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(IEEE, 2010-02)Rising wind generation penetrations and the distinctive inertial characteristics of associated turbine technology will impact system frequency control. While wind production will displace conventional synchronous ...
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(2006-06-27)Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-frequency data, ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2008-04-02)In this paper new results are documented regarding the short term evolution of global short term interest rates. Much work has been carried out concerning the evolution of interest rates over long time scales, on the order ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-06-14)Both in practice and in the academic literature, models for setting margin requirements in futures markets use daily closing price changes. However, financial markets have recently shown high intraday volatility, which ...
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(Taylor & Francis, 2005-08)Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
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(American Institute of Physics, 2009-02-02)Frequency modulation atomic force microscopy (FM-AFM) is rapidly evolving as the technique of choice in the pursuit of high resolution imaging of biological samples in ambient environments. The enhanced stability afforded ...
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(Copernicus Publications on behalf of the European Geosciences Union, 2012)This study explores influences on flood frequency distributions in Irish rivers. Generalised Extreme Value (GEV) type I distributions are recommended in Ireland for estimating flood quantiles. This paper presents the ...
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(IEEE, 2011)Frequency stability is the paramount concern for secure and reliable operation of a power system. High wind penetration levels are reported in power systems with high thermal generation, and hence its likely to result high ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)Accurate volatility modelling is paramount for optimal risk management practices. One stylized feature of financial volatility that impacts the modelling process is long memory explored in this paper for alternative risk ...
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(IEEE, 2009-10-21)This paper presents an indoor broadband ultrasonic system for estimation of a mobile device’s 3-D location and three-axis orientation using beacons. It presents the first implementation and characterization of a real ...