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Reconciliaciones y estrategias de oferta en el mercado mayorista de electricidad de Colombia
Carabalí, Jaime; Pérez, Alex; Meneses Cerón, Luis Ángel - In: Revista de Métodos Cuantitativos para la Economía y … 35 (2023), pp. 57-79
In this paper, we study the relationship between reconciliations in the Colombian electricity market and the bid prices by firms on the spot market. In this work,we propose a model of behavior of the firm to elaborate theoretical predictions about the relationship between the reconciliations and...
Persistent link: https://www.econbiz.de/10014494436
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Equivalencia de Ingresos en un Duopolio Eléctrico
Alonso, Estrella; Tejada, Juan - In: Latin American Journal of Economics-formerly Cuadernos … 47 (2010) 136, pp. 191-215
This article calculates the Bayes-Nash equilibria of a parametric family of auction models which includes, among others, the classic models. In an analysis of two power generation firms with the same production capacity and risk neutrality, the models in this class verify a revenue equivalence...
Persistent link: https://www.econbiz.de/10008727721
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Reconciliaciones y estrategias de oferta en el mercado mayorista de electricidad de Colombia
Carabalí, Jaime; Pérez, Alex; Meneses Cerón, Luis Ángel - In: Revista de métodos cuantitativos para la economía y … 35 (2023), pp. 57-79
In this paper, we study the relationship between reconciliations in the Colombian electricity market and the bid prices by firms on the spot market. In this work,we propose a model of behavior of the firm to elaborate theoretical predictions about the relationship between the reconciliations and...
Persistent link: https://www.econbiz.de/10014340297
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Classical and Bayesian estimation of volatility in the Black-Scholes model
Cangrejo Esquivel, Alvaro Javier; Tovar Cuevas, José Rafael - In: Revista de Métodos Cuantitativos para la Economía y … 34 (2022), pp. 237-262
The valuation of options and to a large extent the financial derivatives market require an optimal estimation of the … volatility, since this is precisely the variable that is negotiated. We present then a statistical methodology for the estimation … likelihood method and the Boostrap technique are implemented. It is possible to demonstrate that the estimation procedure from …
Persistent link: https://www.econbiz.de/10014494469
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Análisis bayesiano para la diferencia de dos proporciones usando R = Bayesian Analysis for the Difference of Two Proportions Using R
Rojas, Gutiérrez; Andrés, Hugo; Zhang, Hanwen - In: Revista de Métodos Cuantitativos para la Economía y … 8 (2009) 1, pp. 50-70
instance, point estimation, credibility intervals and predictive inference are discussed in both scenarios, the priori and …
Persistent link: https://www.econbiz.de/10008556916
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Dinámica no lineal en la bolsa de valores
Mayer-Foulkes, David; Feliz, Raúl Aníbal - 1992 - 1. ed
Persistent link: https://www.econbiz.de/10000889335
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Seguridad Social e incertidumbre demográfica : propiedades del riesgo compartido de las políticas alternativas
Bohn, Henning - In: Información comercial española / Cuadernos económicos (1998) 64, pp. 133-170
Persistent link: https://www.econbiz.de/10001529339
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Desalineación y variables fundamentales : tasa de cambio de equilibrio en siete países latinoamericanos
Broner, Fernando - In: Coyuntura económica : publicación de la Fundación … 27 (1997) 4, pp. 101-124
Persistent link: https://www.econbiz.de/10001236226
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Separabilidad demográfica y gasto público local
Echevarría, Cruz A. - In: Revista de economía aplicada : publicación cuatrimestral 3 (1995) 8, pp. 5-23
Persistent link: https://www.econbiz.de/10001193298
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Crecimiento del consumo y exceso de sensibilidad a la renta : evidencia con datos micro para Estados Unidos
Attanasio, Orazio P. - In: Modelos microeconométricos y política fiscal, (pp. 211-252). 1994
Persistent link: https://www.econbiz.de/10001291277