Modelling risks for electric power markets.
This paper presents a study of the Forward Risk Premia (FRP) in Wholesale Electric Power Market in Colombia (WPMC) showing how the FRP varies throughout the day and how its properties are explained by risk factors. It also shows that expected forward risk premia depends on factors such as variations...
- Autores:
-
Pantoja-Robayo, Javier
- Tipo de recurso:
- Fecha de publicación:
- 2012
- Institución:
- Universidad EAFIT
- Repositorio:
- Repositorio EAFIT
- Idioma:
- eng
- OAI Identifier:
- oai:repository.eafit.edu.co:10784/7641
- Acceso en línea:
- http://hdl.handle.net/10784/7641
- Palabra clave:
- Forward Risk Premia
Electric Power Markets
Oceanic Niño Index (ONI)
- Rights
- License
- openAccess