This paper motivates a reduced form discrete-time series approach that models realized volatility by using its separated components, continuous variation and variation due to jumps. For this purpose, I combine Engle and Russell’s (1998) autoregressive conditional duration (ACD) model applied to the continuous and jump size variation with Hamilton and Jordà’s (2002) autoregressive conditional ha...

operations often require complex facilities for their data processing. This application required a multiprocessor configuration controlled by a single job step running continuously for many hours a day. Discussed are the special access methods and recovery procedures designed for this environment. The paper also describes a particularly eficient sorting technique evolved for handling large...

Superconductor fault current limiter (SFCL) is an effective device to suppress high fault currents. This paper presents a comparative study of resistive and inductive fault current limiters from transient stability point of view.  Appropriate location and type of the limiters in a HV substation is selected by a qualitative approach based on the equal area criterion. Study system is simulated by...

Clearing is a niching method inspired by the principle of assigning the available resources among a niche to a single individual. The clearing procedure supplies these resources only to the best individual of each niche: the winner. So far, its analysis has been focused on experimental approaches that have shown that clearing is a powerful diversity-preserving mechanism. Using rigorous runtime ...

We present simulation results of the build-up of the electron-cloud density ne for the two proposed ILC damping ring lattices, DC04 and DSB3, with particular attention to the potential benefit of an antechamber. We examine a field-free region and a dipole bending magnet, with or without an antechamber. We assume a secondary electron emission model for the chamber surface based on approximate fi...

This paper proposes an index for nodal market power detection in power market under locational marginal pricing (LMP). This index is an ex-ante technique to detect the market power. More precisely, this criterion detects the potential of exercising market power regardless of detecting the actual market power. Also it is obvious that pricing and market clearing method affect the potential of exe...

Load shedding is one way to overcome the rapid decrease in frequency due transient disturbances. With load rate of system can be slowed down so as avoid total blackouts power system. Currently, Bengkulu network has added a new plant, namely PLTU 2 x 100 MW Teluk Sepang. This paper analyzes on after inclusion The proposed method taking into account Rate Of Change Frequency (ROCOF) and critical f...