A proposal is made to analyze the problem of investments under uncertainty in electric power generation through the development of a methodology that uses volatility models, GARCH, IGARCH, and ARMAX, to forecast the main variables considered by decision makers in thermal generation projects that used coal as fuel. These results serve as input to estimate stochastically the value at risk of the cash flows of the project (CFAR) determined the electric market to find long-term expectations.
|Idioma original||Inglés estadounidense|
|Estado||Publicada - 1 ene. 2016|