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Análisis de series de tiempo para la predicción de los precios de la energía en la bolsa de Colombia

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  • Sergio Botero Botero

    ()

  • Jovan Alfonso Cano Cano

    ()

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    Abstract

    Debido a la reestructuración del sector eléctrico colombiano, durante las dos últimas décadas, el comportamiento del precio de la energía eléctrica ha incrementado su volatilidad, reflejando el riesgo existente para los diferentes agentes que intervienen en el mercado. El objetivo de este artículo es presentar una metodología para la implementación de modelos de regresión, sobre la serie histórica de precios de bolsa de energía en Colombia. A medida que la cantidad de datos aumente, podrán esarrollarse modelos más amplios, que describan de forma adecuada comportamientos del mercado, que empleando las técnicas y la información disponible actualmente, no es posible identificar.

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    File URL: http://www.fce.unal.edu.co/media/files/documentos/Cuadernos/48/v27n48_botero_2008.pdf
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    Bibliographic Info

    Article provided by UN - RCE - CID in its journal REVISTA CUADERNOS DE ECONOMÍA.

    Volume (Year): (2008)
    Issue (Month): ()
    Pages:

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    Handle: RePEc:col:000093:004841

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    Related research

    Keywords: mercado de energía; spot; series de tiempo; intervención del mercado.;

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    Cited by:
    1. Jairo Andrés Correa & John J. García, 2013. "Interconexión eléctrica Colombia-Panamá: impacto sobre el precio spot en Panamá," DOCUMENTOS DE TRABAJO CIEF 010670, UNIVERSIDAD EAFIT.

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