This thesis discusses basically three important topics related to the Brazilian Electric Sector (BES), namely, the intrinsic stochasticity of the sector, the methodological peculiarities that guide the module of affluent energy, a key planning activities of the expansion, operation and pricing of short-term, and attention to the necessity for a Gamma model, more suitable to the characteristics of the time series of affluent energy. This thesis presents the reader with a different view of the Brazilian Electric Sector, revealing the intrinsic relationship between stochasticity and the activities performed by BES, a major infrastructure sector in the country. It can be seen that the synthetic series of energy/flow rates are crucial to determine which is the best way to operate the industry, subsidize decisions about when to expand it or not, thus avoiding the cost and/ or unnecessary losses. And yet, they are a major factor in determining the short-term price of electricity, since the amount simulated / predicted water reservoirs in the future will be one of the determinants of the price of energy in the short term. After this preamble presents the Module of Affluent energy, especially as it is linked to the Brazilian Electric Sector and Stochastic Dual Dynamic Programming (SDDE), which emphasizes the attentions that establishes this link. Although this topic, raises some peculiarities of the module, for example, the issue of intercorrelated settings, feature not discussed so far, and points that raise discussion about the theory of time series, such as the definition of the model order, the question of stationarity and the need to deal with possible outliers. By joining the especifications of BES with the characteristic energy of the time series related to the Gamma distribution is approached, following the peculiarities of BES, a new methodology that dispenses normality and possible generation of negative scenarios. By adopting this method, it was concluded that the use of Gamma models, which have been proposed in the form of (Fernandez and Salas, 1986) can not be used for SEB, as the results showed the generation of the scenarios is not feasible. Finally, the importance of this thesis goes beyond what was discussed in its essence, it opens up a range of possibilities and discussions on how it is being done the operation planning, expansion planning and determining the spot price of electricity. In this sense the idea of this thesis is to deliver intangible creating a research agenda on the stochastic modeling involving SEB.