Simulation of the energy efficiency auction prices in Brazil

The electricity consumption behavior in Brazil has been extensively investigated over the years due to financial and social problems. In this context, it is important to simulate the energy prices of the energy efficiency auctions in the Brazilian regulated environment. This paper presents an approa...

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Autores principales: Javier L. L. Gonzales, Rodrigo Flora Calili, Reinaldo Castro Souza, Felipe Leite Coelho da Silva
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Lenguaje:inglés
Publicado: 2016
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author Javier L. L. Gonzales
Rodrigo Flora Calili
Reinaldo Castro Souza
Felipe Leite Coelho da Silva
author_browse Felipe Leite Coelho da Silva
Javier L. L. Gonzales
Reinaldo Castro Souza
Rodrigo Flora Calili
author_facet Javier L. L. Gonzales
Rodrigo Flora Calili
Reinaldo Castro Souza
Felipe Leite Coelho da Silva
author_sort Javier L. L. Gonzales
collection Producción científica
description The electricity consumption behavior in Brazil has been extensively investigated over the years due to financial and social problems. In this context, it is important to simulate the energy prices of the energy efficiency auctions in the Brazilian regulated environment. This paper presents an approach to generate samples of auction energy prices in energy efficiency market, using Markov chain Monte Carlo method, through the Metropolis-Hastings algorithm. The obtained results show that this approach can be used to generate energy price samples.
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spelling oai:cris.upeu.edu.pe:20.500.15037/15022026-10-30T16:15:59ZSimulation of the energy efficiency auction prices in BrazilJavier L. L. GonzalesRodrigo Flora CaliliReinaldo Castro SouzaFelipe Leite Coelho da SilvaMarkov chain Monte CarloContext (archaeology)Monte Carlo methodCommon value auctionEfficient energy useElectricityEnergy consumptionEnergy (signal processing)EconometricsMarkov chainComputer scienceEconomicsMicroeconomicsMathematical optimizationMathematicsEngineeringStatisticsGeographyMachine learningElectrical engineeringArchaeologyMarkov chain Monte CarloContext (archaeology)Monte Carlo methodCommon value auctionEfficient energy useElectricityEnergy consumptionEnergy (signal processing)EconometricsMarkov chainComputer scienceEconomicsMicroeconomicsMathematical optimizationMathematicsEngineeringStatisticsGeographyPhysical Sciences Engineering Electrical and Electronic Engineering Electric Power System OptimizationPhysical Sciences Energy Renewable Energy, Sustainability and the Environment Energy Efficiency and ManagementSocial Sciences Economics, Econometrics and Finance Economics and Econometrics Housing Market and EconomicsThe electricity consumption behavior in Brazil has been extensively investigated over the years due to financial and social problems. In this context, it is important to simulate the energy prices of the energy efficiency auctions in the Brazilian regulated environment. This paper presents an approach to generate samples of auction energy prices in energy efficiency market, using Markov chain Monte Carlo method, through the Metropolis-Hastings algorithm. The obtained results show that this approach can be used to generate energy price samples.Preprinthttps://arxiv.org/pdf/1811.04144http://arxiv.org/abs/1811.0414410.24084/repqj14.396https://hdl.handle.net/20.500.15037/1502W2608235170enRenewable Energy and Power Quality Journal2172-038X2016-05-012026-06-13T13:21:20Z2026-06-13T13:21:20Z
spellingShingle Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Machine learning
Electrical engineering
Archaeology
Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Physical Sciences Engineering Electrical and Electronic Engineering Electric Power System Optimization
Physical Sciences Energy Renewable Energy, Sustainability and the Environment Energy Efficiency and Management
Social Sciences Economics, Econometrics and Finance Economics and Econometrics Housing Market and Economics
Javier L. L. Gonzales
Rodrigo Flora Calili
Reinaldo Castro Souza
Felipe Leite Coelho da Silva
Simulation of the energy efficiency auction prices in Brazil
title Simulation of the energy efficiency auction prices in Brazil
title_full Simulation of the energy efficiency auction prices in Brazil
title_fullStr Simulation of the energy efficiency auction prices in Brazil
title_full_unstemmed Simulation of the energy efficiency auction prices in Brazil
title_short Simulation of the energy efficiency auction prices in Brazil
title_sort simulation of the energy efficiency auction prices in brazil
topic Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Machine learning
Electrical engineering
Archaeology
Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Physical Sciences Engineering Electrical and Electronic Engineering Electric Power System Optimization
Physical Sciences Energy Renewable Energy, Sustainability and the Environment Energy Efficiency and Management
Social Sciences Economics, Econometrics and Finance Economics and Econometrics Housing Market and Economics
topic_facet Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Machine learning
Electrical engineering
Archaeology
Markov chain Monte Carlo
Context (archaeology)
Monte Carlo method
Common value auction
Efficient energy use
Electricity
Energy consumption
Energy (signal processing)
Econometrics
Markov chain
Computer science
Economics
Microeconomics
Mathematical optimization
Mathematics
Engineering
Statistics
Geography
Physical Sciences Engineering Electrical and Electronic Engineering Electric Power System Optimization
Physical Sciences Energy Renewable Energy, Sustainability and the Environment Energy Efficiency and Management
Social Sciences Economics, Econometrics and Finance Economics and Econometrics Housing Market and Economics
url https://arxiv.org/pdf/1811.04144
http://arxiv.org/abs/1811.04144
https://hdl.handle.net/20.500.15037/1502
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AT rodrigofloracalili simulationoftheenergyefficiencyauctionpricesinbrazil
AT reinaldocastrosouza simulationoftheenergyefficiencyauctionpricesinbrazil
AT felipeleitecoelhodasilva simulationoftheenergyefficiencyauctionpricesinbrazil