Título: | DYNAMIC REGRESSION MODEL FOR ENERGY PRICE PROJECTIONS IN BRAZIL | ||||||||||||
Autor(es): |
FRANCISCO MONTENEGRO J DE CARVALHO HEITOR INACIO SARDINHA |
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Colaborador(es): |
ALVARO DE LIMA VEIGA FILHO - Orientador |
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Catalogação: | 19/DEZ/2011 | Língua(s): | PORTUGUESE - BRAZIL |
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Tipo: | TEXT | Subtipo: | SENIOR PROJECT | ||||||||||
Notas: |
[pt] Todos os dados constantes dos documentos são de inteira responsabilidade de seus autores. Os dados utilizados nas descrições dos documentos estão em conformidade com os sistemas da administração da PUC-Rio. [en] All data contained in the documents are the sole responsibility of the authors. The data used in the descriptions of the documents are in conformity with the systems of the administration of PUC-Rio. |
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Referência(s): |
[pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=18806@1 [en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=18806@2 |
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DOI: | https://doi.org/10.17771/PUCRio.acad.18806 | ||||||||||||
Resumo: | |||||||||||||
The Electric Energy Commercialization Council (CCEE) publishes, on a weekly basis, energy
price (PLD). This price is used to value the buy and sell of the energy in the short term market in
Brazil. Most transactions in the Brazilian energy market are indexed to the energy price (PLD). Its
calculation is based on predicted information, previous to the system operation. The complete process
of pricing consists in utilizing two computational models, NEWAVE and DECOMP, which produce the
Marginal Cost of Operation (CMO) of each of the four submarkets (Northeast, North, Southeast and
Midwest, and South). These models use enormous quantities of complex input variables. The present
work, therefore, aims on using a simplified Dynamic Projection model, which only uses data provided
by the sector’s agencies, publicly published, and easily extracted for use.
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