In petroleum production systems, hydrate morphology is observed to be influenced by the crude oil composition. This work is aimed at identifying which crude oil compositional parameters that need to be determined in order to evaluate natural anti-agglomerating properties of crude oils, i.e. the critical compositional descriptors. The compositional features of 22 crude oils have been studied, and multivariate data analysis has been used to investigate the possibility for correlations between several crude oil properties. The results show that biodegradation together with a relatively large amount of acids are characteristic for non-plugging crude oils, while excess of basic compounds is characteristic for plugging crude oils. The multivariate data analysis shows a division of the nonbiodegraded oils, which are all plugging, and the biodegraded oils. In addition, the biodegraded oils seem to be divided into two groups, one with plugging oils and one with mostly non-plugging oils. The results show that the wettability can be predicted from the variables biodegradation level, density, asphaltene content and TAN.

Aquatic ecosystems are still being polluted with crude oil and other technogenic contaminants. In order to evaluate genotoxic and cytotoxic impact of this pollutants, micronucleus test and analysis of the other nuclear abnormalities is rather frequently being used. The main objective of the study is assessment of genotoxicity and cytotoxicity effects in different fish and bivalves exposed to the crude oil and other technogenic contaminants discharged from the several oil platforms (Statfjord B, Oseberg C, Minija). Environmental genotoxicity and cytotoxicity was evaluated by measuring the frequencies of micronuclei and other nuclear abnormalities in cells of mussels and fish caged in different oil platforms (Ekofisk, Statfjord B) field zones in situ. The study results provide new information about environmental geno-cytotoxicity in oil platforms field zones. The peculiarities of genotoxicity and cytotoxicity in fish and mussels after experimental treatment with crude oil from the North Sea oil platforms and Minija well in Lithuania and other technogenic contaminants (produced water, mixtures of PAHs, alkylphenols and heavy metals) were assessed. There were determined time-tissue-species-concentration-related relationships in induction of nuclear abnormalities in studied fish and mussels. The study results revealed usefulness of genotoxicity endpoints, as well as cytotoxicity endpoints for the evaluation of damage, caused by the contamination discharged from the marine oil... [to full text] / Į vandens ekosistemas patenka dideli kiekiai žaliavinės naftos bei naftos išgavimo technologinių procesų metu susidarančių teršalų. Šiame darbe analizuotas Šiaurės jūroje veikiančių naftos platformų (Statfjord B, Oseberg C), Barenco jūroje išgaunamos arktinės bei Lietuvoje esančio Minijos naftos gręžinio žaliavinės naftos, taip pat skirtingų gamybinių vandenų atskiedimų, įvairių poliaromatinių angliavandenilių ir alkilfenolių bei sunkiųjų metalų mišinių genotoksinis (pagal mikrobranduolių ir branduolio pumpurų dažnius) bei citotoksinis (pagal fragmentuotų-apoptozinių ir dvibranduolių ląstelių dažnius) poveikis skirtingų rūšių moliuskų ir žuvų ląstelėse. Taikant aktyvaus monitoringo metodą nustatytas Statfjord B ir Ekofisk naftos platformų aplinkos genotoksiškumas ir citotoksiškumas in situ. Šio darbo tyrimų rezultatai suteikė naujos informacijos apie naftos platformų aplinkos geno-citotoksiškumą, taip pat skirtingose platformose išgaunamos žaliavinės naftos, gamybinių vandenų, įvairių alkilfenolių, sunkiųjų metalų mišinių geno-citotoksinį poveikį vandens organizmams. Atlikti tyrimai leido įvertinti genotoksiškumo ir citotoksiškumo dėsningumus skirtingose organizmų grupėse ir jų audiniuose. Eksperimentų metu nustatyta skirtingų žaliavinės naftos, alkilfenolių, sunkiųjų metalų mišinių skirtingų koncentracijų, ekspozijos laiko bei geno-citotoksiškumo indukcijos priklausomybė. Darbe aprašyti metodai gali būti sėkmingai naudojami monitoringe kaip ankstyvieji biožymenys įvairių... [toliau žr. visą tekstą]

Į vandens ekosistemas patenka dideli kiekiai žaliavinės naftos bei naftos išgavimo technologinių procesų metu susidarančių teršalų. Šiame darbe analizuotas Šiaurės jūroje veikiančių naftos platformų (Statfjord B, Oseberg C), Barenco jūroje išgaunamos arktinės bei Lietuvoje esančio Minijos naftos gręžinio žaliavinės naftos, taip pat skirtingų gamybinių vandenų atskiedimų, įvairių poliaromatinių angliavandenilių ir alkilfenolių bei sunkiųjų metalų mišinių genotoksinis (pagal mikrobranduolių ir branduolio pumpurų dažnius) bei citotoksinis (pagal fragmentuotų-apoptozinių ir dvibranduolių ląstelių dažnius) poveikis skirtingų rūšių moliuskų ir žuvų ląstelėse. Taikant aktyvaus monitoringo metodą nustatytas Statfjord B ir Ekofisk naftos platformų aplinkos genotoksiškumas ir citotoksiškumas in situ. Šio darbo tyrimų rezultatai suteikė naujos informacijos apie naftos platformų aplinkos geno-citotoksiškumą, taip pat skirtingose platformose išgaunamos žaliavinės naftos, gamybinių vandenų, įvairių alkilfenolių, sunkiųjų metalų mišinių geno-citotoksinį poveikį vandens organizmams. Atlikti tyrimai leido įvertinti genotoksiškumo ir citotoksiškumo dėsningumus skirtingose organizmų grupėse ir jų audiniuose. Eksperimentų metu nustatyta skirtingų žaliavinės naftos, alkilfenolių, sunkiųjų metalų mišinių skirtingų koncentracijų, ekspozijos laiko bei geno-citotoksiškumo indukcijos priklausomybė. Darbe aprašyti metodai gali būti sėkmingai naudojami monitoringe kaip ankstyvieji biožymenys įvairių... [toliau žr. visą tekstą] / Aquatic ecosystems are still being polluted with crude oil and other technogenic contaminants. In order to evaluate genotoxic and cytotoxic impact of this pollutants, micronucleus test and analysis of the other nuclear abnormalities is rather frequently being used. The main objective of the study is assessment of genotoxicity and cytotoxicity effects in different fish and bivalves exposed to the crude oil and other technogenic contaminants discharged from the several oil platforms (Statfjord B, Oseberg C, Minija). Environmental genotoxicity and cytotoxicity was evaluated by measuring the frequencies of micronuclei and other nuclear abnormalities in cells of mussels and fish caged in different oil platforms (Ekofisk, Statfjord B) field zones in situ. The study results provide new information about environmental geno-cytotoxicity in oil platforms field zones. The peculiarities of genotoxicity and cytotoxicity in fish and mussels after experimental treatment with crude oil from the North Sea oil platforms and Minija well in Lithuania and other technogenic contaminants (produced water, mixtures of PAHs, alkylphenols and heavy metals) were assessed. There were determined time-tissue-species-concentration-related relationships in induction of nuclear abnormalities in studied fish and mussels. The study results revealed usefulness of genotoxicity endpoints, as well as cytotoxicity endpoints for the evaluation of damage, caused by the contamination discharged from the marine oil... [to full text]

The purpose of my research is to contribute to the field of forecasting from a methodological perspective as well as to the field of crude oil as an application area to test the performance of my methodological contributions and assess their merits. In sum, two main methodological contributions are presented. The first contribution consists of proposing a mathematical programming based approach, commonly referred to as Data Envelopment Analysis (DEA), as a multidimensional framework for relative performance evaluation of competing forecasting models or methods. As opposed to other performance measurement and evaluation frameworks, DEA allows one to identify the weaknesses of each model, as compared to the best one(s), and suggests ways to improve their overall performance. DEA is a generic framework and as such its implementation for a specific relative performance evaluation exercise requires a number of decisions to be made such as the choice of the units to be assessed, the choice of the relevant inputs and outputs to be used, and the choice of the appropriate models. In order to present and discuss how one might adapt this framework to measure and evaluate the relative performance of competing forecasting models, we first survey and classify the literature on performance criteria and their measures – including statistical tests – commonly used in evaluating and selecting forecasting models or methods. In sum, our classification will serve as a basis for the operationalisation of DEA. Finally, we test DEA performance in evaluating and selecting models to forecast crude oil prices. The second contribution consists of proposing a Multi-Criteria Decision Analysis (MCDA) based approach as a multidimensional framework for relative performance evaluation of the competing forecasting models or methods. In order to present and discuss how one might adapt such framework, we first revisit MCDA methodology, propose a revised methodological framework that consists of a sequential decision making process with feedback adjustment mechanisms, and provide guidelines as to how to operationalise it. Finally, we adapt such a methodological framework to address the problem of performance evaluation of competing forecasting models. For illustration purposes, we have chosen the forecasting of crude oil prices as an application area.

This thesis consists of three essays on risk management in crude oil markets. In the first essay, the valuation of an oil sands project is studied using real options approach. Oil sands production consumes substantial amount of natural gas during extracting and upgrading. Natural gas prices are known to be stochastic and highly volatile which introduces a risk factor that needs to be taken into account. The essay studies the impact of this risk factor on the value of an oil sands project and its optimal operation. The essay takes into account the co-movement between crude oil and natural gas markets and, accordingly, proposes two models: one incorporates a long-run link between the two markets while the other has no such link. The valuation problem is solved using the Least Square Monte Carlo (LSMC) method proposed by Longsta ff and Schwartz (2001) for valuing American options. The valuation results show that incorporating a long-run relationship between the two markets is a very crucial decision in the value of the project and in its optimal operation. The essay shows that ignoring this long-run relationship makes the optimal policy sensitive to the dynamics of natural gas prices. On the other hand, incorporating this long-run relationship makes the dynamics of natural gas price process have a very low impact on valuation and the optimal operating policy. In the second essay, the relationship between the slope of the futures term structure, or the forward curve, and volatility in the crude oil market is investigated using a measure of the slope based on principal component analysis (PCA). The essay begins by reviewing the main theories of the relation between spot and futures prices and considering the implication of each theory on the relation between the slope of the forward curve and volatility. The diagonal VECH model of Bollerslev et al. (1988) was used to analyse the relationship between of the forward curve slope and the variances of the spot and futures prices and the covariance between them. The results show that there is a significant quadratic relationship and that exploiting this relation improves the hedging performance using futures contracts. The third essay attempts to model the spot price process of crude oil using the notion of convenience yield in a regime switching framework. Unlike the existing studies, which assume the convenience yield to have either a constant value or to have a stochastic behaviour with mean reversion to one equilibrium level, the model of this essay extends the Brennan and Schwartz (1985) model to allows for regime switching in the convenience yield along with the other parameters. In the essay, a closed form solution for the futures price is derived. The parameters are estimated using an extension to the Kalman filter proposed by Kim (1994). The regime switching one-factor model of this study does a reasonable job and the transitional probabilities play an important role in shaping the futures term structure implied by the model.

A number of MIR sensing platforms and methods were developed in this research work demonstrating potential applicability of MIR spectroscopy for studying hydrocarbon systems in extreme environments. First of all, the quantitative determination of the diamondoid compound adamantane in organic media utilizing IR-ATR spectroscopy at waveguide surfaces was established. The developed analytical strategy further enabled the successful detection of adamantane in real world crude oil samples. These reported efforts provide a promising outlook for detection and monitoring of diamondoid constituents in naturally occurring crudes and petroleum samples. IR-ATR spectroscopy was further utilized for evaluating and characterizing distribution, variations, and origin of carbonate minerals within sediment formations surrounding a hydrocarbon seep site - MC 118 in the Gulf of Mexico. An analytical model for direct detection of 13C-depleted authigenic carbonates associated with cold seep ecosystems was constructed. Potential applicability of IR-ATR spectroscopy as direct on-ship - and in future in situ - analytical tool for characterizing hydrocarbon seep sites was demonstrated. MIR evanescent field absorption spectroscopy was also utilized to expand the understanding on the role of surfactants during gas hydrate formation at surfaces. This experimental method allowed detailed spectroscopic observations of detergent-related surface processes during SDS mediated gas hydrate formation. The obtained IR data enabled proposing a mechanism by which SDS decreases the induction time for hydrate nucleation, and promotes hydrate formation. Potential of MIR fiberoptic evanescent field spectroscopy for studying surface effects during gas hydrate nucleation and growth was demonstrated. Next, quantifying trace amounts of water content in hexane using MIR evanescent field absorption spectroscopy is presented. The improvement in sensitivity and of limit of detection was obtained by coating an optical fiber with layer of a hydrophilic polymer. The application of the polymer layer has enabled the on-line MIR detection of water in hexane at low ppm levels. These results indicate that the MIR evanescent filed spectroscopy method shows potential for in-situ detection and monitoring of water in industrial oils and petroleum products. Finally, quantification of trace amounts of oil content in water using MIR evanescent field absorption spectroscopy is reported. Unmodified and modified with grafted hydrophobic polymer layer silver halide optical fibers were employed for the measurements. The surface modification of the fiber has enabled the on-line MIR analysis of crude oil in water at the low ppb level. Potential application of MIR fiber-optic evanescent field spectroscopy using polymer modified waveguides toward in-situ low level detection of crude oil in open waters was demonstrated.

Despite the extent of a theoretical framework in financial market studies, a vast majority of the traders, investors and computer scientists have relied only on technical and timeseries data for predicting future prices. So far, the forecasting models have rarely incorporated macro-economic and market fundamentals successfully, especially with short-term predictions ranging less than a month. In this investigation on the predictability of certain financial markets, an attempt has been made to incorporate a un-exampled and encompassing set of parameters into an Artificial Neural Network prediction system. Experiments were carried out on three market instruments ??? namely currency exchange rates, share prices and oil prices. The choice of parameters for inclusion or exclusion, and the time frame adopted for the experimental sets were derived from the market literature. Good directional prediction accuracies were achieved for currency exchange rates and share prices with certain parameters as inputs, which consisted of predicting short-term movements based on past movements. These predictions were better than the results produced by a traditional least square prediction method. The trading strategy developed based on the predictions also achieved a higher percentage of winning trades. No significant predictions were observed for oil prices. These results open up questions in the microstructure of the markets and provide an insight into the inputs required for market forecasting in the corresponding time frame, for future investigation. The study concludes by advocating the use of trend based input parameters and suggests ways to improve neural network forecasting models.

Lorsque des champs électriques sont appliqués à des mélanges eau-huile, les petites gouttelettes d'eau sont attirées entre elles et se regroupent en gouttes plus grosses. Ce processus d’électrocoalescence rend plus efficace la séparation huile-eau par sédimentation.Des données expérimentales sur l’électrocoalescence de très petites gouttelettes sont nécessaires pour améliorer la compréhension de la dynamique de l'interface eau-huile et pour valider les modèles numériques. La configuration simple étudiée dans ce travail de thèse concerne une petite paire de gouttelettes tombant dans une cuve d'huile modèle et soumise à un champ électrique aligné avec l’axe de symétrie des gouttes et la gravité.La première partie du travail a consisté à générer de façon contrôlée d’une paire de très petites gouttelettes (dans la gamme de diamètres 20-200 microns) alignée avec le champ électrique. La génération de goutte à la demande, par méthode éléctrohydrodynamique (EHD) a été améliorée pour un meilleur contrôle du diamètre et de la charge électrique des gouttelettes injectées à partir d'une aiguille métallique unique. Ceci a été obtenu en appliquant à un ménisque d'eau pendant à l’extrémité de l’aiguille des impulsions électriques de forme optimisée.La caractérisation électrique et hydrodynamique des paires de gouttelettes et leur coalescence sont alors principalement déduites de l'analyse des vitesses de chute, avec et sans application d’un champ électrique à courant continu. Des données complètes de positions des gouttelettes et de leur vitesse en fonction du temps sont déduites de prises de vues vidéo. Une attention particulière a été accordée aux visualisations de très petites gouttelettes tombant à petites vitesses, associant des angles multiples de prise de vue, de forts zooms et des vidéos à grande vitesse.La modélisation des différents termes d'interactions hydrodynamiques et électrostatiques entre les gouttelettes permet de déduire des vitesses enregistrées leur masse charge électrique respectives. Quand se produit une coalescence des deux gouttelettes, un enregistrement de la vitesse de la gouttelette résultante, avec et sans tension électrique appliquée, permet de contrôler la conservation de la masse et de la charge électrique, et la validation du procédé.Un premier ensemble de données est constitué d'environ 70 cas différents, avec différentes paire des gouttelettes (dans une plage de diamètre limitée de façon à ce que les vitesses de chute soient comprises entre 0,1 et 0,3 mm/s) et en faisant varier la tension appliquée à courant continu ou alternatif. L'analyse des résultats et des incertitudes expérimentales et un exemple de comparaison possible avec des simulations numériques utilisant le logiciel Comsol Multiphysics ™, permettent d'effectuer des recommandations pour les travaux futurs.Ce travail a été financé par le projet “Fundamental understanding of electrocoalescence in heavy crude oils”; coordonné par SINTEF Energy Research. Le projet a été soutenu par The Research Council of Norway, dans le cadre du contrat n °: 206976 / E30, et par les partenaires industriels suivants: Wärtsilä Oil & Gas Systems AS, Petrobras et Statoil ASA. / When electric fields are applied in oil-water mixtures small water droplets are attracted to others and merge in larger drops. This electrocoalescence process makes more efficient the oil-water separation by sedimentation.Experimental data on the electrocoalescence of very small droplets will be useful to improve the understanding of the dynamics of water-oil interface and to validate numerical models. The simple configuration studied consists in a small droplet pair falling in stagnant model oil, under electric field aligned with the symmetry axis of the droplet pair and the direction of gravity.First part of the work consisted in the well-controlled generation of very small droplet pair (range 20-200 microns) aligned with electric field. Droplet-on-Demand generation by EHD method was improved for a better control of the diameter and electric charge of droplets injected from a single metallic needle. This was obtained by applying to a pendant water meniscus optimized multistage high voltage electric pulses.Electrical and hydrodynamic characterization of the droplet pairs and their coalescence are then mainly deduced from the analysis of falling velocities, with and without applied DC electric field. A complete data set of droplet position and velocity is deduced from video. A special attention was paid to the visualizations of very small droplet and small falling velocities, involving multiple angle of view, strong zooming and high speed video.Modelling the different terms of hydrodynamic and electrostatic interactions between droplets allows deducing from the recorded velocities their respective mass and electric charge. When coalescence occurs, a record of the resulting single droplet velocity, with and without applied voltage, allows controlling the mass and charge conservations and validating the method.A first data set was constituted of about 70 different cases, with varying droplets pair (with a limited diameter range to remain with falling velocities between 0.1 and 0.3 mm/s) and varying applied DC or AC voltage. Analyses of the results and experimental uncertainties, and example of possible comparison with numerical simulations using Comsol Multiphysics™ software, allow performing some recommendations for future work.This work was funded by the project “Fundamental understanding of electrocoalescence in heavy crude oils”; co-ordinated by SINTEF Energy Research. The project was supported by The Research Council of Norway, under the contract no: 206976/E30, and by the following industrial partners: Wärtsilä Oil & Gas Systems AS, Petrobras and Statoil ASA.

Orientador: Prof. Dr. Hugo Barbosa Suffredini / Dissertação (mestrado) - Universidade Federal do ABC. Programa de Pós-Graduação em Ciência e Tecnologia/Química, 2015. / O presente trabalho é referente à utilização de técnicas eletroanalíticas diretamente na interface formada entre dois líquidos imiscíveis. Esta nova metodologia de trabalho está em pleno desenvolvimento em nosso grupo de pesquisa, apresentando resultados promissores em diversas vertentes. De maneira específica neste projeto, os estudos foram realizados em fase aquosa, constituída ora por uma solução de NaCl 1x10-3 mol L-1, ora por água do mar, bem como em fase oleosa, aqui representada pelo petróleo bruto. Utilizou-se o eletrodo impresso de carbono como ferramenta de trabalho, aplicando-se técnicas eletroanalíticas, tais como a voltametria cíclica e a voltametria de onda quadrada. Contaminou-se artificialmente o petróleo com algumas moléculas-modelo, em particular o fenol e o cicloexano. Para iniciar os experimentos, verificou-se a possibilidade de obtenção das respostas de oxidação ou redução das moléculas a partir da técnica de voltametria cíclica, utilizando nesta etapa o NaCl 1x10-3 mol L-1 como eletrólito suporte. Em seguida, estudaram-se os mesmos sistemas por voltametria de onda quadrada, técnica esta mais sensível e adequada para fins analíticos. Resultados obtidos mostraram ser possível realizar a caracterização de moléculas introduzidas artificialmente à fase petróleo. Foram satisfatórios nos experimentos realizados neste trabalho a obtenção de dados que permitiram se obter voltamogramas para melhor análise e compreensão dos fenômenos de oxidação e redução das moléculas estudadas. Para tanto, foi utilizando como ferramenta principal as técnicas eletroanalíticas. Ainda, houve a possibilidade de se determinar o tempo de saturação do eletrodo impresso de carbono, na área interfacial petróleo/água. Deste trabalho qualitativo, foi possível concluir que todas as moléculas propostas neste projeto foram detectadas com êxito, ou seja, a técnica proposta em interfaces foi eficiente para a finalidade proposta. Trabalhos futuros serão necessários para refinar a metodologia e aplicar o sistema em amostras reais. / This work describes the use of a new electrochemical technique applied directly at the interface between two immiscible liquids. This new methodology is now been developed in our group and promising results were found in different research lines. More specifically, the studies in this project were carried out in aqueous support electrolyte solution constituted by a home-made 1 x 10-3 NaCl solution and also constituted by natural sea salt water. The organic phase was constituted by crude oil. A carbon screen-printed electrode was used as the main tool in this work. Cyclic Voltammetry (CV) and Square Wave Voltammetry (SWV) were used as electrochemical techniques. Portions of crude oil were contaminated with model molecules, as phenol and cyclohexane. Firstly, the CV was used to determine the possibility of detection. Following these preliminary studies, SWV studies were carried out since that technique is more adequate to promote analytical studies. Results indicates that was possible to characterize molecules artificially introduced to oil phase. Furthermore, it was possible to determine the time of saturation of the printed-screen carbon electrode at the interfacial Oil / water region. It was possible to conclude from this qualitative work that all molecules were successfully detected directly at the crude oil/water interface. On the other hand, future works will be necessary to improve this kind of methodology.

This Diploma theses is dealing with the creation of general current list of reserves, production, consumption and trade of each energy raw material with a view to fossil fuel. The introduction of my work is applied to general reflection reflecting present state of fuel issue. The following chapters are talking about the aims of my work, the literature analysis and the methodology. After the introductory part there are particular chapters talking about crude oil, gas and coal. All these parts of work are dividend into the subchapters containing general introduction that describes each energy raw material. This work brings the inttegrated current data of mined fuel material organized into the synoptic tables. These tables are completed with schematic graphs. The assembled tables determine the list of the biggest international producers, consumers, shippers and importers of each strategic energy commodity. The conclusion of study belongs to the summary of determined aims of work and the outline of importance of fuels in the present-day world.