An Overview of the Colombian Market for Standarized Derivatives of Energy Commodities

被引：2
|
作者：
Velasquez, J. D. [1 ,2 ]
Gil, V. [1 ]
Franco, C. J. [1 ]
机构：
[1] Univ Nacl Colombia, Sede Medellin, Colombia
[2] Univ Nacl Colombia, Fac Minas, Comp & Decis Sci Dept, Sede Medellin, Colombia
来源：
IEEE LATIN AMERICA TRANSACTIONS | 2015年 / 13卷 / 07期
关键词：
Derivex; Electricity prices; Electricity derivatives; Spot market; Power wholesale market; Price forecasting;
D O I：
10.1109/TLA.2015.7273774
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
This paper presents an overview of DERIVEX, the new Colombian market for standardized derivatives of energy commodities. With the aim of understanding the market operation in context and the sources of electricity price variability, this work presents: first, a disscusion the main physical characteristics of the electricity system; second, the operation of the energy market; and finally, the operation of DERIVEX. In addition, we discuss the inherent uncertinity of forecast monthly electricity prices in the Colombian Market
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页码：2176 / 2182
页数：7
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