{"title":"基于投资组合理论的电力市场风险管理方法:哥伦比亚案例研究","authors":"Y. Martínez, L.B. Valencia","doi":"10.1109/SIEDS.2003.158001","DOIUrl":null,"url":null,"abstract":"Since 1994, the Colombian electricity market has been operating under a new structure. The Colombian government undertook a liberalization process, and trading activity was created. The traders face not only increasing competition, but also high-risk levels due to factors not considered previously. In the trading system, the agents are implicitly undertaking the risk associated with market variations and are demanding for new procedures to manage risk. This is an initial attempt to introduce an existing financial methodology (portfolio theory) to develop a risk management strategy for the electricity trading in Colombia which was developed in three steps.","PeriodicalId":256790,"journal":{"name":"IEEE Systems and Information Engineering Design Symposium, 2003","volume":"1 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2003-04-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Portfolio theory based approach to risk management in electricity markets: Colombian case study\",\"authors\":\"Y. Martínez, L.B. Valencia\",\"doi\":\"10.1109/SIEDS.2003.158001\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Since 1994, the Colombian electricity market has been operating under a new structure. The Colombian government undertook a liberalization process, and trading activity was created. The traders face not only increasing competition, but also high-risk levels due to factors not considered previously. In the trading system, the agents are implicitly undertaking the risk associated with market variations and are demanding for new procedures to manage risk. This is an initial attempt to introduce an existing financial methodology (portfolio theory) to develop a risk management strategy for the electricity trading in Colombia which was developed in three steps.\",\"PeriodicalId\":256790,\"journal\":{\"name\":\"IEEE Systems and Information Engineering Design Symposium, 2003\",\"volume\":\"1 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2003-04-24\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"IEEE Systems and Information Engineering Design Symposium, 2003\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1109/SIEDS.2003.158001\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"IEEE Systems and Information Engineering Design Symposium, 2003","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/SIEDS.2003.158001","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Portfolio theory based approach to risk management in electricity markets: Colombian case study
Since 1994, the Colombian electricity market has been operating under a new structure. The Colombian government undertook a liberalization process, and trading activity was created. The traders face not only increasing competition, but also high-risk levels due to factors not considered previously. In the trading system, the agents are implicitly undertaking the risk associated with market variations and are demanding for new procedures to manage risk. This is an initial attempt to introduce an existing financial methodology (portfolio theory) to develop a risk management strategy for the electricity trading in Colombia which was developed in three steps.
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