112831 - Desenhos de Mercado |
Período da turma: | 21/05/2024 a 16/07/2024
|
||||
|
|||||
Descrição: | OBJETIVOS DA DISCIPLINA
O conceito de um mercado de energia elétrica é algo recente do ponto de vista histórico quando consideramos que o primeiro movimento competitivo relevante ocorre por meio da lei PURPA em 1978 nos Estados Unidos, com a lógica de criar um comprador único. Posteriormente entre 1982 e 1988 são construídas as bases de um primeiro modelo competitivo em nível de atacado no Chile, o que na sequência foi escalado e aprimorado no Reino Unido entre 1989-1990. A adoção de modelos atacadistas visando a competição na geração e na comercialização ganha visibilidade mundial e passa a ser adotado nos países nórdicos, partes dos Estados Unidos e na Europa Ocidental. Mas recentemente, no final da década de 1990 e início dos anos 2000 começa a revolução atacadista, no qual todos os consumidores passam a ter direito a escolher o supridor de energia em algumas jurisdições, com destaque para Austrália, Nova Zelândia, Europa, EUA (Texas e alguns estados). A lógica de um mercado competitivo é trazer eficiência na alocação de riscos e custos, além de facilitar a adoção de novas tecnologias. A disciplina “Desenhos de Mercado de Energia” visa apresentar os fundamentos econômicos e técnicos para introdução de modelos competitivos, como também as diferentes opções adotadas internacionalmente, em termos da definição macro do desenho (comprador único, competição atacadista e competição varejista), além dos aspectos de arquitetura de mercado e formação do preço spot. OBJETIVOS DE APRENDIZAGEM Ao final desta disciplina, os alunos deverão compreender os fundamentos para introdução de modelos competitivos, opções adotadas internacionalmente, além dos aspectos de arquitetura de mercado e formação do preço spot. CONTEÚDO PROGRAMÁTICO Inicialmente serão analisados os princípios que levam um país ou região a adotar um determinado desenho de mercado. A partir do entendimento desses princípios, são discutidos os diferentes desenhos de mercado e como isto se reflete na formação de preços e em aspectos práticos da operação do mercado. Considerando os conceitos de mercados de energia, a disciplina apresenta a experiência prática implementada nos Estados Unidos, Europa, Austrália, Ásia (Japão, China e Sudeste Asiático) e América Latina. Após análise das experiências internacionais, são apresentadas discussões sobre o desenho de mercado do futuro, considerando aspectos como o fatiamento de produtos, novas tecnologias e uma nova visão para a formação do preço spot. METODOLOGIA Aulas expositivas com discussões e debates considerando a bibliografia apresentada e estudos recentes sobre o tema de desenho de mercado. CRITÉRIO DE AVALIAÇÃO Prova escrita com ao menos 20 questões de múltipla escolha na qual uma pergunta errada anula uma certa, sendo que uma pergunta sem resposta não soma e nem reduz a pontuação. BIBLIOGRAFIA ABRELL, J. The Swiss Wholesale Electricity Market. Center for Economic Research at ETH. Zurich, Switzerland, 2016. Disponível em: < https://www.ethz.ch/content/dam/ethz/special-interest/mtec/cer-eth/economics-energy-economics-dam/documents/people/jabrell/Abrell_Swiss_Wholesale_Electricity_Market.pdf>. Acesso em 23.abr.2017 ANTWEILER, W. Energy Economics with Zero Marginal Costs. UBC SAUDER School of Business, University of British Columbia, 2015. Disponível em: ATTAVIRIYANUPAP P., et al. New bidding strategy formulation for day-ahead energy and reserve markets based on evolutionary programming. Electrical Power Energy Syst (27), pp. 157–167, 2005. BARITAUD, M. Power Markets in Europe. ETRM Systems, 2017. Disponível em: < http://www.etrmsystems.com/markets-EUpower.htm >. Acesso em 16.ago.2017 BATTLE, C., et al. The changing role of the State in the expansion of electricity supply in Latin America. Energy Policy, Vol. 38, Issue 11, pp. 7152-7160. November, 2010. BIERBRAUER, M., et al. Spot and derivative pricing in the EEX power market. Journal of Banking and Finance, 31, 3462–3485, 2007. BIGGAR, Darryl R., HESAMZADEH, Mohammad Reza. The Economics of Electricity Markets. John Wiley & Sons, West Sussex, 2014. BIRD, L., et al. Integrating Variable Renewable Energy: Challenges and Solutions. National Renewable Energy Laboratory, Denver, 2011. Disponível em: BOLLINO, Carlo A., MADLENER, Reinhard. Foreword to the Special Issue on “High Shares of Renewable Energy Sources and Electricity Market Reform”. The Energy Journal, Vol. 37, Special Issue 2, pp. 01-04. August, 2016. BORENSTEIN, S., et al. Market Power in Electricity Markets: Beyond Concentration Measures. The Energy Journal, Vol. 20, No. 4, pp. 65-88. 1999. BRITO, M. C. T. de. Análise da repactuação do risco hidrológico das usinas hidrelétricas participantes do Mecanismo de Realocação de Energia. (Dissertação de Mestrado). Rio de Janeiro: COPPE UFRJ, 2016. BUNN, D. W., OLIVEIRA, F.S. Evaluating Individual Market Power in Electricity Markets via Agent-Based Simulation. Annals of Operations Research, Volume 121, Issue 1, pp. 57-77, Springer, July 2003. BURGER, et al. Managing energy risk: an integrated view on power and other energy markets. Wiley, 2007. CAI, Desmond Wuhan (2016) Electricity Markets for the Smart Grid: Networks, Timescales, and Integration with Control. Dissertation (Ph.D.), California Institute of Technology. doi:10.7907/Z9BG2KZG Disponível em<.http://resolver.caltech.edu/CaltechTHESIS:05262016-112813537>. Acesso em 19.fev.2017. CAISO – California Independent System Operator. Convergence bidding: Defining convergence (virtual) bidding. California, 2015. Disponível em: CAPETTA, D. Contribuições para o estabelecimento de um programa de redes elétricas inteligentes no âmbito do setor elétrico brasileiro. (Tese de Doutorado). São Paulo: Politécnica Universidade de São Paulo, 2014. CHINA ELECTRICITY COUNCIL. 2016年全国电力工业统计快报数据一览表. Disponível em: < http://www.cec.org.cn/guihuayutongji/tongjxinxi/niandushuju/2017-01-20/164007.html >. Acesso em 30.abr.2017. CLARK, E.H. Multipart Pricing of Public Goods. Public Choice XI: 17-33, 1971. CLAPAUD, A. Italy joined the European energy exchange. 4revolution, 2015. Disponível em: < http://www.4erevolution.com/en/euphemia/ >. Acesso em 12.jun.2016 COCHRAN, et al. Flexibility in 21st Century Power Systems. National Renewable Energy Laboratory, Denver CO, May 2015. CRA – Charles River Associates. A Case Study in Capacity Market Design and Considerations for Alberta. Toronto, 2017. CRAMTON, P., et al. Capacity Market Fundamentals. Economics of Energy & Environmental Policy, Cleveland OH, Vol. 02, No. 02, p. 01-26, September, 2013. CRAMTON, P., SHOHAM, Y., STEINBERG, R. (eds.) Combinatorial Auctions. MIT Press, 2006. DAVID, S. M. G. R. Geração de Energia Elétrica no Brasil: Uma visão Legal-Regulatória sobre Riscos para o Desenvolvimento da Atividade e Mecanismos de Incentivo Estabelecidos pelo Poder Público. (Dissertação de Mestrado). São Paulo: Universidade de São Paulo, 2013. DE CASTRO, N, et al. Desequilíbrio econômico e financeiro das usinas termoelétricas frente à persistência da crise hidrológica: 2012-2014. Texto de Discussão do Setor Elétrico n.º 61. GESEL – Grupo de Estudos do Setor Elétrico da Unidersidade Federal do Rio de Janeiro. Rio de Janeiro, 2014. Disponível em: < http://www.gesel.ie.ufrj.br/app/webroot/files/publications/20_TDSE%2061-%20Crise%20das%20UTE%20(1).pdf >. Acesso em 06.ago.2017. DEL RIO, P. Auctions for Renewable Support in Portugal: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016a. DEL RIO, P. Auctions for Renewable Support in South Africa: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016b. DUPUY, M., XUAN, W. Wholesale Electricity Markets and Pricing in China: How is Reform Going? Regulatory Assistance Project – RAP, 2016. Disponível em: < http://www.raponline.org/blog/wholesale-electricity-markets-pricing-china-reform-going/>. Acesso em 06.mai.2017. EASLEY, D.; KLEINBERG, J. Networks, Crowds, and Markets: Reasoning about a Highly Connected World. Cambridge University Press, 2010. EI – Energimarknadsinsperktionen. The Swedish Electricity and Natural Gas Market 2015. Eskilstuna, 2016. Disponível em: EIA – U.S. Energy Information Administration. Annual Energy Outlook 2015 with projections to 2040. Washington, 2015. Disponível em:< https://www.eia.gov/outlooks/aeo/pdf/0383(2015).pdf>. Acesso em 01.abr.2017. EIA – U.S. Energy Information Administration. Electric Power Monthly, February 2016. Washington, 2016a. Disponível em:< https://www.eia.gov/energyexplained/index.cfm?page=electricity_in_the_united_states>. Acesso em 01.abr.2017. EIA – US. Energy Information Adminsitration. U.S. electric system is made up interconnections and balancing authorities. Washington, 2016b. Disponível em:< https://www.eia.gov/todayinenergy/detail.php?id=27152>. Acesso em 09.abr.2017. ENEL. Enel Green Power with Nareva and Siemens awarded preferred bidder status for 850 MW of wind capacity in Morocco. Rome, Italy, 10 March 2016. Disponível em: ENERDATA. Global Energy Statistical Yearbook 2016: Electricity production. Grenoble, 2016. Disponível em: ENTSO-E – European Network of Transmission System Operators for Electricity. Electricity in Europe 2015: Synthetic overview of electric system consumption, generation and exchanges in the ENTSO-E Area. Brussels, 2016. EPE – Empresa de Pesquisa Energética. Índice Custo Benefício (ICB) de Empreendimentos de Geração. Leilões de Compra de Energia Elétrica de Novos Empreendimentos de Geração – Metodologia de Cálculo. Nº EPE-DEE-RE-102/2008-r7. Rio de Janeiro, 2016. EPE – Empresa de Pesquisa Energética. Plano Decenal de Expansão de Energia 2026. Rio de Janeiro, 2017. ERCOT – Electric Reliability Council of Texas. Quick Facts: November 2016. Austin, 2016a Disponível em: < http://www.ercot.com/content/wcm/lists/89475/ERCOT_Quick_Facts_111816.pdf>. Acesso em 02.abr.2017 ERCOT – Electric Reliability Council of Texas. Maps. Disponível em: EUROPEAN COMISSION. Quarterly Report on European Electricity Markets: Market Observatory for Energy, DG Energy issue 1, fourth quarter of 2015 and first quarter 2016. Brussel, Belgium, 2016. E & Y. Preparing for the wholesale electricity market and auctions. Mexico city, 2015. Disponível em : < http://www.ey.com/gl/en/industries/power---utilities/ey-preparing-for-the-wholesale-electricity-market-and-auctions >. Acesso em 21.ago.2017 FEPCJ – The Federation of Electric Power Companies of Japan. Electricity Review Japan – 2016. Tokyo, 2016. Disponível em: FERC – Federal Energy Regulatory Commission. Electric Power Markets: National Overview. Disponível em: :< http://www.ferc.gov/market-oversight/mkt-electric/overview.asp>. Acesso em 26.mai.2016 FERC – Federal Energy Regulatory Commission. Regional Transmission Organizations (RTO)/ Independent System Operators (ISO). Disponível em: FITCH-ROY, O. W., WOODMAN, B. Auctions for Renewable Support in United Kingdom: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. FÖRSTER, S. Small-scale PV Auctions in France: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. FÖRSTER, S., AMAZO, A. Auctions for Renewable Energy Support in Brazil: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. FÖRSTER, S., SOYSAL, E. S. R. Auctions for Renewable Energy Support in Ireland: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. FÖRSTER, S., WIGAND, F. Onshore wind concessions in China: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. GALLEGO, J. China Wants to Build a $ 50 Trillion Global Wind & Solar Power Grid by 2050. Futurism, April 2016. Disponível em: < https://futurism.com/building-big-forget-great-wall-china-wants-build-50-trillion-global-power-grid-2050/>.Acesso em 06.mai.2017. GEMAN, H., & RONCORONI, A. Understanding the fine structure of electricity prices. Journal of Business, 79, 1225–1261, 2006. GJOLBERG, O., & BRATTESTED, T.-L. The biased short-term futures price at Nord Pool: can it really be a risk premium? Journal of Energy Markets, 4(1), 3–19, 2011. GOMES, et al. O setor elétrico. BNDES, Rio de Janeiro, 2002. Disponível em: GONZALEZ, V., CONTRERAS, J., & BUNN, D. W. Forecasting power prices using a hybrid fundamental-econometric model. IEEE Transactions on Power Systems, 27(1), 363–372, 2012. GOUNTIS, V.P., BAKIRTZIS, A.G. Bidding strategies for electricity producers in a competitive electricity marketplace. IEEE Trans Power Syst 19(1), pp. 356–356, 2004. GOVERNAMENT OF UNITED KINGDOM. Capacity Market parameters for T4 auction for 2020/21, and early auction and transitional arrangements auction for 2017/2018. London, 2016. Disponível em: GRIESMER, J. H., LEVITAN, R.E., SHUBIK, M. Toward a Study of Bidding Processes Part IV: Games with Unknown Costs. Naval Research Logistics Quarterly, 14, 415-33, 1967. GROSS G., FINLAY, D. Generation supply bidding in perfectly competitive electricity markets. Comput Math Organ Theory 6(1):83–98, 2000. GROVES, T. Incentives in Teams. Econometrica 61: 617-631, 1973. GUAN, X., et al. An ordinal optimization based bidding strategy for electric power producers in the daily energy market. IEEE Trans Power Syst 16 (4):788–797, 2001. GUL, F., STACCHETTI, E. The English auction with differentiated commodities. University of Michigan, 1999. HAMILTON, J. Regime switching models. In: The new Palgrave dictionary of economics (2nd edn.). London: Macmillan, 2008. HARRIS, Chris. Electricity markets: Pricing, Structures and Economics. John Wiley & Sons, West Sussex, 2009. HARTLINE, J.D. Approximation in Economic Design. Northwestern University, IL. Disponível em: HAWILA, D., et al. Renewable Energy Auctions: Analysing 2016. Abu Dhabi, 2017. Disponível em: < http://www.irena.org/DocumentDownloads/Publications/IRENA_Renewable_Energy_Auctions_2017.pdf>. Acesso em 15.jun.2017. HIRT, L., UECKERDT, F. Redistribution effects on energy and climate policy: The electricity market. Energy Policy, Amsterdam, Vol. 62, p. 934-947, November 2013. HOLMBERG, P., LAZARCZYK, E. Congestion management in electricity networks: Nodal, zonal and discriminatory pricing. University of Cambridge, Electricity Policy Research Group. EPRG Working Paper 1209, CWPE Working Paper 1219. March, 2012 HUNT, Sally. Making competition work in electricity. Wiley Finance, New York, 2002. IEA – International Energy Agency. World Energy Outlook 2016: Energy Access Database. Paris, 2016a. Disponível em: < http://www.worldenergyoutlook.org/resources/energydevelopment/energyaccessdatabase/> IEA – International Energy Agency. Re-powering Markets: Market design and regulation during the transition to low-carbon power systems. Electricity Market Series. Paris, 2016b. IEA – International Energy Agency. Mexico Energy Outlook: World Energy Outlook 2016 Special report. Paris, 2016c. IEA – International Energy Agency. Africa Energy Outlook: A focus on energy prospects in Sub-Saharan Africa. World Energy Special Report. Paris, 2014. IESO – Independent Electricity System Operator. IESO 2015 Annual Report: Powering a Connected World. Toronto, 2016. Disponível em: < http://www.ieso.ca/-/media/files/ieso/document-library/annual-reports/ieso-2015annualreport.pdf>. Acesso em 09.abr.2017 IMF – International Monetary Fund. World Economic Outlook Database, April 2014. Washington, 2014. Disponível em : INDIA – Government of India, Ministry of Power, Central Electricity Authority. All India Installed Capacity, Feb-2017. Disponível em: < http://www.cea.nic.in/monthlyinstalledcapacity.html> . Acesso em 07.mai.2017. IRENA – International Renewable Energy Agency. Renewable Auctions: A Guide to Design. Abu Dhabi, 2015. Disponível em: < http://www.irena.org/DocumentDownloads/Publications/IRENA_Market_Analysis_Latin_America_2016.pdf>. Acesso em 14.abr.2017. IRENA – International Renewable Energy Agency. Renewable Energy Market Analisys: Latin America. Abu Dhabi, 2016. Disponível em: < http://www.irena.org/DocumentDownloads/Publications/Renewable_Energy_Auctions_A_Guide_to_Design.pdf>. Acesso em 16.ago.2017. ISO NEWSWIRE. Draft 2017-2026 forecast: energy usage will decline slightly and peak demand will remain flat. Disponível em:< http://isonewswire.com/updates/2017/3/27/draft-2017-2026-forecast-energy-usage-will-decline-slightly.html>. Acesso em 09.abr.2017. JACKSON, M.O. A Brief Introduction to the Basics of Game Theory. Stanford University – Departament of Economics, 2011. Disponível em: JANCZURA, J., et al. Identifying spikes and seasonal components in electricity spot price data: a guide to robust modeling. Energy Economics, 38, 96–110, 2013. JEPIC – Japan Electric Power Information Center, Inc. Power Industry in Japan. Tokyo, 2015. Disponível em: JETRO – The Japan External Trade Organization. Japan’s Energy Market Reform: Full Retail Choice in Electricity Market. Jetro, New York, 2015. Disponível em: KARAKATSANI, N. V., & BUNN, D. W. Forecasting electricity prices: the impact of fundamentals and time-varying coefficients. International Journal of Forecasting, 24(4), 764–785, 2008. KATZ, J., COCHRAN, J. Integrating Variable Renewable Energy Into The Grid: Key Issues. Greening the Grid. USAID Office of Global Climate Change, May 2015. KEPPLER, J.H, et al. The Impacts of Variable Renewable Production and Market Coupling on the Convergence of French and German Electricity Prices. The Energy Journal, Vol. 42, Number 3, pp. 343-359. July 2016. KING, R., et al. The Debate About Demand Response and Wholesale Electricity Markets. SPEER, 2015. Disponível em: < https://eepartnership.org/wp-content/uploads/2015/10/The-Debate-About-Demand-Response-Final-10.28.15.pdf> Acesso em 26.mai.2016. KITZING, L., WENDRING, P. Auctions for Renewable Support in Denmark: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2015. KLEMPERER, Paul. Competition when Consumers have Switching Costs: An Overview with Applications to Industrial Organization, Macroeconomics, and International Trade. Review of Economic Studies, 62, 515-539, 1995. KLEMPERER, Paul. Auctions with Almost Common Values: The “Wallet Game” and its Applications. European Economic Review, 42 (3-5), 757-69, May, 1998. KLEMPERER, Paul. Auction Theory: A Guide to the Literature. Journal of Economic Surveys, Vol. 13 (3), pp. 227-286, July 1999. KLEMPERER, Paul. How (Not) Run Auctions: the European 3G Telecom Auctions. European Economic Review, 46, 829-845, May, 2001. KLEMPERER, Paul. Auctions: Theory and Practice. Princeton University Press, 2004. KWON, R.H., FRANCES, D. Optimization-Based Bidding in Day-Ahead Electricity Auction Markets: A Review of Models for Power Producers. In: A. Sorokin et al. (eds.), Handbook of Networks in Power Systems I, Energy Systems. Springer-Verlag Berlin Heidelberg, 2012 LEONARDO ENERGY. Training on Regulation: A Webinar for the European Cooper Institute. 2009 Disponível em: < https://www.youtube.com/watch?v=qOrr0hZ9JvQ&list=PLUFRNkTrB5O_S-4-j5kTtnmCcG49fjaLq&index=8>. Acesso em 04.fev.2017 LEYTON-BROWN, K. Auction Theory II: lecture 19. University of British Columbia, 2007. Disponível em: < https://www.cs.ubc.ca/~kevinlb/teaching/cs532l%20-%202007-8/lectures/lect19.pdf>. Acesso em 23.abr.2016 LEVIN, Jonathan. Auction Theory. Stanford University, October 2004. Disponível em: LIEBL, D. (2013). Modeling and forecasting electricity spot prices: a functional data perspective. Annals of Applied Statistics, 7(3), 1562–1592. LIEBREICH, M. In search of the miraculous. In: Bloomberg New Energy Finance Summit. New York, 2016. Disponível em: LIN, J., MAGNAGO, F. H. Electricity Markets: Theories and Applications. IEEE Press, 2017 LOURENZO, H. C. O Setor Elétrico Brasileiro: Passado e Futuro. Perspectivas, São Paulo, 24-25: 147-170, 2001-2002. MADANI, K., CORREIA, A. D., ROSA, A., & FILIPE, J. (Eds.) Computational intelligence. Springer, 2011. MASKIN, E.S., RILEY, J.G. Auction Theory with private values. UCLA Department of Economics, Discussion Paper #359, Los Angeles, 1985. MAURER, Luiz T.A., BARROSO, Luiz A. Electricity Auctions: An Overview of Efficient Practices. World Bank, Washington, D.C., 2011. MAZZI, N., RECH, S. Electricity auctions: a European view on markets and practices. In: 2015 12th International Conference on the Electricity Energy Market (EEM). IEEE, Lisbon, 19-22 May, 2015. MENDONÇA, Augusto F; DAHL, Carol. The Brazilian electrical system reform. Energy Policy, Amsterdam, Vol. 27, No. 2, p. 73-83, February 1999. MICHELL, H. The Economics of Ancient Greece. Cambridge University Press, 2014. MIETTINEN, P. Information acquisition during a Dutch auction. Bank of Finland Research Discussion Papers, Helsinki, 2010. MILGROM. Paul. Putting Auction Theory to Work. Cambridge University Press, New York, 2004. MILGROM, P. R., ROBERTS, D.J. Limit Pricing and Entry under Incomplete Information: An Equilibrium Analysis. Econometrica, 50, pp. 443-59, 1982. MORENO, R, et al. Auction approaches of long-term contracts to ensure generation investment in electricity markets: Lessons from the Brazilian and Chilean experiences. Energy Policy, Amsterdam, Vol. 38, No. 10, p. 5758-5769, October, 2010. MUNHOZ, F. C. The necessity of more temporal granularity in the Brazilian short-term electricity market. Sustainable Energy, Grids and Networks, Amsterdam, Volume 11, September 2017, Pages 26-33. NEA-China – National Energy Administration of China. 2016年全社会用电量同比增长5.0%. Beijing, 2017. Disponível em: NEUMANN, John von, and OSKAR Morgenstern. Theory of Games and Economic Behavior. Princeton: Princeton University Press, 1947. NEWBERY, D. Predicting market power in wholesale electricity markets. European University Institute. EUI Working Paper RSCAS 2009/03. Florence, 2009. NOORDPOOL. Price calculation. Oslo, 2017. Disponível em: NOOTHOUT, P., WINKEL, T. Auctions for Renewable Energy Systems in Netherlands: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. NOVA ZELÂNDIA – Ministry of Business, Innovation & Employment. Electricity. Wellington, 2017. Disponível em: < http://www.mbie.govt.nz/info-services/sectors-industries/energy/energy-data-modelling/statistics/electricity>. Acesso em 14.mai.2017. NYISO – New York Independent System Operator. Power Trends 2016: The changing energy landscape. Rensselaer, 2017. Disponível em: < http://www.nyiso.com/public/webdocs/media_room/publications_presentations/Power_Trends/Power_Trends/2016-power-trends-FINAL-070516.pdf>. Acesso em 09.abr.2017 OFGEM. The review of the first year of NETA: A review document Volume 1, July 2002. Disponível em: OPERADOR NACIONAL DO SISTEMA – ONS. Rio de Janeiro. 2014. Disponível em: ORTEGA REICHERT, A. Models for Competitive Bidding Under Uncertainty. Stanford University PhD tesis (and Technical Report No. 8, Departament of Operations Research, Stanford University), 1968. OTSUKI, T. Electric power grid interconnections in northeast Asia: A quantitative analysis of economic and environmental benefits. Institute Energy Economics Japan, 2015. PINDYCK, R.S.; RUBINFELD, D. Microeconomics. 7th edition. Prentice Hall, 2009. PJM – Pennsylvania- New Jersey-Maryland Interconnection. PJM-RTO, 2016. PLATTS. Italian capacity market seen at 30% discount to UK: A2A. Barcelona, Platts, April 6, 2016. Disponível em: < http://www.platts.com/latest-news/electric-power/barcelona/italian-capacity-market-seen-at-30-discount-to-26411763>. Acesso em 11.set.2016 PUC Texas – Public Utility Commision of Texas. Texas Reliability Council Boundaries Map. Austin, 2017. Disponível em: < http://www.puc.texas.gov/industry/maps/maps/ERCOT.pdf>. Acesso em 02.abr.2017. PUNKANEN, L. Unilateral Market Power in Wholesale Electricity Markets – A Cournot Based Analysis. Aalto University, Espoon, Finland, 2014. QUINT, D. Common values and low reserve prices. University of Wisconsin, 2016. REGO, E. E., PARENTE, V. Brazilian experience in electricity auctions: Comparing outcomes from new and old energy auctions as well as the application of the hybrid Anglo-Dutch design. Energy Policy 55, 511-520. Amsterdam, 2013. RTE – LE RÉSEAU DE TRANSPORT D’ÉLECTRICITÉ. Installed capacity of units 1 MW, aggregated per production type. Paris, 2017. Disponível em: < http://clients.rte-france.com/lang/an/visiteurs/vie/prod/parc_reference.jsp>. Acesso em 22.abr.2017. SANDBAG. UK Capacity Market: Is the Capacity Market showing power descarbonization? Dec 2014. Disponível em: < https://sandbag.org.uk/site_media/pdfs/reports/Capacity_Mech_19-Dec-14_new.pdf >. Acesso em 11.set.2016. SHAHIDEHPOUR, M., et al. Market operations in electric power systems: forecasting, scheduling, and risk management. Wiley, 2002. SHOHAM, Y., LEYTON-BROWN, K. Multiagent Systems: Algorithmic, Game-Theoretic, and Logical Foundations. Cambridge University Press, 2009. SILVA, B. G. Evolução do Setor Elétrico Brasileiro no Contexto Econômico Nacional: Uma Análise Histórica e Econométrica de Longo Prazo. (Dissertação de Mestrado). São Paulo: Universidade de São Paulo, 2011. SPEES, K., et al. Capacity Markets – Lessons Learned from the First Decade. Economics of Energy & Environmental Policy, Cleveland OH, Vol. 02, No. 02, p. 01-26, September, 2013. STOFT, Steven. Power System Economics: Designing Markets for Electricity. IEEE Press & Wiley, 2002. SWINDER, D.J. Simultaneous bidding in day-ahead auctions for spot energy and power systems reserve. Electrical Power Energy Syst (29), pp. 470–479, 2007. TAKRITI S., BIRGE J.R. A stochastic model for the unit commitment problem. IEEE Trans Power Syst 11(3):1497–1506, 1996. THALER, Richard H. Anomalies: The Winner's Curse. Journal of Economic Perspectives 2 (1): 191–202, 1988 TIEDEMANN, S. Auctions for Renewable Energy Systems in Germany: Pilot scheme for ground-mounted PV. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2015. TIEDEMANN, S., et al. Auctions for Renewable Energy Systems in Italy: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016a. TIEDEMANN, S., et al. Auctions for Renewable Energy Systems in California: Instruments and lessons learnt. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2015b. USAID. South Africa: Power Africa Fact Sheet. Washington, 2016. Disponível em: < https://www.usaid.gov/powerafrica/south-africa >. Acesso em 11.set.2016. UK – United Kingdom Government. Electricity: Chapter 5, Digest of United Kingdom Energy Statistics (DUKES) – Plant capacity United Kingdom. London, 2017. Disponível em: < https://www.gov.uk/government/statistics/electricity-chapter-5-digest-of-united-kingdom-energy-statistics-dukes>. Acesso em 22.abr.2017. VANADZINA, E., GORE, O. Capacity market in Russia: Possibilities for new generation entry and cost of CRMs. International Conference on the European Energy Market, EEM, 25 July 2016, Vol.2016. VENTOSA, M.,et al. Electricity market modeling trends. Energy Policy, Vol. 33, Issue 07, pp. 897-913. 2005. VENTOSA, M., et al. Power System Economics. In: Regulation of the Power Sector. Spring-Verlag, London, 2013. VIANA, Alexandre G., RAMOS, Dorel S. Aprimoramento do Índice de Custo X Benefício – ICB para comparação de empreendimentos de geração nos leilões de energia nova, refletindo custos de transmissão. In: XXIII Seminário Nacional de Produção e Transmissão de Energia Elétrica (SNPTEE), 18 a 21 de outubro de 2015, Foz do Iguaçú, PR, Brasil. VIANA, Alexandre G., PARENTE, Virginia. A Experiência Brasileira de Incentivo a Expansão das Fontes Renováveis por meio dos Leilões de Energia Elétrica. Revista Brasileira de Energia, Vol. 16, Nº 1, 1º Sem. 2010, pp.21-36 VICKREY, W. Counterspeculation, Auctions, and Competitive Sealed Tenders. Journal of Finance, 16, 8-37, 1961. VICKREY, W. Auction and Bidding Games. In: Recent Advances in Game Theory (pp. 15-27). Princeton, New Jersey: The Princeton University Conference, 1962. VICKREY, W. Auctions Markets and Optimum Allocations. In: AMIHUD, Y (ed.). Bidding and Auctioning for Procurement and Allocation (pp. 13-20). Studies in Game Theory and Mathematical Economics. New York: New York University Press, 1976. VILJAINEN, S., et al. Linking together electricity markets with different market designs: Case study of the future use of Finnish-Russian – interconnection. Elforsk, Stockholm, 2014. Disponível em: < www.elforsk.se/Rapporter/?download=report&rid=14_05_>. Acesso em 11.set.2016. WALLACE S.W., FLETEN S.E. Stochastic programming models in energy. In: Ruszczynski A, Shapiro A (eds) Handbooks in OR&MS, vol 10. Elsevier Science, Amsterdam, pp 637–677, 2003. WEBER J.D., OVERBYE T.J. A two-level optimization problem for analysis of market bidding strategies, In: Proceedings of the IEEE power engineering society summer meeting, vol 2. Edmonton, pp 1845–1849, 1999. WEN, F.S., DAVID, A.K., Strategic bidding for electricity supply in a day-ahead energy market. Electrical Power Syst Res (59) pp.197–206, 2001. WERON, R., MISIOREK, A. Short-term electricity price forecasting with time seriesmodels: A review and evaluation. In: Complex electricity markets, pp. 231 – 254. Łȯdź: IEPŁ & SEP, 2006. WERON, R. Electricity price forecasting: A review of the state-of-the-art with a look into the future. International Journal of Forecasting, Vol. 30, pp. 1030 – 1081, 2014. WILSON, R.B. Competitive Bidding with Disparate Information. Management Science, Vol. 15, No. 7, Theory Series, pp. 446-448, 1969. WIGAND, F., et al. Auctions for Renewable Energy Support: Lessons Learnt from International Experiences. AURES – Auctions for Renewable Energy Support. Technical University of Denmark, 2016. WOOD, A. J., & Wollenberg, B. F. Power generation, operation and control. New York: Wiley, 1996. WORLD BANK. Access to electricity (% of population) . Washington, 2014a. Disponível em: < http://data.worldbank.org/indicator/EG.ELC.ACCS.ZS>. Acesso em 15.jun.2017. WORLD BANK. Electric power consumption (kWh per capita). Washington, 2014b. Disponível em: < http://data.worldbank.org/indicator/EG.USE.ELEC.KH.PC>. Acesso em 26.mar.2017. XIYING, L., LINGCHENG, K. A New Chapter in China’s Electricity Market Reform. Energy Studies Institute: Policy Brief 13. Singapore, 2016. Disponível em: < http://esi.nus.edu.sg/docs/default-source/esi-policy-briefs/a-new-chapter-in-china-s-electricity-market-reform.pdf>. Acesso em 06.mai.2017. YAMAZAKI, T. Japan’s Electricity Market Reform and Beyond. Disponível em: |
||||
Carga Horária: |
24 horas |
||||
Tipo: | Obrigatória | ||||
Vagas oferecidas: | 70 | ||||
Ministrantes: |
Alexandre Guedes Viana |
![]() |
Créditos © 1999 - 2025 - Superintendência de Tecnologia da Informação/USP |