We investigate econometric models that are capable of predicting the wind speed in a wind farm located in the state of Ceará, Brazil. ARMA models are tested to try to capture the seasonality inherent to the wind and that bring benefits to the firms operating wind farms in the region. Wind is converted in power generation to allow predictions to be more precise. Then, a methodology is created to find the best strategy, the one that maximizes the firm s profit. An optimization is made with VaR and CVaR as constraints. The simulated results of power generation are then put together with a simulation of liquidation s price (PLD).