Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]

A proposal is made to analyze the problem of investments under uncertainty in electric power generation through the development of a methodology that uses volatility models, GARCH, IGARCH, and ARMAX, to forecast the main variables considered by decision makers in thermal generation projects that use...

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Autores:
Tipo de recurso:
Fecha de publicación:
2016
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
spa
OAI Identifier:
oai:repository.udem.edu.co:11407/3118
Acceso en línea:
http://hdl.handle.net/11407/3118
Palabra clave:
Econometrics
electricity prices
Power generation investment
Strategic decisions
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restrictedAccess
License
http://purl.org/coar/access_right/c_16ec
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spelling 2017-05-12T16:00:22Z2017-05-12T16:00:22Z20167981015http://hdl.handle.net/11407/3118A proposal is made to analyze the problem of investments under uncertainty in electric power generation through the development of a methodology that uses volatility models, GARCH, IGARCH, and ARMAX, to forecast the main variables considered by decision makers in thermal generation projects that used coal as fuel. These results serve as input to estimate stochastically the value at risk of the cash flows of the project (CFAR) determined the electric market to find long-term expectations.spaRevista Espacioshttps://www.scopus.com/inward/record.uri?eid=2-s2.0-84966604674&partnerID=40&md5=c335ad2973936bdd99a6b758357bc601EspaciosScopusEconometricselectricity pricesPower generation investmentStrategic decisionsModel risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]Articleinfo:eu-repo/semantics/articlehttp://purl.org/coar/resource_type/c_6501http://purl.org/coar/resource_type/c_2df8fbb1info:eu-repo/semantics/restrictedAccesshttp://purl.org/coar/access_right/c_16ecArango, M.A.A., Universidad de Medellín, Colombia, Universidad Nacional, ColombiaArango M.A.A.11407/3118oai:repository.udem.edu.co:11407/31182020-05-27 17:39:50.755Repositorio Institucional Universidad de Medellinrepositorio@udem.edu.co
dc.title.spa.fl_str_mv Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
title Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
spellingShingle Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
Econometrics
electricity prices
Power generation investment
Strategic decisions
title_short Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
title_full Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
title_fullStr Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
title_full_unstemmed Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
title_sort Model risk assessment projects in thermal power generation [Modelo de proyectos de evaluación de riesgo en generación de energía térmica]
dc.contributor.affiliation.spa.fl_str_mv Arango, M.A.A., Universidad de Medellín, Colombia, Universidad Nacional, Colombia
dc.subject.spa.fl_str_mv Econometrics
electricity prices
Power generation investment
Strategic decisions
topic Econometrics
electricity prices
Power generation investment
Strategic decisions
description A proposal is made to analyze the problem of investments under uncertainty in electric power generation through the development of a methodology that uses volatility models, GARCH, IGARCH, and ARMAX, to forecast the main variables considered by decision makers in thermal generation projects that used coal as fuel. These results serve as input to estimate stochastically the value at risk of the cash flows of the project (CFAR) determined the electric market to find long-term expectations.
publishDate 2016
dc.date.created.none.fl_str_mv 2016
dc.date.accessioned.none.fl_str_mv 2017-05-12T16:00:22Z
dc.date.available.none.fl_str_mv 2017-05-12T16:00:22Z
dc.type.eng.fl_str_mv Article
dc.type.coar.fl_str_mv http://purl.org/coar/resource_type/c_6501
http://purl.org/coar/resource_type/c_2df8fbb1
dc.type.driver.none.fl_str_mv info:eu-repo/semantics/article
dc.identifier.issn.none.fl_str_mv 7981015
dc.identifier.uri.none.fl_str_mv http://hdl.handle.net/11407/3118
identifier_str_mv 7981015
url http://hdl.handle.net/11407/3118
dc.language.iso.none.fl_str_mv spa
language spa
dc.relation.isversionof.spa.fl_str_mv https://www.scopus.com/inward/record.uri?eid=2-s2.0-84966604674&partnerID=40&md5=c335ad2973936bdd99a6b758357bc601
dc.relation.ispartofes.spa.fl_str_mv Espacios
dc.rights.coar.fl_str_mv http://purl.org/coar/access_right/c_16ec
dc.rights.accessrights.none.fl_str_mv info:eu-repo/semantics/restrictedAccess
eu_rights_str_mv restrictedAccess
rights_invalid_str_mv http://purl.org/coar/access_right/c_16ec
dc.publisher.spa.fl_str_mv Revista Espacios
dc.source.spa.fl_str_mv Scopus
institution Universidad de Medellín
repository.name.fl_str_mv Repositorio Institucional Universidad de Medellin
repository.mail.fl_str_mv repositorio@udem.edu.co
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