The Nordic Council of Ministers have recognized the need to compile the knowledge of sediment remediation strategies and to evaluate different remediation approaches. The objective of this report is to give a status of regulatory framework and sediment management within selected Nordic countries (Norway, Sweden, Finland and Denmark). In addition, the report gives a short overview of international knowledge on remediation approaches, techniques, and materials. Governance and regulatory instruments in dealing with contaminated sediments vary between countries. Of the countries presented, only Norwegian environmental authorities have implemented a national strategy for remediation of marine contaminated sediments. A Nordic database of clean-up projects and long-term monitoring would improve the exchange of knowledge between the Nordic countries.
The Nordic Council of Ministers have recognized the need to compile the knowledge of sediment remediation strategies and to evaluate different remediation approaches. The objective of this report is to give a status of regulatory framework and sediment management within selected Nordic countries (Norway, Sweden, Finland and Denmark). In addition, the report gives a short overview of international knowledge on remediation approaches, techniques, and materials. Governance and regulatory instruments in dealing with contaminated sediments vary between countries. Of the countries presented, only Norwegian environmental authorities have implemented a national strategy for remediation of marine contaminated sediments. A Nordic database of clean-up projects and long-term monitoring would improve the exchange of knowledge between the Nordic countries.
Renewable energy is rising within an energy system dominated by powerful vested energy interests in fossil fuels, nuclear and electric utilities. Analyzing renewables in six very different countries, the author argues that it is the extent to which states have controlled these vested interests that determines the success or failure of renewables.
Through the 1940s and 1950s, PAGON (Progressive Architects Group Oslo Norway) was an alliance of young CIAM-affiliated Norwegian architects known for their innovative joint projects. As a group, PAGON went on to become largely overlooked in the history of modern architecture, even though its individual members which included Sverre Fehn, Jørn Utzon, Arne Korsmo, and Christian Norberg-Schulz became defining figures in Scandinavian and international modernism. This book tells the story of PAGON for the first time, offering an impressive account of the group's projects, buildings, and approach, and demonstrating why PAGON's projects are ripe for reappraisal in the international history of modern architecture. It shows how PAGON's architecture constitutes a unique continuity between the Scandinavian functionalism of the late 1930s and the modern movement in the US, and an important transitional stage before the emergence of the better-known neo-avant-garde groups within CIAM and Team 10. Published as part of the Bloomsbury Studies in Modern Architecture series, which brings to light the work of significant yet overlooked modernist architects, this book fills a gap in our understanding of mid-century modern architecture and highlights the internationally diverse nature of the modern movement.
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives.This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. Ornstein-Uhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice.
The most intense hopes and fears of our collective lives centre around large-scale events – from competitions, celebrations and festivals to environmental disasters, pandemics and terror attacks. The media are a crucial part of this process: they enable the planning, resource allocation and circulation of the vital information needed to mount major events. They are also where traces of events are stored for history. In short, large-scale and collective events have been, and still are, mediated. Starting from nineteenth-century industrialisation, Media and Events in History explains how contemporary life has become saturated with events. It discusses how they have come to involve extensive infrastructures, forms of control and anticipation, attention and participation, contingency and transformation, and articulations of the past and the future. Synthesising and developing insights from history, media studies, philosophy and the social sciences, Ytreberg surveys the rise of event-planning via mediation, and exposes the historical driving forces behind ‘media events’, global ‘mega-events’ and ‘pseudo-events’. Revealing the importance of events in history, this eye-opening book will be of interest to students of media studies, history, historical sociology and cultural history, as well as the general reader.
The markets for electricity, gas and temperature have distinctive features, which provide the focus for countless studies. For instance, electricity and gas prices may soar several magnitudes above their normal levels within a short time due to imbalances in supply and demand, yielding what is known as spikes in the spot prices. The markets are also largely influenced by seasons, since power demand for heating and cooling varies over the year. The incompleteness of the markets, due to nonstorability of electricity and temperature as well as limited storage capacity of gas, makes spot-forward hedging impossible. Moreover, futures contracts are typically settled over a time period rather than at a fixed date. All these aspects of the markets create new challenges when analyzing price dynamics of spot, futures and other derivatives. This book provides a concise and rigorous treatment on the stochastic modeling of energy markets. OrnsteinOCoUhlenbeck processes are described as the basic modeling tool for spot price dynamics, where innovations are driven by time-inhomogeneous jump processes. Temperature futures are studied based on a continuous higher-order autoregressive model for the temperature dynamics. The theory presented here pays special attention to the seasonality of volatility and the Samuelson effect. Empirical studies using data from electricity, temperature and gas markets are given to link theory to practice. Sample Chapter(s). A Survey of Electricity and Related Markets (331 KB). Contents: A Survey of Electricity and Related Markets; Stochastic Analysis for Independent Increment Processes; Stochastic Models for the Energy Spot Price Dynamics; Pricing of Forwards and Swaps Based on the Spot Price; Applications to the Gas Markets; Modeling Forwards and Swaps Using the HeathOCoJarrowOCoMorton Approach; Constructing Smooth Forward Curves in Electricity Markets; Modeling of the Electricity Futures Market; Pricing and Hedging of Energy Options; Analysis of Temperature Derivatives. Readership: Researchers in energy and commodity markets, and mathematical finance.
This book provides a critique of the way in which European citizenship is imagined and practiced. Setting their analysis in its full historical context, the authors challenge preconceived ideas about European citizenship on the basis of a detailed reconstruction of political, social and economic practice. In particular, they show the extent to which the elimination of formal internal borders within Europe has come hand in glove with the emergence of new socio-economic boundaries and the hardening of external borders. The book concludes with a number of concrete proposals to forge a genuinely post-national form of membership.
When pricing options in todayÕs fast-action markets, you need quick access to precise facts and market-tested information. The Complete Guide to Options Pricing Formulas is the only authoritative, comprehensive reference to make the necessary set of option pricing tools available in one place. This invaluable reference work, which includes valuable software and ready-to-use programming code to enhance your understanding of the options pricing models discussed and their practical implementations, also gives you a complete listing of key options formulas, all in a dictionary format for ease of use; commentary from derivatives expert and author Espen Gaarder Haug that explains key points in the most important and useful formulas; practitioner-oriented formulas, and highlights of the latest options pricing research from major institutions worldwide; and much more! Invaluable for both experienced users and those learning how to use the tools of valuation, The Complete Guide to Options Pricing Formulas is the first and only book to place all of the research and information you need at your fingertips with precise directions on maximizing its real-world value.
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