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Type: Artigo de periódico
Title: A Method Of Supporting Decisions Concerning Investment And Commercialization Of Electrical Energy In Brazil [um Método De Suporte A Decisões Sobre Investimento E Comercialização De Energia Elétrica No Brasil]
Author: Castro R.
Filho C.L.
Abstract: This paper presets a decision making method for investments, trading and portfolio evaluation on electrical energy in the wholesale Brazilian trading market. Scenarios for spot prices are estimated on mid-term horizon by a statistic approach. The probability curve of pay-off for several alternatives of trading is calculated. Risk aversion of the decision maker is introduced in the process by multicriteria optimization approach, so that decision support is carried out by the method according to specific decision maker risk sensitivity. A case study illustrates application of the methodology for decision making on trading electrical energy by a distribution utility, for a two-year horizon.
Rights: aberto
Identifier DOI: 
Date Issue: 2005
Appears in Collections:Unicamp - Artigos e Outros Documentos

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