Risk mitigation in the energy trading portfolio

PD09344-2001

Development of methodology and computational system to identify synergy, optimize energy trading and risk management from a portfolio composed of hydroelectric, wind, solar and energy storage generation.

Objective

Development of theoretical framework and computational tools for the measurement and mitigation of risk arising from energy trading contracts in a portfolio composed of hydroelectric, wind, solar and energy storage,
considering the synergy between the sources.

Result

Study and incorporation of decision support metrics on the results of electricity trading and the risks that are considered acceptable, as well as the implementation of a computer system, which will use a wide range of data, generating results of compromise between return and risk of the energy portfolio, using multiobjective optimization methodologies.

Duration

44 months from April 2020.

Category and theme

Experimental development. It deals with the theme Planning of electric power systems.

Executor

Enacom

Estimated Cost

About R$ 2.6 million.

Actions in 2023

Intense testing of the simulation computer system with multiple scenarios throughout the year, with entry into production in October/2023. The project is in the process of being closed with ANEEL. The Final Report of the project is in the process of being finalized and the Accounting Audit is underway in order to comply with the legal rites and precepts.

If you would like to discuss PDI or have a proposal, please send an email to: [email protected]