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A crise energética de 2015

Um problema de gestão da água, O Globo, Out. 2014

International Conference On Stochastic Programming (ICSP 2013) - Bergamo, Italy, Jul. 2013

  • Time consistency and risk averse dynamic decision models: Definition, interpretation and practical consequences.
  • Autores: Davi Valladão, Birgit Rudloff, Alexandre Street
  • [Download]

Wind Forum Brazil 2013

  • Autores: Prof. Alexandre Street e membros do L-MADE.
  • [Download]

Brazil Wind Power 2012

  • Apresentação na plenária Comercialização de Energia Eólica no ACL em Agosto de 2012.
  • Autores: Prof. Alexandre Street e membros do L-MADE.
  • [Download]

O que fazem os bons ventos

  • Revista Problemas Brasileiros, no 411, mai/jun 2012.
  • [Download]
Cálculo da Curva de Disposição a Contratar de Geradores Hidrelétricos: Uma Abordagem Robusta ao Preço de Curto-Prazo

Novos Negócios Pesquisa em Produção de Energia Eólica no Brasil, Valor Econômico, Nov. 2011

  • Publicado no Jornal Valor Econômico do dia 11 de novembro de 2011, sexta feira, coluna Opinião.
  • Autores: Prof. Alexandre Street, Prof. Delberis Lima, Bruno Fânzeres dos Santos.
  • [Download]

M.Sc. Dissertation: Model for economic feasibility of municipal solid waste treatment methods. Case Study: Rio de Janeiro, Brazil

PRESENTATION: Estratégias de Comercialização de Energia Eólica no ACL: Grandes Desafios e Soluções Inovadoras (ATUALIZADA COM MAIS ESTUDOS)

  • Apresentado por: Prof. Alexandre Street. 

    Autores: Prof. Alexandre Street, Prof. Delberis Lima, Prof. Álvaro Veiga, Bruno Fânzeres, Bianca Esteves, Lucas Freire e Ana Luiza Lopes.

  • Apresentado no forum BRAZIL WINDPOWER 2011
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BOOK: Electricity Auctions. An Overview of Efficient Practices

PRESENTATION: A Robust Optimization Approach for the Unit Commitment Problem with n-K Security Criterion

PRESENTATION: Risk Constrained Portfolio Selection of Renewable Sources In Hydrothermal Electricity Markets

Seleção de Projetos de Investimento em Geração de Energia Elétrica  
  • Aborda o tema de precificação de riscos em projetos de investimento em nova capacidade de geração de energia elétrica. Utiliza e compara algumas medidas de risco conhecidas como VaR e CVaR na composição de carteiras de ativos de geração. 
  • Leonardo Soares, Março de 2008
  • Orientador: José P. Teixeira (PUC-Rio) e Sergio Granville (PSR)
  • Departamento de Engenharia Industrial, PUC-Rio.
  • [Full Text - PDF]
Estratégia de Oferta de Geradoras em Leilões de Energia Existente
  • Desenvolve uma metodologia para traçar a oferta ótima de empresas geradoras em leilões de contratos de energia existente. Utilizando esta metodologia foi possível simular o leilão de transição do novo modelo do setor elétrico brasileiro.  
  • Alexandre Street, Novembro de 2004
  • Orientador: Alvaro V. Filho (PUC-Rio) e Mario Veiga (PSR)
  • Departamento de Engenharia Elétrica, PUC-Rio.
  • [Full Text - PDF]
Bidding Strategy under Uncertainty for Risk Averse Generator Companies in Long-Term Forward Contract Auctions 
  • Abstract— Since early 2000, long-term forward contracts or power purchase agreements (PPA) auctions have been the main mechanisms to ensure long-run supply adequacy in many
    growing economies, specially in Latin American, such as, Brazil, Chile, etc. With this framework, two issues are of special concern to Government agencies and market agents: (i) testing the design of the auction and its impacts on the power sector and (ii) the definition of bidding strategies by generators companies (Gencos) in these auctions to maximize their operation net revenue adjusted by the risk profile during the whole contract period. This work concentrates in (ii) and a strategic bidding model that takes into account the main  uncertainties factors and the longrun Gencos’ risk profile will be presented to assess the Willingto-Supply curve. The agent risk profile is characterized by means of a piecewise linear utility function and an intuitive approach, based on the most relevant financial company’s parameters, will be introduced to determine it. In addition, a probability dependent utility function representation for the CVaR coherent risk measure is provided in order to compare both risk attitudes. A case study with realistic data from the Brazilian Power System will be presented to illustrate the applicability of the model.
  • Alexandre Street, Luiz Augusto Barroso, Mario V. Pereira and Sergio Granville
  • [Full Text - PDF]
Risk Constrained Portfolio Selection of Renewable Sources in Hydrothermal Electricity Markets
  • Abstract—Renewable sources have recently emerged as a generation option for many countries in order to promote clean energy development. In the case of Brazil, small hydro plants and cogeneration from sugarcane waste (bagasse) have been attractive alternatives during the past years, with hundreds of MW installed since 2004. Despite their advantages, both alternatives are hindered by seasonal yet complementary availability. This forces producers to discount (or price) the risks faced when selling firm energy contracts and may ultimately lead to projects being commercially unattractive. We propose a stochastic optimization model that defines the optimal composition of a portfolio based on these two renewable sources in order to maximize the revenue of an energy trading company. At the same time, this model mitigates hydrological and fuel unavailability risks, thus allowing the participation of both sources in the forward market environment in a competitive manner. A case study is presented, based on data from the Brazilian system.
  • Alexandre Street, Luiz Augusto Barroso, Bruno Flach, Mario V. Pereira and Sergio Granville
  • [Full Text - PDF]
Pricing Flexible Natural Gas Supply Contracts Under Uncertainty in Hydrothermal Markets
  • Desenvolve uma metodologia de precificação de contratos interruptíveis (flexíveis) de gás natural lastreados nos contratos de fornecimento termelétricos por parte dos consumidores industriais. Tal metodologia é utilizada para estimar a curva de demanda por esses contratos.
  • Alexandre Street, Luiz Augusto Barroso, Raphael Chabar, André T. S. Mendes and Mario Veiga Pereira
  • [Full Text - PDF]