Modelo de cambio de régimen para el precio de la energía eléctrica en Colombia

"The objective of this paper is to study the spot price of the electric energy in Colombia between July of 1995 and December of 2016. It tests if there is a statistical relation between the spot price and some climatic phenomena as El Niño or La Niña. The intuition behind this relation is that historically the hydroelectric production of energy have been between the 70% and the 90% of the total production. This means that the supply of this commodity depends on a big ratio to the hydric availability, and this is affected by climatic oscillations. Specifically we try to demonstrate that the price fluctuations can be modeled under a Regime Switching framework, in which the dependent variable experiments different states depending on the different climatic seasons, in terms of mean and variance." -- Tomado del Formato de Documento de Grado.

• Autores: Parra Ortiz, Oscar David
• Tipo de recurso: Trabajo de grado de pregrado
• Fecha de publicación: 2017
• Institución: Universidad de los Andes
• Repositorio: Séneca: repositorio Uniandes
• Idioma: spa
• OAI Identifier: oai:repositorio.uniandes.edu.co:1992/61610
• Acceso en línea: http://hdl.handle.net/1992/61610
• Palabra clave: Energía eléctrica; Fijación de precios; Mercado spot; Precios de la energía
• Rights: openAccess
• License: http://creativecommons.org/licenses/by-nc-nd/4.0/