Modelagem estocástica para análise de risco e viabilidade econômica na migração para o mercado livre de energia: estudo de caso em um órgão da justiça do trabalho

Abstract

Electricity represents a significant cost for Brazil's public administration, making strategies to optimize electricity expenses essential for the efficient allocation of resources and better utilization of public investment. From an economic perspective, migration to the Free Contracting Environment (ACL) emerges as a viable alternative for cost reduction. However, this process involves inherent risks, most notably the uncertainty associated with exposure to the Short-Term Market and fluctuations in electricity consumption volume. Given these considerations, this work aims to analyze the economic feasibility and risks of migrating consumption units of a Labor Justice body to the Free Contracting Environment (ACL) using stochastic modeling. Through Monte Carlo Simulation, uncertainties such as the volatility of the Settlement Price for Differences (PLD) and consumption variations were modeled. The results demonstrated an average saving of 28% compared to the regulated market, with a 0% probability of annual financial loss in the 10,000 simulated scenarios. It is concluded that migration offers high economic security and efficiency in the management of public resources.