Cálculo del valor en riesgo (var) en el despacho hidrotérmico a mediano plazo


Authors

  • Alejandro Garcés Ruiz
  • Oscar Gómez Carmona

Abstract

El análisis de riesgos es una metodología destinada a facilitar la toma de decisiones debido a la incertidumbre implícita en los problemas reales. Una herramienta altamente utilizada, es el “Valor en Riesgo” (VaR) el cual es un método de medición del riesgo usado especialmente en análisis de tipo financiero. En este artículo, este método será aplicado al problema del despacho hidrotérmico para determinar el costo mínimo de operación que se puede garantizar ante la incertidumbre en las afluencias y la demanda.

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Published

2007-01-08

How to Cite

Garcés Ruiz, A., & Gómez Carmona, O. (2007). Cálculo del valor en riesgo (var) en el despacho hidrotérmico a mediano plazo. Scientia Et Technica, 1(35). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/5345

Issue

Vol. 1 No. 35 (2007)

Section

Eléctrica

License

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