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Diseño de un modelo de simulación para la gestión de riesgos de mercado en Mercados de Energía Eléctrica: caso MVM

dc.contributor.advisorQuintero, Juan Bernardo
dc.contributor.authorPimienta Fajardo, Lina María
dc.coverage.spatialLat: 06 15 00 N  degrees minutes  Lat: 6.2500  decimal degreesLong: 075 36 00 W  degrees minutes  Long: -75.6000  decimal degrees
dc.date.accessioned2021-04-20T18:33:35Z
dc.date.available2021-04-20T18:33:35Z
dc.date.created2020-02-27
dc.identifier.otherCD-ROM 9113 2019
dc.identifier.urihttp://hdl.handle.net/11407/6250
dc.descriptionEl presente trabajo de investigación revisa los métodos y técnicas para la gestión de riesgos financieros de mercado y las variables que son consideradas para tal fin. Tiene como objetivo proponer un modelo de simulación que incluya los elementos requeridos para la gestión de dichos riesgos el cual servirá de apoyo para el mercado eléctrico mayorista de México. Este modelo se utilizará como base para que, en un futuro cercano, MVM Ingeniería de Software S.A.S. desarrolle el módulo o producto a incorporar en la plataforma Energy Suite, permitiendo ampliar el alcance del producto.
dc.description.abstractThe present research work reviews the methods and techniques for managing the financial risks of the market and the variables that are considered for that purpose. Its objective is to propose a simulation model that corresponds to the elements required for the management of said risks, which is the support service for the wholesale electricity market in Mexico. This model is used as a basis for the near future, MVM Ingeniería de Software S.A.S. develop the module or product to be incorporated into the Energy Suite platform, to expand the scope of the product.
dc.format.extentp. 1-81
dc.format.mediumElectrónico
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.rights.urihttp://creativecommons.org/licenses/by-nc/4.0
dc.subjectRiesgos financieros
dc.subjectSimulación
dc.subjectGestión de riesgos
dc.subjectMercado eléctrico mayorista
dc.subjectMéxico
dc.titleDiseño de un modelo de simulación para la gestión de riesgos de mercado en Mercados de Energía Eléctrica: caso MVM
dc.rights.accessrightsinfo:eurepo/semantics/openAccess
dc.publisher.programMaestría en Ingeniería de Software
dc.subject.lembAdministración de riesgos - Métodos de simulación
dc.subject.lembEnergía eléctrica - Mercadeo
dc.subject.lembIngeniería de software
dc.subject.lembRiesgo (Finanzas)
dc.subject.lembSimulación por computadores
dc.subject.keywordFinancial risks
dc.subject.keywordSimulation
dc.subject.keywordRisk management
dc.subject.keywordWholesale electricity market
dc.subject.keywordMexico
dc.relation.citationstartpage1
dc.relation.citationendpage81
dc.audienceComunidad Universidad de Medellín
dc.publisher.facultyFacultad de Ingenierías
dc.publisher.placeMedellín
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dc.rights.creativecommonsAttribution-NonCommercial-ShareAlike 4.0 International
dc.type.versioninfo:eu-repo/semantics/publishedVersion
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dc.type.localTesis de Maestría
dc.type.driverinfo:eu-repo/semantics/masterThesis
dc.description.degreenameMagíster en Ingeniería de Software
dc.description.degreelevelMaestría
dc.publisher.grantorUniversidad de Medellín


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