ESTRATÉGIA DE CONTRATAÇÃO DAS DISTRIBUIDORAS EM LEILÕES DE ENERGIA SOB INCERTEZA NA DEMANDA / CONTRACTING STRATEGIES IN ENERGY AUCTIONS FOR DISTRIBUTION COMPANIES UNDER DEMAND UNCERTAINTY

AUTOR(ES)
DATA DE PUBLICAÇÃO

2006

RESUMO

The objective of this work is to analyze the new regulatory framework of the Brazilian electric sector. In this sense, it was developed a computational tool in order to elaborate strategies for the distribution companies (DISCOs) in the energy auctions instituted by the new regulation. The computational tool was used to simulate the contracts acquisition process by the DISCOs and the results were analyzed to measure impact of new rules and risks allocation for the distribution companies. The problem consists, considering the demand uncertainty and the available risk management instruments, in determining the contracting strategy of the DISCOs, i.e., the amount of energy to be bought in each auction that results from the best purchase given the candidate contracts. The solution methodology is based on a multi-stage stochastic optimization algorithm, minimizing the tariff for consumer and costs for DISCO, taking into account different prices and horizons of the energy contracts.

ASSUNTO(S)

arvore de decisao demand forecast otimizacao estocastica decisao sob incerteza decision under uncertainty previsao de demanda decision tree stochastic optimization leilao de energia energy auction

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