bachelorThesis
Calculo del valor en riesgo del futuro de energia e internacionalizacion del sector energetico en Colombia
Fecha
2013Autor
Esquivel Fonseca, Leidy Gioanna
Institución
Resumen
This paper seeks to define what is the best method to determine the value at risk of the futures contract that is traded electricity in Colombia, to meet this goal draws on the historical framework of VaR and futures followed the characteristics of the pricing structure of the contract, policies and methods to hedge risk there as is done in other countries, making some calculations more traditional models of Var and then incorporate it into the framework Colombian and the supervisory body in this case the Financial Superintendence of Colombia. In addition to reviewing the different theories of economic globalization, networking process and applied to the energy sector in Colombia., Assessing their process, scope and potential future markets.