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
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spelling Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees2014-06-242019-11-22T16:48:50Z2014-06-242019-11-22T16:48:50Z2256-43141794-9165http://hdl.handle.net/10784/1440310.17230/ingciencia.10.20.10This 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 (bilateraEste documento presenta una estrategia para que un generador participe y mitigue el efecto de riesgo de la volatilidad de los precios en el mercado mayorista de electricidad de Colombia. La estrategia se utiliza para optimizar la participación del generadapplication/pdfspaUniversidad EAFIThttp://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/2193http://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/2193Copyright (c) 2014 Harold Salazar Isaza, José David Arias RocheAcceso abiertohttp://purl.org/coar/access_right/c_abf2instname:Universidad EAFITreponame:Repositorio Institucional Universidad EAFITIngeniería y Ciencia; Vol 10, No 20 (2014)A Strategy for a Generator to Participate in the Colombian Electricity MarketUna estrategia de participación para una planta de generación en el mercado eléctrico colombianoarticleinfo:eu-repo/semantics/articlepublishedVersioninfo:eu-repo/semantics/publishedVersionArtículohttp://purl.org/coar/version/c_970fb48d4fbd8a85http://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1Price ForecastingNeural NetworksPortfolio OptimizationMarkowitz ModelElectricity DerivativesPrevisión De PreciosRedes NeuronalesOptimización De CarteraModelo MarkowitzDerivados De ElectricidadSalazar Isaza, Haroldb45158b1-6a5e-4c16-8339-409428feab7c-1Arias Rochem, José David45004b2f-26cc-4b5d-af88-e4c7de0bb72d-1Universidad Tecnológica de PereiraIngeniería y Ciencia1020161180ing.cienc.THUMBNAILminaitura-ig_Mesa de trabajo 1.jpgminaitura-ig_Mesa de trabajo 1.jpgimage/jpeg265796https://repository.eafit.edu.co/bitstreams/03f3dd9a-e1fd-4f74-b86b-631171b5e875/downloadda9b21a5c7e00c7f1127cef8e97035e0MD51ORIGINAL10.pdf10.pdfTexto completo PDFapplication/pdf186097https://repository.eafit.edu.co/bitstreams/8505cad0-6b20-4472-88c3-b8aefab8f2df/download50ed39b55dbc68b359fdce60c9216416MD52articulo.htmlarticulo.htmlTexto completo HTMLtext/html374https://repository.eafit.edu.co/bitstreams/710d9ba3-83dd-48fd-9cb9-bd1db324dd5e/download33697eaf7f305750856f275b8af9b77aMD5310784/14403oai:repository.eafit.edu.co:10784/144032024-12-04 11:46:55.095open.accesshttps://repository.eafit.edu.coRepositorio Institucional Universidad EAFITrepositorio@eafit.edu.co
dc.title.eng.fl_str_mv A Strategy for a Generator to Participate in the Colombian Electricity Market
dc.title.spa.fl_str_mv Una estrategia de participación para una planta de generación en el mercado eléctrico colombiano
title A Strategy for a Generator to Participate in the Colombian Electricity Market
spellingShingle A Strategy for a Generator to Participate in the Colombian Electricity Market
Price Forecasting
Neural Networks
Portfolio Optimization
Markowitz Model
Electricity Derivatives
Previsión De Precios
Redes Neuronales
Optimización De Cartera
Modelo Markowitz
Derivados De Electricidad
title_short A Strategy for a Generator to Participate in the Colombian Electricity Market
title_full A Strategy for a Generator to Participate in the Colombian Electricity Market
title_fullStr A Strategy for a Generator to Participate in the Colombian Electricity Market
title_full_unstemmed A Strategy for a Generator to Participate in the Colombian Electricity Market
title_sort A Strategy for a Generator to Participate in the Colombian Electricity Market
dc.creator.fl_str_mv Salazar Isaza, Harold
Arias Rochem, José David
dc.contributor.author.spa.fl_str_mv Salazar Isaza, Harold
Arias Rochem, José David
dc.contributor.affiliation.spa.fl_str_mv Universidad Tecnológica de Pereira
dc.subject.keyword.eng.fl_str_mv Price Forecasting
Neural Networks
Portfolio Optimization
Markowitz Model
Electricity Derivatives
topic Price Forecasting
Neural Networks
Portfolio Optimization
Markowitz Model
Electricity Derivatives
Previsión De Precios
Redes Neuronales
Optimización De Cartera
Modelo Markowitz
Derivados De Electricidad
dc.subject.keyword.spa.fl_str_mv Previsión De Precios
Redes Neuronales
Optimización De Cartera
Modelo Markowitz
Derivados De Electricidad
description 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
publishDate 2014
dc.date.issued.none.fl_str_mv 2014-06-24
dc.date.available.none.fl_str_mv 2019-11-22T16:48:50Z
dc.date.accessioned.none.fl_str_mv 2019-11-22T16:48:50Z
dc.date.none.fl_str_mv 2014-06-24
dc.type.eng.fl_str_mv article
info:eu-repo/semantics/article
publishedVersion
info:eu-repo/semantics/publishedVersion
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status_str publishedVersion
dc.identifier.issn.none.fl_str_mv 2256-4314
1794-9165
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/10784/14403
dc.identifier.doi.none.fl_str_mv 10.17230/ingciencia.10.20.10
identifier_str_mv 2256-4314
1794-9165
10.17230/ingciencia.10.20.10
url http://hdl.handle.net/10784/14403
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dc.relation.uri.none.fl_str_mv http://publicaciones.eafit.edu.co/index.php/ingciencia/article/view/2193
dc.rights.eng.fl_str_mv Copyright (c) 2014 Harold Salazar Isaza, José David Arias Roche
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_abf2
dc.rights.local.spa.fl_str_mv Acceso abierto
rights_invalid_str_mv Copyright (c) 2014 Harold Salazar Isaza, José David Arias Roche
Acceso abierto
http://purl.org/coar/access_right/c_abf2
dc.format.none.fl_str_mv application/pdf
dc.coverage.spatial.eng.fl_str_mv Medellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degrees
dc.publisher.spa.fl_str_mv Universidad EAFIT
dc.source.none.fl_str_mv instname:Universidad EAFIT
reponame:Repositorio Institucional Universidad EAFIT
dc.source.spa.fl_str_mv Ingeniería y Ciencia; Vol 10, No 20 (2014)
instname_str Universidad EAFIT
institution Universidad EAFIT
reponame_str Repositorio Institucional Universidad EAFIT
collection Repositorio Institucional Universidad EAFIT
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