This work presents a new methodology of penalization for agents active in the Brazilian Energy Market due to insufficient electrical power resources. For such, it is necessary to identify e comprehend how companies outline their market & risk strategies and what instruments must the regulation agency use to preserve the reliability of the system, without being prejudicial to the economic viability of business in the private energy sector. It relies on the regulator to act towards inhibiting prejudicial actions to the safeguard of power supply guarantee for the country’s economic growth and development. Thus, it is necessary to restrain the opportunism of market agents registering significant levels of under-contracting in their operations. In our study, we seek to understand and quantify the economic gains associated with the introduction of trade deficits with regard to under-coverage of electrical energy in the Free Contracting Ambience (ACL) of the Electric Power Commercialization Chamber (CCEE). The Brazilian Energy Market can me modeled as linear systems for our studies and, through optimization techniques and dual analyses of Linear Programming Problem (LPP), determine the increment on the objective function due to a marginal increase in the monthly energy deficits of market agents seeking to maximize their financial results.