EVALUACIÓN DE RIESGOS FINANCIEROS EN EL MERCADO ELÉCTRICO COLOMBIANO


Authors

  • JOSE SOTO MEJIA
  • JULIAN FELIPE ARIAS A.
  • JAIRO ALBERTO VILLEGAS F.

Abstract

Este artículo presenta los resultados de adaptar técnicas financieras al cálculo de un portafolio de inversiones en el mercado eléctrico. Al definir políticas de inversión a largo plazo se propone usar los caudales medios de los ríos en el país para pronosticar el precio de la energía eléctrica. Luego un modelo de programación cuadrática con restricciones lineales es aplicado para determinar la estructura óptima del portafolio de inversiones y calculado el denominado “Value at Risk (VaR)”, o valoración del riesgo del mismo. Finalmente se presentan algunas recomendaciones acerca de otras metodologías a analizar en posteriores estudios, para resolver este mismo problema.

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Published

2005-04-22

How to Cite

SOTO MEJIA, J. ., ARIAS A., J. . F. ., & VILLEGAS F., J. . A. . (2005). EVALUACIÓN DE RIESGOS FINANCIEROS EN EL MERCADO ELÉCTRICO COLOMBIANO. Scientia Et Technica, 1(27). Retrieved from https://revistas.utp.edu.co/index.php/revistaciencia/article/view/6927

Issue

Vol. 1 No. 27 (2005)

Section

Industrial

License

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