INNOVATION

Energy trading

June 06, 2021

Objective

Model the evolution of the forward curve, using a specialized computational tool to assess the optimal energy trading strategy, modeling market conditions in a representative way and weighing the risks in each decision, in an hourly PLD scenario.

Scope

  • Development of a decision support model that allows the definition of an optimal strategy for the sale of electricity in the short, medium and long terms
  • Creation of a model for evaluating contract negotiation, Business Plan, in a 5-year horizon, in an hourly PLD scenario

Expected results

  • Modeling to forecast ENAs (Affluent Natural Energy) and prices
  • Modeling to forecast the premium in the price of short-term contracts
  • Bilateral contract pricing parameterization modeling
  • Static balance system modeling
  • Modeling tariffs projection in the regulated market
  • Pricing modeling of bilateral contracts
  • Stochastic contracts

Total investment in the project: BRL 2,438,061.00
MRTS and FDTE (contracted)
Duration: 2 years

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