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

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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.descriptionilustraciones, diagramas, tablasspa
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)spa
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.eng
dc.description.curricularareaÁrea Curricular de Ingeniería Administrativa e Ingeniería Industrialspa
dc.description.degreelevelDoctoradospa
dc.description.degreenameDoctor en Ingenieríaspa
dc.description.researchareaFinanzas – Mercado de Energíaspa
dc.format.extentxvii, 155 páginasspa
dc.format.mimetypeapplication/pdfspa
dc.identifier.instnameUniversidad Nacional de Colombiaspa
dc.identifier.reponameRepositorio Institucional Universidad Nacional de Colombiaspa
dc.identifier.repourlhttps://repositorio.unal.edu.co/spa
dc.identifier.urihttps://repositorio.unal.edu.co/handle/unal/81996
dc.language.isospaspa
dc.publisherUniversidad Nacional de Colombiaspa
dc.publisher.branchUniversidad Nacional de Colombia - Sede Medellínspa
dc.publisher.departmentDepartamento de Ingeniería de la Organizaciónspa
dc.publisher.facultyFacultad de Minasspa
dc.publisher.placeMedellín, Colombiaspa
dc.publisher.programMedellín - Minas - Doctorado en Ingeniería - Industria y Organizacionesspa
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dc.rights.accessrightsinfo:eu-repo/semantics/closedAccessspa
dc.rights.licenseAtribución-NoComercial-SinDerivadas 4.0 Internacionalspa
dc.subject.ddcFinanzasspa
dc.subject.ddcEconomíaspa
dc.subject.ddcMercados de Energíaspa
dc.subject.lembGeneradores termoelectricos
dc.subject.lembThermoelectric generators
dc.subject.proposalIncertidumbrespa
dc.subject.proposalUncertaintyeng
dc.subject.proposalComplementariedadspa
dc.subject.proposalComplementarityeng
dc.subject.proposalDiversificaciónspa
dc.subject.proposalDiversificationeng
dc.subject.proposalEnergía Hidráulicaspa
dc.subject.proposalHydro-powereng
dc.subject.proposalEnergía Eólicaspa
dc.subject.proposalWind-Powereng
dc.subject.proposalOpciones Realesspa
dc.subject.proposalReal Optionseng
dc.subject.proposalTeoría de Juegosspa
dc.subject.proposalGame Theoryeng
dc.subject.proposalJuego de Opcionesspa
dc.subject.proposalOption Gameeng
dc.titleDecisiones estratégicas de inversión en energía renovable para generadores en un mercado eléctrico competitivospa
dc.title.translatedStrategic investment decisions in renewable energy for generators in a competitive electricity marketeng
dc.typeTrabajo de grado - Doctoradospa
dc.type.coarhttp://purl.org/coar/resource_type/c_db06spa
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aaspa
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dcterms.audience.professionaldevelopmentMaestrosspa
dcterms.audience.professionaldevelopmentPúblico generalspa
dcterms.audience.professionaldevelopmentResponsables políticosspa
oaire.accessrightshttp://purl.org/coar/access_right/c_14cbspa

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