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Aplicación de la teoría financiera para establecer estrategias de cobertura del riesgo de déficit de suministro y precio de electricidad

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  • Flores-Ortega, Miguel

    (Instituto Politécnico Nacional.)

Abstract

Se presenta la investigación realizada en el marco de referencia del suministro de energía eléctrica, para evaluar portafolios de cobertura de riesgo de suministro y variación del precio, al considerar condiciones cambiantes y el efecto de decisiones estratégicas para la aplicación de recursos económicos en la producción de electricidad en México. Con un enfoque que va de lo particular a lo general, se analiza la aplicación de opciones reales para modelar el efecto de los contratos de suministro de combustibles, y evaluar las estrategias de cobertura del riesgo, déficit de suministro de electricidad. Se propone el diseño de estrategias de cobertura integradas en portafolios para reducir el riesgo-precio y déficit de suministro./ This paper presents the investigation realized in the frame of reference of the supply of electric power, to evaluate portfolios of coverage of risk of supply and variation of the price on having considered changeable conditions and the effect of strategic decisions for the application of economic resources in the production of electricity in Mexico. With an approach that goes from the particular thing to the general thing, it is analyzed the application of real options to shape the effect of the contracts of supply of fuels, and to evaluate the strategies of coverage of the risk, deficit of supply of electricity. I propose the design of strategies of coverage integrated in portfolios to reduce the risk price and deficit of supply.

Suggested Citation

  • Flores-Ortega, Miguel, 2009. "Aplicación de la teoría financiera para establecer estrategias de cobertura del riesgo de déficit de suministro y precio de electricidad," eseconomía, Escuela Superior de Economía, Instituto Politécnico Nacional, vol. 0(22), pages 31-52, segundo t.
    • Handle: RePEc:ipn:esecon:v:iv:y:2009:i:22:p:31-52
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