Portfolio theory based approach to risk management]in electricity markets: Colombian case study

被引：0

作者：

Martinez, YCC ^{[1
]}

Valencia, LB ^{[1
]}

机构：

[1] Old Dominion Univ, Engn Management & Syst Engn Dept, Norfolk, VA 23529 USA

来源：

2003 IEEE SYSTEMS & INFORMATION ENGINEERING DESIGN SYMPOSIUM | 2003年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Since 1994, the Colombian electricity market has been operating under a new structure. The Colombian government undertook a liberalization process, and trading activity was created. The traders face not only increasing competition, but also high-risk levels due to factors not considered previously. In the trading system, the agents are implicitly undertaking the risk associated with market variations and are demanding for new procedures to manage risk. This work is an initial attempt to introduce an existing financial methodology (portfolio theory) to develop a risk management strategy for the electricity trading in Colombia which was developed in three steps.

引用

页码：35 / 39

页数：5

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