Evaluación de los márgenes requeridos en un mercado de derivados de energía eléctrica
Year of publication: |
2013-07-01
|
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Authors: | Robayo, Javier Orlando Pantoja ; Angarita, Kelly Maradey ; Carrasquilla, Alfredo Trespalacios |
Institutions: | UNIVERSIDAD EAFIT |
Subject: | electricity futures market | electricity spot market | guarantees | Value at Rissk | Conditional Value at Risk |
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