dc.contributorCardona Llano, Juan Felipe
dc.creatorMoreno Romero, Cynthia Constanza
dc.creatorCorredor Ramírez, Silvia Viviana
dc.date.accessioned2024-07-09T17:53:47Z
dc.date.accessioned2024-08-05T15:32:22Z
dc.date.available2024-07-09T17:53:47Z
dc.date.available2024-08-05T15:32:22Z
dc.date.created2024-07-09T17:53:47Z
dc.date.issued2024
dc.identifierhttps://hdl.handle.net/10784/34105
dc.identifier.urihttps://repositorioslatinoamericanos.uchile.cl/handle/2250/9537594
dc.description.abstractColombia´s opening to the international crude palm oil market, which originated in the 1990s as part of public policies to promote exports, brought with it the creation of a price stabilization mechanism that resolved the use of a price reference for sales tied to the international prices of the commodity and its substitutes, freight, tariff and exchange rate, thus creating an exposure to market risk for the domestic palm grower. In this context, the present work seeks to quantify the variables that explain the national price of crude palm oil based on a multiple linear regression model with time series of the last ten years, in order to structure a financial hedging strategy for the producer that can be useful as a market risk management tool.
dc.languagespa
dc.publisherUniversidad EAFIT
dc.publisherMaestría en Administración Financiera
dc.publisherEscuela de Finanzas, Economía y Gobierno. Departamento de Finanzas
dc.publisherBogotá
dc.rightsinfo:eu-repo/semantics/openAccess
dc.rightsAcceso abierto
dc.rightsTodos los derechos reservados
dc.subjectAceite de palma crudo
dc.subjectGestión del riesgo de mercado
dc.subjectVolatilidad en precios agrícolas
dc.subjectCobertura financiera para commodities
dc.subjectDerivados financieros
dc.titleCuantificación de las variables explicativas del precio nacional del aceite de palma crudo para la estructuración de una estrategia de cobertura financiera para el productor en Colombia
dc.typemasterThesis
dc.typeinfo:eu-repo/semantics/masterThesis


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