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Implicaciones de Forward y Futuros para el Sector Eléctrico Colombiano

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  • Torres Gómez, Duvan Fernando

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  • Arroyave Tangarife, Astrid Carolina

    ()

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    Abstract

    Resumen: En este artículo se analiza la incidencia del uso de forward y futuros en el sector eléctrico colombiano, centrándose en la efectividad de estos instrumentos para corregir el problema del riesgo asociado a la incertidumbre, entre otros problemas estructurales del sector. Usando un análisis de predictibilidad para forward y un estudio teórico para futuros, se muestra que, aunque la modalidad de contratación bilateral ha sido útil en la disminución de la volatilidad de precios de la bolsa, este mercado no provee señales claras de precios y se encuentra en los futuros la herramienta más eficiente para cubrir riesgo además de brindar dinamismo al mercado; sin embargo, se requiere el papel activo del regulador para aminorar prácticas especulativas.

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    Bibliographic Info

    Paper provided by UNIVERSIDAD DE ANTIOQUIA - CIE in its series BORRADORES DEPARTAMENTO DE ECONOMÍA with number 008982.

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    Length: 32
    Date of creation: 30 Mar 2011
    Date of revision:
    Handle: RePEc:col:000196:008982

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    Related research

    Keywords: Mercado eléctrico; futuros; forward; incertidumbre; riesgo;

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