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...
- 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
- Rights
- restrictedAccess
- License
- http://purl.org/coar/access_right/c_16ec
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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 |
_version_ |
1814159175043776512 |