%0 Journal Article 
%T Estrategia de cobertura con productos derivados para el mercado energético colombiano
%J ESTUDIOS GERENCIALES;Vol. 30 No. 130
%D 2014
%@ 01235923
%U http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1765
%X The development of the Colombian wholesale energy market has currently allowed it to trade electricity
futures in local capital markets. This work aims to design a derivative, which has the price of electricity
as the underlying. For this, we analyzed the time series of electricity price volatility modeling, and from
this, an exotic barrier-type option was designed that shows how to use this type of financial products to
cover risks from market agents
%K Facultad de Ciencias Administrativas y Económicas
%K Producción intelectual registrada - Universidad Icesi
%K Estudios Gerenciales
%K Volatilidad
%K Precio
%K Mercado
%K Electricity derivatives
%K Volatility
%K Spot price
%K Colombian electricity market
%~ GOEDOC, SUB GOETTINGEN