Estratégias de contratações das empresas distribuidoras nos leilões de energia

• Autor(a) principal: Castro, Cristina Márcia Barros de
• Data de Publicação: 2009
• Tipo de documento: Dissertação
• Idioma: por
• Título da fonte: LOCUS Repositório Institucional da UFV
• Texto Completo: http://locus.ufv.br/handle/123456789/3239
• topic: Comercialização de energia; Leilões de energia; Empresas distribuidoras; Estratégias de contratação; Algoritmos genéticos; Electrical energy trading; Energy auctions; Distribution companies; Contracting strategies; Genetic algorithms; CNPQ::CIENCIAS SOCIAIS APLICADAS::ECONOMIA::METODOS QUANTITATIVOS EM ECONOMIA::ECONOMIA MATEMATICA

The changes in the Brazilian Energy Model brought a series of new rules to energy companies. This is especially true for the electrical energy trading rules. In this new environment the Distribution Companies (DISTCOS) must meet their expected load basically through long-term contracts in energy auctions. This work presents a detailed analysis of the energy auctions held between 2004 and 2008; also develops an optimum portfolio decision tool to DISTCOS with a minimum cost objective function, and also aims at the simulation of energy auction results based on those trading rules. The DISTCOS trading strategies are based in the decision to participate, or not, in the three main kinds of energy auction contracts: A-1, with the amount of energy being delivered one year after the auction, A-3 and A-5, delivered three and five years after the auctions, respectively. Additionally, they must decide the amount of energy to be contracted. The results analysis until 2008 show that a great amount of DISTCOS opted to contract in the A-1 auctions, as they presented the lower prices. These results were confirmed by the use of genetic algorithms used to evaluate the fitness function of DISTCOS. The auctions simulation lead to a conclusion that as the number of agents increases, the prices tend to reduce due to the increase in the competitiveness between those participants and also because of the risk to be under contracted, that implicates in penalties to the agent, together with that would result in an increase of costs contracting in the spot market, if the spot price is higher.