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vol.27 issue48ALGUNOS PROBLEMAS DE INTERPRETACIÓN EN NUEVA GEOGRAFÍA ECONÓMICAMECANISMO DE TRANSMISIÓN DE LAS TASAS DE INTERÉS EN COLOMBIA (2001-2007) author indexsubject indexarticles search
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Cuadernos de Economía

Print version ISSN 0121-4772

Abstract

BOTERO BOTERO, Sergio  and  CANO CANO, Jovan Alfonso. ANÁLISIS DE SERIES DE TIEMPO PARA LA PREDICCIÓN DE LOS PRECIOS DE LA ENERGÍA EN LA BOLSA DE COLOMBIA. Cuad. Econ. [online]. 2008, vol.27, n.48, pp.173-208. ISSN 0121-4772.

Because of the restructuring of the Colombian electricity sector over the last two decades, the behavior of the price of electrical energy has shown increased volatility, reflecting the risk that exists for the different agents who intervene in this market. The purpose of this article is to present a methodology for the implementation of regression models on the historical series of stock market prices of energy in Colombia. As the quantity of data increases, broader models can be developed to adequately describe market behaviors that are impossible to identify using currently available techniques and information.

Keywords : energy market; spot market; time series; market intervention.

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