Integrated Generation Management for Maximizing Renewable Resource Utilization

Two proposed methods to reduce the effective intermittency and improve the efficiency of wind power generation in the grid are spatial smoothing of wind generation and utilization of short term electrical storage to deal with lulls in production. In this thesis, based on a concept called integrated generation management (IGM), we explore the impact of spatial smoothing and the use of emerging plug-in hybrid electric vehicles (PHEVs) as a potential storage resource to the smart-grid. IGM combines nuclear, slow load-following coal, fast load-following natural gas, and renewable wind generation with an optimal control method to maximize the renewable generation and minimize the fossil generation. With the increasing penetration of PHEVs, the power grid is seeing new opportunities to make itself smarter than ever by utilizing those relatively large batteries. Based on current projections of PHEV market penetration and various wind generation scenarios, we demonstrate the potential for efficient wind integration at levels of approaching 30% of the aver- age electrical load with utilization efficiency exceeding 65%. At lower levels of integration (e.g. 15%), efficiencies are possible exceeding 85%

The connection between the Basel problem and a special integral

By using Fubini theorem or Tonelli theorem, we find that the zeta function value at 2 is equal to a special integral. Furthermore, We find that this special integral is two times of another special integral. By using this fact we obtain the relationship between Genocchi numbers and Bernoulli numbers. And get some results about Bernoulli polynomials.Comment: 19 pages, 0 figure

Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis

In this paper, we use the cross-correlation function developed by Cheung and Ng (1996) to investigate the dynamic linkages among G7 countries in the mean and volatility of stock prices from June 2, 2003, through July 31, 2010. In particular, we examined the impact of the American financial crisis, which erupted in the US in September 2008 as a result of the sub-prime loan losses of 2007. The sample period is divided into two—the pre- and post-crisis periods—in order to study the causal relationship in mean and volatility. Our research has shown that the international transmission of stock market indices among G7 countries weakened in the mean but became stronger in volatility through the 2007–2008 American financial crisis.G7 countries, financial crisis, stock prices, dynamic linkages, CCF approach