PrevisÃo de demanda, preÃo e anÃlise de poder de mercado no setor de energia elÃtrica

AUTOR(ES)

Herbetes de Hollanda Cordeiro Junior

DATA DE PUBLICAÇÃO

2005

RESUMO

This thesis intends to develop studies applied to the Brazilian electrical sector - SEB. Initially, there was done a general review of the sector, concerning his main agents and institutions. In a first study, there were obtained forecasting for the demand of electrical energy in the Northeast Brazilian region, over the 2004-2010 period. These forecasting were revised, yet, to take into account for the effect of the electrical energy rationing occurred in 2001. As result, the estimated models showed a good explanatory power and the elasticities values were close to those obtained in others similar works. In another study, there was used the ARIMA models to make price forecasting in the Brazilian energy spot market. Finally, in order to analyze the potential of market power exercise in the generation segment of the SEB, there was used the Cournot model to measure the effect of variations in its structure over the market equilibrium prices. In these terms, there was observed a more potential for market power in months of less availability of hydraulic generation. Other important factors of the model were the demand elasticity and the sectorÂs structure, in terms of number and size of the firms

ASSUNTO(S)

previsÃo de demanda demand forecasting modelo arima poder de mercado market power previsÃo de preÃo price forecasting arima model modelo de cournot economia cournot model

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