Ventilating and Air Conditioning IAI... of the project. Figure 2-2. Site Planning and Site Utilization (Mortenson 3D Image) ?4D? Scheduling and Sequencing. When the 3D model is combined with the CPM schedule, it creates a ?4D? model, using time as the fourth dimension. This is done to visualize...

Foster, Leon Lewis

2008-07-22T23:59:59.000Z

195

2014 SunShot Initiative Portfolio Book: Appendix of SunShot Funding...  

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

Appendix of SunShot Funding Programs 2014 SunShot Initiative Portfolio Book: Appendix of SunShot Funding Programs The 2014 SunShot Initiative Portfolio Book outlines the progress...

196

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 ...

Paula Rocha

2010-06-04T23:59:59.000Z

197

Efficient Cardinality/Mean-Variance Portfolios  

E-Print Network [OSTI]

Mar 2, 2012 ... efficient frontier for the biobjective cardinality/mean-variance problem. ..... provide the tradeoff between risk and expected return, generating.

2012-03-02T23:59:59.000Z

198

Peer Review of the Federal Energy Management Program Energy-Efficient Product Procurement Portfolio  

Broader source: Energy.gov [DOE]

Document details the peer review of the Federal Energy Management Program Energy-Efficient Product Procurement portfolio.

199

Risk-Averse Control of Undiscounted Transient Markov Models  

E-Print Network [OSTI]

For the survival model, we used the distribution function, F(x), of lifetime of the American population .... and Management Science, K. J. Arrow, S. Karlin, and S. Scarf (Eds.), Stanford University Press, Palo. Alto, 1962, pp. 148–158. [22] Klöppel ...

2014-03-22T23:59:59.000Z

200

OCTOBER 2010 SPECIAL INSTRUCTIONS TO DESIGNERS SID-S SUSTAINABLE PRODUCTS PORTFOLIO  

E-Print Network [OSTI]

by the Sustainability Team at the University of Michigan (U-M) Department of Architecture, Engineering & ConstructionSID-S OCTOBER 2010 SPECIAL INSTRUCTIONS TO DESIGNERS SID-S SUSTAINABLE PRODUCTS PORTFOLIO Page 1 of 2 SUSTAINABLE PRODUCTS PORTFOLIO General The Sustainable Products Portfolio (SPP) is maintained

Kamat, Vineet R.

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

Simulating Insulin Infusion Pump Risks by In-Silico Modeling of the Insulin-Glucose Regulatory System.  

E-Print Network [OSTI]

Simulating Insulin Infusion Pump Risks by In-Silico Modeling of the Insulin-Glucose Regulatory for simulating risks due to insulin infusion pump us- age by diabetic patients. Insulin infusion pumps allow-regulate their blood glucose levels. However, the use of infusion pumps and continuous glucose monitors can pose risks

Fainekos, Georgios E.

202

Development of Simplified Probabilistic Risk Assessment Model for Seismic Initiating Event  

SciTech Connect (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

203

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

204

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.

205

Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis  

E-Print Network [OSTI]

Sloshing in the LNG shipping industry: risk modelling through multivariate heavy-tail analysis In the liquefied natural gas (LNG) shipping industry, the phenomenon of slosh- ing can lead to the occurrence. The parsimonious representation thus obtained proves to be very convenient for the simulation of mul- tivariate

206

Reduced form electricity spot price modeling with a view towards spike risk  

E-Print Network [OSTI]

Reduced form electricity spot price modeling with a view towards spike risk Prof. Dr. Meyer. Februar 2010, 16:15 Uhr Seminarraum, LudwigstraÃ?e 33 I The recent deregulation of electricity markets has led to the creation of energy exchanges, where the electricity is freely traded. We study the most

Gerkmann, Ralf

207

Ecological Modelling 180 (2004) 135151 Simulating forest fuel and fire risk dynamics across  

E-Print Network [OSTI]

fuel module tracks fine fuel, coarse fuel and live fuel for each cell on a landscape. Fine fuel age (the oldest age cohorts) in combination with disturbance history. Live fuels, also called canopyEcological Modelling 180 (2004) 135­151 Simulating forest fuel and fire risk dynamics across

He, Hong S.

208

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

SciTech Connect (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

209

California's Renewables Portfolio Standard (RPS) List of Facilities Certification Status  

E-Print Network [OSTI]

California's Renewables Portfolio Standard (RPS) List of Facilities Certification Status Terms Facility State Facility County Commercial Operations Date Nameplate Capacity Technology Eligibility Date-Certification High Desert Solar One - HDSO Victorville CA San Bernardino 1/1/2007 101 Solar Thermal Electric 8

210

A MEAN-VARIANCE PORTFOLIO OPTIMIZATION OF CALIFORNIA'S  

E-Print Network [OSTI]

'S 33 PERCENT RENEWABLE PORTFOLIO STANDARD GOAL Prepared For: California Energy Commission Prepared By Renewable Energy Office Valerie Hall Deputy Director Efficiency and Renewables Division B. B. Blevins in this report. #12;ABSTRACT Keystones of California's energy policy include strategies to ensure adequate energy

211

NIH Portfolio Analysis on Climate Change and Health  

E-Print Network [OSTI]

NIH Portfolio Analysis on Climate Change and Health Total studies that in some way relate to climate change 1,357 > Directly relate to climate change 7 > Examine the climate variables on health 85 response to climate change By David Taylor Climate change and its relationship to health research

Madey, Gregory R.

212

Diversifying Project Portfolios for Utility Energy Service Contracts  

Broader source: Energy.gov [DOE]

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.

213

Rebalancing an Investment Portfolio in the Presence of Convex ...  

E-Print Network [OSTI]

an existing portfolio must be included in any realistic analysis. In this paper, we ... recent survey on the impact of transaction costs on the dynamic rebalancing problem, see ...... European Journal of Operational Research, 79(1):85–94, 1994. [2] E. D. ... Technical report, Department of Economics, Lund University, Sweden,.

2004-12-17T23:59:59.000Z

214

A Practical Approach to Modeling Managerial Risk Aversion in Real Option Valuation for Early Stage Investments ?  

E-Print Network [OSTI]

In this work, we build on a previous real options approach that utilizes managerial cash-flow estimates to value early stage project investments, but accounting for managerial risk aversion. We introduce a market sector indicator, which is assumed to be correlated to a tradeable market index, which, through a mapping function, drives and replicates the cash-flow estimates. The mapping allows us to link the cash-flow estimates to many theoretical real options frameworks which currently can not be applied in practice. Through indifference pricing we are able to model the effect of managerial risk aversion for any given set of cash-flow estimates.

Sebastian Jaimungal; Yuri Lawryshyn

215

Modeling and Quantification of Team Performance in Human Reliability Analysis for Probabilistic Risk Assessment  

SciTech Connect (OSTI)

Probabilistic Risk Assessment (PRA) and Human Reliability Assessment (HRA) are important technical contributors to the United States (U.S.) Nuclear Regulatory Commission’s (NRC) risk-informed and performance based approach to regulating U.S. commercial nuclear activities. Furthermore, all currently operating commercial NPPs in the U.S. are required by federal regulation to be staffed with crews of operators. Yet, aspects of team performance are underspecified in most HRA methods that are widely used in the nuclear industry. There are a variety of "emergent" team cognition and teamwork errors (e.g., communication errors) that are 1) distinct from individual human errors, and 2) important to understand from a PRA perspective. The lack of robust models or quantification of team performance is an issue that affects the accuracy and validity of HRA methods and models, leading to significant uncertainty in estimating HEPs. This paper describes research that has the objective to model and quantify team dynamics and teamwork within NPP control room crews for risk informed applications, thereby improving the technical basis of HRA, which improves the risk-informed approach the NRC uses to regulate the U.S. commercial nuclear industry.

Jeffrey C. JOe; Ronald L. Boring

2014-06-01T23:59:59.000Z

216

Essays on portfolio choice with Bayesian methods  

E-Print Network [OSTI]

Protopapadakis (2002) estimate a GARCH model of daily equityreal. They estimate a GARCH model of daily equity returns,

Kebabci, Deniz

2007-01-01T23:59:59.000Z

217

Essays in asset pricing and portfolio choice  

E-Print Network [OSTI]

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...

Illeditsch, Philipp Karl

2009-05-15T23:59:59.000Z

218

Point-trained models in a grid environment: Transforming a potato late blight risk forecast for use with the National Digital Forecast Database  

E-Print Network [OSTI]

Point-trained models in a grid environment: Transforming a potato late blight risk forecast for use have come to expect. Potato late blight risk models were some of the earliest weather-based models. This analysis compares two types of potato late blight risk models that were originally trained on location

Douches, David S.

219

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

SciTech Connect (OSTI)

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

220

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

SciTech Connect (OSTI)

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

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

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

SciTech Connect (OSTI)

We have developed a framework for assessing the leakage risk of geologic carbon sequestration sites. This framework, known as the Certification Framework (CF), emphasizes wells and faults as the primary potential leakage conduits. Vulnerable resources are grouped into compartments, and impacts due to leakage are quantified by the leakage flux or concentrations that could potentially occur in compartments under various scenarios. The CF utilizes several model components to simulate leakage scenarios. One model component is a catalog of results of reservoir simulations that can be queried to estimate plume travel distances and times, rather than requiring CF users to run new reservoir simulations for each case. Other model components developed for the CF and described here include fault characterization using fault-population statistics; fault connection probability using fuzzy rules; well-flow modeling with a drift-flux model implemented in TOUGH2; and atmospheric dense-gas dispersion using a mesoscale weather prediction code.

Oldenburg, Curtis M.; Bryant, Steven L.; Nicot, Jean-Philippe; Kumar, Navanit; Zhang, Yingqi; Jordan, Preston; Pan, Lehua; Granvold, Patrick; Chow, Fotini K.

2009-06-01T23:59:59.000Z

222

Robustness to Dependency in Portfolio Optimization Using ...  

E-Print Network [OSTI]

Engineering Systems and Design, Singapore University of Technology and Design, 20 Dover Drive, ...... Graphical models, exponential families, and variational.

2013-05-10T23:59:59.000Z

223

Retrospective on the Seniors' Council Tier 1 LDRD portfolio.  

SciTech Connect (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

224

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

Energy Savers [EERE]

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Office of Inspector GeneralDepartment of Energy fromComments on NBPSitingPresentationEnergy Renewables Portfolio

225

Modeling of Near-Surface Leakage and Seepage of CO2 for Risk Characterization  

SciTech Connect (OSTI)

The injection of carbon dioxide (CO2) into deep geologic carbon sequestration sites entails risk that CO2 will leak away from the primary storage formation and migrate upwards to the unsaturated zone from which it can seep out of the ground. We have developed a coupled modeling framework called T2CA for simulating CO2 leakage and seepage in the subsurface and in the atmospheric surface layer. The results of model simulations can be used to calculate the two key health, safety, and environmental (HSE) risk drivers, namely CO2 seepage flux and nearsurface CO2 concentrations. Sensitivity studies for a subsurface system with a thick unsaturated zone show limited leakage attenuation resulting in correspondingly large CO2 concentrations in the shallow subsurface. Large CO2 concentrations in the shallow subsurface present a risk to plant and tree roots, and to humans and other animals in subsurface structures such as basements or utility vaults. Whereas CO2 concentrations in the subsurface can be high, surfacelayer winds reduce CO2 concentrations to low levels for the fluxes investigated. We recommend more verification and case studies be carried out with T2CA, along with the development of extensions to handle additional scenarios such as calm conditions, topographic effects, and catastrophic surface-layer discharge events.

Oldenburg, Curtis M.; Unger, Andre A.J.

2004-02-18T23:59:59.000Z

226

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

E-Print Network [OSTI]

R. and G. Barbose. 2008. Renewables Portfolio Standards inwww.cpuc.ca.gov/PUC/energy/Renewables/index.htm (accessed2008. Deploying Renewables - Principles for Effective

Wiser, Ryan

2010-01-01T23:59:59.000Z

227

Costs and Benefits of Renewables Portfolio Standards in the United States  

E-Print Network [OSTI]

Approval of Its Amended Renewable Energy Plan. June 3, 2013.Benefits of Complying with Renewable Portfolio Standards:The Costs and Benefits of Renewable Resource Procurement in

Barbose, Galen

2014-01-01T23:59:59.000Z

228

Experiments in Robust Portfolio Optimization Daniel Bienstock ...  

E-Print Network [OSTI]

testing of the performance of our algorithms. ... The 'laboratory' testing of such ...... paper we have chosen the following concrete model, which we refer to this as ...

2007-02-27T23:59:59.000Z

229

Modeling and Risk Assessment of CO{sub 2} Sequestration at the Geologic-basin Scale  

SciTech Connect (OSTI)

Objectives. The overall objective of this proposal was to develop tools for better understanding, modeling and risk assessment of CO{sub 2} permanence in geologic formations at the geologic basin scale. The main motivation was that carbon capture and storage (CCS) will play an important role as a climate change mitigation technology only if it is deployed at scale of gigatonne per year injections over a period of decades. Continuous injection of this magnitude must be understood at the scale of a geologic basin. Specifically, the technical objectives of this project were: (1) to develop mathematical models of capacity and injectivity at the basin scale; (2) to apply quantitative risk assessment methodologies that will inform on CO{sub 2} permanence; (3) to apply the models to geologic basins across the continental United States. These technical objectives go hand-in-hand with the overarching goals of: (1) advancing the science for deployment of CCS at scale; and (2) contributing to training the next generation of scientists and engineers that will implement and deploy CCS in the United States and elsewhere. Methods. The differentiating factor of this proposal was to perform fundamental research on migration and fate of CO{sub 2} and displaced brine at the geologic basin scale. We developed analytical sharp-interface models of the evolution of CO{sub 2} plumes over the duration of injection (decades) and after injection (centuries). We applied the analytical solutions of CO{sub 2} plume migration and pressure evolution to specific geologic basins, to estimate the maximum footprint of the plume, and the maximum injection rate that can be sustained during a certain injection period without fracturing the caprock. These results have led to more accurate capacity estimates, based on fluid flow dynamics, rather than ad hoc assumptions of an overall “efficiency factor.” We also applied risk assessment methodologies to evaluate the uncertainty in our predictions of storage capacity and leakage rates. This was possible because the analytical mathematical models provide ultrafast forward simulation and they contain few parameters. Impact. The project has been enormously successful both in terms of its scientific output (journal publications) as well as impact in the government and industry. The mathematical models and uncertainty quantification methodologies developed here o?er a physically-based approach for estimating capacity and leakage risk at the basin scale. Our approach may also facilitate deployment of CCS by providing the basis for a simpler and more coherent regulatory structure than an “individual-point-of-injection” permitting approach. It may also lead to better science-based policy for post-closure design and transfer of responsibility to the State.

Juanes, Ruben

2013-08-31T23:59:59.000Z

230

A Risk-based Optimization Modeling Framework for Mitigating Fire Events for Water and Fire Response Infrastructures  

E-Print Network [OSTI]

of the Generalized Barrois Model Fitted to Observations in Finland (Tillander and Keski-Rahkonen 2002)???????? ? 85 4.2 Annual Frequency Distribution of Wind Direction ??????? . 95 4.3 Highest Risk Scenarios for Micropolis Generated from Monte Carlo...

Kanta, Lufthansa Rahman

2011-02-22T23:59:59.000Z

231

Invited Contribution to Q 76: The Use of Risk Analysis to Support Dam Safety Decisions and Management  

E-Print Network [OSTI]

Decisions and Management DRAFT FOR REVIEW ONLY Portfolio Risk Assessment: A Tool for Managing Dam SafetyICOLD 20th Congress Invited Contribution to Q 76: The Use of Risk Analysis to Support Dam Safety in the Context of the Owner's Business David S. Bowles Professor and Director, Institute for Dam Safety Risk

Bowles, David S.

232

Wildfire Risk Mapping over the State of Mississippi: Land Surface Modeling Approach  

SciTech Connect (OSTI)

Three fire risk indexes based on soil moisture estimates were applied to simulate wildfire probability over the southern part of Mississippi using the logistic regression approach. The fire indexes were retrieved from: (1) accumulated difference between daily precipitation and potential evapotranspiration (P-E); (2) top 10 cm soil moisture content simulated by the Mosaic land surface model; and (3) the Keetch-Byram drought index (KBDI). The P-E, KBDI, and soil moisture based indexes were estimated from gridded atmospheric and Mosaic-simulated soil moisture data available from the North American Land Data Assimilation System (NLDAS-2). Normalized deviations of these indexes from the 31-year mean (1980-2010) were fitted into the logistic regression model describing probability of wildfires occurrence as a function of the fire index. It was assumed that such normalization provides more robust and adequate description of temporal dynamics of soil moisture anomalies than the original (not normalized) set of indexes. The logistic model parameters were evaluated for 0.25 x0.25 latitude/longitude cells and for probability representing at least one fire event occurred during 5 consecutive days. A 23-year (1986-2008) forest fires record was used. Two periods were selected and examined (January mid June and mid September December). The application of the logistic model provides an overall good agreement between empirical/observed and model-fitted fire probabilities over the study area during both seasons. The fire risk indexes based on the top 10 cm soil moisture and KBDI have the largest impact on the wildfire odds (increasing it by almost 2 times in response to each unit change of the corresponding fire risk index during January mid June period and by nearly 1.5 times during mid September-December) observed over 0.25 x0.25 cells located along the state of Mississippi Coast line. This result suggests a rather strong control of fire risk indexes on fire occurrence probability over this region.

Cooke, William H. [Mississippi State University (MSU); Mostovoy, Georgy [Mississippi State University (MSU); Anantharaj, Valentine G [ORNL; Jolly, W. Matt [USDA Forest Service

2012-01-01T23:59:59.000Z

233

Dynamic Portfolio Optimization with Transaction Costs: Heuristics ...  

E-Print Network [OSTI]

Aug 10, 2010 ... With no transaction costs, the optimal investments typically depend on the investor's ... new gradient-based approach for generating penalties that exploits the ..... If the investor has a power utility function, the frictionless model ...

2011-02-03T23:59:59.000Z

234

Incorporating Perceived Mortality Risks from Arsenic into Models of Drinking Water Behavior and Valuation of Arsenic Risk Reductions: Preliminary Results  

E-Print Network [OSTI]

and estimating values for arsenic reduction risks. Several studies have been undertaken to examine the costs of compliance with the new standard, mainly in the form of capital cost for improved or new public system of Economics Texas A&M University Mark Walker, Associate Professor Dept. of Natural Resource and Environmental

Shaw, W. Douglass

235

Risk Management in Product Design: Current State, Conceptual Model and Future Research  

E-Print Network [OSTI]

Risk management is an important element of product design. It helps to minimize the project- and product-related risks such as project budget and schedule overrun, or missing product cost and quality targets. Risk management ...

Oehmen, Josef

236

Development of an econometric model for dynamic management of recession risk in equity portfolios : construction of an empirical measure of time-varying recession risk : estimation of cross-sectional differences in recession risk exposure among equities and associated differences in risk premia  

E-Print Network [OSTI]

Recessions are an inherent part of economic cycles. During the last decade we have experienced two extended periods of significant economic slowdown accompanied by major downturns in most of the asset classes and especially ...

Chousakos, Kyriakos

2011-01-01T23:59:59.000Z

237

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

SciTech Connect (OSTI)

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

238

Decision-support tool for assessing future nuclear reactor generation portfolios.  

E-Print Network [OSTI]

Decision-support tool for assessing future nuclear reactor generation portfolios. Shashi Jain, where especially capital costs are known to be highly uncertain. Differ- ent nuclear reactor types uncertainties in the cost elements of a nuclear power plant, to provide an optimal portfolio of nuclear reactors

Oosterlee, Cornelis W. "Kees"

239

The effectiveness of portfolios in assessing students' connections between mathematical symbols and mathematical concepts  

E-Print Network [OSTI]

fulfillment of the requirements for the degree of MASTER OF SCIENCE August 1995 Major Subject: Educational Curriculum k Instruction THE EFFECTIVENESS OF PORTFOLIOS IN ASSESSING STUDENTS' CONNECTIONS BETWEEN MATHEMATICAL SYMBOLS AND MATHEMATICAL CONCEPTS.... Dockweiler (Mender) Gonzalo Garcia, Jr. (Member) Donna Wiseman (Head of Department) August 1995 Major Subject: Educational Curriculum & Instruction ABSTRACT The EfFectiveness of Portfolios in Assessing Students' Connections Between Mathematical...

McGinnis, Leslie Grable

1995-01-01T23:59:59.000Z

240

MSU Friday Audition/Portfolio Scholarships for the School of Film and Photography  

E-Print Network [OSTI]

MSU Friday Audition/Portfolio Scholarships for the School of Film and Photography The School-Bozeman School of Film and Photography, Attn: Portfolio/Audition Committee PO Box 173350 VCB 202 Bozeman, MT on the basis of the written statement, originality, creative energy, and relative accomplishment of the work

Dyer, Bill

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

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  

SciTech Connect (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

242

TIPS 2013 PORTFOLIO MANAGERS COMPETITION To: Faculty Advisors of Student Managed Investment Portfolios  

E-Print Network [OSTI]

, a description of the team's investment philosophy, decisionmaking process, investment style, and a review address: 1. A description of your investment philosophy, decisionmaking process, investment such as a discussion of risk controls or why you believe your investment process will add value. In short, as in any

243

Resource Portfolio Model's Determination of Conservation's Cost-Effectiveness1  

E-Print Network [OSTI]

of the conservation is above long-term wholesale power market price ("electricity price", "power price" or "market (reductions in electricity use) as well as different prices. There are separate supply curves for lost with a deterministic forecast. Using the Council's adopted medium electricity price forecast leads to about 4

244

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

SciTech Connect (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

245

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

246

Stochastic particle models and methods in risk analysis P. Del Moral (INRIA research team ALEA)  

E-Print Network [OSTI]

methods Ilustrations Security of offshore platforms in extreme see conditions Nuclear plant security efficiency, food risk analysis, bacterial propagations. System reliability : production chains, offshore, airport and flight collision risks. Nuclear plant security : radioactivity storage, nuclear tank cracks

Del Moral , Pierre

247

Towards a UML Profile for Model-Based Risk Siv Hilde Houmb1  

E-Print Network [OSTI]

complementary risk assessment methods like HazOp1 [10], FTA2 [5], FMEA3 [3], Markov analysis 1 Hazard

Stølen, Ketil

248

Using the social ecological model to understand the contextual factors associated with HIV risk in commercial sex workers at high risk for contracting HIV  

E-Print Network [OSTI]

and the Perceived Risk of Contracting HIV in a Drug Usingsex workers at high risk for contracting HIV A dissertationsex workers at high risk for contracting HIV by Sandra Erika

Larios, Sandra Erika

2008-01-01T23:59:59.000Z

249

Mathematics of Finance Department of Information, Risk and Operations Management  

E-Print Network [OSTI]

. Shreve · Continuous Time Finance, by R. Merton . Martingale methods in financial modelling, by M. Musiela models Portfolio choice Hamilton-Jacobi-Bellman equation - Monday, February 11 Duality methods - Monday behavioral finance models Ambiguity, loss aversion, robustness Derivative valuation - Monday, March 18

Ghosh, Joydeep

250

Global and local cancer risks after the Fukushima Nuclear Power Plant accident as seen from Chernobyl: A modeling study for  

E-Print Network [OSTI]

Chernobyl: A modeling study for radiocaesium (134 Cs & 137 Cs) Nikolaos Evangeliou a, , Yves Balkanski risks, prior to epidemiology, and compare them with those occurred after the Chernobyl accident the accident of Chernobyl. © 2013 Elsevier Ltd. All rights reserved. 1. Introduction Accidental releases

Mousseau, Timothy A.

251

Bayesian models for elevated disease risk due to exposure to uranium mine and mill waste on the Navajo Nation  

E-Print Network [OSTI]

ForReview Only Bayesian models for elevated disease risk due to exposure to uranium mine and mill of Pharmacy, Community Environmental Health Program Keywords: abandoned uranium mines, conditionally specified to ex- posure to uranium mine and mill waste on the Navajo Nation Glenn A. Stark University of New

Huerta, Gabriel

252

Managing a portfolio of real options : sequential exploration of dependent prospects  

E-Print Network [OSTI]

We consider the impact of sequential investment and active management on the value of a portfolio of real options. The options are assumed to be interdependent, in that exercise of any one is assumed to produce, in addition ...

Smith, James L.

2004-01-01T23:59:59.000Z

253

Venture Capitalists' Decision to Withdraw: The Role of Portfolio Configuration From a Real Options Lens  

E-Print Network [OSTI]

When does a venture capital firm withdraw from an investment project prior to its completion? This study offers a real options view on this decision by examining the contingent effects of portfolio configuration. We explore how project withdrawal...

Li, Yong; Chi, Tailan

2012-01-01T23:59:59.000Z

254

EPA ENERGY STAR Webcast- Portfolio Manager Office Hours, Focus Topic: Weather Data and Metrics  

Office of Energy Efficiency and Renewable Energy (EERE)

Portfolio Manager "Office Hours" is a live webinar that gives all users an opportunity to ask their questions directly to EPA in an open forum. In 2014, Office Hours will be held once a month. We...

255

EPA ENERGY STAR Webinar: The Federal Guiding Principles Checklist in ENERGY STAR Portfolio  

Broader source: Energy.gov [DOE]

Hosted by the EPA, this webinar will focus on how to use the ENERGY STAR measurement and tracking tool, Portfolio Manager, to help ensure compliance with the Guiding Principles for High Performance Sustainable Buildings.

256

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

E-Print Network [OSTI]

except that certain small-hydro facilities owned by OregonMSW, and less than 1% is small hydro and ocean energy,8% geothermal, and 4% small hydro. Renewables Portfolio

Wiser, Ryan

2008-01-01T23:59:59.000Z

257

EPA ENERGY STAR Webcast: Portfolio Manager Office Hours, Focus Topic: Sharing Forward and Transfer Ownership  

Broader source: Energy.gov [DOE]

Portfolio Manager "Office Hours" is a live webinar that gives all users an opportunity to ask their questions directly to EPA in an open forum. In 2014, Office Hours will be held once a month. We...

258

MSU Friday Audition/Portfolio Scholarships for the School of Film and Photography  

E-Print Network [OSTI]

MSU Friday Audition/Portfolio Scholarships for the School of Film and Photography The School of Film and Photography expects to have scholarship monies on the basis of the written statement, originality, creative energy, and relative

Dyer, Bill

259

CAREER PLANS RESUMES COVER LETTERS JOB SEARCH STRATEGIES PORTFOLIOS TIPS The 2010-2011  

E-Print Network [OSTI]

CAREER PLANS · RESUMES · COVER LETTERS · JOB SEARCH STRATEGIES · PORTFOLIOS · TIPS The 2010 Strategies .......................................... 16 · Resume Preparation............................................ 17 · Sample Resumes ................................................ 18 · Cover Letters

Kaminsky, Werner

260

The Value of Assessing Uncertainty in Oil and Gas Portfolio Optimization  

E-Print Network [OSTI]

It has been shown in the literature that the oil and gas industry deals with a substantial number of biases that impact project evaluation and portfolio performance. Previous studies concluded that properly estimating uncertainties...

Hdadou, Houda

2013-07-25T23:59:59.000Z

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.


261

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

262

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

SciTech Connect (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

263

Pesticide risk perceptions and the differences between farmers and extensionists: Towards a knowledge-in-context model  

SciTech Connect (OSTI)

A growing body of literature analyzes farmer perceptions of pesticide risk, but much less attention has been given to differences in risk perception between farmers and technical experts. Furthermore, inconsistencies in knowledge have too easily been explained in terms of lack of knowledge rather than exploring the underlying reasons for particular forms of thinking about pesticide risks. By doing this, the division between expert and lay knowledge has been deepened rather than transcended. Objective: This study aims to understand differences and similarities among the perceptions of pesticide risks of farmers, farm workers, and technical experts such as extensionists, by applying a social science approach towards knowledge and risk attitudes. Methods: Semi-structured interviews and field observations were conducted to smallholders, farm workers, extensionists, health professionals and scientists involved in the use and handling of pesticides. Subsequently, a survey was carried out to quantify the farmers and extensionists' acceptance or rejection of typical assertions expressed previously in the semi-structured interviews. Results: Smallholders showed to gain knowledge from their own experiences and to adapt pesticides practices, which is a potential basis for transforming notions of pesticide safety and risk reduction strategies. Though extensionists have received formal education, they sometimes develop ideas deviating from the technical perspective. The risk perception of the studied actors appeared to vary according to their role in the agricultural labor process; they varied much less than expected according to their schooling level. Conclusions: Commitment to the technical perspective is not dramatically different for extensionists on the one hand and farmers as well as farm workers on the other hand. Ideas about a supposed lack of knowledge by farmers and the need of formal training are too much driven by a deficit model of knowledge. Further research on risk perceptions of pesticides and training of rural people will benefit from the development of a knowledge-in-context model. -- Highlights: • Researching perceptions of farmers' extensionists and other professionals. • Experts as well as farmers deviate from the technical perspective. • Blaming who is responsible for pesticide problems creates expert-lay division. • Qualitative and quantitative methods, not as complementary but integrated. • Knowledge-in-context model as an alternative to the knowledge-deficit model.

Ríos-González, Adriana, E-mail: adrianariosg@hotmail.com [Society, Culture and Health Academic Area, El Colegio de la Frontera Sur. Carretera Panamericana y Periférico Sur s/n, Barrio de María Auxiliadora cp. 29290 San Cristóbal de Las Casas, Chiapas (Mexico) [Society, Culture and Health Academic Area, El Colegio de la Frontera Sur. Carretera Panamericana y Periférico Sur s/n, Barrio de María Auxiliadora cp. 29290 San Cristóbal de Las Casas, Chiapas (Mexico); The Africa and Latin America Research Groups Network (GRAAL), Faculty of Medicine, Biostatistics Unit, Barcelona Autonomous University, Edificio M, 08193 Bellaterra (Spain); Jansen, Kees, E-mail: Kees.Jansen@wur.nl [Knowledge, Technology and Innovation Group, Wageningen University, Hollandseweg 1, 6706 KN Wageningen (Netherlands)] [Knowledge, Technology and Innovation Group, Wageningen University, Hollandseweg 1, 6706 KN Wageningen (Netherlands); Javier Sánchez-Pérez, Héctor, E-mail: hsanchez@ecosur.mx [Society, Culture and Health Academic Area, El Colegio de la Frontera Sur. Carretera Panamericana y Periférico Sur s/n, Barrio de María Auxiliadora cp. 29290 San Cristóbal de Las Casas, Chiapas (Mexico); The Africa and Latin America Research Groups Network (GRAAL), Faculty of Medicine, Biostatistics Unit, Barcelona Autonomous University, Edificio M, 08193 Bellaterra (Spain)

2013-07-15T23:59:59.000Z

264

Evaluation of risk from acts of terrorism :the adversary/defender model using belief and fuzzy sets.  

SciTech Connect (OSTI)

Risk from an act of terrorism is a combination of the likelihood of an attack, the likelihood of success of the attack, and the consequences of the attack. The considerable epistemic uncertainty in each of these three factors can be addressed using the belief/plausibility measure of uncertainty from the Dempster/Shafer theory of evidence. The adversary determines the likelihood of the attack. The success of the attack and the consequences of the attack are determined by the security system and mitigation measures put in place by the defender. This report documents a process for evaluating risk of terrorist acts using an adversary/defender model with belief/plausibility as the measure of uncertainty. Also, the adversary model is a linguistic model that applies belief/plausibility to fuzzy sets used in an approximate reasoning rule base.

Darby, John L.

2006-09-01T23:59:59.000Z

265

Application of probabilistic safety assessment models to risk-based inspection of piping  

SciTech Connect (OSTI)

From the beginning, one of the most useful applications of Probabilistic Safety Assessment (PSA) is its use in evaluating the risk importance of changes to plant design, operations, or other plant conditions. Risk importance measures the impact of a change on the risk. Risk is defined as a combination of the likelihood of failure and consequence of the failure. The consequence can be safety system unavailability, core melt frequency, early release, or various other consequence measures. The goal in this PSA application is to evaluate the risk importance of an ISI process, as applied to plant piping systems. Two approaches can be taken in this evaluation: Current PSA Approach or the Blended Approach. Both are discussed here.

Chapman, J.

1996-12-01T23:59:59.000Z

266

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

SciTech Connect (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

267

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

268

Estimating extinction risk under climate change: next-generation models simultaneously incorporate demography, dispersal, and biotic interactions  

E-Print Network [OSTI]

interactions Estimating species-level extinction risk underin predicting species-level extinction risk under climateto assess extinction risk of select species under climate

Kissling, W. Daniel

2013-01-01T23:59:59.000Z

269

Coronary Risk Assessment by Point-Based vs. Equation-Based Framingham Models: Significant Implications for Clinical Care  

E-Print Network [OSTI]

Hard Coronary Heart Disease: 10-year risk. Available at:framinghamheartstudy.org/risk/hrdcoronary.html. Accessed27. Reidenberg MM. Benefit/risk ratio of statins in primary

Gordon, William J.; Polansky, Jesse M.; John Boscardin, W.; Fung, Kathy Z.; Steinman, Michael A.

2010-01-01T23:59:59.000Z

270

An Information Systems Security Risk Assessment Model Under Dempster- Schafer Theory of Belief Functions  

E-Print Network [OSTI]

This study develops an alternative methodology for the risk analysis of information systems security (ISS), an evidential reasoning approach under the Dempster-Shafer theory of belief functions. The approach has the ...

Sun, Lili; Srivastava, Rajendra P.; Mock, Theodore J.

2006-01-01T23:59:59.000Z

271

Development of a total landed cost and risk analysis model for global strategic sourcing  

E-Print Network [OSTI]

Total landed cost and supply chain risk analysis are methods that many companies use to assess strategic sourcing decisions. For this project, landed cost is defined as those costs associated with material movement from a ...

Feller, Brian (Brian C.)

2008-01-01T23:59:59.000Z

272

Challenges, Benefits, & Risks Associated with Integrated Project Delivery and Building Information Modeling  

E-Print Network [OSTI]

with IPD and BIM to remain competitive in the industry. Technology is allowing for the design and construction process to become more efficient and integrated, which reduces wasteful spending. Architects/Engineers must also carefully consider the risks...

Manning, Ryan T.

2012-12-14T23:59:59.000Z

273

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  

SciTech Connect (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

274

Illinois SB 1987: the Clean Coal Portfolio Standard Law  

SciTech Connect (OSTI)

On January 12, 2009, Governor Rod Blagojevich signed SB 1987, the Clean Coal Portfolio Standard Law. The legislation establishes emission standards for new coal-fueled power plants power plants that use coal as their primary feedstock. From 2009-2015, new coal-fueled power plants must capture and store 50 percent of the carbon emissions that the facility would otherwise emit; from 2016-2017, 70 percent must be captured and stored; and after 2017, 90 percent must be captured and stored. SB 1987 also establishes a goal of having 25 percent of electricity used in the state to come from cost-effective coal-fueled power plants that capture and store carbon emissions by 2025. Illinois is the first state to establish a goal for producing electricity from coal-fueled power plants with carbon capture and storage (CCS). To support the commercial development of CCS technology, the legislation guarantees purchase agreements for the first Illinois coal facility with CCS technology, the Taylorville Energy Center (TEC); Illinois utilities are required to purchase at least 5 percent of their electricity supply from the TEC, provided that customer rates experience only modest increases. The TEC is expected to be completed in 2014 with the ability to capture and store at least 50 percent of its carbon emissions.

NONE

2009-01-15T23:59:59.000Z

275

Developing a Portfolio of Sustainable Bioenergy Feedstock Production Systems for the US Midwest: A Research and Demonstration Project  

E-Print Network [OSTI]

Developing a Portfolio of Sustainable Bioenergy Feedstock Production Systems for the US Midwest a growing portion of our bioenergy feedstocks. While such second generation feedstocks show numerous agroecosystems. A portfolio approach is needed. Potential systems to be included in the bioenergy feedstock

Debinski, Diane M.

276

Downside Risk Constraints and Currency Hedging in International Portfolios: the Asian and Late-2000 Crisis  

E-Print Network [OSTI]

. The Dot.Com Bubble Busts was known for its sharp plummet in the stock market, while, the Financial Crisis was known as the large falls in the US stock market and elsewhere. They are the extreme events of the world capital markets, which in some way...

Zhou, Ying

2012-02-14T23:59:59.000Z

277

SUMMARY OF AVC/H.264 LICENSE TERMS1 The AVC Patent Portfolio License is divided into two principal parts (see Diagram): (a)  

E-Print Network [OSTI]

SUMMARY OF AVC/H.264 LICENSE TERMS1 The AVC Patent Portfolio License is divided into two principal and may not be relied upon for any purpose. The AVC Patent Portfolio License provides the actual terms of license on which users may rely. 2 Sections 2.1 and 2.6 of the AVC Patent Portfolio License 3 Sections 2

Rodriguez, Carlos

278

Process of Integrating Screening and Detailed Risk-based Modeling Analyses to Ensure Consistent and Scientifically Defensible Results  

SciTech Connect (OSTI)

To support cleanup and closure of these tanks, modeling is performed to understand and predict potential impacts to human health and the environment. Pacific Northwest National Laboratory developed a screening tool for the United States Department of Energy, Office of River Protection that estimates the long-term human health risk, from a strategic planning perspective, posed by potential tank releases to the environment. This tool is being conditioned to more detailed model analyses to ensure consistency between studies and to provide scientific defensibility. Once the conditioning is complete, the system will be used to screen alternative cleanup and closure strategies. The integration of screening and detailed models provides consistent analyses, efficiencies in resources, and positive feedback between the various modeling groups. This approach of conditioning a screening methodology to more detailed analyses provides decision-makers with timely and defensible information and increases confidence in the results on the part of clients, regulators, and stakeholders.

Buck, John W.; McDonald, John P.; Taira, Randal Y.

2002-11-01T23:59:59.000Z

279

Sharing Experiences within AREVA D and D Project Portfolio: Four Illustrations - 13049  

SciTech Connect (OSTI)

Over the past ten years, AREVA has performed D and D operations on a wide range of nuclear sites, such as Marcoule and La Hague recycling plants, to Cadarache MOX fuel fabrication plant or Veurey and Annecy metallic Uranium machining plants. Each site is different from the other but some lessons can be shared through this D and D portfolio. In that respect, knowledge management is one of AREVA D and D Technical Department main missions. Four illustrations demonstrate the interest of knowledge share. Waste management is one of the key activities in D and D; It requires a specific characterization methodology, adapted logistics, and optimized waste channels, all of which have been developed over the years by AREVA teams on the site of Marcoule while they are rather new to La Hague, whose main activity remains fuel reprocessing despite the launch of UP2 400 D and D program. The transfer of know how has thus been organized over the past two years. Plasma cutting has been used extensively in Marcoule for years, while prohibited on the site of La Hague following questions raised about the risks associated wit Ruthenium sublimation. La Hague Technical Department has thus developed an experimental protocol to quantify and contain the Ruthenium risk, the result of which will then be applied to Marcoule where the Ruthenium issue has appeared in recent operations. Commissioning and operating fission products evaporators is a rather standard activity on UP2 800 and UP3, while the associated experience has been decreasing in Marcoule following final shutdown in 1998. When the French atomic Energy commission decided to build and operate a new evaporator to concentrate rinsing effluents prior to vitrification in 2009, AREVA La Hague operators were mobilized to test and commission the new equipment, and train local operators. Concrete scabbling is the final stage prior to the free release of a nuclear facility. In the context of Veurey and Annecy final cleanup and declassification, large scale concrete scabbling operations were conducted, and lead to the industrialization of the process and qualification of a new process, NiThrow{sup TM} scabbling technology, developed by AREVA. This experience has now been injected into La Hague D and D scenario and has allowed a significant gain in time and cost for scabbling operations. In short, the variety of experiences and sites under the responsibility of AREVA D and D teams present significant challenges, and yet provide a unique opportunity to innovate and qualify new tools and methods which can then be shared throughout the sites. (authors)

Chabeuf, Jean-Michel; Varet, Thierry [AREVA Site Value Development Business Unit, La Hague Site (France)] [AREVA Site Value Development Business Unit, La Hague Site (France); AREVA Site Value Development Business Unit, La Hague Site

2013-07-01T23:59:59.000Z

280

Mathematics in Finance Department of Information, Risk and Operations Management  

E-Print Network [OSTI]

. Martingale methods in ...nancial modelling, by M. Musiela and M. Rutkowski Theory of Asset Pricing, by G-Jacobi-Bellman equation Monday, February 13: Duality methods Monday, February 20: Optimal portfolio choice in incomplete ...nance Ambiguity, loss aversion Derivative valuation Monday, March 19: Derivative pricing Fundamentals

Ghosh, Joydeep

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

Risk Aversion and CO2 Regulatory Uncertainty in Power Generation Investment: Policy and Modeling Implications  

E-Print Network [OSTI]

the social cost of carbon abatement by as much as 50%? in this setting with risk neutral investors1. Delay can lead to investment in dirty technology in hopes that future policies will favor existing coal plants, or to support of lobbying efforts designed...

Fan, L; Hobbs, Benjamin F; Norman, C S

282

PORTFOLIO ANALYSIS AND ITS POTENTIAL APPLICATION TO UTILITY  

E-Print Network [OSTI]

of Unhedged Versus Hedged Gas Price Forecasts............................ 14 Least-Cost Planning authored the sections on natural gas price risk and implementation issues, as well as Steven Ostrover ............................................................. 9 Dependence on Natural Gas

283

Dynamic risk adjustment of prediction models using statistical process control methods  

E-Print Network [OSTI]

Introduction. Models that represent mathematical relationships between clinical outcomes and their predictors are useful to the decision making process in patient care. Many models, such as the score of neonatal physiology ...

Chuo, John, 1969-

2004-01-01T23:59:59.000Z

284

City of Riverside Riverside Public Utilities Riverside Public Utilities (RPU) Renewable Portfolio Standard  

E-Print Network [OSTI]

Portfolio Standard (RPS) Procurement Plan for the California Renewable Energy Resource Act (SB X1-2) 1 and implement a Renewable Energy Resource Procurement Plan that complies with the RPS incorporated into Section procurement policy guidelines, while section 2 describes current and forecasted renewable resources

285

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

E-Print Network [OSTI]

establishes minimum quantities of renewable energy resources that load serving entities must procure annually of renewables energy resources that load serving entities must procure annually through 2020. Each load servingNOTICE OF RENEWABLE POWER STANDARDS (RPS) MEETING Renewable Portfolio Standard Plan Before Council

286

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

E-Print Network [OSTI]

renewable energy resources. In November 2008, the CEC, DFG, the Bureau of Land Management (BLM1 RENEWABLE ENERGY ACTION TEAM Milestones to Permit California Renewable Portfolio Standard Energy on November 17, 2008, requiring 33 percent of the electricity sold in California to come from renewable

287

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

288

Portfolio of Tools, Faculty Pay-Merit Paradigm (updated August 2012) Type of Faculty  

E-Print Network [OSTI]

Portfolio of Tools, Faculty Pay-Merit Paradigm (updated August 2012) Type of Faculty Salary-tenure review). This tool contrasts with "standard" equity (see other side). Cost-share: Central campus pays up. Rolling horizon of implementation; local units drive process. TBD: HR Redesign tools; periodicity of CCF

Sheridan, Jennifer

289

The Economics of LEED-EB for Single Buildings and Building Portfolios  

E-Print Network [OSTI]

?BY?MICHAEL?ARNY,?PRESIDENT? PRESENTATION DESCRIPTION This presentation covers the economics of LEED for Existing Buildings (EB) implementation in single buildings and for building portfolios. It is based on Leonardo Academy?s recently completed a survey of buildings that have earned...

Arny, M.

290

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

SciTech Connect (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

291

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

SciTech Connect (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

292

Zhengyang Jiang. Presentation for Ma10. Modern Portfolio Theory  

E-Print Network [OSTI]

of 2 assets is given. The notion of risk frontier is developed.) Generally for n assets, we want want to minimize the variance, set 1 = 0 3. Expansion: The mean-variance efficient frontier problem, this theory is still under development and is generating tons of interesting thoughts recently. 1 1 1 1 (2

Marcolli, Matilde

293

Risk assessment for the Waste Technologies Industries (WTI) hazardous waste incinerator facility (east Liverpool, Ohio). Volume 4. Atmospheric dispersion and deposition modeling of emissions. Draft report  

SciTech Connect (OSTI)

The report constitutes a comprehensive site-specific risk assessment for the WTI incineration facility located in East Liverpool, OH. Volume IV describes the air dispersion model used to estimate air concentrations and particle deposition, as well as the results of the modeling exercise.

NONE

1995-11-01T23:59:59.000Z

294

Paper presented at the 4th International Conference Working on Safety, Crete, Greece, 2008 Functional modeling for risk assessment of automation in a changing air  

E-Print Network [OSTI]

Functional modeling for risk assessment of automation in a changing air traffic management environment R or to let automation act autonomously. The Functional Resonance Analysis Method (FRAM) provides a framework from ERASMUS automation. Various instantiations of a partial model resulting from the application

Zhao, Yuxiao

295

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

E-Print Network [OSTI]

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...

Natti, Satish

2010-01-14T23:59:59.000Z

296

A 3-D mathematical model to identify organ-specific risks in rats during thermal stress  

E-Print Network [OSTI]

- vention and management. computational modeling; core temperature; finite element method; multiorgan obtained from medical imaging and incorporates the key mechanisms of heat transfer during thermoregulation outcomes associated with heat stress is critical for effective management and mitigation of injury, which

297

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

298

Predicting risk for the appearance of melanoma.  

E-Print Network [OSTI]

for projecting the absolute risk of breast cancer. J NatlD, Gail MH, et al: Cancer risk prediction models: A workshopal model of breast cancer risk prediction and implications

Meyskens, Frank L Jr; Ransohoff, David F

2006-01-01T23:59:59.000Z

299

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

SciTech Connect (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. 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

300

A Risk Based Model for Quantifying the Impact ofInformation Quality  

E-Print Network [OSTI]

& Networks 3,500 380 Million E Electric, Electronics, Connectivity & Networks 440 47 Million F Water 2,000 1.047 Billion £ Table 1: Summary of Case Study Backgrounds Figure 1: Research Methodology A questionnaire was given at the end of each of case... aspects and measures of overall utility. The criteria ensure that the model strikes the right balance between industrial applicability and rigor of the model output. Each criterion was evaluated on a five step scale from 1 (very high), 2 (high), 3 (neutral...

Borek, Alexander; Parlikad, Ajith Kumar; Woodall, Philip; Tomasella, Maurizio

2014-01-09T23:59:59.000Z

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.


301

Colloques Nouvelles approches en risques ctiers COASTAL RISKS IN SRI LANKA GIS, SCENARIO AND MODELLING APPROACHES  

E-Print Network [OSTI]

AND MODELLING APPROACHES Manuel GARCIN1 , Jean François DESPRATS1 , Mélanie FONTAINE1 , Rodrigo PEDREROS1 , O.SEDAN their impacts. We present here a project funded by French Government (Ministère des Affaires Etrangères) and BRGM Research Division including both Sri Lankan and French institutions. The aims of this project

Boyer, Edmond

302

A Mathematical Programming Model for Optimal Layout Considering Quantitative Risk Analysis  

E-Print Network [OSTI]

, Departamento de Ingeniería Química, Celaya, Gto 38010 México 2 Carnegie Mellon University, Chemical Engineering). #12;The Center for Chemical Process Safety (CCPS) has published guidelines for facility siting model for safe process layout considering three possible hazardous incidents in an ethylene oxide plant

Grossmann, Ignacio E.

303

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

SciTech Connect (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

304

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

SciTech Connect (OSTI)

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

305

The NCI Radiation Research Program: Grant portfolio and radiation  

E-Print Network [OSTI]

models (89 animals no human subject material, 21 use both) ­ 109 utilize rodent models ­ 2 have canine and R37s). Of those that utilize radiation: · 6 use tissue culture models only · 110 utilize animal subjects · 39 use human subjects or human subject materials only. #12;Dose and Dosimetry · The majority

306

PI Portfolio Job Aid Reports Page 1 of 5 Version 5.0  

E-Print Network [OSTI]

6 7 5 8 9 10 11 #12;PI Portfolio Job Aid Reports Page 2 of 5 Version 5.0 Jul. 1, 2013 Search 1 hyperlink indicator) E. At-a-glance table of Budget, Expenses, Liens and Balance per the General Ledger F until all required fields are completed A B C D E F G C Click here to change search criteria Click here

Yamamoto, Keith

307

Risk Without Return  

E-Print Network [OSTI]

but also the highest volatility. From the perspective ofor assets with low volatility may be correlated. Figure 2:asset class n to portfolio volatility is given by: RC n = w

Goldberg, Lisa R.; Mahmoud, Ola

2013-01-01T23:59:59.000Z

308

Needs for Risk Informing Environmental Cleanup Decision Making - 13613  

SciTech Connect (OSTI)

This paper discusses the needs for risk informing decision making by the U.S. Department of Energy (DOE) Office of Environmental Management (EM). The mission of the DOE EM is to complete the safe cleanup of the environmental legacy brought about from the nation's five decades of nuclear weapons development and production and nuclear energy research. This work represents some of the most technically challenging and complex cleanup efforts in the world and is projected to require the investment of billions of dollars and several decades to complete. Quantitative assessments of health and environmental risks play an important role in work prioritization and cleanup decisions of these challenging environmental cleanup and closure projects. The risk assessments often involve evaluation of performance of integrated engineered barriers and natural systems over a period of hundreds to thousands of years, when subject to complex geo-environmental transformation processes resulting from remediation and disposal actions. The requirement of resource investments for the cleanup efforts and the associated technical challenges have subjected the EM program to continuous scrutiny by oversight entities. Recent DOE reviews recommended application of a risk-informed approach throughout the EM complex for improved targeting of resources. The idea behind this recommendation is that by using risk-informed approaches to prioritize work scope, the available resources can be best utilized to reduce environmental and health risks across the EM complex, while maintaining the momentum of the overall EM cleanup program at a sustainable level. In response to these recommendations, EM is re-examining its work portfolio and key decision making with risk insights for the major sites. This paper summarizes the review findings and recommendations from the DOE internal reviews, discusses the needs for risk informing the EM portfolio and makes an attempt to identify topics for R and D in integrated risk assessment that could assist in the EM prioritization efforts. (authors)

Zhu, Ming; Moorer, Richard [U.S. Department of Energy, Washington, DC 20585 (United States)] [U.S. Department of Energy, Washington, DC 20585 (United States)

2013-07-01T23:59:59.000Z

309

Policy Shifts toward an Energy System Transition: The Dynamics of Advocacy Coalitions and New York State’s Renewable Portfolio Standard.  

E-Print Network [OSTI]

??Using the New York State Renewable Portfolio Standard (RPS) policy process as a case study, this paper combines two existing policy theories, Transition Management and… (more)

Rubenstein, M.

2012-01-01T23:59:59.000Z

310

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]

and Benefits of State Renewables Portfolio Standards: AM. Fripp. 2004. Putting Renewables to Work: How Many JobsLos Angeles Can Reach 20% Renewables Without Raising Rates.

Chen, Cliff

2009-01-01T23:59:59.000Z

311

Estimating radiogenic cancer risks  

SciTech Connect (OSTI)

This document presents a revised methodology for EPA`s estimation of cancer risks due to low-LET radiation exposures in light of information that has become available since the publication of BIER III, especially new information on the Japanese atomic bomb survivors. For most cancer sites, the risk model is one in which the age-specific relative risk coefficients are obtained by taking the geometric mean of coefficients derived from the atomic bomb survivor data employing two different methods for transporting risks from Japan to the U.S. (multiplicative and NIH projection methods). Using 1980 U.S. vital statistics, the risk models are applied to estimate organ-specific risks, per unit dose, for a stationary population.

NONE

1994-06-01T23:59:59.000Z

312

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

SciTech Connect (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

313

Estimating the Value of Utility-Scale Solar Technologies in California Under a 40% Renewable Portfolio Standard (Report Summary) (Presentation)  

SciTech Connect (OSTI)

Concentrating solar power with thermal energy storage (CSP-TES) is a unique source of solar energy in that its output can be shifted over time. The ability of CSP-TES to be a flexible source of generation may be particularly valuable in regions with high overall penetration of solar energy, such as the state of California. California's Renewable Portfolio Standard (RPS) requires the state to increase generation from eligible renewable energy resources to reach 33% of retail electricity sales by 2020. Beyond 2020, California targets a further reduction in greenhouse gas emissions. To help reach this goal, current California governor Jerry Brown has stated that a higher 40% RPS might be reachable in the near term. The levelized cost of energy is generally emphasized when assessing the economic viability of renewable energy systems implemented to achieve the RPS. However, the operational and capacity benefits of such systems are often ignored, which can lead to incorrect economic comparisons between CSP-TES and variable renewable generation technologies such as solar photovoltaics (PV). Here we evaluate a 40% RPS scenario in a California grid model with PV or CSP-TES providing the last 1% of RPS energy. We compare the technical and economic implications of integrating either solar technology under several sensitivities, finding that the ability to displace new conventional thermal generation capacity may be the largest source of value of CSP-TES compared to PV at high solar penetrations.

Jorgenson, J.; Denholm, P.; Mehos, M.

2014-06-01T23:59:59.000Z

314

Estimating the Value of Utility-Scale Solar Technologies in California Under a 40% Renewable Portfolio Standard  

SciTech Connect (OSTI)

Concentrating solar power with thermal energy storage (CSP-TES) is a unique source of solar energy in that its output can be shifted over time. The ability of CSP-TES to be a flexible source of generation may be particularly valuable in regions with high overall penetration of solar energy, such as the state of California. California's Renewable Portfolio Standard (RPS) requires the state to increase generation from eligible renewable energy resources to reach 33% of retail electricity sales by 2020. Beyond 2020, California targets a further reduction in greenhouse gas emissions. To help reach this goal, current California governor Jerry Brown has stated that a higher 40% RPS might be reachable in the near term. The levelized cost of energy is generally emphasized when assessing the economic viability of renewable energy systems implemented to achieve the RPS. However, the operational and capacity benefits of such systems are often ignored, which can lead to incorrect economic comparisons between CSP-TES and variable renewable generation technologies such as solar photovoltaics (PV). Here we evaluate a 40% RPS scenario in a California grid model with PV or CSP-TES providing the last 1% of RPS energy. We compare the technical and economic implications of integrating either solar technology under several sensitivities, finding that the ability to displace new conventional thermal generation capacity may be the largest source of value of CSP-TES compared to PV at high solar penetrations.

Jorgenson, J.; Denholm, P.; Mehos, M.

2014-05-01T23:59:59.000Z

315

Optimisation of physical and financial power purchase portfolios  

E-Print Network [OSTI]

Fraunhofer Institut for Environmental, Safety and Energy Technology UMSICHT ... Carlo-simulation that uses a mean-reversion market model calibrated for the Ger- man power ... Available software products provide a calculation of the expected profit and ..... 2: Comparison of scenarios to real market prices (October 2001). 0.

2003-03-10T23:59:59.000Z

316

Competence-Driven Project Portfolio Selection, Scheduling and Staff Assignment  

E-Print Network [OSTI]

ensure an effective and efficient use of substantial resources. Research and development (R&D) investment) Department of Business Administration, University of Vienna, Bruenner Str. 72, 1210 Vienna, Austria (3) E-Commerce Competence Center, Donau-City Str. 1, 1220 Vienna, Austria Abstract: This paper presents a new model

Gutjahr, Walter

317

Optimal Securitization of Credit Portfolios via Impulse Control  

E-Print Network [OSTI]

, and therefore refinances itself by debt capital. We assume that this refinancing is short-term, e default probabilities are uncertain and may change with the state of the economy. This leads us to consider a random state of the economy, modelled as a two- state continuous-time Markov chain

Frey, Rüdiger

318

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

SciTech Connect (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

319

EPA ENERGY STAR Webcast - Portfolio Manager® Office Hours, Focus Topic:  

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

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320

Diversifying Project Portfolios for Utility Energy Service Contracts |  

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

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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.


321

A SCOPING STUDY: Development of Probabilistic Risk Assessment Models for Reactivity Insertion Accidents During Shutdown In U.S. Commercial Light Water Reactors  

SciTech Connect (OSTI)

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

322

TECHNICAL RISK RATING OF DOE ENVIRONMENTAL PROJECTS - 9153  

SciTech Connect (OSTI)

The U.S. Department of Energy's Office of Environmental Management (DOE-EM) was established to achieve the safe and compliant disposition of legacy wastes and facilities from defense nuclear applications. The scope of work is diverse, with projects ranging from single acquisitions to collections of projects and operations that span several decades and costs from hundreds of millions to billions US$. The need to be able to manage and understand the technical risks from the project to senior management level has been recognized as an enabler to successfully completing the mission. In 2008, DOE-EM developed the Technical Risk Rating as a new method to assist in managing technical risk based on specific criteria. The Technical Risk Rating, and the criteria used to determine the rating, provides a mechanism to foster open, meaningful communication between the Federal Project Directors and DOE-EM management concerning project technical risks. Four indicators (technical maturity, risk urgency, handling difficulty and resolution path) are used to focus attention on the issues and key aspects related to the risks. Pressing risk issues are brought to the forefront, keeping DOE-EM management informed and engaged such that they fully understand risk impact. Use of the Technical Risk Rating and criteria during reviews provides the Federal Project Directors the opportunity to openly discuss the most significant risks and assists in the management of technical risks across the portfolio of DOE-EM projects. Technical Risk Ratings can be applied to all projects in government and private industry. This paper will present the methodology and criteria for Technical Risk Ratings, and provide specific examples from DOE-EM projects.

Cercy, M; Ronald Fayfich, R; Steven P Schneider, S

2008-12-12T23:59:59.000Z

323

Impact of risk on the maximum bid price for farm land  

E-Print Network [OSTI]

37 40 5. Sample Output for Computer Simulation Model 6. Final Page of Computer Output . . . . . . . 7. Assumptions Made in Model Solutions . 8. Alternative Assumptions About the Buyer' s Annual Subjective Probability Distributions for the Net... when developing the computer simulation model are: (I) The buyer's portfolio of non-farm assets (i. e. , stocks, bonds, nonfarm bus1ness assets, etc. ) represents a small and insig- n1ficant part of his total investment portfol1o. This allows one...

Miles, Jennifer Doughty

2012-06-07T23:59:59.000Z

324

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

325

Lger A., Duval C., Weber P., Levrat E., Farret R. "BAYESIAN NETWORK MODELLING THE RISK ANALYSIS OF COMPLEX SOCIO TECHNICAL SYSTEMS". Submitted to: 4th Workshop on Advanced Control and Diagnosis, Nancy -France, 16 et 17 nov., 2006.  

E-Print Network [OSTI]

, Probabilistic risk assessment. 1. INTRODUCTION In classified installations1 (nuclear power plants, chemical OF COMPLEX SOCIO TECHNICAL SYSTEMS". Submitted to: 4th Workshop on Advanced Control and Diagnosis, Nancy - France, 16 et 17 nov., 2006. BAYESIAN NETWORK MODELLING THE RISK ANALYSIS OF COMPLEX SOCIO TECHNICAL

Boyer, Edmond

326

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

327

Reading the Tea Leaves: How Utilities in the West Are Managing Carbon Regulatory Risk in their Resource Plans  

SciTech Connect (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

328

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

SciTech Connect (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

329

Validation of mathematical models for the prediction of organs-at-risk dosimetric metrics in high-dose-rate gynecologic interstitial brachytherapy  

SciTech Connect (OSTI)

Purpose: Given the complicated nature of an interstitial gynecologic brachytherapy treatment plan, the use of a quantitative tool to evaluate the quality of the achieved metrics compared to clinical practice would be advantageous. For this purpose, predictive mathematical models to predict the D{sub 2cc} of rectum and bladder in interstitial gynecologic brachytherapy are discussed and validated.Methods: Previous plans were used to establish the relationship between D2cc and the overlapping volume of the organ at risk with the targeted area (C0) or a 1-cm expansion of the target area (C1). Three mathematical models were evaluated: D{sub 2cc}=?*C{sub 1}+? (LIN); D{sub 2cc}=?– exp(–?*C{sub 0}) (EXP); and a mixed approach (MIX), where both C{sub 0} and C{sub 1} were inputs of the model. The parameters of the models were optimized on a training set of patient data, and the predictive error of each model (predicted D{sub 2cc}? real D{sub 2cc}) was calculated on a validation set of patient data. The data of 20 patients were used to perform a K-fold cross validation analysis, with K = 2, 4, 6, 8, 10, and 20.Results: MIX was associated with the smallest mean prediction error <6.4% for an 18-patient training set; LIN had an error <8.5%; EXP had an error <8.3%. Best case scenario analysis shows that an error ?5% can be achieved for a ten-patient training set with MIX, an error ?7.4% for LIN, and an error ?6.9% for EXP. The error decreases with the increase in training set size, with the most marked decrease observed for MIX.Conclusions: The MIX model can predict the D{sub 2cc} of the organs at risk with an error lower than 5% with a training set of ten patients or greater. The model can be used in the development of quality assurance tools to identify treatment plans with suboptimal sparing of the organs at risk. It can also be used to improve preplanning and in the development of real-time intraoperative planning tools.

Damato, Antonio L.; Viswanathan, Akila N.; Cormack, Robert A. [Dana-Farber Cancer Institute and Brigham and Women's Hospital, Boston, Massachusetts 02115 (United States)] [Dana-Farber Cancer Institute and Brigham and Women's Hospital, Boston, Massachusetts 02115 (United States)

2013-10-15T23:59:59.000Z

330

The department maintains for each student a portfolio of assignments that received a failing grade in the courses identified for each outcome. In addition, the department  

E-Print Network [OSTI]

mechanics; transportation; and environmental engineering). Student portfolios will include failing grades: Environmental Science and Engineering CEG 3011C: Soil Mechanics CES 3102: Analysis of Structures TTE 4004 OF CIVIL, ENVIRONMENTAL & GEOMATICS ENGINEERING #12;COMMUNICATION (Written Communication; Oral

Fernandez, Eduardo

331

Preliminary Technical Risk Analysis for the Geothermal Technologies Program  

SciTech Connect (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

332

Market Based Risk Mitigation: Risk Management vs. Risk Avoidance  

E-Print Network [OSTI]

Market Based Risk Mitigation: Risk Management vs. Risk Avoidance Shmuel Oren University of the critical infrastructures in our society. Risk assessment and systematic consideration of risk in the design knowledge for engineers, like physics for instance, consideration of risk has penetrated all engineering

333

Valuing Groundwater Services and Water Portfolio in Irrigated Agriculture with a Hedonic Pricing Model  

E-Print Network [OSTI]

163–175. United States v. State Water Res. Control Bd. , 182An Overview. California State Water Resources Control BoardCentral Valley Salinity, State Water Resources Control Board

Mukherjee, Monobina

2013-01-01T23:59:59.000Z

334

Sixth Northwest Conservation and Electric Power Plan Appendix J: The Regional Portfolio Model  

E-Print Network [OSTI]

............................................................................................................ 10 Capacity and Costs Related to Capacity ............................................................................................... 15 Variable Capacity ............................................................................................... 38 Exposure to Wholesale Power Markets

335

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

E-Print Network [OSTI]

Rate qEL Economic Limit Np Ultimate Production EOR Enhanced Oil Recovery Min Minimum Max Maximum CAPEX Capital Expenditures OPEX Operating Expenses G&G Geological and Geophysical PI Profitability Index NPV Net Present Value NCFt After Tax Net... outflows are categorized on two broad categories: capitalized and afterwards depreciated capital expenditures (CAPEX), and immediately expensed as occurred operating expenses (OPEX), whereas project?s cash inflows consist of only one category: revenues...

Aibassov, Gizatulla

2009-05-15T23:59:59.000Z

336

Valuing Groundwater Services and Water Portfolio in Irrigated Agriculture with a Hedonic Pricing Model  

E-Print Network [OSTI]

Impact of Climate Change on Irrigated Agriculture inimpact of climate change on irrigated agriculture inimpacts of climate change in agriculture, it is essential to

Mukherjee, Monobina

2013-01-01T23:59:59.000Z

337

Reading the Tea Leaves: How Utilities in the West Are Managing Carbon Regulatory Risk in their Resource Plans  

E-Print Network [OSTI]

carbon intensity of utilities’ preferred resource portfolios to EIA’s projectionscarbon intensity of the utilities’ preferred portfolios and EIA’s projectioncarbon intensity of the set of utility preferred portfolios and EIA’s projections

Barbose, Galen

2008-01-01T23:59:59.000Z

338

Risk-Averse Dynamic Programming for Markov Decision Processes?  

E-Print Network [OSTI]

We introduce the concept of a Markov risk measure and we use it to formulate risk-averse control problems for two Markov decision models: a finite horizon.

2009-12-20T23:59:59.000Z

339

Results of a Technical Review of the U.S. Climate Change Technology Program's R&D Portfolio  

SciTech Connect (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

340

Power Utility Maximization in Constrained Exponential Lvy Models  

E-Print Network [OSTI]

Power Utility Maximization in Constrained Exponential Lévy Models Marcel Nutz ETH Zurich. Abstract We study power utility maximization for exponential Lévy models with portfolio constraints, where utility is obtained from consumption and/or terminal wealth. For convex constraints, an explicit solution

Nutz, Marcel

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

The Costs and Benefits of Compliance with Renewable Portfolio Standards: Reviewing Experience to Date  

SciTech Connect (OSTI)

More than half of U.S. states have renewable portfolio standards (RPS) in place and have collectively deployed approximately 46,000 MW of new renewable energy capacity through year-end 2012. Most of these policies have five or more years of implementation experience, enabling an assessment of their costs and benefits. Understanding RPS benefits and costs is essential for policymakers evaluating existing RPS policies, assessing the need for modifications, and considering new policies. A key aspect of this study is the comprehensive review of existing RPS cost and benefit estimates, in addition to an examination of the variety of methods used to calculate such estimates. Based on available data and estimates reported by utilities and regulators, this study summarizes RPS costs to date. The study considers how those costs may evolve going forward, given scheduled increases in RPS targets and cost containment mechanisms incorporated into existing policies. The report also summarizes RPS benefits estimates, based on published studies for individual states, and discusses key methodological considerations.

Heeter, Jenny; Barbose, Galen; Bird, Lori; Weaver, Samantha; Flores, Francisco; Kuskova-Burns, Ksenia; Wiser, Ryan

2014-03-12T23:59:59.000Z

342

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

SciTech Connect (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

343

Survey of State-Level Cost and Benefit Estimates of Renewable Portfolio Standards  

SciTech Connect (OSTI)

Most renewable portfolio standards (RPS) have five or more years of implementation experience, enabling an assessment of their costs and benefits. Understanding RPS costs and benefits is essential for policymakers evaluating existing RPS policies, assessing the need for modifications, and considering new policies. This study provides an overview of methods used to estimate RPS compliance costs and benefits, based on available data and estimates issued by utilities and regulators. Over the 2010-2012 period, average incremental RPS compliance costs in the United States were equivalent to 0.8% of retail electricity rates, although substantial variation exists around this average, both from year-to-year and across states. The methods used by utilities and regulators to estimate incremental compliance costs vary considerably from state to state and a number of states are currently engaged in processes to refine and standardize their approaches to RPS cost calculation. The report finds that state assessments of RPS benefits have most commonly attempted to quantitatively assess avoided emissions and human health benefits, economic development impacts, and wholesale electricity price savings. Compared to the summary of RPS costs, the summary of RPS benefits is more limited, as relatively few states have undertaken detailed benefits estimates, and then only for a few types of potential policy impacts. In some cases, the same impacts may be captured in the assessment of incremental costs. For these reasons, and because methodologies and level of rigor vary widely, direct comparisons between the estimates of benefits and costs are challenging.

Heeter, J.; Barbose, G.; Bird, L.; Weaver, S.; Flores-Espino, F.; Kuskova-Burns, K.; Wiser, R.

2014-05-01T23:59:59.000Z

344

Risk assessment in environmental management  

SciTech Connect (OSTI)

This book is a straightforward exposition of US EPA-based procedures for the risk assessment and risk management of contaminated land, interwoven with discussions on some of the key fundamentals on the fate and transport of chemicals in the environment and the toxic action of environmental chemicals. The book is logically structured, commencing with a general overview of the principles of risk assessment and the interface with environmental legislation. There follows an introduction to environmental fate and transport, modeling, toxicology and uncertainty analysis, and a discussion of the elements of a risk assessment (site characterization, exposure analysis, toxic action and risk characterization), intake of a chemical with its environmental concentration and activity-related parameters such as inhalation rate and exposure time. The book concludes with a discussion on the derivation of risk-based action levels and remediation goals.

Asante-Duah, D.K.

1998-07-01T23:59:59.000Z

345

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

346

Carbon tax or carbon permits: The impact on generators' risks  

SciTech Connect (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

347

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

SciTech Connect (OSTI)

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

348

Risk Without Return  

E-Print Network [OSTI]

and Mitra, I. (2010). Extreme risk analysis. The Journal offrom the fact that the risk parity strategy was diversifiedboth in capital and in risk weights. Further research into

Goldberg, Lisa R.; Mahmoud, Ola

2013-01-01T23:59:59.000Z

349

Global Warming, endogenous risk and irreversibility  

E-Print Network [OSTI]

The economics of global warming, Institute for InternationalEconomic Models of Global Warming, Cambridge, Mass. MITstochastic losses from global warming, Risk Analysis 16(2):

Fisher, Anthony C.; Narain, Urvashi

2002-01-01T23:59:59.000Z

350

Euro Working Group for Commodities and Financial Modelling 2014  

E-Print Network [OSTI]

.A.; MEADE N. Factor Neutral Portfolios FOYE J. Rethinking the International Application of the Factor Models - ROOM 4064 CONTRIBUTED SESSION: ENERGY CHAIR: D'ECCLESIA R. PISCIELLA P.; VESPUCCI M. T.; BERTOCCHI M generation capacity expansion CALDANA R.; FUSAI G.; RONCORONI A. On the Rational Construction of Electricity

Schettini, Raimondo

351

Enterprise Risk Management Program  

E-Print Network [OSTI]

..........................................................................23 Appendix C - ERM Program Goals, ERM Guiding Principles, and Institutional Risk Philosophy Enterprise Risk Management Program Guide to Risk Assessment & Response August 16, 2012 #12; i ........................................................................................................................3 Step 2: Risk Identification

Hayden, Nancy J.

352

Assessing Risk and Driving Risk Mitigation for First-of-a-Kind Advanced Reactors  

SciTech Connect (OSTI)

Planning and decision making amidst programmatic and technological risks represent significant challenges for projects. This presentation addresses the four step risk-assessment process needed to determine clear path forward to mature needed technology and design, license, and construct advanced nuclear power plants, which have never been built before, including Small Modular Reactors. This four step process has been carefully applied to the Next Generation Nuclear Plant. STEP 1 - Risk Identification Risks are identified, collected, and categorized as technical risks, programmatic risks, and project risks, each of which result in cost and schedule impacts if realized. These include risks arising from the use of technologies not previously demonstrated in a relevant application. These risks include normal and accident scenarios which the SMR could experience including events that cause the disablement of engineered safety features (typically documented in Phenomena Identification Ranking Tables (PIRT) as produced with the Nuclear Regulatory Commission) and design needs which must be addressed to further detail the design. Product - Project Risk Register contained in a database with sorting, presentation, rollup, risk work off functionality similar to the NGNP Risk Management System . STEP 2 - Risk Quantification The risks contained in the risk register are then scored for probability of occurrence and severity of consequence, if realized. Here the scoring methodology is established and the basis for the scoring is well documented. Product - Quantified project risk register with documented basis for scoring. STEP 3 - Risk Handling Strategy Risks are mitigated by applying a systematic approach to maturing the technology through Research and Development, modeling, test, and design. A Technology Readiness Assessment is performed to determine baseline Technology Readiness Levels (TRL). Tasks needed to mature the technology are developed and documented in a roadmap. Product - Risk Handling Strategy. STEP 4 - Residual Risk Work off The risk handling strategy is entered into the Project Risk Allocation Tool (PRAT) to analyze each task for its ability to reduce risk. The result is risk-informed task prioritization. The risk handling strategy is captured in the Risk Management System, a relational database that provides conventional database utility, including data maintenance, archiving, configuration control, and query ability. The tool's Hierarchy Tree allows visualization and analyses of complex relationships between risks, risk mitigation tasks, design needs, and PIRTs. Product - Project Risk Allocation Tool and Risk Management System which depict project plan to reduce risk and current progress in doing so.

John W. Collins

2011-09-01T23:59:59.000Z

353

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

E-Print Network [OSTI]

conditional heteroscedastic (GARCH) model to estimate thecovariances. By applying the GARCH model, the authors sought

Meininger, Aaron G.

2012-01-01T23:59:59.000Z

354

New techniques in project portfolio management don't stifle innovation with excessive phasing and gates  

E-Print Network [OSTI]

Managing multiple ideas, candidate initiatives and in-flight projects across diverse business units is a large challenge for major organizations. Overseeing global demand for projects as well as resource needs, risks, ...

Fisher, Cameron (Cameron Ardell Mayhew)

2014-01-01T23:59:59.000Z

355

Grand Challenge Portfolio: Driving Innovations in Industrial Energy Efficiency, January 2011- pg 7  

Broader source: Energy.gov [DOE]

High-risk, high-value research and development focused on energy efficiency that industry would not typically pursue without federal leadership and support by public-private partnership.

356

Grand Challenge Portfolio: Driving Innovations in Industrial Energy Efficiency, January 2011- pg 3  

Broader source: Energy.gov [DOE]

High-risk, high-value research and development focused on energy efficiency that industry would not typically pursue without federal leadership and support by public-private partnership.

357

Grand Challenge Portfolio: Driving Innovations in Industrial Energy Efficiency, January 2011- pg 5  

Broader source: Energy.gov [DOE]

High-risk, high-value research and development focused on energy efficiency that industry would not typically pursue without federal leadership and support by public-private partnership.

358

CANCER RISKS AM I AT RISK?  

E-Print Network [OSTI]

CANCER RISKS AM I AT RISK? It is often hard to explain why one person develops cancer and another does not. There are risk factors that could increase a person's likelihood of developing cancer, however, some people may have many of these risk factors and never get cancer. When thinking about your

Hardy, Christopher R.

359

RISK AND INVESTMENT IN LIBERALIZED  

E-Print Network [OSTI]

in Electricity Markets Energy Economics Volume 25, No. 5, 2003. [B] Jacob Lemming Price Modelling for Profit at Risk Management To be included in: Modelling Prices in Competitive Electricity Markets, edited by Derek process that changes the way electricity is traded and priced as a commodity. The electricity system has

360

MSU Friday Audition/Portfolio Scholarships 2012 -School of Film & Photography The School of Film and Photography expects to have scholarship monies  

E-Print Network [OSTI]

MSU Friday Audition/Portfolio Scholarships 2012 - School of Film & Photography The School of Film of the written statement, originality, creative energy, and relative accomplishment of the work submitted no later than 4:00 p.m., Friday, January 27, 2012 addressed to: Montana State University-Bozeman School

Dyer, Bill

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

MSU Friday Audition/Portfolio Scholarships 2013 -School of Film & Photography The School of Film and Photography expects to have scholarship monies available to award to  

E-Print Network [OSTI]

MSU Friday Audition/Portfolio Scholarships 2013 - School of Film & Photography The School of Film on the written statement, originality, creative energy, and relative accomplishment of the work submitted no later than 4:00 p.m., Friday, January 25, 2013 addressed to: Montana State University-Bozeman School

Dyer, Bill

362

The Enterprise Risk Management Model  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr MayAtmosphericNuclear SecurityTensile Strain Switched Ferromagnetism in Layered NbS2 and NbSe2Different ImpactsThe Energy Data Jam

363

artery risk development: Topics by E-print Network  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Stephan 33 Risk Assessment For Spreadsheet Developments: Choosing Which Models to Audit CERN Preprints Summary: Errors in spreadsheet applications and models are alarmingly...

364

Principal wind turbines for a conditional portfolio approach to wind farms  

E-Print Network [OSTI]

We introduce a measure for estimating the best risk-return relation of power production in wind farms within a given time-lag, conditioned to the velocity field. The velocity field is represented by a scalar that weighs the influence of the velocity at each wind turbine at present and previous time-steps for the present "state" of the wind field. The scalar measure introduced is a linear combination of the few turbines, that most influence the overall power production. This quantity is then used as the condition for computing a conditional expected return and corresponding risk associated to the future total power output.

Lopes, Vitor V; Raischel, Frank; Lind, Pedro G

2014-01-01T23:59:59.000Z

365

Initial Risk Analysis and Decision Making Framework  

SciTech Connect (OSTI)

Commercialization of new carbon capture simulation initiative (CCSI) technology will include two key elements of risk management, namely, technical risk (will process and plant performance be effective, safe, and reliable) and enterprise risk (can project losses and costs be controlled within the constraints of market demand to maintain profitability and investor confidence). Both of these elements of risk are incorporated into the risk analysis subtask of Task 7. Thus far, this subtask has developed a prototype demonstration tool that quantifies risk based on the expected profitability of expenditures when retrofitting carbon capture technology on a stylized 650 MW pulverized coal electric power generator. The prototype is based on the selection of specific technical and financial factors believed to be important determinants of the expected profitability of carbon capture, subject to uncertainty. The uncertainty surrounding the technical performance and financial variables selected thus far is propagated in a model that calculates the expected profitability of investments in carbon capture and measures risk in terms of variability in expected net returns from these investments. Given the preliminary nature of the results of this prototype, additional work is required to expand the scope of the model to include additional risk factors, additional information on extant and proposed risk factors, the results of a qualitative risk factor elicitation process, and feedback from utilities and other interested parties involved in the carbon capture project. Additional information on proposed distributions of these risk factors will be integrated into a commercial implementation framework for the purpose of a comparative technology investment analysis.

Engel, David W.

2012-02-01T23:59:59.000Z

366

Stock Portfolio Evaluation: An Application of Genetic-Programming-Based Technical Analysis  

E-Print Network [OSTI]

of investment risk from historical price patterns. The purpose of this paper is not to provide justification on the belief that historical stock statistics exhibit regularities. According to the Efficient Market Hypothesis (EMH) (Fama 1970; Malkiel 1992), since historical statistics data is already reflected

Fernandez, Thomas

367

Bengi Mezhepoglu and Dr. Lance Sherry 1 PORTFOLIO ANALYSIS OF AIR TRANSPORTATION INFRASTRACTURE  

E-Print Network [OSTI]

their risk acceptance and the start time of the capacity project. Net Present Value (NPV) is maximized expanding available facilities (1). Moreover, policy makers have to rely on tools to project the impacts that is added, and the cost of congestion not addressed by additional capacity. 2. Net Present Value (NPV

368

Bengi Mezhepoglu and Dr. Lance Sherry 1 PORTFOLIO ANALYSIS OF AIR TRANSPORTATION INFRASTRACTURE  

E-Print Network [OSTI]

of unutilized capacity added and the cost of congestion allowed. Net Present Value is maximized for risk be more expensive than expanding available facilities (1). Moreover, policy makers have to rely on tools a tradeoff between the cost of unutilized capacity added and the cost of congestion allowed. 2. Net Present

369

Robustifying Convex Risk Measures: A Non-Parametric Approach  

E-Print Network [OSTI]

followed by the data sets used to conduct the study, as well as the parameter choice for the dif- ferent portfolio ..... Operations Research, 58:1220–1234, 2010.

2012-01-13T23:59:59.000Z

370

RAMS (Risk Analysis - Modular System) methodology  

SciTech Connect (OSTI)

The Risk Analysis - Modular System (RAMS) was developed to serve as a broad scope risk analysis tool for the Risk Assessment of the Hanford Mission (RAHM) studies. The RAHM element provides risk analysis support for Hanford Strategic Analysis and Mission Planning activities. The RAHM also provides risk analysis support for the Hanford 10-Year Plan development activities. The RAMS tool draws from a collection of specifically designed databases and modular risk analysis methodologies and models. RAMS is a flexible modular system that can be focused on targeted risk analysis needs. It is specifically designed to address risks associated with overall strategy, technical alternative, and `what if` questions regarding the Hanford cleanup mission. RAMS is set up to address both near-term and long-term risk issues. Consistency is very important for any comparative risk analysis, and RAMS is designed to efficiently and consistently compare risks and produce risk reduction estimates. There is a wide range of output information that can be generated by RAMS. These outputs can be detailed by individual contaminants, waste forms, transport pathways, exposure scenarios, individuals, populations, etc. However, they can also be in rolled-up form to support high-level strategy decisions.

Stenner, R.D.; Strenge, D.L.; Buck, J.W. [and others

1996-10-01T23:59:59.000Z

371

BUILDING A RISK MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PL LDING A RISK MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PLAN  

E-Print Network [OSTI]

BUILDING A RISK MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PL LDING A RISK MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PLAN MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PLAN BUILDING A R RISK MANAGEMENT PLAN BUILDING A RISK MANAGEMENT PLAN BUILDIN T PLAN BUILDING A RISK MANAGEMENT PLAN BUILDING A RISK MANAGEM

Florida, University of

372

Enterprise Risk Management Framework  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Framework The Enterprise Risk Management (ERM) framework includes four steps: identify the risks, determine the probability and impact of each one, identify controls that are...

373

Risk Analyst Workbench Design and Architecture CREATE REPORT  

E-Print Network [OSTI]

and analysis capabilities for the risk analysis and decision analysis steps of the CREATE Terrorism Modeling-0112 August 31, 2005 Center for Risk and Economic Analysis of Terrorism Events University of Southern/2/2006 Executive Summary The CREATE Risk Analyst Workbench (RAW) is a software tool that provides modeling

Wang, Hai

374

Observations on the Optimality Tolerance in the CAISO 33% RPS Model  

SciTech Connect (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

375

Decision Support and Risk Management  

E-Print Network [OSTI]

and emergency management officials during the planning, incident management preparedness, and response phasesDecision Support and Risk Management CVMDM: Community Vaccination and Mass Dispensing Model What and the performance of prophylaxis supply logistics and PODs. Decision and Information Sciences Division Decision

376

Global Climate & Catastrophic Risk  

E-Print Network [OSTI]

Global Climate & Catastrophic Risk Forum 2012 A Joint Program with LA RIMS Education Day Rethinking Catastrophic Risk in Risk Management: Earthquake-Related Challenges Featuring: Keynote Speaker Dr. Frank Beuthin, Willis Group Holdings Plc. Yohei Miyamoto, Aon Risk Solutions Curtis deVera, Marsh

de Lijser, Peter

377

STATISTICAL AND ALGORITHM ASPECTS OF OPTIMAL PORTFOLIOS DISSERTATION SUBMITTED TO THE INSTITUTE OF COMPUTATIONAL AND  

E-Print Network [OSTI]

, Realized GARCH, for the joint modeling of returns and realized measures of volatility. A key feature GARCH models with a linear or log-linear specication have many attractive features Realized GARCH structure leads to substantial improvements in the empirical t over standard GARCH models

Stanford University

378

Risk assessment for the Waste Technologies Industries (WTI) hazardous waste incineration facility (East Liverpool, Ohio). Volume 4. Atmospheric dispersion and deposition modeling of emissions  

SciTech Connect (OSTI)

Contents: Introduction; Technical Description of ISC-COMPDEP; Modeling Input Parameters; Discussion of Modeling Results; Summary and Major Assumptions; and References.

NONE

1997-05-01T23:59:59.000Z

379

Builtin vs. auxiliary detection of extrapolation risk.  

SciTech Connect (OSTI)

A key assumption in supervised machine learning is that future data will be similar to historical data. This assumption is often false in real world applications, and as a result, prediction models often return predictions that are extrapolations. We compare four approaches to estimating extrapolation risk for machine learning predictions. Two builtin methods use information available from the classification model to decide if the model would be extrapolating for an input data point. The other two build auxiliary models to supplement the classification model and explicitly model extrapolation risk. Experiments with synthetic and real data sets show that the auxiliary models are more reliable risk detectors. To best safeguard against extrapolating predictions, however, we recommend combining builtin and auxiliary diagnostics.

Munson, Miles Arthur; Kegelmeyer, W. Philip,

2013-02-01T23:59:59.000Z

380

Rangeland Risk Management for Texans: Types of Risk  

E-Print Network [OSTI]

Types of risk associated with range ecosystems include climatic, biological, financial and political risks. These risks are explained so that managers can know how to handle them....

White, Larry D.; Hanselka, C. Wayne

2000-11-01T23:59:59.000Z

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.


381

Risk Dynamics?An Analysis for the Risk of Change  

E-Print Network [OSTI]

Bookstaber, R. (1999). "Risk Management in ComplexG. E. (2004). "How Useful Is Quantitative Risk Assessment?"Risk Analysis, Aubrey, A. (2010). "Preventing Diabetes:

Huang, Tailin

2010-01-01T23:59:59.000Z

382

The Treatment of Renewable Energy Certificates, EmissionsAllowances, and Green Power Programs in State Renewables PortfolioStandards  

SciTech Connect (OSTI)

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: (1) the degree to which unbundled RECs are allowed under existing state RPS programs and the status of systems to track RECs and renewable energy attributes; (2) definitions of the renewable energy attributes that must be included in order to meet state RPS obligations, including the treatment of available emissions allowances; and (3) state policies on whether renewable energy or RECs sold through voluntary green power transactions may count towards RPS obligations.

Holt, Edward A.; Wiser, Ryan H.

2007-04-17T23:59:59.000Z

383

Latent extinction risk and the future battlegrounds of mammal conservation  

E-Print Network [OSTI]

or where many species are thought to be at imminent risk of extinction. However, these strategies may identify such areas for the world's mammals using latent extinction risk, the discrepancy between a species' current extinction risk and that predicted from models on the basis of biological traits. Species

Wilmers, Chris

384

INCORPORATING UNCERTAINTY INTO DAM SAFETY RISK Sanjay S. Chauhan1  

E-Print Network [OSTI]

of Reclamation are using risk assessment as a decision support tool. This paper summarizes an approach to incorporating input uncertainties into risk analysis model. Input uncertainties are captured by using for uncertainty analysis in dam safety risk assessment, and demonstrates some useful formats for presenting

Chauhan, Sanjay S.

385

Learning and risk aversion  

E-Print Network [OSTI]

This dissertation contains three essays on learning and risk aversion. In the first essay we consider how learning may lead to risk averse behavior. A learning rule is said to be risk averse if it is expected to add more probability to an action...

Oyarzun, Carlos

2009-06-02T23:59:59.000Z

386

Subjective Risk, Confidence, and Ambiguity  

E-Print Network [OSTI]

Paper 1103) Subjective Risk, Confidence, and Ambiguityby author(s). Subjective Risk, Con?dence, and Ambiguity ?567. Ellsberg, D. (1961), ‘Risk, ambiguity and the savage

Traeger, Christian P.

2011-01-01T23:59:59.000Z

387

Essays in time and risk  

E-Print Network [OSTI]

4.4.1 Risk Attitudes . . . . . . . . . . . . . . . . .3.3.1 Additional Risk Preference Measures . . . . . . . .An Endowment Effect for Risk: Experimental Tests of

Sprenger, Charles

2011-01-01T23:59:59.000Z

388

Novel Threat-risk Index Using Probabilistic Risk Assessment and Human Reliability Analysis - Final Report  

SciTech Connect (OSTI)

In support of a national need to improve the current state-of-the-art in alerting decision makers to the risk of terrorist attack, a quantitative approach employing scientific and engineering concepts to develop a threat-risk index was undertaken at the Idaho National Engineering and Environmental Laboratory (INEEL). As a result of this effort, a set of models has been successfully integrated into a single comprehensive model known as Quantitative Threat-Risk Index Model (QTRIM), with the capability of computing a quantitative threat-risk index on a system level, as well as for the major components of the system. Such a threat-risk index could provide a quantitative variant or basis for either prioritizing security upgrades or updating the current qualitative national color-coded terrorist threat alert.

George A. Beitel

2004-02-01T23:59:59.000Z

389

Risk Mathematics and Quantum Games on Quantum Risk Structures - A Nuclear War Scenario Game  

E-Print Network [OSTI]

Quantum game theory is combined with risk mathematics' formalism to provide an approach to evolutionary scenario analysis. The formalism is addressed in its general form and is then applied to an extreme risks modelling case, to model a coevolving dynamical web of systemic situations representing the evolution of the regional tensions between two countries with nuclear weapons. The model's results are addressed regarding the potential for regional nuclear conflict to take place, and how evolutionary scenario analysis may contribute to nuclear war threat assessment and dynamical risk analysis. A final discussion is provided in what regards risk mathematics based on the evolutionary approach to risk assessement resulting from the combination of quantum game theory, morphic web representations and scenario analysis.

Carlos Pedro Gonçalves

2012-11-28T23:59:59.000Z

390

Optimization Online - All Areas Submissions - March 2008  

E-Print Network [OSTI]

... a semidefinite programming solver based on CSDP on a distributed memory cluster ... Tractable Robust Expected Utility and Risk Models for Portfolio Optimization ... Epi-convergent Scenario Generation Method for Stochastic Problems via ...

391

Chapter XIII: PORTFOLIO ASSESSMENT Portfolio Assessment  

E-Print Network [OSTI]

in which students reflect on ways they have changed while at Truman and offers any other thoughts they care documents and in curriculum review. Some faculty use the information to reform their curriculum, improve Economics 6 English 103 English: Linguistics 3 Exercise Science 63 French 14 German 2 Health Science 44

Gering, Jon C.

392

The RENEWABLES PORTFOLIO STANDARD RENEWABLES PORTFOLIO STANDARD |  

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

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Delicious RankCombustion |Energy Usage »of EnergyThe Energy DepartmentCategory 2 Nuclear Facility |

393

Reading the Tea Leaves: How Utilities in the West Are Managing Carbon Regulatory Risk in their Resource Plans  

E-Print Network [OSTI]

energy efficiency and renewable resources, which serves onewith New Renewable Resources 18Portfolios with New Renewable Resources No. of Candidate

Barbose, Galen

2008-01-01T23:59:59.000Z

394

Reading the Tea Leaves: How Utilities in the West Are Managing Carbon Regulatory Risk in their Resource Plans  

E-Print Network [OSTI]

with New Renewable Resources 18Portfolios with New Renewable Resources No. of Candidateportfolios with new renewable resources comprising, at most,

Barbose, Galen

2008-01-01T23:59:59.000Z

395

Shifts in Portfolio Preferences of International Investors: An Application to Sovereign Wealth Funds  

E-Print Network [OSTI]

if investors had responded by reducing their holdings of US assets. However, while foreign investors did sell US equities and corporate debt during the crisis, their demand for US government debt increased sharply. This suggests that, even though the crisis... the model works, we use it to analyse the implications of an expansion in Sovereign Wealth Funds (SWFs). SWFs are government-owned investment funds, set up for a variety of purposes, for example to transform the income from non-renewable natural resources...

Sá, F; Viani, F

396

Quantum risk-sensitive estimation and robustness  

E-Print Network [OSTI]

This paper studies a quantum risk-sensitive estimation problem and investigates robustness properties of the filter. This is a direct extension to the quantum case of analogous classical results. All investigations are based on a discrete approximation model of the quantum system under consideration. This allows us to study the problem in a simple mathematical setting. We close the paper with some examples that demonstrate the robustness of the risk-sensitive estimator.

Naoki Yamamoto; Luc Bouten

2008-03-31T23:59:59.000Z

397

Project Risk Management:.  

E-Print Network [OSTI]

?? The recent increase in international projects has resulted in higher risk along with difficulties in control and coordination. Effective project management can therefore be… (more)

Koelmeyer, Chris

2013-01-01T23:59:59.000Z

398

Risk-Informed Decisions  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Laboratory's Risk-Informed Decisions division study the interaction between human and machines to determine how that relationship can be improved in order to enhance performance...

399

Political Risk in Finland.  

E-Print Network [OSTI]

?? Thesis political risk in Finland will explain the real nature of the financial crisis in Finland in the beginning of 1990’s. Before 1990’s Finland… (more)

Davidsson, Jukka

2007-01-01T23:59:59.000Z

400

Environment, Safety, and Health Risk Assessment Program (ESHRAP)  

SciTech Connect (OSTI)

The Environment, Safety and Health Risk Assessment Program (ESHRAP) models human safety and health risk resulting from waste management and environmental restoration activities. Human safety and health risks include those associated with storing, handling, processing, transporting, and disposing of radionuclides and chemicals. Exposures to these materials, resulting from both accidents and normal, incident-free operation, are modeled. In addition, standard industrial risks (falls, explosions, transportation accidents, etc.) are evaluated. Finally, human safety and health impacts from cleanup of accidental releases of radionuclides and chemicals to the environment are estimated. Unlike environmental impact statements and safety analysis reports, ESHRAP risk predictions are meant to be best estimate, rather than bounding or conservatively high. Typically, ESHRAP studies involve risk predictions covering the entire waste management or environmental restoration program, including such activities as initial storage, handling, processing, interim storage, transportation, and final disposal. ESHRAP can be used to support complex environmental decision-making processes and to track risk reduction as activities progress.

Eide, Steven Arvid; Thomas Wierman

2003-12-01T23:59:59.000Z

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.


401

Protocol for the modeling the epidemiologic transition study: a longitudinal observational study of energy balance and change in body weight, diabetes and cardiovascular disease risk  

E-Print Network [OSTI]

empirical data to support the assertion that low levels of energy expenditure in activity is a causal factor in the current obesity epidemic are very limited. Methods/Design The Modeling the Epidemiologic Transition Study (METS) is a cohort study designed...

Luke, Amy; Bovet, Pascal; Forrester, Terrence E; Lambert, Estelle V; Plange-Rhule, Jacob; Schoeller, Dale A; Dugas, Lara R; Durazo-Arvizu, Ramon A; Shoham, David; Cooper, Richard S; Brage, Soren; Ekelund, Ulf; Steyn, Nelia

2011-12-14T23:59:59.000Z

402

Finance and Risk & ENGINEERING  

E-Print Network [OSTI]

Finance and Risk & ENGINEERING Charles S. Tapiero Department Head and Morton and Angela Topfer · Corporate Finance and Financial Markets · Computational Finance · Risk Finance · Technology and Algorithmic Finance A Collective Leadership Students participation #12;RESEARCH STRENGTHS · Black Swans and Fragility

Aronov, Boris

403

Asbestos exposure--quantitative assessment of risk  

SciTech Connect (OSTI)

Methods for deriving quantitative estimates of asbestos-associated health risks are reviewed and their numerous assumptions and uncertainties described. These methods involve extrapolation of risks observed at past relatively high asbestos concentration levels down to usually much lower concentration levels of interest today--in some cases, orders of magnitude lower. These models are used to calculate estimates of the potential risk to workers manufacturing asbestos products and to students enrolled in schools containing asbestos products. The potential risk to workers exposed for 40 yr to 0.5 fibers per milliliter (f/ml) of mixed asbestos fiber type (a permissible workplace exposure limit under consideration by the Occupational Safety and Health Administration (OSHA) ) are estimated as 82 lifetime excess cancers per 10,000 exposed. The risk to students exposed to an average asbestos concentration of 0.001 f/ml of mixed asbestos fiber types for an average enrollment period of 6 school years is estimated as 5 lifetime excess cancers per one million exposed. If the school exposure is to chrysotile asbestos only, then the estimated risk is 1.5 lifetime excess cancers per million. Risks from other causes are presented for comparison; e.g., annual rates (per million) of 10 deaths from high school football, 14 from bicycling (10-14 yr of age), 5 to 20 for whooping cough vaccination. Decisions concerning asbestos products require participation of all parties involved and should only be made after a scientifically defensible estimate of the associated risk has been obtained. In many cases to date, such decisions have been made without adequate consideration of the level of risk or the cost-effectiveness of attempts to lower the potential risk. 73 references.

Hughes, J.M.; Weill, H.

1986-01-01T23:59:59.000Z

404

Micro Ion Source Program NA22 Plutonium Detection Portfolio Final Report  

SciTech Connect (OSTI)

The purpose of the micro ion source program was to enhance the performance of thermal ionization mass spectrometry (TIMS) for various actinides and fission products. The proposal hypothesized that when ions are created at the ion optic center of the mass spectrometer, ion transmission is significantly increased and the resulting ion beam is more sharply focused. Computer modeling demonstrated this logic. In order to prove this hypothesis it was first necessary to understand the chemistry and physics governing the particular ion production process that concentrates the emission of ions into a small area. This has been achieved for uranium and technetium, as was shown in the original proposal and the improvement of both the beam transmission and sharpness of focus were proven. Significantly improved analytical methods have been developed for these two elements based upon this research. The iodine portion of the proposal turned out to be impractical due to volatility of iodine and its compounds. We knew this was a possibility prior to research and we proceeded anyway but did not succeed. Plutonium is a potential option, but is not quite up to the performance level of resin beads. Now, we more clearly understand the chemical and physical issues for plutonium, but have not yet translated this knowledge into improved analytical processes. The problems are that plutonium is considerably more difficult to convert to the required intermediate species, plutonium carbide, and the chemical method we developed that works with uranium functions only moderately well with plutonium. We are of the opinion that, with this knowledge, similar progress can be made with plutonium.

James E. Delmore

2010-09-01T23:59:59.000Z

405

Systems at Risk as Risk to the System  

E-Print Network [OSTI]

infrastructure protection (CIP) debate itself, but its twosystemic risk language. CIP practitioners are particularlyinteraction. Risk: Because CIP is primarily concerned with

Cavelty, Myriam Dunn

2011-01-01T23:59:59.000Z

406

Development of Science-Based Permitting Guidance for Geological Sequestration of CO2 in Deep Saline Aquifers Based on Modeling and Risk Assessment  

SciTech Connect (OSTI)

Underground carbon storage may become one of the solutions to address global warming. However, to have an impact, carbon storage must be done at a much larger scale than current CO{sub 2} injection operations for enhanced oil recovery. It must also include injection into saline aquifers. An important characteristic of CO{sub 2} is its strong buoyancy--storage must be guaranteed to be sufficiently permanent to satisfy the very reason that CO{sub 2} is injected. This long-term aspect (hundreds to thousands of years) is not currently captured in legislation, even if the U.S. has a relatively well-developed regulatory framework to handle carbon storage, especially in the operational short term. This report proposes a hierarchical approach to permitting in which the State/Federal Government is responsible for developing regional assessments, ranking potential sites (''General Permit'') and lessening the applicant's burden if the general area of the chosen site has been ranked more favorably. The general permit would involve determining in the regional sense structural (closed structures), stratigraphic (heterogeneity), and petrophysical (flow parameters such as residual saturation) controls on the long-term fate of geologically sequestered CO{sub 2}. The state-sponsored regional studies and the subsequent local study performed by the applicant will address the long-term risk of the particular site. It is felt that a performance-based approach rather than a prescriptive approach is the most appropriate framework in which to address public concerns. However, operational issues for each well (equivalent to the current underground injection control-UIC-program) could follow regulations currently in place. Area ranking will include an understanding of trapping modes. Capillary (due to residual saturation) and structural (due to local geological configuration) trappings are two of the four mechanisms (the other two are solubility and mineral trappings), which are the most relevant to the time scale of interest. The most likely pathways for leakage, if any, are wells and faults. We favor a defense-in-depth approach, in which storage permanence does not rely upon a primary seal only but assumes that any leak can be contained by geologic processes before impacting mineral resources, fresh ground water, or ground surface. We examined the Texas Gulf Coast as an example of an attractive target for carbon storage. Stacked sand-shale layers provide large potential storage volumes and defense-in-depth leakage protection. In the Texas Gulf Coast, the best way to achieve this goal is to establish the primary injection level below the total depth of most wells (>2,400 m-8,000 ft). In addition, most faults, particularly growth faults, present at the primary injection level do not reach the surface. A potential methodology, which includes an integrated approach comprising the whole chain of potential events from leakage from the primary site to atmospheric impacts, is also presented. It could be followed by the State/Federal Government, as well as by the operators.

Jean-Philippe Nicot; Renaud Bouroullec; Hugo Castellanos; Susan Hovorka; Srivatsan Lakshminarasimhan; Jeffrey Paine

2006-06-30T23:59:59.000Z

407

Risk in the Weapons Stockpile  

SciTech Connect (OSTI)

When it comes to the nuclear weapons stockpile, risk must be as low as possible. Design and care to keep the stockpile healthy involves all aspects of risk management. Design diversity is a method that helps to mitigate risk.

Noone, Bailey C [Los Alamos National Laboratory

2012-08-14T23:59:59.000Z

408

Uncertainties in Cancer Risk Coefficients for Environmental Exposure to Radionuclides. An Uncertainty Analysis for Risk Coefficients Reported in Federal Guidance Report No. 13  

SciTech Connect (OSTI)

Federal Guidance Report No. 13 (FGR 13) provides risk coefficients for estimation of the risk of cancer due to low-level exposure to each of more than 800 radionuclides. Uncertainties in risk coefficients were quantified in FGR 13 for 33 cases (exposure to each of 11 radionuclides by each of three exposure pathways) on the basis of sensitivity analyses in which various combinations of plausible biokinetic, dosimetric, and radiation risk models were used to generate alternative risk coefficients. The present report updates the uncertainty analysis in FGR 13 for the cases of inhalation and ingestion of radionuclides and expands the analysis to all radionuclides addressed in that report. The analysis indicates that most risk coefficients for inhalation or ingestion of radionuclides are determined within a factor of 5 or less by current information. That is, application of alternate plausible biokinetic and dosimetric models and radiation risk models (based on the linear, no-threshold hypothesis with an adjustment for the dose and dose rate effectiveness factor) is unlikely to change these coefficients by more than a factor of 5. In this analysis the assessed uncertainty in the radiation risk model was found to be the main determinant of the uncertainty category for most risk coefficients, but conclusions concerning the relative contributions of risk and dose models to the total uncertainty in a risk coefficient may depend strongly on the method of assessing uncertainties in the risk model.

Pawel, David [U.S. Environmental Protection Agency; Leggett, Richard Wayne [ORNL; Eckerman, Keith F [ORNL; Nelson, Christopher [U.S. Environmental Protection Agency

2007-01-01T23:59:59.000Z

409

ORISE: Crisis and Risk Communication  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Crisis and Risk Communication Crisis and Risk Communication Because a natural disaster, act of terrorism or other public emergency can happen without notice, having a planned,...

410

Livestock Risk Protection  

E-Print Network [OSTI]

Livestock risk protection (LRP) insurance policies protect producers from adverse price changes in the livestock market. This publication explains how LRP works, discusses the advantages and disadvantages of these polices, and gives examples...

Thompson, Bill; Bennett, Blake; Jones, Diana

2008-10-21T23:59:59.000Z

411

Risk Management Guide  

Broader source: Directives, Delegations, and Requirements [Office of Management (MA)]

This Guide provides non-mandatory risk management approaches for implementing the requirements of DOE O 413.3B, Program and Project Management for the Acquisition of Capital Assets. Cancels DOE G 413.3-7.

2011-01-18T23:59:59.000Z

412

Supply Chain Networks, Electronic Commerce, and Supply Side and Demand Side Risk  

E-Print Network [OSTI]

Supply Chain Networks, Electronic Commerce, and Supply Side and Demand Side Risk Anna Nagurney as well as demand side risk are included in the formulation. The model consists of three tiers of decision chain network equilibrium model with electronic com- merce and with supply side and demand side risk

Nagurney, Anna

413

Flood Risk Management Newsletter 1 March 2013 vol 6 no 3  

E-Print Network [OSTI]

of decision models for planning new risk mitigation projects. Latent semantic analysis (LSA) is another tool is to be a system of models that will support decision making in emergency situations, like flood risk managementFlood Risk Management Newsletter 1 March 2013 vol 6 no 3 Fstocoll Table of Contents Social

US Army Corps of Engineers

414

The Development of an Effective Transportation Risk Assessment Model for Analyzing the Transport of Spent Fuel and High-Level Radioactive Waste to the Proposed Yucca Mountain Repository  

SciTech Connect (OSTI)

Past approaches for assessing the impacts of transporting spent fuel and high-level radioactive waste have not been effectively implemented or have used relatively simple approaches. The Yucca Mountain Draft Environmental Impact Statement (DEIS) analysis considers 83 origins, 34 fuel types, 49,914 legal weight truck shipments, 10,911 rail shipments, consisting of 59,250 shipment links outside Nevada (shipment kilometers and population density pairs through urban, suburban or rural zones by state), and 22,611 shipment links in Nevada. There was additional complexity within the analysis. The analysis modeled the behavior of 41 isotopes, 1091 source terms, and used 8850 food transfer factors (distinct factors by isotope for each state). The model also considered different accident rates for legal weight truck, rail, and heavy haul truck by state, and barge by waterway. To capture the all of the complexities of the transportation analysis, a Microsoft{reg_sign} Access database was created. In the Microsoft{reg_sign} Access approach the data is placed in individual tables and equations are developed in queries to obtain the overall impacts. While the query might be applied to thousands of table entries, there is only one equation for a particular impact. This greatly simplifies the validation effort. Furthermore, in Access, data in tables can be linked automatically using query joins. Another advantage built into MS Access is nested queries, or the ability to develop query hierarchies. It is possible to separate the calculation into a series of steps, each step represented by a query. For example, the first query might calculate the number of shipment kilometers traveled through urban, rural and suburban zones for all states. Subsequent queries could join the shipment kilometers query results with another table containing the state and mode specific accident rate to produce accidents by state. One of the biggest advantages of the nested queries is in validation. Temporarily restricting the query to one origin, one shipment, or one state and validating that the query calculation is returning the expected result allows simple validation. The paper will show the flexibility of the assessment tool to consider a wide variety of impacts. Through the use of pre-designed queries, impacts by origin, mode, fuel type or many other parameters can be obtained.

McSweeney; Thomas; Winnard; Ross; Steven B.; Best; Ralph E.

2001-02-06T23:59:59.000Z

415

COMMISSION GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

pipeline, conduit hydroelectric, digester gas, electrolysis, eligibility, energy storage, fuel cell, gasification, geothermal, hydroelectric, hydrogen, incremental generation, landfill gas, multifuel, municipal Standard, repowered, retail sales, small hydroelectric, SelfGeneration Incentive Program, solar, solar

416

COMMISSION GUIDEBOOK RENEWABLES PORTFOLIO  

E-Print Network [OSTI]

. Keywords: Biodiesel, biogas, biomass, biomethane, certificates, certification, conduit hydroelectric, repowered, retail sales, small hydroelectric, Self Generation Incentive Program, solar thermal, supplemental

417

Renewable Portfolio Standard  

E-Print Network [OSTI]

Hydroelectric Project as its original baseline eligible renewable energy resource project, and MID also hydroelectric unit, the Stone Drop Electric Generation Station (the Stone Drop Station). The Stone Drop

418

Renewable Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

419

Renewable Portfolio Standards Resources  

Broader source: Energy.gov [DOE]

An RPS is a regulatory method mandating utility companies operating within a certain jurisdiction  to increase production of energy from renewable sources such as wind, solar, biomass and other...

420

Current Research Portfolio  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

Lighting accounts for 20 percent of all electricity use in the United States. Light-emitting diode (LED) technology is revealing potential for high-efficiency lighting with low...

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

Digital student portfolio  

E-Print Network [OSTI]

4.1. What are students’ thoughts about accessing their class4.2. What students like and don’tlike about the Digital Student Port-

Dinh, Son

2009-01-01T23:59:59.000Z

422

Renewable Energy Portfolio Standard  

Broader source: Energy.gov [DOE]

Note: In April 2013 Maryland enacted legislation (H.B. 226) creating a resource carve-out for offshore wind facilities. The carve-out is stated as a maximum percentage of 2.5% of retail electricity...

423

Renewable Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

424

Renewables Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

425

Alternative Energy Portfolio Standard  

Broader source: Energy.gov [DOE]

'''''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...

426

Green Leasing Deployment Portfolio  

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

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE: Alternative Fuels Data Center Home Page on Google Bookmark EERE: Alternative Fuels Data Center Home Page on Delicious Rank EERE:YearRound-UpHeatMulti-Dimensional Subject: GuidanceNotGrand Coulee-CrestonAmericanAppDepartment

427

Research Portfolio Map  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr May JunDatastreamsmmcrcalgovInstrumentsrucLas ConchasPassive Solar HomePromisingStories »Submitter A B C D E F G H I J K LProduced

428

Xcel Energy REC Portfolio  

Office of Environmental Management (EM)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr May Jun Jul(Summary) "of EnergyEnergyENERGYWomen Owned SmallOf TheViolations |Join the ChallengeWorkshopXcel Energy Renewable

429

Gasification Systems Portfolio  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr MayAtmospheric Optical Depth7-1D: Vegetation ProposedUsingFun with Big Sky Learning Fun with BigGASIFICATION SYSTEMS U.S. DEPARTMENT OF2015

430

Current Research Portfolio  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr MayAtmospheric Optical Depth7-1D: Vegetation Proposed Newcatalyst phases onOrganization FY 2012 FY 2013 FY 2014| PrincetonMembership

431

Marketing Portfolio Bryan Huang  

E-Print Network [OSTI]

the competitive environment to promoting product and service offerings. In my marketing-focused degree coursework with BMW and the World Trade Center in Lille, France--and completing an internship at a textile and environments. I continue to be involved with Delta Sigma Pi, a professional business fraternity at CSU

de Lijser, Peter

432

Alternative Energy Portfolio Standard  

Broader source: Energy.gov [DOE]

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...

433

Rethinking Risk: Aspiration as Pure Risk  

E-Print Network [OSTI]

of an environmental decision problem where di¤erent investment packages (acts) lead to di¤erent possible levels of global wealth and overall levels of global warming. Avoiding the all too easy economic assumption that the global wealth levels can simply be adjusted... by some amount to re‡ect the e¤ect of the global temperature levels, we are now left with two numerical components in this problem. There are thus separate measures of risk aversion that deal with wealth and temperature, and therefore two di¤erent concepts...

Davies, Greg B

2006-03-14T23:59:59.000Z

434

Hurricane risk analysis: A review on the physically-based approach  

E-Print Network [OSTI]

This paper reviews recent studies that take a physically-based approach to better assess and manage hurricane risk. Such a methodology includes three components: modeling the storm climatology (which defines TC risk in ...

Lin, Ning

435

Beyond Renewable Portfolio Standards: An Assessment of Regional Supply and Demand Conditions Affecting the Future of Renewable Energy in the West; Report and Executive Summary  

SciTech Connect (OSTI)

This study assesses the outlook for utility-scale renewable energy development in the West once states have met their renewable portfolio standard (RPS) requirements. In the West, the last state RPS culminates in 2025, so the analysis uses 2025 as a transition point on the timeline of RE development. Most western states appear to be on track to meet their final requirements, relying primarily on renewable resources located relatively close to the customers being served. What happens next depends on several factors including trends in the supply and price of natural gas, greenhouse gas and other environmental regulations, consumer preferences, technological breakthroughs, and future public policies and regulations. Changes in any one of these factors could make future renewable energy options more or less attractive.

Hurlbut, D. J.; McLaren, J.; Gelman, R.

2013-08-01T23:59:59.000Z

436

Risk Analysis and Decision Making FY 2013 Milestone Report  

SciTech Connect (OSTI)

Risk analysis and decision making is one of the critical objectives of CCSI, which seeks to use information from science-based models with quantified uncertainty to inform decision makers who are making large capital investments. The goal of this task is to develop tools and capabilities to facilitate the development of risk models tailored for carbon capture technologies, quantify the uncertainty of model predictions, and estimate the technical and financial risks associated with the system. This effort aims to reduce costs by identifying smarter demonstrations, which could accelerate development and deployment of the technology by several years.

Engel, David W.; Dalton, Angela C.; Dale, Crystal; Jones, Edward; Thompson, J.

2013-06-01T23:59:59.000Z

437

Pest Risk Analysis for Hymenoscyphus  

E-Print Network [OSTI]

Pest Risk Analysis for Hymenoscyphus pseudoalbidus for the UK and the Republic of Ireland #12;2 PRA for Hymenoscyphus pseudoalbidus C.E. Sansford 23rd May 2013 Pest Risk Analysis Pest Risk Analysis for Hymenoscyphus (Kowalski and Holdenrieder, 2009). 1 Please cite this document as: Sansford, CE (2013). Pest Risk Analysis

438

RISK AVERSION AND TECHNOLOGY MIX IN AN ELECTRICITY Guy MEUNIER  

E-Print Network [OSTI]

RISK AVERSION AND TECHNOLOGY MIX IN AN ELECTRICITY MARKET Guy MEUNIER Cahier n° 2013-23 ECOLE:chantal.poujouly@polytechnique.edu hal-00906944,version1-20Nov2013 #12;Risk aversion and technology mix in an electricity market Guy-aversion on the long-term equilibrium technology mix in an electricity market. It develops a model where firms can

Paris-Sud XI, Université de

439

Quantifying the hurricane risk to offshore wind turbines  

E-Print Network [OSTI]

Quantifying the hurricane risk to offshore wind turbines Stephen Rosea , Paulina Jaramilloa,1. Turbine tower buckling has been observed in typhoons, but no offshore wind turbines have yet been built be destroyed by hurricanes in an offshore wind farm. We apply this model to estimate the risk to offshore wind

Jaramillo, Paulina

440

Accounting for fuel price risk: Using forward natural gas prices instead of gas price forecasts to compare renewable to natural gas-fired generation  

SciTech Connect (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) or natural gas-fired generation (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

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

ITER risk workshop participant guide  

SciTech Connect (OSTI)

The goal of planning risk management is to make everyone involved in a program aware that risk should be a consideration in the design, development, and fielding of a system. Risk planning is a tool to assess and mitigate events that might adversely impact the program. Therefore, risk management increases the probability/likelihood of program success and can help to avoid program crisis management and improve problem solving by managing risk early in the acquisition cycle.

Medina, Patricia [Los Alamos National Laboratory

2009-01-01T23:59:59.000Z

442

Modeling  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

an implementation of a single-fluid inter- face model in the ALE-AMR code to simulate surface tension effects. The model does not require explicit information on the physical...

443

Health risks in perspective: Judging health risks of energy technologies  

SciTech Connect (OSTI)

Almost daily, Americans receive reports from the mass news media about some new and frightening risk to health and welfare. Most such reports emphasize the newsworthiness of the risks -- the possibility of a crisis, disagreements among experts, how things happened, who is responsible for fixing them, how much will it cost, conflict among parties involved, etc. As a rule, the magnitudes of the risks, or the difficulty of estimating those magnitudes, have limited newsworthiness, and so they are not mentioned. Because of this emphasis in the news media, most people outside the risk assessment community must judge the relative significance of the various risks to which we all are exposed with only that information deemed newsworthy by reporters. This information is biased and shows risks in isolation. There is no basis for understanding and comparing the relative importance of risks among themselves, or for comparing one risk, perhaps a new or newly-discovered one, in the field of all risks. The purpose of this report is to provide perspective on the various risks to which we are routinely exposed. It serves as a basis for understanding the meaning of quantitative risk estimates and for comparing new or newly-discovered risks with other, better-understood risks. Specific emphasis is placed on health risks of energy technologies.

Rowe, M.D.

1992-09-18T23:59:59.000Z

444

Postgraduate Scholarship Pricing temperature derivatives and modelling  

E-Print Network [OSTI]

the volumetric risk of the energy units sold, rather than the price risk of each unit. Weather derivativesPostgraduate Scholarship Pricing temperature derivatives and modelling the market price of risk: Pricing temperature derivatives and modelling the market price of risk. Main Supervisor: A. Alexandridis

Banaji,. Murad

445

Essays on risk aversion  

E-Print Network [OSTI]

more risk averse than v. Fix s, and let av be the value that maximizes v's expected utility. Assume, without loss of generality, that u(w ? c(av)) = v(w ? c(av)) = 1 and that u(w ? D(s) ? c(av...

Jindapon, Paan

2006-10-30T23:59:59.000Z

446

Risk Management Guide  

Broader source: Directives, Delegations, and Requirements [Office of Management (MA)]

This Guide provides a framework for identifying and managing key technical, schedule, and cost risks through applying the requirements of DOE O 413.3A, Program and Project Management for the Acquisition of Capital Assets, dated 7-28-06. Canceled by DOE G 413.3-7A, dated 1-12-11. Does not cancel other directives.

2008-09-16T23:59:59.000Z

447

Seismic risk assessment of a BWR: status report  

SciTech Connect (OSTI)

The seismic risk methodology developed in the US NRC Seismic Safety Margins Research Program (SSMRP) was demonstrated by its application to the Zion nuclear power plant, a pressurized water reactor (PWR). A detailed model of Zion, including systems analysis models (initiating events, event trees, and fault trees), SSI and structure models, and piping models was developed and analyzed. The SSMRP methodology can equally be applied to a boiling water reactor (BWR). To demonstrate its applicability, to identify fundamental differences in seismic risk between a PWR and a BWR, and to provide a basis of comparison of seismic risk between a PWR and a BWR when analyzed with comparable methodology and assumptions, a seismic risk analysis is being performed on the LaSalle County Station nuclear power plant.

Chuang, T.Y.; Bernreuter, D.L.; Wells, J.E.; Johnson, J.J.

1985-02-01T23:59:59.000Z

448

Probabilistic Planning for Continuous Dynamic Systems under Bounded Risk  

E-Print Network [OSTI]

This paper presents a model-based planner called the Probabilistic Sulu Planner or the p-Sulu Planner, which controls stochastic systems in a goal directed manner within user-specified risk bounds. The objective of the ...

Williams, Brian Charles

449

Need for an Integrated Risk Model  

Office of Environmental Management (EM)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr May Jun Jul(Summary) "of EnergyEnergyENERGY TAXBalanced Scorecard Federal2Energy Second Quarter Report1-93Navy'sof

450

Contextual Risk and Its Relevance in Economics  

E-Print Network [OSTI]

Uncertainty in economics still poses some fundamental problems illustrated, e.g., by the Allais and Ellsberg paradoxes. To overcome these difficulties, economists have introduced an interesting distinction between 'risk' and 'ambiguity' depending on the existence of a (classical Kolmogorovian) probabilistic structure modeling these uncertainty situations. On the other hand, evidence of everyday life suggests that 'context' plays a fundamental role in human decisions under uncertainty. Moreover, it is well known from physics that any probabilistic structure modeling contextual interactions between entities structurally needs a non-Kolmogorovian quantum-like framework. In this paper we introduce the notion of 'contextual risk' with the aim of modeling a substantial part of the situations in which usually only 'ambiguity' is present. More precisely, we firstly introduce the essentials of an operational formalism called 'the hidden measurement approach' in which probability is introduced as a consequence of fluctuations in the interaction between entities and contexts. Within the hidden measurement approach we propose a 'sphere model' as a mathematical tool for situations in which contextual risk occurs. We show that a probabilistic model of this kind is necessarily non-Kolmogorovian, hence it requires either the formalism of quantum mechanics or a generalization of it. This insight is relevant, for it explains the presence of quantum or, better, quantum-like, structures in economics, as suggested by some authors, and can serve to solve the aforementioned paradoxes.

Diederik Aerts; Sandro Sozzo

2011-05-09T23:59:59.000Z

451

EPA`s program for risk assessment guidelines: Quantification issues  

SciTech Connect (OSTI)

The quantitative procedures associated with noncancer risk assessment include reference dose (RfD), benchmark dose, and severity modeling. The RfD, which is part of the EPA risk assessment guidelines, is an estimation of a level that is likely to be without any health risk to sensitive individuals. The RfD requires two major judgments: the first is choice of a critical effect(s) and its No Observed Adverse Effect Level (NOAEL); the second judgment is choice of an uncertainty factor. This paper discusses major assumptions and limitations of the RfD model.

Dourson, M.L. [Environmental Protection Agency, Washington, DC (United States)

1990-12-31T23:59:59.000Z

452

Risks and Risk Governance in Unconventional Shale Gas Development  

E-Print Network [OSTI]

Risks and Risk Governance in Unconventional Shale Gas Development Mitchell J. Small,*, Paul C, Desert Research Institute, Reno, Nevada 89512, United States 1. INTRODUCTION The recent U.S. shale gas Issue: Understanding the Risks of Unconventional Shale Gas Development Published: July 1, 2014 A broad

Jackson, Robert B.

453

(Energy Risk Professional, ERP), (GARP),  

E-Print Network [OSTI]

1 ( ) : . (Energy Risk Professional, ERP and Chris Strickland. Energy Derivatives: Pricing and Risk Management (London: Lacima Publications, 2000). Chapter 4: Energy Forward Curves ­ Steven Errera and Stewart L. Brown. Fundamentals

Kaplan, Alexander

454

Optimizing Tank Car Safety Design to Reduce Hazardous Materials Transportation Risk  

E-Print Network [OSTI]

1 Optimizing Tank Car Safety Design to Reduce Hazardous Materials Transportation Risk M. Rapik Saat hazardous materials transport risk by rail · Tank Car Design Optimization Model Tank car weight and capacity model Metrics to assess tank car performance Illustration of the optimization model

Barkan, Christopher P.L.

455

Essays on Measuring Systemic Risk  

E-Print Network [OSTI]

CoRISK indicator, whereas HSBC with the lowest average VaRAG * † Barclays Bank Plc * † HSBC Holdings Plc * † Lloyds

Sharifova, Manizha

2014-01-01T23:59:59.000Z

456

Entrepreneurs Seeking Gains: Profit Motives and Risk Aversion in Inventors' Commercialization Decisions  

E-Print Network [OSTI]

and that entrepreneurs evaluate risk oddly. We model heterogeneous inventors and inventions, outside opportunities, sunk and non-sunk costs, and risk, to guide data analysis. We use assessment data from a center paid to assess: Innovation, Invention, Entrepreneurship, Rationality, Risk, Entry, Exit, Survival, Sunk Cost JEL Codes: M13

Lü, James Jian-Qiang

457

"" EPAT# Risk Assessments Environmental Impact  

E-Print Network [OSTI]

"" EPAT# Risk Assessments Appendixes Environmental Impact Statement NESHAPS for Radionuclides for Hazardous Air Pollutants Risk Assessments Environmental Impact Statement for NESHAPS Radionuclides VOLUME 2 for Hazardous Air Pollutants EPA 520.1'1.-89-006,-2 Risk Assessments Environmental Impact Statement for NESHAPS

458

Risk Management Process Overview | Department of Energy  

Energy Savers [EERE]

risk management process The cybersecurity risk management process explained in the Electricity Sector Cybersecurity Risk Management Process (RMP) Guideline has two primary...

459

Equity Risk Premium and Insecure Property Rights  

E-Print Network [OSTI]

Paper # 2009 -01 Equity Risk and Insecure Property Rightsof California Berkeley Equity Risk Premium and InsecureHow much of the equity risk premium puzzle can be attributed

Magin, Konstantin

2009-01-01T23:59:59.000Z

460

Risk-Averse Stochastic Dual Dynamic Programming  

E-Print Network [OSTI]

Feb 26, 2013 ... Abstract: We formulate a risk-averse multi-stage stochastic program using conditional value at risk as the risk measure. The underlying random ...

Václav Kozmík

2013-02-26T23:59:59.000Z

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

Vulnerability, Risk Management, and Agricultural Development  

E-Print Network [OSTI]

P. (1980). “Attitudes Towards Risk: Experimental MeasurementIncentive Flexibility, and Risk. ” Americal Journal ofCaria, A. S. (2009), Risk Attitudes and The Formation of

Fafchamps, Marcel

2009-01-01T23:59:59.000Z

462

Risk Taking and Gender in Hierarchies  

E-Print Network [OSTI]

and Investors’ Attitudes toward Risk. ” forthcoming (2003)in attitudes toward ?nancial risk. ” Evolution and HumanGrossman. 2005a. “Sex and Risk: Experimen- tal Evidence. ” (

Scotchmer, Suzanne

2006-01-01T23:59:59.000Z

463

Modeling  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

a single-fluid diffuse interface model in the ALE-AMR hydrodynamics code to simulate surface tension effects. We show simula- tions and compare them to other surface tension...

464

Modeling  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

sion effects. We show the result of a test case, and compare it to the result without surface tension. The model describes droplet formation nicely. Application The ARRA-funded...

465

Modelling  

E-Print Network [OSTI]

Modeling of technical machines became a standard technique since computer became powerful enough to handle the amount of data relevant to the specific system. Simulation of an existing physical device requires the knowledge of all relevant quantities. Electric fields given by the surrounding boundary as well as magnetic fields caused by coils or permanent magnets have to be known. Internal sources for both fields are sometimes taken into account, such as space charge forces or the internal magnetic field of a moving bunch of charged particles. Used solver routines are briefly described and some bench-marking is shown to estimate necessary computing times for different problems. Different types of charged particle sources will be shown together with a suitable model to describe the physical model. Electron guns are covered as well as different ion sources (volume ion sources, laser ion sources, Penning ion sources, electron resonance ion sources, and H$^-$-sources) together with some remarks on beam transport.

Spädtke, P

2013-01-01T23:59:59.000Z

466

Optimal risk sharing under distorted probabilities  

E-Print Network [OSTI]

theory of risk. Geneva Pap. Risk Insurance Theory 25, 141–A. : Two-persons ef?cient risk-sharing and equilibria for36(2), 189–223 (2008) Optimal risk sharing under distorted

Ludkovski, Michael; Young, Virginia R.

2009-01-01T23:59:59.000Z

467

Methodology of organizational learning in risk management A method of organizational risk perception by the stakeholders  

E-Print Network [OSTI]

Methodology of organizational learning in risk management A method of organizational risk) and the Departmental Veterinary Services (DDSV) within the framework of organizational learning in risk management Experience reflection, organizational risks, food-related sanitary alert, risk perception. Abstract

Paris-Sud XI, Université de

468

PLAY ANALYSIS AND DIGITAL PORTFOLIO OF MAJOR OIL RESERVOIRS IN THE PERMIAN BASIN: APPLICATION AND TRANSFER OF ADVANCED GEOLOGICAL AND ENGINEERING TECHNOLOGIES FOR INCREMENTAL PRODUCTION OPPORTUNITIES  

SciTech Connect (OSTI)

A play portfolio is being constructed for the Permian Basin in west Texas and southeast New Mexico, the largest petroleum-producing basin in the US. Approximately 1300 reservoirs in the Permian Basin have been identified as having cumulative production greater than 1 MMbbl of oil through 2000. Of these major reservoirs, approximately 1,000 are in Texas and 300 in New Mexico. On a preliminary basis, 32 geologic plays have been defined for Permian Basin oil reservoirs and assignment of each of the 1300 major reservoirs to a play has begun. The reservoirs are being mapped and compiled in a Geographic Information System (GIS) by play. Detailed studies of three reservoirs are in progress: Kelly-Snyder (SACROC unit) in the Pennsylvanian and Lower Permian Horseshoe Atoll Carbonate play, Fullerton in the Leonardian Restricted Platform Carbonate play, and Barnhart (Ellenburger) in the Ellenburger Selectively Dolomitized Ramp Carbonate play. For each of these detailed reservoir studies, technologies for further, economically viable exploitation are being investigated.

Shirley P. Dutton; Eugene M. Kim; Ronald F. Broadhead; William Raatz; Cari Breton; Stephen C. Ruppel; Charles Kerans; Mark H. Holtz

2003-04-01T23:59:59.000Z

469

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

SciTech Connect (OSTI)

In 2001, the Nevada Legislature passed an aggressive renewable portfolio standard (Nevada RPS) that called for 5% of each major utility's resource mix to come from eligible renewable energy by 2003, rising by 2% every two years to 15% by 2013. Of the RPS standard, 5% per year must come from solar energy. The early performance of the Nevada RPS is generally considered to be disappointing. So far, only a small quantity of electricity state wide has been generated by new renewable energy systems. The utilities and many other stakeholders appear to agree that the utilities, which were unable to fully comply with the RPS in 2003, will continue to have difficulty complying in 2004 and 2005, and perhaps beyond. To date, there have been several efforts to improve compliance with the RPS (such as California and New Mexico). Other states in the region are also motivated to develop their renewable resources, and some have adopted RPS policies. A workshop as held on November 4, 2004 in Reno in order to address additional measures available to strengthen the Nevada RPS, and to consider the implications and potential interaction with RPS policies in nearby states. The purpose of this report is to identify and summarize the top policy priorities, from among those identified and discussed at the November 4, 2004 Reno Workshop, to be considered by the Nevada Renewable Energy and Energy Efficiency Task Force for implementation.

Porter, Kevin; Grace, Robert; Wiser, Ryan

2004-10-29T23:59:59.000Z

470

Photovoltaic Degradation Risk: Preprint  

SciTech Connect (OSTI)

The ability to accurately predict power delivery over the course of time is of vital importance to the growth of the photovoltaic (PV) industry. Important cost drivers include the efficiency with which sunlight is converted into power, how this relationship changes over time, and the uncertainty in this prediction. An accurate quantification of power decline over time, also known as degradation rate, is essential to all stakeholders - utility companies, integrators, investors, and researchers alike. In this paper we use a statistical approach based on historical data to quantify degradation rates, discern trends and quantify risks related to measurement uncertainties, number of measurements and methodologies.

Jordan, D. C.; Kurtz, S. R.

2012-04-01T23:59:59.000Z

471

Risk Identification and Assessment  

Broader source: All U.S. Department of Energy (DOE) Office Webpages (Extended Search)

AFDC Printable Version Share this resource Send a link to EERE: Alternative Fuels Data Center Home Page to someone by E-mail Share EERE: Alternative Fuels Data Center Home Page on Facebook Tweet about EERE: Alternative Fuels Data Center Home Page on Twitter Bookmark EERE:1 First Use of Energy for All Purposes (Fuel and Nonfuel),Feet) Year Jan Feb Mar Apr MayAtmosphericNuclear Security Administration the1 -the Mid-Infrared0 Resource Program September DepartmentRio GrandeAssessmentRisk

472

Water Transit Authority Project WTA #02-112 under Sub Contract to ABS Consulting Maritime Simulation Model of  

E-Print Network [OSTI]

Simulation Model of San Francisco Bay Notes on Risk Management Corresponding Author: J. Rene van Dorp Figure 3. Capability of Maritime Simulation Model to Evaluate Risk Intervention Effectiveness

van Dorp, Johan René

473

DOE Releases Electricity Subsector Cybersecurity Risk Management...  

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

DOE Releases Electricity Subsector Cybersecurity Risk Management Process (RMP) Guideline DOE Releases Electricity Subsector Cybersecurity Risk Management Process (RMP) Guideline...

474

Gains and losses in the eyes of the beholder: a comparative study of foreign policy decision making under risk  

E-Print Network [OSTI]

Prospect theory is a descriptive model of individual decision-making under risk (Kahneman and Tversky 1979). The central tenet of prospect theory posits that the risk orientation of decision-makers is affected by the gains vs. losses domains...

Yang, Yi

2006-04-12T23:59:59.000Z

475

Risk assessment for the Waste Technologies Industries (WTI) hazardous waste incineration facility (East Liverpool, Ohio). Volume 1. Executive summary  

SciTech Connect (OSTI)

Contents: Introduction and Summary of Results; Facility Background; Facility Emissions; Atmospheric Dispersion and Deposition Modeling of Emissions; Human Health Risk Assessment; Screening Ecological Risk Assessment; Accident Analysis; Additional Analysis in Response to Peer Review Recommendations; References.

NONE

1997-05-01T23:59:59.000Z

476

Risk assessment for the Waste Technologies Industries (WTI) hazardous waste incineration facility (East Liverpool, Ohio). Volume 8. Additional analysis in response to peer review recommendations  

SciTech Connect (OSTI)

Contents: Introduction; Combustion Engineering; Air Dispersion and Deposition Modeling; Accident Analysis; Exposure Assessment; Toxicology; and Ecological Risk Assessment.

NONE

1997-05-01T23:59:59.000Z

477

Information needs for risk assessment  

SciTech Connect (OSTI)

Risk assessment can be thought of as a conceptual approach to bridge the gap between the available data and the ultimate goal of characterizing the risk or hazard associated with a particular environmental problem. To lend consistency to and to promote quality in the process, the US Environmental Protection Agency (EPA) published Guidelines for Risk Assessment of Carcinogenicity, Developmental Toxicity, Germ Cell Mutagenicity and Exposure Assessment, and Risk Assessment of Chemical Mixtures. The guidelines provide a framework for organizing the information, evaluating data, and for carrying out the risk assessment in a scientifically plausible manner. In the absence of sufficient scientific information or when abundant data are available, the guidelines provide alternative methodologies that can be employed in the risk assessment. 4 refs., 3 figs., 2 tabs.

DeRosa, C.T.; Choudhury, H.; Schoeny, R.S.

1990-12-31T23:59:59.000Z

478

Risk-Based Comparison of Carbon Capture Technologies  

SciTech Connect (OSTI)

In this paper, we describe an integrated probabilistic risk assessment methodological framework and a decision-support tool suite for implementing systematic comparisons of competing carbon capture technologies. Culminating from a collaborative effort among national laboratories under the Carbon Capture Simulation Initiative (CCSI), the risk assessment framework and the decision-support tool suite encapsulate three interconnected probabilistic modeling and simulation components. The technology readiness level (TRL) assessment component identifies specific scientific and engineering targets required by each readiness level and applies probabilistic estimation techniques to calculate the likelihood of graded as well as nonlinear advancement in technology maturity. The technical risk assessment component focuses on identifying and quantifying risk contributors, especially stochastic distributions for significant risk contributors, performing scenario-based risk analysis, and integrating with carbon capture process model simulations and optimization. The financial risk component estimates the long-term return on investment based on energy retail pricing, production cost, operating and power replacement cost, plan construction and retrofit expenses, and potential tax relief, expressed probabilistically as the net present value distributions over various forecast horizons.

Engel, David W.; Dalton, Angela C.; Dale, Crystal; Jones, Edward

2013-05-01T23:59:59.000Z

479

A surety engineering framework to reduce cognitive systems risks.  

SciTech Connect (OSTI)

Cognitive science research investigates the advancement of human cognition and neuroscience capabilities. Addressing risks associated with these advancements can counter potential program failures, legal and ethical issues, constraints to scientific research, and product vulnerabilities. Survey results, focus group discussions, cognitive science experts, and surety researchers concur technical risks exist that could impact cognitive science research in areas such as medicine, privacy, human enhancement, law and policy, military applications, and national security (SAND2006-6895). This SAND report documents a surety engineering framework and a process for identifying cognitive system technical, ethical, legal and societal risks and applying appropriate surety methods to reduce such risks. The framework consists of several models: Specification, Design, Evaluation, Risk, and Maturity. Two detailed case studies are included to illustrate the use of the process and framework. Several Appendices provide detailed information on existing cognitive system architectures; ethical, legal, and societal risk research; surety methods and technologies; and educing information research with a case study vignette. The process and framework provide a model for how cognitive systems research and full-scale product development can apply surety engineering to reduce perceived and actual risks.

Caudell, Thomas P. (University of New Mexico, Albuquerque, NM); Peercy, David Eugene; Caldera, Eva O. (University of New Mexico, Albuquerque, NM); Shaneyfelt, Wendy L.

2008-12-01T23:59:59.000Z

480

Evaluating the risk of non-point source pollution from biosolids: integrated modelling of nutrient losses at field and catchment scales Hydrol. Earth Syst. Sci., 11(1), 601613, 2007  

E-Print Network [OSTI]

to evaluate the environmental risk of nutrient loss from agricultural land receiving applications of biosolids of organic manures, sewage sludge and other industrial biosolids may supply such large amounts of N and P assessment. By adjusting three key variables: biosolid application rates, the hydrological connectivity

Paris-Sud XI, Université de

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.


481

New Technical Risk Management Development for Carbon Capture Process  

SciTech Connect (OSTI)

The basic CCSI objective of accelerating technology development and commercial deployment of carbon capture technologies through the extensive use of numerical simulation introduces a degree of unfamiliarity and novelty that potentially increases both of the traditional risk elements. In order to secure investor confidence and successfully accelerate the marketability of carbon capture technologies, it is critical that risk management decision tools be developed in parallel with numerical simulation capabilities and uncertainty quantification efforts. The focus of this paper is on the development of a technical risk model that incorporates the specific technology maturity development (level).

Engel, David W.; Letellier, Bruce; Edwards, Brian; Leclaire, Rene; Jones, Edward

2012-04-30T23:59:59.000Z

482

Managing transmission curtailment risk in wholesale power markets  

SciTech Connect (OSTI)

Risk resulting from transmission loading relief calls made by transmission system operators can be managed with information estimated by a statistical model capable of predicting one day in advance the probability that a particular wholesale power transaction might be curtailed. The model predicts this probability with a reasonable degree of accuracy using information on variables that can be obtained publicly. (author)

Morey, Mathew J.; Kirsch, Laurence D.

2009-11-15T23:59:59.000Z

483

Wind derivatives: hedging wind risk:.  

E-Print Network [OSTI]

??Wind derivatives are financial contracts that can be used to hedge or mitigate wind risk. In this thesis, the focus was on pricing these wind… (more)

Hoyer, S.A.

2013-01-01T23:59:59.000Z

484

Gasbuggy Site Assessment and Risk Evaluation  

SciTech Connect (OSTI)

This report describes the geologic and hydrologic conditions and evaluates potential health risks to workers in the natural gas industry in the vicinity of the Gasbuggy, New Mexico, site, where the U.S. Atomic Energy Commission detonated an underground nuclear device in 1967. The 29-kiloton detonation took place 4,240 feet below ground surface and was designed to evaluate the use of a nuclear detonation to enhance natural gas production from the Pictured Cliffs Formation in the San Juan Basin, Rio Arriba County, New Mexico, on land administered by Carson National Forest. A site-specific conceptual model was developed based on current understanding of the hydrologic and geologic environment. This conceptual model was used for establishing plausible contaminant exposure scenarios, which were then evaluated for human health risk potential. The most mobile and, therefore, the most probable contaminant that could result in human exposure is tritium. Natural gas production wells were identified as having the greatest potential for bringing detonation-derived contaminants (tritium) to the ground surface in the form of tritiated produced water. Three exposure scenarios addressing potential contamination from gas wells were considered in the risk evaluation: a gas well worker during gas-well-drilling operations, a gas well worker performing routine maintenance, and a residential exposure. The residential exposure scenario was evaluated only for comparison; permanent residences on national forest lands at the Gasbuggy site are prohibited

None

2011-03-01T23:59:59.000Z

485

Econometric Feedback for Runtime Risk Management in VoIP Architectures  

E-Print Network [OSTI]

Econometric Feedback for Runtime Risk Management in VoIP Architectures Oussema Dabbebi, R at automatically adapting these parameters based on an econometric feedback mechanism. We mathematically describe the configuration of such risk models, by refining at runtime the model parameters based on an econometric feedback

Paris-Sud XI, Université de

486

IBM Research Report  

E-Print Network [OSTI]

Feb 20, 2009 ... An Efficient Decomposition Algorithm for Static, Stochastic, ... Business Analytics & Mathematical Sciences, IBM Research. 1101 ... such as resource planning, capacity allocation, portfolio analysis, etc. ... bound imposed upon the risk measure for modeling the maximum acceptable risk that one is willing.

2009-03-02T23:59:59.000Z

487

WON EXPOSURE AND LUNG CANCER RISK  

E-Print Network [OSTI]

As information on indoor air quality accumulated * it became apparent that radon and its progeny are invariably present in indoor environments and that concentrations may reach unacceptably high levels. The lung cancer excess anong miners exposed to radon progeny raised concern that exposure to radon progeny might also cause lung cancer in the general population. This presentation first provides an ovemiew of radon daughter carcinogenesis, and then reviews the recent BEIR IV report. The report described a statistical model * based on analysis of data from four studies of miners, for estimating the lung cancer risk associated with exposure to radon progeny. Tbe analyses showed that the risk of radon exposure declines with time since exposure and with increasing age. The BEIR IV committee concluded that radon progeny and cigarette smoking interact in a multiplicative fashion and that exposure-dose relationships are similar for exposure in homes and in mines.

unknown authors

488

Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk  

E-Print Network [OSTI]

2003) Group formation in risk-sharing arrangements, Reviewof Tokyo, Conference on risk management, August 2, 2002.2002) Collective international risk control: failure of the

McGuire, Martin C; Ihori, Toshihiro

2007-01-01T23:59:59.000Z

489

Dynamical systems probabilistic risk assessment.  

SciTech Connect (OSTI)

Probabilistic Risk Assessment (PRA) is the primary tool used to risk-inform nuclear power regulatory and licensing activities. Risk-informed regulations are intended to reduce inherent conservatism in regulatory metrics (e.g., allowable operating conditions and technical specifications) which are built into the regulatory framework by quantifying both the total risk profile as well as the change in the risk profile caused by an event or action (e.g., in-service inspection procedures or power uprates). Dynamical Systems (DS) analysis has been used to understand unintended time-dependent feedbacks in both industrial and organizational settings. In dynamical systems analysis, feedback loops can be characterized and studied as a function of time to describe the changes to the reliability of plant Structures, Systems and Components (SSCs). While DS has been used in many subject areas, some even within the PRA community, it has not been applied toward creating long-time horizon, dynamic PRAs (with time scales ranging between days and decades depending upon the analysis). Understanding slowly developing dynamic effects, such as wear-out, on SSC reliabilities may be instrumental in ensuring a safely and reliably operating nuclear fleet. Improving the estimation of a plant's continuously changing risk profile will allow for more meaningful risk insights, greater stakeholder confidence in risk insights, and increased operational flexibility.

Denman, Matthew R.; Ames, Arlo Leroy

2014-03-01T23:59:59.000Z

490

Joint Seminar Risk Management Institute &  

E-Print Network [OSTI]

Joint Seminar Risk Management Institute & Department of Decision Sciences Details of Seminar Date and statistics is leading to a greatly broadened theory of regression which draws on tools of convex analysis with factor analysis in finance and economics. Risk Management Institute Joint Seminar #12;

Chaudhuri, Sanjay

491

Risk Analysis, Vol. 33, No. 6, 2013 DOI: 10.1111/j.1539-6924.2012.01911.x Wildfire Exposure Analysis on the National Forests  

E-Print Network [OSTI]

Risk Analysis, Vol. 33, No. 6, 2013 DOI: 10.1111/j.1539-6924.2012.01911.x Wildfire Exposure disturbances, and the demand for quan- titative risk-based tools and assessments has grown dramatically government entities are engaged in risk assessments and decision support modeling to map wildfire risk

492

2007 Wholesale Power Rate Case Initial Proposal : Risk Analysis Study.  

SciTech Connect (OSTI)

The Federal Columbia River Power System (FCRPS), operated on behalf of the ratepayers of the PNW by BPA and other Federal agencies, faces many uncertainties during the FY 2007-2009 rate period. Among these uncertainties, the largest revolve around hydro conditions, market prices and river operations for fish recovery. In order to provide a high probability of making its U.S. Treasury payments, BPA performs a Risk Analysis as part of its rate-making process. In this Risk Analysis, BPA identifies key risks, models their relationships, and then analyzes their impacts on net revenues (total revenues less expenses). BPA subsequently evaluates in the ToolKit Model the Treasury Payment Probability (TPP) resulting from the rates, risks, and risk mitigation measures described here and in the Wholesale Power Rate Development Study (WPRDS). If the TPP falls short of BPA's standard, additional risk mitigation revenues, such as PNRR and CRAC revenues are incorporated in the modeling in ToolKit until the TPP standard is met. Increased wholesale market price volatility and six years of drought have significantly changed the profile of risk and uncertainty facing BPA and its stakeholders. These present new challenges for BPA in its effort to keep its power rates as low as possible while fully meeting its obligations to the U.S. Treasury. As a result, the risk BPA faces in not receiving the level of secondary revenues that have been credited to power rates before receiving those funds is greater. In addition to market price volatility, BPA also faces uncertainty around the financial impacts of operations for fish programs in FY 2006 and in the FY 2007-2009 rate period. A new Biological Opinion or possible court-ordered change to river operations in FY 2006 through FY 2009 may reduce BPA's net revenues included Initial Proposal. Finally, the FY 2007-2009 risk analysis includes new operational risks as well as a more comprehensive analysis of non-operating risks. Both the operational and non-operational risks will be described in Section 2.0 of this study. Given these risks, if rates are designed using BPA's traditional approach of only adding Planned Net Revenues for Risk (PNRR), power rates would need to recover a much larger ''risk premium'' to meet BPA's TPP standard. As an alternative to high fixed risk premiums, BPA is proposing a risk mitigation package that combines PNRR with a variable rate mechanism similar to the cost recovery adjustment mechanisms used in the FY 2002-2006 rate period. The proposed risk mitigation package is less expensive on a forecasted basis because the rates can be adjusted on an annual basis to respond to uncertain financial outcomes. BPA is also proposing a Dividend Distribution Clause (DDC) to refund reserves in excess of $800M to customers in the event net revenues in the next rate period exceed current financial forecasts.

United States. Bonneville Power Administration.

2005-11-01T23:59:59.000Z

493

Framework for the reduction of programmatic risk on complex systems projects  

E-Print Network [OSTI]

"In 2008, the cumulative cost growth in the Department of Defense's (DoD) portfolio of 96 major defense acquisition programs was $296 billion and the average delay in delivering promised capabilities to the war fighter was ...

Minnucci, Mark (Mark E.)

2010-01-01T23:59:59.000Z

494

Proceedings of the US Nuclear Regulatory Commission fifteenth water reactor safety information meeting: Volume 1, Plenary sessions, reactor licensing topics, NUREG-1150, risk analysis/PRA applications, innovative concepts for increased safety of advanced power reactors, severe accident modeling and analysis  

SciTech Connect (OSTI)

This six-volume report contains 140 papers out of the 164 that were presented at the Fifteenth Water Reactor Safety Information Meeting held at the National Bureau of Standards, Gaithersburg, Maryland, during the week of October 26-29, 1987. The papers are printed in the order of their presentation in each session and describe progress and results of programs in nuclear safety research conducted in this country and abroad. This report, Volume 1, discusses the following: plenary sessions; reactor licensing; NUREG-1150; risk analysis; innovative concepts for increased safety of advanced power reactors; and severe accident modeling and analysis. Thirty-two reports have been cataloged separately.

Weiss, A.J. (comp.)

1988-02-01T23:59:59.000Z

495

Carrots and Sticks: A Comprehensive Business Model for the Successful Achievement of Energy Efficiency Resource Standards  

E-Print Network [OSTI]

As-Usual; DSM=Demand Side Management; EE=Energy Efficiency;of the demand side management (DSM) portfolio – projectedshareholder returns. 11 4.2 Demand side management portfolio

Satchwell, Andrew

2013-01-01T23:59:59.000Z

496

Level III probabilistic risk assessment for N Reactor  

SciTech Connect (OSTI)

A Level III probabilistic risk assessment (PRA) has been performed for N Reactor, a Department of Energy (DOE) production reactor located on the Hanford reservation in Washington. The objectives of the PRA are to assess the risks to the public and the Hanford site workers posed by the operation of N Reactor, to compare those risks to proposed DOE safety goals, and to identify changes to the plant that could reduce the risk. The scope of the PRA is comprehensive, excluding only sabotage and operation errors of commission. State-of-the-art methodology is employed based largely on the methods developed by Sandia for the US Nuclear Regulatory Commission in support of the NUREG-1150 study of five commercial nuclear power plants. The structure of the probabilistic models allowed complex interactions and dependencies between systems to be explicitly considered. Latin Hypercube sampling techniques were used to develop uncertainty distributions for the risks associated with postulated core damage events initiated by fire, seismic, and internal events as well as the overall combined risk. The combined risk results show that N Reactor meets the primary DOE safety goals and compared favorably to the plants considered in the NUREG-1150 analysis. 36 figs., 81 tabs.

Camp, A.L.; Kunsman, D.M.; Miller, L.A.; Sprung, J.L.; Wheeler, T.A.; Wyss, G.D. (Sandia National Labs., Albuquerque, NM (USA))

1990-04-01T23:59:59.000Z

497

Augmenting Probabilistic Risk Assesment with Malevolent Initiators  

SciTech Connect (OSTI)

As commonly practiced, the use of probabilistic risk assessment (PRA) in nuclear power plants only considers accident initiators such as natural hazards, equipment failures, and human error. Malevolent initiators are ignored in PRA, but are considered the domain of physical security, which uses vulnerability assessment based on an officially specified threat (design basis threat). This paper explores the implications of augmenting and extending existing PRA models by considering new and modified scenarios resulting from malevolent initiators. Teaming the augmented PRA models with conventional vulnerability assessments can cost-effectively enhance security of a nuclear power plant. This methodology is useful for operating plants, as well as in the design of new plants. For the methodology, we have proposed an approach that builds on and extends the practice of PRA for nuclear power plants for security-related issues. Rather than only considering 'random' failures, we demonstrated a framework that is able to represent and model malevolent initiating events and associated plant impacts.

Curtis Smith; David Schwieder

2011-11-01T23:59:59.000Z

498

Risk assessment of climate systems for national security.  

SciTech Connect (OSTI)

Climate change, through drought, flooding, storms, heat waves, and melting Arctic ice, affects the production and flow of resource within and among geographical regions. The interactions among governments, populations, and sectors of the economy require integrated assessment based on risk, through uncertainty quantification (UQ). This project evaluated the capabilities with Sandia National Laboratories to perform such integrated analyses, as they relate to (inter)national security. The combining of the UQ results from climate models with hydrological and economic/infrastructure impact modeling appears to offer the best capability for national security risk assessments.

Backus, George A.; Boslough, Mark Bruce Elrick; Brown, Theresa Jean; Cai, Ximing [University of Illinois-Urbana; Conrad, Stephen Hamilton; Constantine, Paul [Stanford University; Dalbey, Keith R.; Debusschere, Bert J.; Fields, Richard; Hart, David Blaine; Kalinina, Elena Arkadievna; Kerstein, Alan R.; Levy, Michael [National Center for Atmospheric Research; Lowry, Thomas Stephen; Malczynski, Leonard A.; Najm, Habib N.; Overfelt, James Robert; Parks, Mancel Jordan; Peplinski, William J.; Safta, Cosmin; Sargsyan, Khachik; Stubblefield, William Anthony; Taylor, Mark A.; Tidwell, Vincent Carroll; Trucano, Timothy Guy; Villa, Daniel L.

2012-10-01T23:59:59.000Z

499

Technology and Risk Sciences Program. FY99 Annual Report  

SciTech Connect (OSTI)

In making the transition from weapons production to environmental restoration, DOE has found that it needs to develop reliable means of defining and understanding health and environmental risks and of selecting cost-efficient environmental management technologies so that cleanup activities can be appropriately directed. Through the Technology and Risk Sciences Project, the Entergy Spatial Analysis Research Laboratory attempts to provide DOE with products that incorporate spatial analysis techniques in the risk assessment, communication, and management processes; design and evaluate methods for evaluating innovative environmental technologies; and collaborate and access technical information on risk assessment methodologies, including multimedia modeling and environmental technologies in Russia and the Ukraine, while in addition training and developing the skills of the next generation of scientists and environmental professionals.

Regens, James L.

2000-01-01T23:59:59.000Z

500

ALLOCATING VENDOR RISKS IN THE HANFORD WASTE CLEANUP  

SciTech Connect (OSTI)

Organizations may view outsourcing as a way to eliminate risk. This application uses a decision analytic approach to determine which risks can be shared or shifted to vendors and which ones should be borne by the buyer. In this case, we found that allocating risks incorrectly could increase costs dramatically. This approach was used to develop the Request for Proposals (RFP) for the U.S. Department of Energy's (DOE's) privatization initiative for the Hanford Tank Waste Remediation System (TWRS). We describe this application and summarize technical and organizational lessons learned in the years following. The model used an assessment protocol to predict how vendors would react to proposed risk allocations in terms of their actions and their pricing.

Keisler, Jeff M.; Buehring, William A.; McLaughlin, Peter D.; Robershotte, Mark A.; Whitfield, Ronald G.

2004-05-15T23:59:59.000Z