O trabalho apresentado tem como objetivo principal pesquisar e demonstrar através de simulações as implicações da utilização de motores de alto rendimento com viés de Eficiência Energética. Além disso, pretende-se estabelecer uma ligação entre o uso eficiente da energia com a possibilidade dos leilões de eficiência energética virem a se tornar uma realidade no Brasil. É de fundamental importância que se tenha a preocupação com sistemas de conservação de energia e não somente com novas fontes de geração. A eficiência Energética vem ganhando cada vez mais espaço no setor elétrico, se tornando muito mais que um indicador, mas também uma forma de tornar o sistema mais robusto e capaz de suprir deficiências por problemas estruturais. Procurou-se demonstrar o cenário atual da matriz energética atual, conceituar leilões de eficiência energética e os certificados brancos que é um subproduto deste. Por fim, realizou-se várias simulações estudando a substituição dos motores de alto rendimento e os ganhos técnicos e financeiros atrelados aos leilões de eficiência energética. Além disso, foi demonstrado também o impacto da utilização dos motores de alto rendimento em leilões de eficiência energética por segmentos da indústria brasileira. / The present study has as main objective the analysis, through simulations, of the implications of the use of energy efficient motors with a bias of energy Efficiency. In addition, we intend to establish a link between the efficient use of energy with the possibility of auctions for energy efficiency become a reality in Brazil. It is also important to have concerns with energy conservation systems and not only with new sources of generation. Energy efficiency is becoming an increasingly common concern in the electricity sector, being much more than an indicator but also a way to make the system more robust and capable of mitigating deficiencies which occur by structural problems. In this work we tried to present the current energy scenario and define the energy efficiency auctions as well as its byproduct, the white certificates. Finally, we carried out several simulations studying the replacement of common electrical motors by high efficiency ones in order to analyse the technical and the financial gains linked to energy efficiency auctions. In addition, we also demonstrated the impact of the use of high efficiency motors by sectors of brazilian industry in the energy efficiency auctions.

Made available in DSpace on 2015-03-05T19:13:44Z (GMT). No. of bitstreams: 0 Previous issue date: 31 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / As transformações sociais e econômicas presenciadas desde o final da década de 1970 evidenciaram a importância do conhecimento como recurso econômico intangível e motivaram tanto a comunidade acadêmica quanto o mercado a identificar e mensurar este recurso, também denominado capital intelectual. O objetivo deste estudo foi analisar o uso combinado de experimentos com leilões e da avaliação de ativos pelo custo corrente como procedimento para mensuração do capital intelectual. Foram discutidas as relações entre ativos intangíveis, goodwill e capital intelectual, bem como os principais modelos de mensuração. Com base nos requisitos teóricos da economia experimental, foi desenhado e aplicado um experimento sob a forma de leilões, com a finalidade de indicar o valor de mercado das três empresas que compunham a amostra. Posteriormente foi realizada a avaliação dos itens do ativo permanente pelo custo corrente, alocando-se um valor contábil ajustado livre das distorções inerentes à avaliação pelo custo histórico. A / Social and economical transformations witnessed since the end of the decade of 1970 had evidenced the importance of knowledge as an intangible economic resource and motivated both academic community and market to identify and measure this resource, also denominated intellectual capital. The objective of this study is to analyze the combined usage of auction experiments and current cost asset valuation as a procedure to measure intellectual capital. Relations among intangible assets, goodwill and intellectual capital were discussed, as well as the main measurement models. Based on the theoretical requirements of experimental economy, an experiment was designed and executed in the format of an auction, aiming to indicate the market value of the three enterprises compounding the sample. Later a valuation of the permanent assets was conducted through current cost, allocating an adjusted book value free from distortions inherent to the historical cost valuation. From the difference between indicated market value a

机票超售,即售出的機票多於飛機客艙座位的數量，已經作為“國際慣例“被航空公司廣泛採用。但是这种做法是有争议的，因為其容易導致航班超售，使得旅客被拒登機而滯留，影響航空公司的聲譽。在這篇論文中，我們使用逆向拍賣的機制尋找自願放棄登機資格的旅客以收回部份已預售的低端機票來滿足高端旅客的需求，并同時根據拍賣實現的結果來賠償被拒絶登機旅客。具體地說，我們建立一個二期的機票銷售模型，並且假定低端與高端旅客分別在第一第二個銷售期到來，而航空公司通過決定其在兩個銷售期的銷售策略，使得其利潤最大化。在模型中，航空公司可利用逆向拍賣的方法，要求低端旅客在購買機票的時候，提交一個其在因為航班超售時，自願放棄座位的赔偿要求。當航班超售時，航空公司可根據低端旅客的競投信息，從中挑選出價最低的旅客，通過滿足他們的賠償要求，收回他們的機票以滿足高端旅客的需求。我们发现我们的机制在大多数情况下，可以提高航空公司的利润，改善航班的登機效率，同时，也能滿足部份低端旅客通過改變計劃行程獲取賠償的需求。我們也會比較逆向拍賣機制與其他現有機制，例如固定價格補償機制。此外，我們也會就逆向拍賣機票銷售模型中的定價问题进行研究。 / With increasing applications of revenue management, airline companies often oversell their tickets. This practice is controversial because some passengers would not be able to board when the number of show-up customers exceeds the available seats. And this might make the affected customers upset and thus affect the future revenue of the airline. In this paper, we propose a new mechanism - a call-back auction, in which the passengers are asked to submit a bid to indicate the compensation they would like to receive for giving up their seats and changing their original flight schedule. This could provide the airline with information to select passengers with the lowest compensation requirements and also reduce the negative impact on customer relationship. We develop a model with booking limit decision and examine the impact of this call-back auction mechanism on the airline's profitability and compare it with other existing mechanisms such as fixed-price compensation. We find that our mechanism can lead to higher profit for the airlines in most cases. In this study, pricing issues are also examined. / Detailed summary in vernacular field only. / Zhong, Zhiheng. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2012. / Includes bibliographical references (leaves 72-76). / Abstracts also in Chinese. / Table of Contents --- p.vii / Chapter 0 --- Notation / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Literature Review --- p.7 / Chapter 3 --- Call-back Auction --- p.13 / Chapter 3.1 --- The Concept --- p.13 / Chapter 3.2 --- Implementation --- p.14 / Chapter 4 --- A Two-Period Model with Call-back Auction --- p.19 / Chapter 4.1 --- Uniform Price Call-back Auction --- p.21 / Chapter 4.2 --- Numerical Examples --- p.27 / Chapter 4.3 --- First-price Call-back Auction --- p.35 / Chapter 4.4 --- Revenue Comparison --- p.39 / Chapter 4.5 --- Call-back Auction with Reserve Compensation --- p.41 / Chapter 4.6 --- Alternative Information Structure --- p.50 / Chapter 5 --- Endogenous High-fare Price --- p.59 / Chapter 5.1 --- Additive Demand Function --- p.60 / Chapter 6 --- Conclusion --- p.68 / Bibliography --- p.72

Wireless spectrum is a limited resource that must be used efficiently. It is also a broadcast medium, hence, additional procedures are required to maintain communication over the wireless spectrum private. In this thesis, we investigate three key issues related to efficient use and privacy of wireless spectrum use. First, we propose GAVEL, a truthful short-term auction mechanism that enables efficient use of the wireless spectrum through the licensed shared access model. Second, we propose CPRecycle, an improved Orthogonal Frequency Division Multiplexing (OFDM) receiver that retrieves useful information from the cyclic prefix for interference mitigation thus improving spectral efficiency. Third and finally, we propose WiFi Glass, an attack vector on home WiFi networks to infer private information about home occupants. First we consider, spectrum auctions. Existing short-term spectrum auctions do not satisfy all the features required for a heterogeneous spectrum market. We discover that this is due to the underlying auction format, the sealed bid auction. We propose GAVEL, a truthful auction mechanism, that is based on the ascending bid auction format, that avoids the pitfalls of existing auction mechanisms that are based on the sealed bid auction format. Using extensive simulations we observe that GAVEL can achieve better performance than existing mechanisms. Second, we study the use of cyclic prefix in Orthogonal Frequency Division Multiplexing. The cyclic prefix does contain useful information in the presence of interference. We discover that while the signal of interest is redundant in the cyclic prefix, the interference component varies significantly. We use this insight to design CPRecycle, an improved OFDM receiver that is capable of using the information in the cyclic prefix to mitigate various types of interference. It improves spectral efficiency by decoding packets in the presence of interference. CPRecycle require changes to the OFDM receiver and can be deployed in most networks today. Finally, home WiFi networks are considered private when encryption is enabled using WPA2. However, experiments conducted in real homes, show that the wireless activity on the home network can be used to infer occupancy and activity states such as sleeping and watching television. With this insight, we propose WiFi Glass, an attack vector that can be used to infer occupancy and activity states (limited to three activity classes), using only the passively sniffed WiFi signal from the home environment. Evaluation with real data shows that in most of the cases, only about 15 minutes of sniffed WiFi signal is required to infer private information, highlighting the need for countermeasures.

O trabalho apresentado tem como objetivo principal pesquisar e demonstrar através de simulações as implicações da utilização de motores de alto rendimento com viés de Eficiência Energética. Além disso, pretende-se estabelecer uma ligação entre o uso eficiente da energia com a possibilidade dos leilões de eficiência energética virem a se tornar uma realidade no Brasil. É de fundamental importância que se tenha a preocupação com sistemas de conservação de energia e não somente com novas fontes de geração. A eficiência Energética vem ganhando cada vez mais espaço no setor elétrico, se tornando muito mais que um indicador, mas também uma forma de tornar o sistema mais robusto e capaz de suprir deficiências por problemas estruturais. Procurou-se demonstrar o cenário atual da matriz energética atual, conceituar leilões de eficiência energética e os certificados brancos que é um subproduto deste. Por fim, realizou-se várias simulações estudando a substituição dos motores de alto rendimento e os ganhos técnicos e financeiros atrelados aos leilões de eficiência energética. Além disso, foi demonstrado também o impacto da utilização dos motores de alto rendimento em leilões de eficiência energética por segmentos da indústria brasileira. / The present study has as main objective the analysis, through simulations, of the implications of the use of energy efficient motors with a bias of energy Efficiency. In addition, we intend to establish a link between the efficient use of energy with the possibility of auctions for energy efficiency become a reality in Brazil. It is also important to have concerns with energy conservation systems and not only with new sources of generation. Energy efficiency is becoming an increasingly common concern in the electricity sector, being much more than an indicator but also a way to make the system more robust and capable of mitigating deficiencies which occur by structural problems. In this work we tried to present the current energy scenario and define the energy efficiency auctions as well as its byproduct, the white certificates. Finally, we carried out several simulations studying the replacement of common electrical motors by high efficiency ones in order to analyse the technical and the financial gains linked to energy efficiency auctions. In addition, we also demonstrated the impact of the use of high efficiency motors by sectors of brazilian industry in the energy efficiency auctions.

Esta tese apresenta os resultados de pesquisa sobre geração de séries sintéticas de radiação solar para estudos energéticos, realizada através do uso de modelos estocásticos e com o propósito de desenvolver método para aplicações práticas no setor elétrico. Para tanto, inicialmente foi levantado o estado da arte do tema, com revisão da literatura de séries temporais e de processos estocásticos, suas particularidades e potencialidades, complementado pela contextualização do uso de cenários no setor elétrico nacional, especialmente na operação e planejamento do sistema hidrotérmico, e por experiências internacionais na modelagem do recurso solar. A modelagem das séries utilizou dados reais de localidades do nordeste brasileiro e foi desenvolvida através do método de Box-Jenkins, realizando-se estudos de alternativas para cada uma de suas etapas. O pré-tratamento dos dados foi avaliado por três estratégias de remoção da tendência das séries e na estimativa dos coeficientes dos modelos foram comparados os métodos de Yule-Walker e dos mínimos quadrados. As análises consideraram quatro opções de modelos autorregressivos e os períodos horário, diário e mensal. O modelo autorregressivo convencional com intervalo mensal, identificado como o mais adequado para aplicação em estudos energéticos, e sua variação periódica foram implementados e avaliados com maior profundidade. Este estudo complementar considerou diferentes ordens de atraso e realizou comparações dos resultados por três métodos de cálculo do erro. O modelo desenvolvido com estrutura autorregressiva periódica de primeira ordem apresentou resultados satisfatórios e significativamente superiores aos dos demais modelos. Por fim, este modelo foi empregado na geração de séries sintéticas, criando 1.000 cenários de radiação solar mensal, posteriormente aplicados em modelo de contrato de venda de energia para avaliação de estratégias de participação em leilões, em análise de riscos de suprimento e em estimativa probabilística da receita esperada por parques geradores. / This thesis presents the results of a research on the generation of solar radiation synthetic sequences for energy studies, carried out through the use of stochastic models and with the purpose of developing a method for practical applications in the electric sector. In order to do so, the state of the art was devised through a review of the literature of time series and stochastic processes, their particularities and potentialities, complemented by the contextualization of the use of scenarios in the national electricity sector, especially in the hydrothermal system operation and planning, and international experiences in modeling the solar resource. The series modeling used real data from localities in the Brazilian Northeast and was developed through the Box-Jenkins method, carrying out alternative studies for each of its stages. The data pretreatment has been evaluated by three strategies for the series trend removal and by the methods of least squares and of Yule-Walker for the estimation of the model coefficients. The analysis considered four options of autoregressive models and hourly, daily and monthly periods. The conventional autoregressive model with monthly interval, identified as the most applications in energy studies, and its periodic variation were implemented and evaluated in greater depth. This complementary study considered different orders of delay and made comparisons of the results for three error calculation methods. The model developed with periodic autoregressive structure of first order presented results that are satisfactory and significantly superior than the other models. Finally, this model was used in the generation of synthetic series, creating 1,000 scenarios of monthly solar radiation, to be later applied in a model of power purchase agreement to evaluate strategies for auctions bidding, analysis of supply risks and probabilistic estimation of the expected revenue of power plants.

The purpose of this multiple case study was to explore strategies managers in the online auction industry used to manage customer complaints to improve customer satisfaction. The targeted population consisted of 4 managers of online auction companies in the southwestern region of the United States. The conceptual framework for the study was Argyris and Sch�n's double-loop learning theory. Data were collected via semistructured interviews with business managers, observation of company operations and behaviors, review of documentation, and member-checking activities. Data analysis consisted of text interpretation of data and notes using coding techniques. Data analysis resulted in 5 themes: business orientation, customer purview, complaints handling, coping strategies, and learning abilities. The implications of this study for positive social change include facilitating the growth of online markets and increasing lower-cost purchasing opportunities for consumers with limited access to conventional marketplaces.

In a deregulated electricity market, auction serves as a primary pricing tool in various segments of the market including day-ahead, real time, ancillary services markets, and Financial Transmission Rights (FTRs) market. Deregulated power markets around the world use different auction strategies that exist in the literature, since very little comparative guidelines exist as to the relative merits of these strategies. In this thesis, a computational methodology and its solution framework are developed to evaluate the impact of an auction strategy on the equilibrium prices in a constrained network with multiple generators at nodes, and where transactions are settled using the optimal power flow (OPF) program. The methodology is tested on a power market represented by a sample 12-bus IEEE network available in the MATPOWER software, which is reconfigured to allow multiple generators to supply power at a bus. The network is used as a platform to comprehensively assess the performance of uniform price auction, discriminatory auction, and second-price uniform auction. Auction rules are used to update generator costs, which are then introduced into the OPF program for obtaining optimal price and quantity allocations. This Auction-OPF procedure is embedded within a game theoretic model that obtains the equilibrium bidding strategies and the corresponding prices and quantities for the network. A detailed comparison of the auction mechanisms is carried out using different measures of performance such as revenue, average prices, and quantity weighted average prices. The comparison shows that there is, perhaps, an appreciable difference among the auction mechanisms. However, to statistically confirm the impact of auction choices, a mixed level factorial experiment is designed with auction strategy, network load, and congestion as three different factors and a closeness measure (defined as the difference between average total revenue and the average total cost of generators in the network per hour) as the responsible variable. An analysis of variance conducted on the experimental outcomes indicates that the load level and the auction strategy significantly affect the network performance. The presence market power under the auction strategies is examined through two well known indices, Herfindahl-Hirschmann Index (HHI) and Lerners Index. It is concluded from the HHI values that all three auction strategies allow the market to be moderately competitive. The Lerners index values show that, while discriminatory auction results in highest bid markup, second price uniform auction induces bidding at or close to the marginal cost.

Nous abordons dans un premier chapitre la question de l'équivalence entre le CAP et le CAR. La disparité entre les deux indices a de profondes conséquences sur les prises de décision environnementales. Si la disparité était au départ associée aux carences de la méthode de mise en œuvre des enquêtes, les racines du problème s'avèrent être sensiblement plus profondes. Eu égard à l'évaluation des biens publics, nous pensons que la disparité est due à la substituabilité imparfaite entre les biens privés et publiques, ainsi qu'en raison de perceptions différenciées des agents économiques entre gains et pertes. C'est à cette problématique que le premier chapitre se consacre. Ainsi, le Chapitre 1 traite de la disparité entre les indices CAP et CAR dans l'évaluation hors-marché. Dans la littérature, l'effet de substitution et l'effet de dotation sont tenus responsables de l'existence des disparités. Nous montrons que la substituabilité imparfaite dans la fonction d'utilité indirecte peut provoquer la disparité soit entre le CAP et le CAR - en raison du coût d'opportunité -, soit entre les gains et les pertes, où il s'agit d'évaluer une perte sèche. La mesure en termes relatifs accentue la substituabilité imparfaite, mais l'effet de substitution est borné dans le modèle d'aversion aux pertes. Ce premier chapitre prépare le terrain pour le Chapitre 2, où nous évaluons un vrai bien public dans un contexte d'enchères expérimentales. Les offres d'achat et de vente reflètent le CAP et le CAR, d'où leur importance. L'effet de dotation et le choix du meilleur mécanisme d'enchères y sont examinés. Les études en enchères expérimentales jusqu'ici menées ont porté sur des biens privés non marchands ; elles sont supposées divulguer ce qui se passerait en présence de biens publics, car il est a priori difficile d'envisager une expérience où le bien public est échangé. Nous y parvenons. Nous n'employons pas de valeurs induites mais laissons libre cours aux valeurs autoproduites par les sujets d'étude recrutés pour l'occasion. L'étude nous permet de vérifier si, sur des marchés simulés, bien privé non marchand et bien public sont évalués de manière identique. Ainsi, nous évaluons l'impact de trois mécanismes d'enchère - le mécanisme Becker-DeGroot-Marschak (BDM), l'enchère au deuxième prix, et l'enchère aléatoire au nième prix - dans l'évaluation des CAP et CAR privés d'un bien public pur. Nos résultats montrent que l'effet de dotation peut être éliminé en répétant le mécanisme BDM. Néanmoins, à l'échelle logarithmique, l'enchère aléatoire au nième prix donne la vitesse de convergence vers l'égalité des indices de bien-être la plus élevée. Plus généralement, nous observons que les sujets d'étude évaluent les biens publics en se référant à l'avantage privé et subjectif qui résulte du financement du bien public. Par la suite, le Chapitre 3 discute de la sincérité des préférences en enchères expérimentales répétées et traite des propriétés incitatives des mécanismes BDM et l'enchère aléatoire au nième prix. Une propriété des mécanismes d'enchères est la compatibilité avec les incitations, dans laquelle un offreur a une stratégie faiblement dominante de soumettre une offre égale à sa valeur. Il a été prouvé que les deux mécanismes sont compatibles avec les incitations. En évaluation, on répète des sessions d'enchères pour donner aux offreurs l'opportunité d'apprendre le mécanisme de marché : leur donner du temps pour révéler leurs préférences. Or, ce procédé les contre-incite à adapter leurs préférences en fonction des prix publiquement signalés, si bien qu'il crée un risque de licitation stratégique (par opposition aux offres sincères). Si les offreurs s'engagent dans des stratégies déviantes pour faire face à l'incertitude sur la valeur du bien public, les mécanismes d'enchères perdent leur propriété de compatibilité avec les incitations et révèlent de fausses préférences. Lorsque les prix dépendent des offres soumises, c'est-à-dire en présence de mécanismes de marché répétés avec prix de compensation endogènes, l'hypothèse de l'indépendance des valeurs privées - sous-jacente à la compatibilité avec les incitations - est remise en question ; même si ce type de mécanismes fournit une participation active et un apprentissage du marché. Dans sa vision orthodoxe, le comportement marchand d'adaptation met en péril la compatibilité avec les incitations. Nous introduisons un modèle qui montre que les enchérisseurs licitent suivant l'heuristique d'ancrage et d'ajustement, dépendante d'une fonction de pondération séquentielle, laquelle prend en compte les contraintes de compatibilité avec les incitations sans rejeter les prix signalés issus des autres offres. En déviant de leur ancrage dans le sens du signal public, les enchérisseurs opèrent dans un équilibre corrélé. Comme le prouve l'expérience du Chapitre 2, les contributions privées aux biens publics sont issues d'une démarche d'évaluation. Elles sont conduites aussi bien par des incitations asociales que sociales. Si l'offre privée du bien public est stimulée à la fois par une rationalité qui dicte de ne pas contribuer au bien public et de profiter de l'effort fourni par la collectivité, et par l'appétit pour la reconnaissance sociale qui incite à se faire publiquement connaître en tant que généreux donateur, laquelle des deux motivations domine ? Le Chapitre 4 fait ainsi la comparaison entre déculpabilisation et compétition pour le statut social dans la provision privée des biens publics. Lorsque les agents sont intrinsèquement impulsés, c'est-à-dire qu'ils contribuent essentiellement aux biens publics dans le but de soulager leur culpabilité d'avoir indirectement participé à leur dégradation, ils tendent à se comporter en passagers clandestins. En revanche, lorsque les agents sont extrinsèquement impulsés et se mettent en compétition pour atteindre du statut social qu'ils visent par le financement des biens publics à titre privé, leurs contributions deviennent des compléments stratégiques. Dans ce cas, le niveau agrégé des biens publics croît avec la réduction des écarts de revenus entre les agents. Injecter de la compétition pour le statut social dans des fonctions d'utilité augmente les contributions aux biens publics, et donc leur niveau global, faisant de la concurrence une incitation féconde pour résoudre le problème du passager clandestin.

This thesis includes three self-contained projects: In the first project Bidding strategies and their impact on the auctioneer's revenue in combinatorial auctions, focusing on combinatorial auctions, we propose a simple and efficient model for evaluating the value of any bundle given limited information, design bidding strategies that efficiently select desirable bundles, and evaluate the performance of different bundling strategies under various market settings. In the second project Retailer shelf-space management with promotion effects, promotional investment effects are integrated with retail store assortment decisions and shelf space allocation. An optimization model for the category shelf-space allocation incorporating promotion effects is presented. Based on the proposed model, a category shelf space allocation framework with trade allowances is presented where a multi-player Retailer Stackelberg game is introduced to model the interactions between retailer and manufacturers. In the third project Supply-chain oriented robust parameter design, we introduce the game theoretical method, commonly used in supply-chain analysis to solve potential conflicts between manufacturers at various stages. These manufacturing chain partners collaboratively decide parameter design settings of the controllable factors to make the product less sensitive to process variations.