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...

Full description

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