Portafolio de generación de energía eléctrica para Colombia en el periodo (2017-2019)

This project presents an alternative to create an optimal portfolio in the expantion of the colombian electroc power park, based in Markowitz theory. To achieve this objective, there is a characterization of the wholesale energy market, assessing risks and opportunities that an investor will face. T...

Full description

Autores:
Casallas Buitrago, Camilo Esteban
Tipo de recurso:
Trabajo de grado de pregrado
Fecha de publicación:
2019
Institución:
Escuela Colombiana de Ingeniería Julio Garavito
Repositorio:
Repositorio Institucional ECI
Idioma:
spa
OAI Identifier:
oai:repositorio.escuelaing.edu.co:001/1035
Acceso en línea:
https://catalogo.escuelaing.edu.co/cgi-bin/koha/opac-detail.pl?biblionumber=22195
https://repositorio.escuelaing.edu.co/handle/001/1035
Palabra clave:
Energía eléctrica-Colombia-2017-2019
Rentabilidad
Electric power-Colombia-
Cost effectiveness
Rights
openAccess
License
Derechos Reservados - Escuela Colombiana de Ingeniería Julio Garavito
Description
Summary:This project presents an alternative to create an optimal portfolio in the expantion of the colombian electroc power park, based in Markowitz theory. To achieve this objective, there is a characterization of the wholesale energy market, assessing risks and opportunities that an investor will face. Then, based on the work published previously, it seeks to translate the theories of the financial market into the energy market. Defending the incorporation of non-conventional renewable energy into the energy matrix, reducing the risk of transferring high costs to the demand or subjecting it to supply constraints, Assumptions are established that favor each technology in what has an advantage and penalize its weaknesses. Finally, the efficient frontier is built, which illustrates a series of combinations that investors can make between the returns they can expect and the risk they would run, highlighting a series of optimal points