El tema de aseguramiento del suministro energético, especialmente en lo concerniente a la protección de las infraestructuras energéticas, ha suscitado especial interés en los países de la OCDE en los últimos años. Al respecto, el Consejo de la Unión Europea ha aprobado la Directiva 2008/114/CE (sobre la identificación y designación de infraestructuras críticas europeas) y el Departamento de Seguridad Nacional de EE.UU ha publicado el NIPP en 2009 (National Infrastructure Protection Plan). Dichos planes contemplan el establecimiento de procedimientos para la protección y seguridad de las infraestructuras críticas, en el marco de estrategias de gestión de riesgos. A partir de los conceptos establecidos en ambos programas, en esta tesis se presentan propuestas metodológicas aplicables a la identificación de riesgos y a la evaluación de amenazas en la red de infraestructura eléctrica. Se propone el uso de mapas interconectados de riesgos, complementados con la determinación de componentes de riesgo en el sistema de infraestructura. Así mismo, se propone el uso de las cartas de riesgos, mediante las cuales se obtiene una representación gráfica e intuitiva de la evaluación semicuantitativa de los riesgos más relevantes. Por otro lado, se formulan y validan estrategias metodológicas para la evaluación de la vulnerabilidad estructural en redes de transporte de alta tensión, a partir de la combinación de modelos de flujos de carga y medidas de grafos de libre-escala. De esta manera, es posible estudiar los escenarios de riesgos en función de los eventos que pueden desencadenar fallos en cascada dentro de un sistema eléctrico de potencia. Se demuestra la utilidad de las técnicas de teoría de grafos para analizar las respuestas de los sistemas eléctricos de potencia y evaluar la vulnerabilidad de las redes de transporte. Un ejemplo de dicha evaluación se desarrolla mediante valoración de la tolerancia de redes de prueba IEEE contra fallos aleatorios y contra ataques deliberados. Adicionalmente, se ha realizado una aplicación de la propuesta metodológica para evaluación de vulnerabilidad en los sistemas eléctricos de alta tensión en Colombia y España. Como resultado, los trabajos desarrollados en la tesis aportan nuevos instrumentos para la gestión de riesgos en infraestructuras eléctricas, en particular en redes de transporte en alta tensión.

The aim of this paper was to measure the effect of different credit-related events on the option implied volatility of several companies that belong to the Dow Jones Euro Stoxx 50 index list. Measuring the effect of credit events on volatility will augment on the already important body of literature that investigates the volatility-related phenomena; in particular those who research the effect of news on volatility. I find that, over the entire window around the credit events, there was a decrease in the implied volatility but that only the negative events have a statistically significant effect, which reflects the stronger information content of negative credit events researched by previous papers. I also found that this negative effect is mainly due to a strong “reversal” effect in the post-event 10-day period, where the negative effect is stronger and more statistically significant (particularly for the negative events). Furthermore, during the pre-event period there is not much evidence that supports any type of foresight of the market. My results also suggest that there is a difference between the behavior of the implied volatility when the events are outlook changes and credit reviews, and when the event is a rating change (downgrade/upgrade).

This dissertation explains in detail how Albrecher et al. (2008) developed three different model independent lower bounds and one upper comonotonic bound for European Asian call option prices. The main characteristic of these bounds is that Albrecher et al. (2008) only use the observable plain vanilla option prices in the market to calculate them whichallows for the _nding of static hedging portfolios. The concepts behind the bounds are basically Jensen's inequality and some properties of comonotonicity of random vectors. This document will also explain how to implement these bounds when the market has a finite number of options available, moreover, how to do it when these bounds do not involve strikes found in the market. Two facts will be used: the call option price function is convex with respect to strike, and the lower and upper bounds for a call option suggested by Bertsimas and Popescu (2002). Finally, as an example, one application of these bounds in the Colombian FX option market will be presented.

Oriente Antioqueño is an important region within Antioquia. There, the production of vegetables represents an important element of the economy, with approximately 12,000 farmers cultivating vegetables in four municipalities. There, farmers have inadequate training in agricultural practices, they lack adequate instruction on how to use fertilizers and pesticides, and also they do not have the appropriate instruments, among many other technological pitfalls. This situation leads to high levels of crops losses, higher costs of production, and sometimes, noncompliance with phytosanitary standards and environmental damage. In order to solve the problem this thesis analysis the outcome from central policies and covers the analysis of two international cases (in Brazil and Nicaragua) looking for new strategies to foster competitiveness in the production of vegetables.I identified four policy options: (1) maintaining the status quo, (2) increasing municipal revenues and restructuring UMATAs, (3) upgrading Law 811, and (4) implementing a cluster development program. The first alternative assesses the implications of letting the market operate under current conditions. Policy alternatives 2 and 3 evaluate the benefits from restructuring agricultural extension offices and the agreements of competitiveness. Finally, implementing a cluster development program explores the gains from creating a local strategy to generate an enabling environment in the production of vegetables. After evaluating the policy options using the criteria of political feasibility, administrative feasibility, effectiveness, efficiency, and equity, I recommend implementing a cluster development program. This option is likely to generate higher benefits as it counteracts problems in the supply and the demand side of the vegetables supply chain. Moreover, as a program implemented at the local level by local institutions, it promises better results.

El objetivo principal de la presente tesis doctoral es la determinación de los HCG e HAP asociados a las partículas, emitidos por un motor diésel utilizando diversos combustibles de origen renovable. A partir de este objetivo general se definen varios objetivos específicos: La puesta a punto de un método efectivo para la identificación y cuantificación de los HCG individuales en los gases de escape del motor diésel. Este procedimiento debe incluir la metodología de muestreo, extracción, concentración y análisis, garantizando la conservación de los analitos objetivo. El desarrollo y validación de una metodología novedosa de especiación de los HAP asociados a las partículas. Esta técnica debe utilizar una combinación de extracción térmica y microextracción en fase sólida, de modo que se eliminen los inconvenientes de la extracción con disolventes tradicional y se incremente la selectividad y repetitividad del método.

The thesis work deals with the techno-economical assessment of the reactor network for methanol synthesis and direct dimethyl ether synthesis from the energy-process integration viewpoint. The reactor network is composed by a water-cooled reactor; a gas-cooled reactor used to preheat the syngas fed to the network; a separation section and a recycle loop. This general configuration is often reduced to the study of the sole water-cooled reactor in literature works. Although such reactor is the key-element of the overall system, the other parts of the process cannot be anymore neglected when the techno-economical assessment is the target of reactor design. Therefore, the so-called systematic staging design methodology proposed by Hillestad, 2010 is adopted to redefine the optimal ratio between the different stages of methanol synthesis reactor network. To do so, the phenomenological mathematical model of the overall system is required together with the solution of the resulting set of ordinary differential equations coupled with algebraic constraints and initial and boundary conditions as well. It means that beyond the cumbersome issues of mathematical modeling to properly characterize the heterogeneous reactors for methanol and dimethyl ether synthesis, a boundary value problem has to be solved iteratively within an optimization procedure. According to what has been described, the model is then implemented into a multivariable, nonlinear optimization routine in order to maximize not only the methanol and/or dimethyl ether production but also the steam generation. It is demonstrated that a revision of the traditional design based on the systematic staging design for the integrated optimization of energy and process yield can increase the net operating margin of a medium size methanol synthesis plant by about 2 M€/y.

Developing countries have widely adopted data exclusivity for pharmaceutical test data protection although this is not mandated by TRIPS. Moreover at the bilateral level, developed countries have pushed towards stringent IP packages, among them, data exclusivity. The dissertation explores the challenges of data exclusivity in developing countries and argues that the alleged benefits of innovation and dissemination of technology do not exceed the social costs this IP regime poses. Therefore, the research goes on to examine legal alternatives in compliance with Article 39.3, TRIPS, and suggest other legal frameworks for pharmaceutical test data protection. The study finds that developing countries have underestimated TRIPS flexibilities and have ignored safeguard measures for addressing their public health concerns. The discussion concludes that developing countries are in strong legal position to persuade changes on this field and argues for implementing measures according to the country´s level of development.

Our society is increasingly demanding situation-aware smarter software (SASS) systems, whose goals change over time and depend on context situations. A system with such properties must sense their dynamic environment and respond to changes quickly, accurately, and reliably, that is, to be context-aware and self-adaptive. The problem addressed in this dissertation is the dynamic management of context information to improve the relevance of SASS systems' context-aware capabilities with respect to changes in their requirements and execution environment. Therefore, this dissertation focuses on the investigation of dynamic context management and self-adaptivity to: (i) improve context-awareness and exploit context information to enhance quality of user experience in SASS systems, and (ii) improve the dynamic capabilities of self-adaptivity in SASS systems. Context-awareness and self-adaptivity pose significant challenges for the engineering of SASS systems. Regarding context-awareness, the first challenge addressed is the impossibility of fully specifying environmental entities and the corresponding monitoring requirements at design-time. The second challenge arises from the continuous evolution of monitoring requirements due to changes in the system caused by self-adaptation. As a result, context monitoring strategies must be modeled and managed in such a way that they support the addition and deletion of context types and monitoring conditions at runtime. Concerning self-adaptivity, the third challenge is to control the dynamicity of adaptation goals, adaptation mechanisms, and monitoring infrastructures, and the way they affect each other in the adaptation process. This is to preserve the effectiveness of context monitoring requirements and thus self-adaptation. The fourth challenge, related also to self-adaptivity concerns the assessment of adaptation mechanisms at runtime to prevent undesirable system states as a result of self-adaptation.

Abstract: This study reports findings of antecedent variables of innovative behaviour in Colombia. It tested the positive relationship between support for innovation and innovative behaviour of Colombian employees, as well as the patterns of association between educational attainment and innovative behaviour and the link between organisational size and innovative behaviour on Colombia employees. The study had a quantitative research strategy with a cross-sectional research design, with a final sample of 182 Colombian employees. Results indicate that one dimension of support for innovation – support for creativity, is positively correlated with Colombian employees’ innovative behaviour. Whereas, the other dimension of this scale had no correlation with innovative behaviour. Thus, findings on the link between these two variables (support for innovation and innovative behaviour) have some similarities and differences to previous studies. This highlights the importance of the Colombian national culture on the antecedent variables of innovation. Likewise, the two secondary antecedent variables of innovative behaviour had no association with Colombian employees’ innovative behaviour. Finally, this paper includes the scopes and limitations of the study and future research directions are also considered. Resumen: Este estudio reporta los resultados de variables antecedentes del comportamiento innovador en Colombia. Se estudió la correlación positiva entre el apoyo a la innovación y el comportamiento innovador en empleados colombianos, así como la relación entre nivel educativo y comportamiento innovador y la relación entre tamaño de la empresa y comportamiento innovador en empleados colombianos. Este estudio cuantitativo tuvo un diseño transversal con una muestra final de 182 empleados colombianos. Los resultados indican que una sola dimensión de apoyo a la innovación (apoyo a la creatividad), está correlacionada positivamente con el comportamiento innovador de empleados colombianos, mientras que la otra dimensión de ésta escala no tuvo ninguna correlación con el comportamiento innovador. Los hallazgos de la relación de estas dos variables (apoyo a la innovación y comportamiento innovador) poseen algunas similitudes y diferencias a estudios previos. Lo anterior permite destacar la importancia de la cultura nacional colombiana en lo concerniente a variables antecedentes de la innovación. Del mismo modo, las otras dos variables antecedentes del comportamiento innovador no tuvieron ninguna correlación con el comportamiento innovador de los empleados colombianos. Finalmente este manuscrito incluye los alcances y limitaciones del estudio y también se abordan sugerencias para futuras investigaciones.

The capture of CO2 from a flue gas stream using chemical absorption was studied using two different aqueous amine solvents: the conventional 30% wt. monoethanolamine (MEA) and the novel 40% wt. piperazine (PZ), using a conventional absorption/stripping flowsheet and different combinations of advanced flowsheet variations including absorber intercooling (AIC), stripper interheating (SIH) and adiabatic lean flashing (ALF), amounting for a total of twelve flowsheet alternatives. Additionally, the conventional flowsheet was also studied using 30% wt. 2-amino 2-methyl 1-propanol (AMP). The simulations were performed in Aspen Plus® v.2006.5 using the latest thermodynamic frameworks published by AspenTech [2010] for each solvent, which include regressed interaction parameters for the ENRTL activity coefficient model, adjusted physical properties and kinetic parameters. The absorption and stripping operations were simulated using the rate-based model built in Aspen Plus®. The conventional MEA flowsheet was found to have a minimum specific reboiler duty around 3.854 GJ/ton CO2 and a minimum total equivalent work around 308 kWh/ton CO2, correspondent to a lean solvent load of 0.24 mol CO2/mol MEA. The limited PZ solubility restricts the correspondent to 0.25 mol CO2/mol PZ, giving a of 3.232 GJ/ton CO2 and a of 286.8 kWh/ton CO2 for the conventional PZ flowsheet. The best technical performance was predicted for the AIC + SIH flowsheet using PZ, obtaining a of 2.463 GJ/ton CO2 and a of 239.5 kWh/ton CO2, representing reductions of 36.1% and 22.4% respectively, when compared to the baseline conventional MEA flowsheet. A simplified economic assessment was performed to account for the different solvents, equipment types and steam quality requirements of the evaluated flowsheets, using the annualised cost of purchased equipment and the utilities cost, obtaining the same preference for the PZ based AIC + SIH flowsheet with 17.7% less cost than the conventional MEA flowsheet.