Poorly damped electromechanical modes detection in a power system and corresponding stability margins prediction are very important in power system planning and operation, and can provide significant help to power system operators with preventing stability problems. <br /><br /> Stochastic subspace identification is proposed in this thesis as a technique to extract the critical mode(s) from the measured ambient noise without requiring artificial disturbances (e. g. a line outage), allowing these critical modes to be used as an on-line index, which is referred here to as System Identification Stability Indices (SISI) to predict the closest oscillatory instability. The SISI is not only independent of system models and truly representative of the actual system, but also computationally efficient. In addition, readily available signals in a power system and several identification methods are categorized, and merits and pitfalls of each one are addressed in this work. <br /><br /> The damping torque of linearized models of power systems is studied in this thesis as another possible on-line security index. This index is estimated by means of proper system identification techniques applied to both power system transient response and ambient noise. The damping torque index is shown to address some of drawbacks of the SISI. <br /><br /> This thesis also demonstrates the connection between the second order statistical properties, including confidence intervals, of the estimated electromechanical modes and the variance of model parameters. These analyses show that Monte-Carlo type of experiments or simulations can be avoided, hence resulting in a significant reduction in the number of samples. <br /><br /> In these types of studies, the models available in simulation packages are extremely important due to their unquestionable impact on modal analysis results. Hence, in this thesis, the validity of generator subtransient model and a typical STATCOM transient stability (TS) model are also investigated by means of system identification, illustrating that under certain conditions the STATCOM TS model can yield results that are too optimistic, which can lead to errors in power system planning and operation. <br /><br /> In addition to several small test systems used throughout this thesis, the feasibility of the proposed indices are tested on a realistic system with 14,000 buses, demonstrating their usefulness in practice.

Poorly damped electromechanical modes detection in a power system and corresponding stability margins prediction are very important in power system planning and operation, and can provide significant help to power system operators with preventing stability problems. <br /><br /> Stochastic subspace identification is proposed in this thesis as a technique to extract the critical mode(s) from the measured ambient noise without requiring artificial disturbances (e. g. a line outage), allowing these critical modes to be used as an on-line index, which is referred here to as System Identification Stability Indices (SISI) to predict the closest oscillatory instability. The SISI is not only independent of system models and truly representative of the actual system, but also computationally efficient. In addition, readily available signals in a power system and several identification methods are categorized, and merits and pitfalls of each one are addressed in this work. <br /><br /> The damping torque of linearized models of power systems is studied in this thesis as another possible on-line security index. This index is estimated by means of proper system identification techniques applied to both power system transient response and ambient noise. The damping torque index is shown to address some of drawbacks of the SISI. <br /><br /> This thesis also demonstrates the connection between the second order statistical properties, including confidence intervals, of the estimated electromechanical modes and the variance of model parameters. These analyses show that Monte-Carlo type of experiments or simulations can be avoided, hence resulting in a significant reduction in the number of samples. <br /><br /> In these types of studies, the models available in simulation packages are extremely important due to their unquestionable impact on modal analysis results. Hence, in this thesis, the validity of generator subtransient model and a typical STATCOM transient stability (TS) model are also investigated by means of system identification, illustrating that under certain conditions the STATCOM TS model can yield results that are too optimistic, which can lead to errors in power system planning and operation. <br /><br /> In addition to several small test systems used throughout this thesis, the feasibility of the proposed indices are tested on a realistic system with 14,000 buses, demonstrating their usefulness in practice.

Yes / This paper proposes a new index to determine the static voltage stability of the load buses in a power network for certain operating conditions and hence identifies load buses which are close to voltage collapse. The proposed index is formulated from the quadratic equation derived from a two-bus network and is computed using the apparent power and the line impedance. The proposed index shows how far the load buses from their voltage stability limit and hence the most sensitive bus can be identified according to maximum loadability. 14 bus IEEE reliability test system is used to study the performance of the proposed index for its validity. A comparison is also made between proposed index and some other indices found in the literature. The results are discussed and key conclusion drawn.

Submitted by Lucienne Costa (lucienneferreira@ufcg.edu.br) on 2018-08-27T14:18:56Z No. of bitstreams: 1 ROBERTA EVERLLYN PEREIRA RIBEIRO – DISSERTAÇÃO (PPGMET) 2017.pdf: 3094549 bytes, checksum: 6c430507e5f1b39f79836521e1326409 (MD5) / Made available in DSpace on 2018-08-27T14:18:56Z (GMT). No. of bitstreams: 1 ROBERTA EVERLLYN PEREIRA RIBEIRO – DISSERTAÇÃO (PPGMET) 2017.pdf: 3094549 bytes, checksum: 6c430507e5f1b39f79836521e1326409 (MD5) Previous issue date: 2015-02-26 / CNPq / As condições atmosféricas no Estado do Rio Grande do Norte em julho de 2011 foram investigadas através da Análise em Componentes Principais (ACP) e da Análise de Agrupamentos (AA) aplicadas a dados observacionais de ar superior. Totais diários de precipitação, imagens realçadas do satélite meteorológico GOES-12, e dados de reanálise também foram utilizados. Quatro eventos de chuva foram observados na primeira quinzena do mês. Um evento de precipitação intensa registrado no dia 16 em Natal totalizou 60,4 mm na cidade. No ambiente sinótico foi diagnosticado nos baixos níveis um cavado no leste do estado e área costeira próxima, associado a confluência nos baixos níveis e difluência nos altos níveis, e movimento ascendente em toda a troposfera, na véspera do evento. A ACP aplicada separadamente aos dados dos níveis de 1000, 850, 500 e 300 hPa resultou em um modelo com três componentes. O primeiro fator às 00 UTC está relacionado com a umidade, na baixa e média troposfera, e com a temperatura, na alta troposfera. Às 12 UTC, o primeiro fator tem relação com a temperatura em 1000 e 300 hPa, e com a umidade em 850 e 500 hPa. As séries temporais dos fatores das 12 UTC mostram aumento significativo da umidade na baixa troposfera, na véspera do evento. Na aplicação da AA aos fatores obtidos na ACP, os dias foram agrupados com base em características meteorológicas similares, para cada nível isobárico e horário sinótico. A aplicação da ACP e da AA a índices de estabilidade atmosférica agrupou os dias de acordo com a probabilidade de ocorrência de tempestades. Foram identificados sete grupos para cada horário sinótico: um grupo de difícil interpretação, quatro que agruparam dias com baixa probabilidade e sem registro de precipitação, na maioria dos dias, e dois que agruparam dias com probabilidade e registro de precipitação, na maioria dos dias. / The atmospheric conditions in the Rio Grande do Norte State on July 2011 were investigated by applying Principal Component Analysis (PCA) and Cluster Analysis (CA) to observational upper air data. Daily precipitation totals, enhanced GOES-12 satellite imagery and reanalysis data were also used. Four precipitation events were observed in the first half of the month. An intense rainfall event registered on day 16 in Natal accounted for a 60.4 mm daily total in the city. The synoptic ambient was characterized by a low level trough on coastal eastern Rio Grande do Norte and the nearby oceanic area, associated with low level convergence and upper level divergence, and upward motion throughout the troposphere, on the day before the event. The PCA applied separately to data of the 1000, 850, 500 and 300 hPa levels resulted in a three component model for the isobaric levels and synoptic times analyzed. The first factor at 00 UTC is related to moisture, in the low and middle troposphere, and temperature, in the upper troposphere. At 12 UTC the first factor is related to temperature at 1000 and 300 hPa, and moisture at 850 and 500 hPa. The 12 UTC factors time series show a significant increase in moisture in the low troposphere, on the day before the event. The CA applied to the factors obtained by means of PCA resulted in days grouped on the basis of similar meteorological characteristics, for each isobaric level and synoptic time. The application of PCA and CA to atmospheric stability indices grouped the days in accordance with the probability of storm occurrence: one group of difficult interpretation, four groups with low probability and no rainfall in the majority of the days, and two groups with probability and rainfall in the majority of the days.

In the last 100 years, a rise in the global mean temperature has been noted, and projections show even higher temperatures in the future. The temperature rise can lead to changes in the weather patterns and therefore the thunderstorm activity in a future warmer climate has been investigated in this study. The future projections were made with an ensemble of 8 General Circulation Models downscaled with the regional climate model RCA4, developed at SMHI. Temperature and humidity data at four different levels in the atmosphere has been used to compute three different stability indices. Stability indices indicate potential for deep convection in the atmosphere, from which thunderstorms are developed. It was found that the projections show an increase in thunderstorm potential in a warmer future climate. In Sweden, the projections show an increase with about 15 more days with risk of thunderstorms at the end of the 21st century for the RCP4.5 scenario, corresponding to an increase of 40% in the south, and an even larger increase in the north. For the RCP 8.5 scenario, the projected change in days with risk of thunderstorms corresponds to an increase about 20 days, or about 60% more thunderstorm days in south of Sweden. In other parts of Europe, the increase is expected to be even larger, mainly in the mountain regions. It was also found that the thunderstorm season is projected to be extended in the future, with more days with risk of thunder in May and September. The increase in number of days with risk of thunderstorms is a result of the greater amount of water vapour that the atmosphere is able to hold in a warmer climate. Even if thunderstorms are projected to increase, other factors counteract, such as a decrease in the vertical temperature gradient and a decrease in the difference between moisture in the upper and the middle atmosphere. Yet, taken together the days with risk of thunderstorms are projected to become more frequent. / Under de senaste hundra åren har medeltemperaturen på jorden ökat med cirka 1°C, vilket har medfört förändringar i klimatet. Temperaturen kommer att fortsätta stiga på grund av den redan förhöjda halten växthusgaser i atmosfären, och om växthusgaser fortsätter släppas ut kan det förväntas bli ännu varmare. I och med att temperaturen fortsätter stiga är det mycket som pekar på att vädret i allmänhet kommer förändras, som till exempel förändrat mönster i åskoväder. I denna studie har risken för åska i ett framtida klimat studerats. Åska och konvektion bildas framförallt på grund av tre komponenter: instabilitet i atmosfären, fuktigheten i luften och en mekanism som får luften att lyftas från marken. En instabil luftmassa fås framförallt en varm sommardag när solen värmer marken, vilket medför att luften vid marken blir betydligt varmare än luften ovanför. Den andra faktorn är beroende av fuktigheten i luften, om luften är tillräckligt fuktig finns risk att större åskmoln kan bildas. De första två faktorerna kan beskrivas med vad som kallas stabilitetsindex. I denna studie beräknades risken för djup konvektion med hjälp utav stabilitetsindex. Temperatur-och fuktighetsdata från den regionala klimatmodellen RCA4, framställd på SMHI, användes för att beräkna dessa stabilitetsindex. Studien visar på att dagar med risk för åska förväntas öka i slutet av detta seklet med omkring 10-15 dagar per år över Sverige, med ännu fler dagar med risk för åska i södra Europa. En förhöjd åskrisk kan även förväntas vid bergskedjor så som svenska fjällen och Alperna. Den främsta anledningen till att åska förväntas bli vanligare är till följd av att temperaturstigningen möjliggör högre halt vattenånga i atmosfären, och därmed kommer fuktigheten i luften att öka. En längre åsksäsong har även noteras, med tidigare start i maj, och även förlängd i september.

This thesis presents three essays on the main determinants and regulations of international capital flows. The essays contribute to an ongoing significant debate among scholars and practitioners on what determines international capital flows by examining the following issues: Global liquidity, market sentiment and financial stability indices; Global liquidity and capital flow regulations; and Global governance and gross capital flows dynamics. In the first essay, we explore the main determinants of global liquidity, measured using cross-border claims of banks, and establish the link between a variety of financial stability indices and global liquidity. For a sample of 149 countries between 2000 and 2016, we find that Bloomberg Financial Stability Indices are more powerful in explaining global liquidity than FRED Financial Stress Indices and the Euro Area Systemic Stress Composite Indicator (CISS). Moreover, both market sentiment indices, namely the US Conference Board Leading Economic Index (LEI) and the US IBD/TIPP Economic Optimism Index are economically and statistically significant on cross-border bank flows. The research provides useful insights on what market sentiment and financial stability indices are better to employ for financial markets surveillance and as such practice of investment management. We argue that anyone interested in using financial stability indices as indicators of financial conditions and the level of financial stress would benefit from tracking several indices and not just one. The second essay examines the effectiveness of capital controls and macroprudential policies as ways to manage the volume of international capital flows, controlling for other determinants. The findings show that capital controls imposed on inflows generally prevail over controls imposed on outflows in reducing the magnitude of capital flows. The results are consistent with the pecking order theory on capital flows and are connected with the riskiness of different asset classes. For a sample of 112 countries over 2000 and 2016, we find that FX and/or countercyclical reserve (RR_REV) and general countercyclical capital buffer requirements (CTC), reserve requirement ratios (RR) and concentration limits (CONC) are the most effective macroprudential policies for managing countries' exposures to global liquidity fluctuations. Moreover, progress is being made to reduce the systemic risks created by systemically important financial institutions (SIFIs) using macroprudential policies. The results reflect recent developments in Basel III regulations and shed light on the effective calibration of capital flow regulations to country-specific circumstances. The final essay examines the link between global governance indicators and patterns of gross capital flows, controlling for other determinants. For a sample of 67 countries between 2000 and 2016, we contribute to explain the existence of the Lucas paradox (1990) on "why doesn't capital flow from rich to poor countries" and the Feldstein-Horioka puzzle (1980). The findings show that institutional quality rather than the effect of diminishing returns of capital is a key explanation for the Lucas paradox. Finally, we provide new evidence on the relationship between the multidimensional nature of financial development and gross capital flows. The findings show the importance and predominance of financial institutions versus financial markets in the dissemination of international capital flows across counties.

Voltage stability is the ability of the power system to maintain steady acceptable voltages at all the buses in a system under normal operating conditions and after being subjected to a disturbance. The increased consumption of electricity without the augmentation of the necessary transmission infrastructure has resulted in the overloading of the transmission lines. As a result, the transmission lines operate near the steady state stability limit. The transmission of large amounts of power through the lines results in the large voltage drops in the lines. Sudden disturbances like line or generator outage and fault in the transmission lines may occur because of natural or man made causes. Under the above mentioned conditions, the transmission system may not be able to supply the load demand. This results in drops in the system bus voltages which may be sudden or progressive. If the necessary remedial measures are not taken, then this may lead to blackout or collapse of the whole system. As a result of a number of voltage stability incidents reported from various countries, there is a widespread interest in understanding, characterizing and preventing this phenomena. This thesis is essentially concerned with analyzing the existing methods and the development of new methods for the assessment of voltage stability of power systems. We examine four existing methods for assessing voltage stability with regard to the computational effort involved in their calculation, the useful information we get by using them, their relative effectiveness in assessing the voltage stability and their consistency in predicting the voltage stability of the system. We also study the impact of the system conditions on several of these indices. Further, we propose a set of new indices which provide information similar to the conventional indices but are slightly different. The generalized circle diagram approach proposed earlier to study the variation of the system variables with respect to the independent node parameters is shown to be adoptable for finding the voltage stability limit of a system. It has been shown that the well known continuation power flow method used for voltage stability analysis is identical to the generalized circle diagram approach. A computationally simple approach, based on the Thevenin equivalent of the power system is used to determine the loadability limit of a system. In the continuation power flow method, it is inherently assumed that only one generator responds to the real power load increase of the system. However, an alternate view is presented where all the generators respond to the real power increase in the system and an algorithm is proposed to realize this condition. Using this algorithm, the generation pattern of the system is modified so as to increase the loadability limit of the system considerably. The origin of the voltage instability in power systems can be traced to the load characteristics. Induction motors constitute a significant proportion of the total industrial and residential loads. Two algorithms that are useful to study the voltage stability of systems having induction machines have been presented and validated. These methods are based on the induction machine static equations. The first method is useful in assessing the impact of network disturbances on voltage stability and the second facilitates the computation of the loadability limit. A criterion has been proposed to find the stability limit, stable and unstable operating regions for a system considering various types of induction motor loads on the basis of which, a practical algorithm is proposed and validated to determine the stability of the induction motors driving different types of loads in a large power system. In addition, a method is developed to determine the stability aspects when the constant torque loads and the constant input power loads driven by induction motors operate in a power system, which contains other types of loads like the constant P - Q type of loads. Switching capacitors at the induction motor terminals is one of the ways by which voltage instability occurring due to the induction motor loads can be prevented. A new technique is proposed wherein knowing the capacitance and the slip at the instant of switching, the rotor dynamics following the switching and the existence of a steady state operating point following the switching can be predicted. This approach can be used to choose appropriate capacitances to be switched at the induction motor terminals to prevent its stalling following a sudden load disturbance.