Energy call options auctions for generation adequacy in Brazil

2006 IEEE Power Engineering Society General Meeting, PES

Volumn , Issue , 2006, Pages

  Bezerra, Bernardo ^b,d   Barroso, Luiz Augusto ^a,b,c   Granville, Sergio ^b   Guimarães, André ^b   Street, Alexandre ^b   Pereira, Mario Veiga ^a,b  

^a IEEE

^b Mercados de Energia   (Brazil)

^c FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

^d PONTIFICAL CATHOLIC UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Call options; Power system economics; Power system planning

Indexed keywords

BRAZIL; ECONOMIC ANALYSIS; PLANNING; POWER ELECTRONICS; UNCERTAINTY ANALYSIS;

CALL OPTIONS; FUEL SUPPLY; POWER SYSTEM ECONOMICS; POWER SYSTEM PLANNING; THERMAL PLANTS;

ELECTRIC POWER GENERATION;

EID: 35348826081     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/pes.2006.1709582     Document Type: Conference Paper

References (8)

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2. Vazquez C., River M. and Arriaga I.P., 2002. "A market approach to long-term security of supply", IEEE Transactions on Power Systems, 17 (2)
3. Oren S., "Ensuring Generation Adequacy in Competitive Electricity Markets", Ch. 10 in Electricity Deregulation: Choices and Challenges, Griffin, M. James and S. L. Puller (eds), Univ. Chicago Press, June 2005.
4. Oren S., "Generation Adequacy via Call Options Obligations: Safe Passage to the Promised Land", 16, UCEI Energy Policy and Economics, September 2005.
5. Pereira M., Barroso L.A. and Rosenblatt J. "Supply adequacy in the Brazilian power market" Proceedings of the IEEE PES General Meeting, Denver, 2004.
6. Rudnick, H.; Barroso, L.A.; Skerk, C.; Blanco, A., "South American reform lessons - twenty years of restructuring and reform in Argentina, Brazil, and Chile", IEEE Power and Energy Magazine, Vol 3, 2005
7. Barroso, L.A.; Flach, B.; Kelman, R.; Bezerra, B.; Binato, S.; Bressane, J.M.; Pereira, M.V.; "Integrated gas-electricity adequacy planning in Brazil: technical and economical aspects" Proceedings of the IEEE PES General Meeting, 2005.
8. Pereira, M.V., Campodónico, N., and Kelman, R., "Long-term hydro scheduling based on stochastic models", Proceedings of EPSOM Conference, Zurich, 1998