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Studio Finance

The models in this Studio optimize energy portfolios that include physical assets (production of existing plants, investment in new capacity) and financial instruments such as forward contracts and options.

 

Optfolio - optimal mix of physical and financial assets taking into account scenarios of spot prices, energy production, and risk-related constraints. OptFolio has been used in Europe to determine the optimal contract / dispatching strategy in short-term markets and in Latin America to optimize the mix of multi-country generation assets owned by international investors.

 

OptValue - investment analysis of new projects, taking into account price / quantity risks in forward contracts, construction delays, environmental and regulatory risks; calculation of contract price that ensures a target IRR with a given probability; comparison of different candidate technologies on the basis of their risk x return profile. OptValue is used by most investors in new generation capacity in Brazil.

 

SCE - simulates the accounting and settlement rules of Brazil’s wholesale energy market (Câmara de Comercialização de Energia Elétrica – CCEE).

 

EstD & EstD-CP - a multistage stochastic optimization model that determines the optimal contracting strategy for discos.

 

Tela 1.4

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