OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS

OPTIMIZATION OF A PORTFOLIO OF ELECTRIC ENERGY SWAPS IN BRAZIL USING THE OMEGA MEASUREMENT WITH CVAR CONSTRAINTS

PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO === O mercado brasileiro de energia elétrica é composto basicamente de matrizes hidroelétricas e termoelétricas, sendo que seu fornecimento pode ser contratado em dois ambientes, um de contratação regulamentada e outro livre. Dessa forma o apreçamen...

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Bibliographic Details
Main Author:	IAGO EMANUEL BARBOSA DA COSTA VEIGA
Other Authors:	LEONARDO LIMA GOMES
Language:	Portuguese
Published:	PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO 2012
Online Access:	http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001@1 http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21001@2

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