Aplicação do CVaR no Planejamento da Operação do Sistema Interligado Nacional

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Maldonado, Diana Vanessa López

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Over the last few years, rainfall in some of the main river basins that make up the Brazilian Interconnected System has been significantly below the historical average, in some of them for the year 2021; it was the worst value ever. In addition, with the advancement of the COVID-19 vaccination, economic activities began to resume, with an impact on system demand. To deal with the hydroelectric crisis and increased load, there was a greater need to activate thermoelectric power plants, in addition to energy importation and a set of operating restriction flexibilities. To provide greater security of energy supply, the NEWAVE model uses the Conditional Value-at-Risk (CVaR) criterion, where the cost of the most severe hydrological scenarios receives a greater weight. One difficulty of this methodology is the determination of the parameters that compose the CVaR criterion. This work aims to propose a pair of more risk-averse parameters capable of predicting and dealing with the characteristics of critical hydrological scenarios, such as those experienced in 2021. Hydroelectric and thermoelectric generation, thermal dispatch and Marginal Operating Cost were evaluate for the 2021 operating weeks. The behavior of the parameters in equilibrium and post-pandemic situation for the year 2022 was also evaluate. The results showed that by having more risk-averse parameters, the model effectively presents a greater sensitivity to unfavorable situations. The model was also effective in indicating the disconnection of the most expensive thermal power plants in the transition to the wet period and thus avoiding a more costly thermal dispatch.


Trabalho de Conclusão de Curso apresentado ao Instituto Latino-Americano de Tecnologia, Infraestrutura e Território da Universidade Federal da Integração Latino-Americana, como requisito parcial à obtenção do título de Bacharel em Engenharia de Energia.


Planning Models, Operation Planning, Optimization, NEWAVE, Risk Aversion, CVaR, Thermal Dispatch.