Zobrazeno 1 - 10
of 14
pro vyhledávání: '"Stephanía Mosquera López"'
Publikováno v:
Cuadernos de Administración, Vol 30, Iss 52, Pp 75-83 (2014)
This work explored the effect in terms of portfolio efficiency (in means and variance) of the implementation of the Latin American Integrated Market (MILA, for the term in Spanish). The analysis was based on the construction of a Sharpe ratio with mo
Externí odkaz:
https://doaj.org/article/f4ab109394304d65a105aba579ed4bd8
Publikováno v:
Sociedad y Economía, Iss 24 (2013)
El mercado de acciones colombiano ha crecido notablemente en décadas recientes, aunquesigue siendo ilíquido y concentrado. Esta situación no parece responder a determinantesmacroeconómicos externos, ni en gran medida a los internos, más bien lo
Externí odkaz:
https://doaj.org/article/6ba743ced127496bac38039b9766882c
Autor:
Diego Fernando, Manotas-Duque, author, Leonardo, Rivera-Cadavid, author, Stephanía, Mosquera-López, author
Publikováno v:
Supply Chain Management and Logistics in Latin America
Publikováno v:
Applied Energy. 322:119476
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fed32d0cd8bbfa4a969fd8e5e7be64fa
https://doi.org/10.1016/j.apenergy.2022.119476
https://doi.org/10.1016/j.apenergy.2022.119476
Publikováno v:
Dipòsit Digital de la UB
Universidad de Barcelona
Universidad de Barcelona
We empirically study market integration and the propagation of shocks in the interconnected market of Nord Pool. We document an increasing trend towards market integration over recent decades in Nord Pool and identify clear cycles accounting for grea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d16d1c4367b13c67d254d76e5aa57e4d
http://hdl.handle.net/2445/174627
http://hdl.handle.net/2445/174627
Publikováno v:
Renewable and Sustainable Energy Reviews. 94:456-467
Supply shocks in electricity markets that disrupt energy production cause unexpected spikes in prices, which in turn have economic consequences, such as higher risk and therefore higher costs and losses for producers and consumers of electricity. One
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c9f1e4ece32b12bf6cba8d241153ac9
https://doi.org/10.1016/j.rser.2018.06.021
https://doi.org/10.1016/j.rser.2018.06.021
Publikováno v:
Recercat. Dipósit de la Recerca de Catalunya
instname
Dipòsit Digital de la UB
Universidad de Barcelona
instname
Dipòsit Digital de la UB
Universidad de Barcelona
We measure the directional predictability between electricity and natural gas prices at different quantiles of their respective price distributions. This reveals significant nonlinearities in the relationship that characterizes the interconnected gas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::53e86ee76073cbd2ede83d513100f5cb
https://doi.org/10.1016/j.eneco.2018.07.025
https://doi.org/10.1016/j.eneco.2018.07.025
Publikováno v:
Energy. 139:594-605
A nonlinear factor model based on fundamental weather variables, in addition to market-related variables, is proposed for modeling the price of electricity. The full conditional distribution of electricity prices using quantile regressions is modeled
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2235dd9856ccf683592c125a345b54a6
https://doi.org/10.1016/j.energy.2017.07.181
https://doi.org/10.1016/j.energy.2017.07.181
Publikováno v:
Electric Power Systems Research. 147:154-164
Accurate decisions regarding exposure to and hedging against market risk, both of which are crucial for electricity producers and consumers, depend on a correct assessment of electricity price dynamics. This paper proposes a comprehensive empirical m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::417a3ae945dc6eacc71816ae0f55c9e6
https://doi.org/10.1016/j.epsr.2017.02.032
https://doi.org/10.1016/j.epsr.2017.02.032
Autor:
Diego Fernando Manotas-Duque, L. F. Ramirez-Dominguez, A. M. Bustos-Gonzalez, Stephanía Mosquera-López
Publikováno v:
2017 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM).
The objective of risk management is to mitigate the probability of financial losses due to different types of risk that could affect supply chain. This paper presents a methodological approach to estimate the financial risk of steam coal royalties re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5118086edba7b633e9de4bc163f75aea
https://doi.org/10.1109/ieem.2017.8290168
https://doi.org/10.1109/ieem.2017.8290168