Forecast Model to Estimate Energy Stock Price in Colombia
The aim of this work is to propose a statistical model to forecast the price spot of energy on the stock electric market in Colombia, incorporating the effect of some variables that have impact on its formation. To do it, we proceed with a contextualization of the electricity market in Colombia, bec...
- Autores:
- Tipo de recurso:
- Fecha de publicación:
- 2020
- Institución:
- Universidad Pedagógica y Tecnológica de Colombia
- Repositorio:
- RiUPTC: Repositorio Institucional UPTC
- Idioma:
- spa
- OAI Identifier:
- oai:repositorio.uptc.edu.co:001/10103
- Acceso en línea:
- https://revistas.uptc.edu.co/index.php/pensamiento_accion/article/view/12268
https://repositorio.uptc.edu.co/handle/001/10103
- Palabra clave:
- mercado eléctrico colombiano
modelos SARIMAX
modelos VAR
precio energía en bolsa
colombian electric market
price spot of energy
SARIMAX model
VAR model
- Rights
- openAccess
- License
- Derechos de autor 2021 Lucero Gómez-Cano; Sandra Catalina-Cuellar; Raphael Méndez-Vargas