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TRABALHOS DE FIM DE CURSO @PUC-Rio
Consulta aos Conteúdos
Estatística
Título: ENERGY CONTRACTS VALUATION
Autor(es): RODRIGO CAMARGO MARTINS PIRES
Colaborador(es): ALEXANDRE STREET DE AGUIAR - Orientador
BRUNO FANZERES DOS SANTOS - Coorientador
Catalogação: 13/ABR/2021 Língua(s): PORTUGUESE - BRAZIL
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.
Referência(s): [pt] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=52184@1
[en] https://www.maxwell.vrac.puc-rio.br/projetosEspeciais/TFCs/consultas/conteudo.php?strSecao=resultado&nrSeq=52184@2
DOI: https://doi.org/10.17771/PUCRio.acad.52184
Resumo:
This project has the objective of introduce the concept of future contracts of electricity, your characteristics and motivations to be widely used in companies that are electricity consumers such as encouraged for generators as well. Due to this contracts importancy for company profits, electricity consumer or generator, analysis about your valuation are necessary and useful for pick the fair contract price that conciders both sides of contract risk. For this analysis, in this specific project, linear models are implemented in Julia programming language to calculate the Generator and consumer companies revenue in different scenarios of spot prices and generation, considering a specific power plant, during a stipulated period to use as support decision to ideal portifolio of contracts, based on real data of existing contracts.
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