A Strategy for a Generator to Participate in the Colombian Electricity Market
This paper presents a strategy for a generator to participate and to mitigate the risk effect of price volatility in the Colombian wholesale electricity market. The strategy is used to optimize the generator participation in the long-term market (bilatera
- Autores:
-
Salazar Isaza, Harold
Arias Rochem, José David
- Tipo de recurso:
- Fecha de publicación:
- 2014
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- spa
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/14403
- Acceso en línea:
- http://hdl.handle.net/10784/14403
- Palabra clave:
- Price Forecasting
Neural Networks
Portfolio Optimization
Markowitz Model
Electricity Derivatives
Previsión De Precios
Redes Neuronales
Optimización De Cartera
Modelo Markowitz
Derivados De Electricidad
- Rights
- License
- Copyright (c) 2014 Harold Salazar Isaza, José David Arias Roche
| Summary: | This paper presents a strategy for a generator to participate and to mitigate the risk effect of price volatility in the Colombian wholesale electricity market. The strategy is used to optimize the generator participation in the long-term market (bilatera |
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