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Decisiones estratégicas de inversión en energía renovable para generadores en un mercado eléctrico competitivo

dc.rights.licenseAtribución-NoComercial-SinDerivadas 4.0 Internacional
dc.contributor.advisorBotero Botero, Sergio
dc.contributor.advisorOlaya, Yris
dc.contributor.authorGarcía Mazo, Claudia María
dc.date.accessioned2022-08-22T20:20:02Z
dc.date.available2022-08-22T20:20:02Z
dc.date.issued2022-08-18
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/81996
dc.descriptionilustraciones, diagramas, tablas
dc.description.abstractEste trabajo muestra un modelo de decisiones estratégicas de inversión en energía renovable para generadores en un mercado eléctrico competitivo, desde la perspectiva de la complementariedad de los recursos, la diversificación y la inversión estratégica en un mercado energético con dos fuentes de energía: Hidráulica y Eólica. Esta propuesta desarrolla un modelo de apoyo a la toma de decisiones, para que un inversionista de proyectos de electricidad pueda elegir en que tecnología debe invertir en su expansión, teniendo en cuenta la flexibilidad e incertidumbre en la toma de decisiones y el comportamiento estratégico de los competidores. Esta investigación utiliza el Juego de Opciones que combina las Opciones Reales y la Teoría de Juegos para considerar plenamente el problema de la inversión. El modelo usa información de los caudales con alta correlación negativa con el viento del mercado eléctrico colombiano. Algunas contribuciones se presentan a continuación: • Los beneficios individuales dependen de la disponibilidad de recursos caudal y viento y la interacción estratégica entre los competidores. • La diversificación tiene un valor estratégico para los individuos y para la seguridad del suministro. • El factor de planta es la variable más apropiada para representar la incertidumbre del clima, dado que permite una simulación realista de la volatilidad, y además ayuda a correlacionar el riesgo operativo y el financiero en el análisis de flujos de caja. • El Juego de Opciones ayuda a los generadores de electricidad a tomar una decisión óptima para obtener altos beneficios de acuerdo con su perfil de riesgo y maximizar los beneficios. (Texto tomado de la fuente)
dc.description.abstractThis proposal presents a strategic investment decisions model in renewable energy for generators in a competitive electricity market, from the perspective of resource complementarity, diversification, and strategic investment in an energy market with two energy resources: Hydro and Wind power. The proposal develops a decision support model so that an investor in electricity projects can choose in which technologies to invest in its expansion, considering flexibility and uncertainty in the decision-making and strategic competitor behavior. This proposal uses the Option Games that combines the Real Option and Game Theory to fully consider the investment problem. The model uses hydro flow information with a high negative correlation with the wind of the Colombian electricity market. Some contributions are presented next: • Individual benefits depend on the availability of flow and wind resources and strategic interactions between competitors. • Diversification has a strategic value to individuals and supply security. • The capacity factor is the most appropriate variable to represent the weather uncertainty, due to, it allows a realistic simulation of volatility, and also helps to correlate operational and financial risk in cash flow. • The Option Games helps the electricity generators optimal make decisions to obtain high benefits according to their risk profile and maximize profits.
dc.format.extentxvii, 155 páginas
dc.format.mimetypeapplication/pdf
dc.language.isospa
dc.publisherUniversidad Nacional de Colombia
dc.subject.ddcFinanzas
dc.subject.ddcEconomía
dc.subject.ddcMercados de Energía
dc.titleDecisiones estratégicas de inversión en energía renovable para generadores en un mercado eléctrico competitivo
dc.typeTrabajo de grado - Doctorado
dc.type.driverinfo:eu-repo/semantics/doctoralThesis
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dc.publisher.programMedellín - Minas - Doctorado en Ingeniería - Industria y Organizaciones
dc.description.degreelevelDoctorado
dc.description.degreenameDoctor en Ingeniería
dc.description.researchareaFinanzas – Mercado de Energía
dc.identifier.instnameUniversidad Nacional de Colombia
dc.identifier.reponameRepositorio Institucional Universidad Nacional de Colombia
dc.identifier.repourlhttps://repositorio.unal.edu.co/
dc.publisher.departmentDepartamento de Ingeniería de la Organización
dc.publisher.facultyFacultad de Minas
dc.publisher.placeMedellín, Colombia
dc.publisher.branchUniversidad Nacional de Colombia - Sede Medellín
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dc.rights.accessrightsinfo:eu-repo/semantics/closedAccess
dc.subject.lembGeneradores termoelectricos
dc.subject.lembThermoelectric generators
dc.subject.proposalIncertidumbre
dc.subject.proposalUncertainty
dc.subject.proposalComplementariedad
dc.subject.proposalComplementarity
dc.subject.proposalDiversificación
dc.subject.proposalDiversification
dc.subject.proposalEnergía Hidráulica
dc.subject.proposalHydro-power
dc.subject.proposalEnergía Eólica
dc.subject.proposalWind-Power
dc.subject.proposalOpciones Reales
dc.subject.proposalReal Options
dc.subject.proposalTeoría de Juegos
dc.subject.proposalGame Theory
dc.subject.proposalJuego de Opciones
dc.subject.proposalOption Game
dc.title.translatedStrategic investment decisions in renewable energy for generators in a competitive electricity market
dc.type.coarhttp://purl.org/coar/resource_type/c_db06
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.contentText
dc.type.redcolhttp://purl.org/redcol/resource_type/TD
oaire.accessrightshttp://purl.org/coar/access_right/c_14cb
dcterms.audience.professionaldevelopmentEstudiantes
dcterms.audience.professionaldevelopmentInvestigadores
dcterms.audience.professionaldevelopmentMaestros
dcterms.audience.professionaldevelopmentPúblico general
dcterms.audience.professionaldevelopmentResponsables políticos
dc.description.curricularareaÁrea Curricular de Ingeniería Administrativa e Ingeniería Industrial


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