TY  - JOUR 
TI  - Estrategia de cobertura con productos derivados para el mercado energético colombiano
JO  - ESTUDIOS GERENCIALES;Vol. 30 No. 130
PB  - Universidad Icesi
PY  - 2014
issn 01235923
AB  - 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
KW  - Facultad de Ciencias Administrativas y Económicas
KW  - Producción intelectual registrada - Universidad Icesi
KW  - Estudios Gerenciales
KW  - Volatilidad
KW  - Precio
KW  - Mercado
KW  - Electricity derivatives
KW  - Volatility
KW  - Spot price
KW  - Colombian electricity market
UR  - http://www.icesi.edu.co/revistas/index.php/estudios_gerenciales/article/view/1765
ER  -