Risk analysis methodologies for financial evaluation of wind energy power generation projects in the Brazilian system

2004 International Conference on Probabilistic Methods Applied to Power Systems

Volumn , Issue , 2004, Pages 457-462

  Salles, A C N ^a,b   Melo, A C G ^a,c   Legey, L F L ^b  

^a CEPEL   (Brazil)

^b FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^c STATE UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Box Jenkins Methodology; Financial Risk Analysis and Wind Power; Monte Carlo Simulation

Indexed keywords

BOX&JENKINS METHODOLOGY; BRAZILIAN SYSTEM; FINANCIAL RISK ANALYSIS; INTERNAL RATE OF RETURN (IRR);

COMPUTER SIMULATION; COSTS; ELECTRIC POWER SYSTEMS; MONTE CARLO METHODS; PROBABILITY DISTRIBUTIONS; RENEWABLE ENERGY RESOURCES; RISK ASSESSMENT; WIND POWER;

POWER GENERATION;

EID: 14544278305     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (9)

1. D.C. Montgomery, L. A., Johnson, J.S., Gardiner, "Forecasting & Time Series Analysis", 2 ed, McGraw-Hill, United States of America, 1990.
2. A.C.G. Melo, M.E.P.Maceira, L.L. Gomes, D.L. Jardim, A.C.C. Pinhel, R.P. Caldas, "Financial Evaluation of Generation Projects Considering Hydrologic Risks", VII Symposium of Specialists in Operational and Expansion Planning, Curitiba, Brzil, May 2000.
3. Brazilian Mines and Energy Ministry, "Proposal of a New Model for the Brazilian Electrical Sector", December 2003 (in Portuguese).
4. Ceará State Government, "Wind Energy Resource Atlas of State of Ceará, Brazil", Brazil, 2001.
5. CEPEL/CRESESB, and MME, "The Brazilian Wind Power Atlas", Brasilia, 2001.
6. Electric Sector Expansion Planning Coordinating Committee - CCPE "Expansion Planning 2003-2012", Brazilian Mines and Energy Ministry, November 2002.
7. Web Site: http:/www.windpower.org
8. Windenergie Catalog, 2002.
9. P. Jorion, "Value at Risk: The New Benchmark for Controlling Market Risk", McGraw-Hill, 1997, pp. 221-226.