Application of the hodrick-prescott model for the price forecast of electricity in Colombia [Aplicación del modelo de hodrick-prescott para el pronóstico del precio de la electricidad en Colombia]

The Colombian electricity market aims to offer a continuous and reliable service. However, the specific characteristics associated with its high dependence on hydroelectric generation, the technical limitations that allow its storage and the passive behavior of demand jeopardize the fulfillment of t...

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Autores:
Tipo de recurso:
Fecha de publicación:
2019
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
spa
OAI Identifier:
oai:repository.udem.edu.co:11407/5771
Acceso en línea:
http://hdl.handle.net/11407/5771
Palabra clave:
Electricity price forecasting
Hodrick
Long-term seasonal component
Prescott filter
Rights
License
http://purl.org/coar/access_right/c_16ec