Chapter 6. Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations

2014 ◽  
pp. 169-208
Keyword(s):  
Base Case ◽  
Integrated Volatility

Estimating Integrated Volatility: The Base Case with No Noise and Equidistant Observations

2014 ◽  
Author(s):  
Yacine Aïıt-Sahalia ◽  
Jean Jacod
Keyword(s):  
Random Quantity ◽  
Base Case ◽  
Microstructure Noise ◽  
Initial Value ◽  
Integrated Volatility ◽  
Regular Observation ◽  
Observation Scheme

This chapter covers the various problems arising in the estimation of the integrated volatility, in the idealized situation where the process is observed without error (no microstructure noise) and along a regular observation scheme. In this case the situation is quite well understood, although not totally straightforward when the process has jumps. In this chapter, our aim is to estimate the (random) quantity Csubscript T at a given time T, upon observing the process X without error, at the discrete times i Δ‎ₙ for i = 0, 1, … , [T/Δ‎ₙ], and when the mesh Δ‎ₙ of the observation scheme goes to 0. Since the initial value X₀ gives no information at all on Csubscript T, we can equivalently suppose that we observe the returns, or log-returns.

Association between Acromegaly and Chordomas of the Skull Base. Case Report and Review of the Literature

2014 ◽  
Vol 75 (S 01) ◽  
Author(s):  
Óscar Feo Lee ◽  
Juan Carlos Acevedo G. ◽  
Roberto Díaz O ◽  
Miguel Berbeo C. ◽  
Óscar Zorro G. ◽  
...  
Keyword(s):  
Case Report ◽  
Skull Base ◽  
Base Case ◽  
Review Of The Literature

Impact of roof shading on building energy performance in warm & humid climatic places of India

2020 ◽  
pp. 50-64
Author(s):  
Kuladeep Kumar Sadevi ◽  
Avlokita Agrawal
Keyword(s):  
Energy Consumption ◽  
Energy Conservation ◽  
Energy Performance ◽  
General Assumption ◽  
Climatic Conditions ◽  
Building Envelope ◽  
Passive Cooling ◽  
Base Case ◽  
U Value ◽  
The Impact

With the rise in awareness of energy efficient buildings and adoption of mandatory energy conservation codes across the globe, significant change is being observed in the way the buildings are designed. With the launch of Energy Conservation Building Code (ECBC) in India, climate responsive designs and passive cooling techniques are being explored increasingly in building designs. Of all the building envelope components, roof surface has been identified as the most significant with respect to the heat gain due to the incident solar radiation on buildings, especially in tropical climatic conditions. Since ECBC specifies stringent U-Values for roof assembly, use of insulating materials is becoming popular. Along with insulation, the shading of the roof is also observed to be an important strategy for improving thermal performance of the building, especially in Warm and humid climatic conditions. This study intends to assess the impact of roof shading on building’s energy performance in comparison to that of exposed roof with insulation. A typical office building with specific geometry and schedules has been identified as base case model for this study. This building is simulated using energy modelling software ‘Design Builder’ with base case parameters as prescribed in ECBC. Further, the same building has been simulated parametrically adjusting the amount of roof insulation and roof shading simultaneously. The overall energy consumption and the envelope performance of the top floor are extracted for analysis. The results indicate that the roof shading is an effective passive cooling strategy for both naturally ventilated and air conditioned buildings in Warm and humid climates of India. It is also observed that a fully shaded roof outperforms the insulated roof as per ECBC prescription. Provision of shading over roof reduces the annual energy consumption of building in case of both insulated and uninsulated roofs. However, the impact is higher for uninsulated roofs (U-Value of 3.933 W/m2K), being 4.18% as compared to 0.59% for insulated roofs (U-Value of 0.33 W/m2K).While the general assumption is that roof insulation helps in reducing the energy consumption in tropical buildings, it is observed to be the other way when insulation is provided with roof shading. It is due to restricted heat loss during night.

Computer simulation to evaluate the economics of landfill gas recovery

1998 ◽  
Vol 38 (2) ◽  
pp. 201-208
Author(s):  
M. W. Milke
Keyword(s):  
Computer Simulation ◽  
Computer Program ◽  
Landfill Gas ◽  
Base Case ◽  
Simulation Tool ◽  
Hypothetical Case ◽  
Gas Recovery ◽  
Fixed Set ◽  
Key Variables ◽  
Simulation Results

A need exists for tools to improve evaluations of the economics of landfill gas recovery. A computer simulation tool is presented. It uses a spreadsheet computer program to calculate the economics for a fixed set of inputs, and a simulation program to consider variations in the inputs. The method calculates the methane generated each year, and estimates the costs and incomes associated with the recovery and sale of the gas. Base case results are presented for a city of 500,000. An uncertainty analysis for a hypothetical case is presented. The simulation results can help an analyst see the key variables affecting the economics of a project.

scholarly journals Autism Tsunami: the Impact of Rising Prevalence on the Societal Cost of Autism in the United States

2021 ◽  
Author(s):  
Mark Blaxill ◽  
Toby Rogers ◽  
Cynthia Nevison
Keyword(s):  
Forecast Model ◽  
The United States ◽  
Population Projections ◽  
Base Case ◽  
Prevention Strategies ◽  
Total Base ◽  
Cost Categories ◽  
The Cost ◽  
The Impact ◽  
First Time

AbstractThe cost of ASD in the U.S. is estimated using a forecast model that for the first time accounts for the true historical increase in ASD. Model inputs include ASD prevalence, census population projections, six cost categories, ten age brackets, inflation projections, and three future prevalence scenarios. Future ASD costs increase dramatically: total base-case costs of $223 (175–271) billion/year are estimated in 2020; $589 billion/year in 2030, $1.36 trillion/year in 2040, and $5.54 (4.29–6.78) trillion/year by 2060, with substantial potential savings through ASD prevention. Rising prevalence, the shift from child to adult-dominated costs, the transfer of costs from parents onto government, and the soaring total costs raise pressing policy questions and demand an urgent focus on prevention strategies.

scholarly journals An Experimental Investigation of Water Vapor Condensation from Biofuel Flue Gas in a Model of Condenser, (1) Base Case: Local Heat Transfer without Water Injection

Processes ◽  
2021 ◽  
Vol 9 (5) ◽  
pp. 844
Author(s):  
Robertas Poškas ◽  
Arūnas Sirvydas ◽  
Vladislavas Kulkovas ◽  
Povilas Poškas
Keyword(s):  
Heat Transfer ◽  
Water Vapor ◽  
Flue Gas ◽  
Waste Heat Recovery ◽  
Waste Heat ◽  
Water Injection ◽  
Vapor Condensation ◽  
Base Case ◽  
Water Vapor Condensation ◽  
Condensing Heat Exchanger

Waste heat recovery from flue gas based on water vapor condensation is an important issue as the waste heat recovery significantly increases the efficiency of the thermal power units. General principles for designing of this type of heat exchangers are known rather well; however, investigations of the local characteristics necessary for the optimization of those heat exchangers are very limited. Investigations of water vapor condensation from biofuel flue gas in the model of a vertical condensing heat exchanger were performed without and with water injection into a calorimetric tube. During the base-case investigations, no water was injected into the calorimetric tube. The results showed that the humidity and the temperature of inlet flue gas have a significant effect on the local and average heat transfer. For some regimes, the initial part of the condensing heat exchanger was not effective in terms of heat transfer because there the flue gas was cooled by convection until its temperature reached the dew point temperature. The results also showed that, at higher Reynolds numbers, there was an increase in the length of the convection prevailing region. After that region, a sudden increase was observed in heat transfer due to water vapor condensation.

scholarly journals Impact of Passive Energy Efficiency Measures on Cooling Energy Demand in an Architectural Campus Building in Karachi, Pakistan

2021 ◽  
Vol 13 (13) ◽  
pp. 7251
Author(s):  
Mushk Bughio ◽  
Muhammad Shoaib Khan ◽  
Waqas Ahmed Mahar ◽  
Thorsten Schuetze
Keyword(s):  
Energy Efficiency ◽  
Energy Demand ◽  
Electricity Consumption ◽  
Information Modeling ◽  
Base Case ◽  
Energy Efficiency Measures ◽  
Efficiency Measures ◽  
The Impact ◽  
Cooling Energy Demand ◽  
Campus Building

Electric appliances for cooling and lighting are responsible for most of the increase in electricity consumption in Karachi, Pakistan. This study aims to investigate the impact of passive energy efficiency measures (PEEMs) on the potential reduction of indoor temperature and cooling energy demand of an architectural campus building (ACB) in Karachi, Pakistan. PEEMs focus on the building envelope’s design and construction, which is a key factor of influence on a building’s cooling energy demand. The existing architectural campus building was modeled using the building information modeling (BIM) software Autodesk Revit. Data related to the electricity consumption for cooling, building masses, occupancy conditions, utility bills, energy use intensity, as well as space types, were collected and analyzed to develop a virtual ACB model. The utility bill data were used to calibrate the DesignBuilder and EnergyPlus base case models of the existing ACB. The cooling energy demand was compared with different alternative building envelope compositions applied as PEEMs in the renovation of the existing exemplary ACB. Finally, cooling energy demand reduction potentials and the related potential electricity demand savings were determined. The quantification of the cooling energy demand facilitates the definition of the building’s electricity consumption benchmarks for cooling with specific technologies.

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