Abstract
The last decade has witnessed a growing tendency to promote deeper exploitation of power systems infrastructure, postponing investments in networks reinforcement. In particular, the literature on smart grids research often emphasizes their potential to defer investments. The study reported in this paper analyses the impact of reinforcement decisions, comparing the long-term costs associated with different network conditions and economic analysis parameters. The results support the conclusion that network reinforcement deferral is not a panacea, as it often generates costly situations in the long-term. The challenge is not to find new ways to postpone investments, but to find the most beneficial criterion to trigger the grid reinforcements actions. Another contribution of the present work is a decision support system to identify the most economical network reinforcement criterion in terms of the peak to capacity ratio.

Abstract
Given a data-set of Ribonucleic acid (RNA) sequences we can infer the phylogenetics of the samples and tackle the information for scientific purposes. Based on current data and knowledge, the SARS-CoV-2 seemingly mutates much more slowly than the influenza virus that causes seasonal flu. However, very recent evolution poses some doubts about such conjecture and shadows the out-coming light of people vaccination. This paper adopts mathematical and computational tools for handling the challenge of analyzing the data-set of different clades of the severe acute respiratory syndrome virus-2 (SARS-CoV-2). On one hand, based on the mathematical paraphernalia of tools, the concept of distance associated with the Kolmogorov complexity and Shannon information theories, as well as with the Hamming scheme, are considered. On the other, advanced data processing computational techniques, such as, data compression, clustering and visualization, are borrowed for tackling the problem. The results of the synergistic approach reveal the complex time dynamics of the evolutionary process and may help to clarify future directions of the SARS-CoV-2 evolution.

Abstract
The electricity sector has been subjected to major changes in the last few years. Previously, there existed a regulated system where electric companies could know beforehand the amount of energy each generator would produce, hence basing their largely operational strategy on cost minimization in order to increase their profits. In Spain, from 1988 till 1997, electricity prices were established by the 'Marco Legal Estable' Stable Legal Framework, where the Ministry of Industry and Energy acknowledged the existence of certain generation costs related to each type of technology. It was an industrial sector with no actual competition and therefore, with very few controllable risks. In the aftermath of the electricity market liberalization competition and uncertainty arose. Electricity spot prices became highly volatile due to the specific characteristics of electricity as a commodity. Long-term contracts allowed for hedge funds to act against price fluctuation in the electricity market. As a consequence, developing an accurate electricity price forecasting model is an extremely difficult task for electricity market agents. This work aims to propose a methodology to improve the limitations of those methodologies just using historical data to forecast electricity prices. In this manner, and in order to gain access to more recent data, instead of using natural gas prices and electricity load historical data, a regression model to forecast the evolution of natural gas prices, and a model based on artificial neural networks (ANN) to forecast electricity loads, are proposed. The results of these models are used as input for an electricity price forecast model. Finally, and to demonstrate the effectiveness of the proposed methodology, several study cases applied to the Spanish market, using real price data, are presented.

Abstract
This paper studies the impact of the energy upon electricity markets using Multidimensional Scaling (MDS). Data from major energy and electricity markets is considered. Several maps produced by MDS are presented and discussed revealing that this method is useful for understanding the correlation between them. Furthermore, theresults help electricity markets agents hedging against Market Clearing Price (MCP) volatility. © Springer Science+Business Media Dordrecht 2014.

Abstract
This paper studies the impact of energy and stock markets upon electricity markets using Multidimensional Scaling (MDS). Historical values from major energy, stock and electricity markets are adopted. To analyze the data several graphs produced by MDS are presented and discussed. This method is useful to have a deeper insight into the behavior and the correlation of the markets. The results may also guide the construction models, helping electricity markets agents hedging against Market Clearing Price (MCP) volatility and, simultaneously, to achieve better financial results. © 2013, Springer Science+Business Media Dordrecht.