Forecast Model to Estimate Energy Stock Price in Colombia

The aim of this work is to propose a statistical model to forecast the price spot of energy on the stock electric market in Colombia, incorporating the effect of some variables that have impact on its formation. To do it, we proceed with a contextualization of the electricity market in Colombia, bec...

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Detalhes bibliográficos

Main Authors:	Gómez-Cano, Lucero, Catalina-Cuellar, Sandra, Méndez-Vargas, Raphael
Formato:	Online
Idioma:	spa
Publicado em:	Universidad Pedagógica y Tecnológica de Colombia 2020
Assuntos:	mercado eléctrico colombiano modelos SARIMAX modelos VAR precio energía en bolsa colombian electric market price spot of energy SARIMAX model VAR model
Acesso em linha:	https://revistas.uptc.edu.co/index.php/pensamiento_accion/article/view/12268