The MIIS Eprints Archive: No conditions. Results ordered -Date Deposited. 2019-02-20T17:47:17ZEPrintshttp://www.maths-in-industry.org/images/sitelogo.gifhttp://www.maths-in-industry.org/miis/2008-01-25Z2015-05-29T19:47:52Zhttp://www.maths-in-industry.org/miis/id/eprint/128This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1282008-01-25ZThe maritime surveillance problemPhilip KilbyPatrick TobinRuth LuscombeSteven I. BarryRoslyn Hickson2008-01-25Z2015-05-29T19:47:53Zhttp://www.maths-in-industry.org/miis/id/eprint/129This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1292008-01-25ZCalibrating the mean reverting jump diffusion model to Australian spot electricity pricesJamie AlcockJoanne GoardTony Vassallo2008-01-25Z2015-05-29T19:47:54Zhttp://www.maths-in-industry.org/miis/id/eprint/130This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1302008-01-25ZA jump diffusion model for spot electricity pricesRamaprasad Bhar2008-01-25Z2015-05-29T19:47:55Zhttp://www.maths-in-industry.org/miis/id/eprint/131This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1312008-01-25ZCalculation of a risk measure for the net system load profileThe Independent Pricing and Regulatory Tribunal (“IPART”) regulates the prices electricity retailers can charge their default customers. This regulation takes the form of a default tariff. Currently, IPART considers the NSLP of each standard retailer, and any projected future changes in these NSLPs, before setting tariff levels for default customers. In the process of constructing the default tariff, IPART assumes that the cost of purchasing energy is equal for all retailers. IPART also makes no allowance for hedging costs, which will vary depending upon the NSLP of the electricity retailer. If one retailer has more NSLP volatility than other retailers, their hedging costs for default customers will increase. Under the current default tariff structure, these increased hedging costs become an unrecoverable expense. The aim of this project is to explore the volatility of Integral Energy’s NSLP, relative to that of other retailers, with a view toward developing a risk multiplier that accurately and reliably quantifies the volatility differences between NSLPs.Ken RussellPietro CeroneVivien Challis2008-01-25Z2015-05-29T19:47:57Zhttp://www.maths-in-industry.org/miis/id/eprint/132This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1322008-01-25ZDetermining the independence of various measures of financial riskEd MaberleyAndy Wilkins2008-01-25Z2015-05-29T19:47:58Zhttp://www.maths-in-industry.org/miis/id/eprint/133This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1332008-01-25ZMaximizing the contribution of wind power in an electric power gridGeoff PritchardWinston L. SweatmanKim NanMike CamdenBill Whiten2008-01-24Z2015-05-29T19:47:50Zhttp://www.maths-in-industry.org/miis/id/eprint/127This item is in the repository with the URL: http://www.maths-in-industry.org/miis/id/eprint/1272008-01-24ZStrip Track-Off and Buckling between Transport Rollers.W. Barrie FraserCharlie MacaskillMark McGuinessAaron Thornton