  Modeling wind speed is one of the key element when dealing with the
production of energy through wind turbines. A good model can be used for
forecasting, site evaluation, turbines design and many other purposes. In this
work we are interested in the analysis of the future financial cash flows
generated by selling the electrical energy produced. We apply an indexed
semi-Markov model of wind speed that has been shown, in previous investigation,
to reproduce accurately the statistical behavior of wind speed. The model is
applied to the evaluation of financial indicators like the Internal Rate of
Return, semi-Elasticity and relative Convexity that are widely used for the
assessment of the profitability of an investment and for the measurement and
analysis of interest rate risk. We compare the computation of these indicators
for real and synthetic data. Moreover, we propose a new indicator that can be
used to compare the degree of utilization of different power plants.
