Examinando por Autor "Velasquez, Hermilson"
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Ítem Alternativas fundamentales para cuantificar el riesgo operacional(Universidad EAFIT, 2010-01-01) Velasquez, Hermilson; Luis Ceferino Franco Arbeláez; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem Análisis del índice general de la bolsa de valores de colombia y sus rendimientos desde la teoría del caos, 2001-2011(Universidad de Medellín, 2012-01-01) Velasquez, Hermilson; Restrepo, Jorge Humberto; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)El objetivo de este trabajo es presentar un enfoque alternativo para el análisis de las seriesde tiempo en mercados financieros, cuyos fundamentos consideran la posible existencia decaracterísticas de objetos...Ítem Análisis económico del mecanismo de respuesta de la demanda en el sector eléctrico colombiano(Universidad EAFIT, 2017-07-01) García, John J.; Gutierrez, Alejandro; Vargas Tobón, Luisa; Velasquez, Hermilson; jgarcia@eafit.edu.co; lvargas9@eafit.edu.co; evelas@eafit.edu.coThis paper is based upon the PJM market Demand Response Program, which it is considered as one of the most successful DR mechanisms over the world. Based on its design, the economic impact that could be achieve if a similar DR program were implemented in the Colombian market was determined. A DR program has been proposed that could achieve 600 MW of capacity in a mature stage. When its impact was took into account in the market price, it was found that for 2015 its impact in the DR dispatch hours could achieve lowering spot price in around 30%. With these results it can be estimated that the system could save about COP130.000 million, regardless of its contribution to the system reliability that, in the past El Niño event (2015-2016), could have reduced blackout risks.Ítem Análisis económico del mecanismo de respuesta de la demanda en el sector eléctrico colombiano (Julio de 2017)(Universidad EAFIT, 2017-10-09) García, John J.; Gutierrez, Alejandro; Vargas Tobón, Luisa; Velasquez, Hermilson; jgarcia@eafit.edu.co; lvargas9@eafit.edu.co; evelas@eafit.edu.coThis paper is based upon the PJM market Demand Response Program, which it is considered as one of the most successful DR mechanisms over the world. Based on its design, the economic impact that could be achieve if a similar DR program were implemented in the Colombian market was determined. A DR program has been proposed that could achieve 600 MW of capacity in a mature stage. When its impact was took into account in the market price, it was found that for 2015 its impact in the DR dispatch hours could achieve lowering spot price in around 30%. With these results it can be estimated that the system could save about COP130.000 million, regardless of its contribution to the system reliability that, in the past El Niño event (2015-2016), could have reduced blackout risks.Ítem Una aplicación con datos de sobrevivencia: Utilización de modelos de regresión parcial censurados(Fondo Editorial Universidad EAFIT, 2010-12-31) Velasquez, Hermilson; Héctor Javier Herrera; Jorge Ivan Jimenez Gomez; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem Arbitrage pricing theory(Editorial Académica Española, 2014-09-30) Velasquez, Hermilson; CARLOS DANIEL ARANGO RESTREPO; Velasquez, Hermilson; CARLOS DANIEL ARANGO RESTREPO; Universidad EAFIT. Departamento de Economía y Finanzas; Finanzas y Banca (Gifyb)Ítem Arbitrage pricing theory(Editorial Académica Española, 2014-09-30) Velasquez, Hermilson; CARLOS DANIEL ARANGO RESTREPO; Velasquez, Hermilson; CARLOS DANIEL ARANGO RESTREPO; Universidad EAFIT. Departamento de Ciencias; Research in Spatial Economics (RISE)Ítem Cuantificación del riesgo operacional utilizando sistemas de funciones iteradas.(Universidad de Medellín, 2011-01-01) Velasquez, Hermilson; Franco, Luis Ceferino; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)El presente artículo es uno de los resultados obtenidos en proyectos de investigación financiados por la Universidad EAFIT para el año 2011 y se basa en un estudio de Iacus y La Torre...Ítem Demanda de dinero en América Latina, 1996-2016: una aplicación de cointegración en datos de panel(Universidad de los Andes, 2020-01-17) Torres, Alejandro; Villca, Alfredo; Posada, Carlos Esteban; Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)The study of money demand enables us to understand the macroeconomic effects of monetary policy. In this paper, we estimate the money demand for 15 Latin American countries from 1996 to 2016, using panel cointegra-tion and FMOLS estimation methods. We also estimate a model of dynamic common factors to test for the existence of common trends between coun-tries. The results show a long run relationship between money demand, income, and interest rates. However, there is no evidence of common factors between countries, which is consistent with the heterogeneity observed in the estimated elasticities. Contrary to what we expected, in several cases, the estimated income elasticity is greater than one, which could be associated with agents’ higher risk perceptions which affect their liquidity preferences. © 2020, Universidad de los Andes, Facultad de Economia. All rights reserved.Ítem EFECTOS DEL CARGO POR CONFIABILIDAD SOBRE EL PRECIO SPOT DE LA ENERGÍA ELÉCTRICA EN COLOMBIA(Universidad Nacional de Colombia, 2015-03-01) García, Jhon Jairo; Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem Estimación de las provisiones esperadas en una institucion financiera utilizando modelos logit y probit(Editorial Universidad Pontificia Bolivariana, 2010-05-01) Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem ESTIMACIÓN DE LAS PROVISIONES ESPERADAS EN UNA INSTITUCIÓN FINANCIERA UTILIZANDO MODELOS LOGIT Y PROBIT.(Editorial Universidad Pontificia Bolivariana, 2010-01-01) Tamara, Armando Lenin; Velasquez, Hermilson; Aristizábal, Raúl Enrique; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)This article is one the results in the development of a master thesis in finance from the University EAFIT.Ítem Market power in the retail industry of natural gas for vehicles(UNIV ZARAGOZA, 2014-01-01) Garcia, John J.; Velasquez, Hermilson; Mauricio Montenegro, Carlos; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)The gas distribution system for natural gas vehicles (NGV) in Colombia is highly concentrated, which gives the retail distributors market power. The pricing mechanism appears to approximate a Bertrand type of oligopolistic model, with a dominant firm setting the prices. An analysis using a Lerner index indicates that the market structure provides markup benefits of about 40[%]. An econometric analysis of the determinants of prices using panel data indicates that variables other than costs affect the retail price of natural gas provided to NGV. © 2014, Universidad de Zaragoza. All rights reserved.Ítem MATRICES DE TRANSICIÓN EN EL ANÁLISIS DEL RIESGO CREDITICIO COMO ELEMENTO FUNDAMENTAL EN EL CÁLCULO DE LA PÉRDIDA ESPERADA EN UNA INSTITUCIÓN FINANCIERA COLOMBIANA(Universidad de Medellín, 2012-01-01) Tamara, Armando Lenin; Velasquez, Hermilson; Aristizábal, Raúl; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)This article seeks to further extend the analysis under Credit Risk as through the Transition Matrices scheme can calculate the probability of default of a debtor to a creditor for a financial institution in ColombiaÍtem Modelo de regresión semiparametrico con datos censurados(Editorial Agrícola Española, 2013-01-01) Velasquez, Hermilson; HECTOR JAVIER HERRERA; JORGE IVAN JIMENEZ GOMEZ; Velasquez, Hermilson; HECTOR JAVIER HERRERA; JORGE IVAN JIMENEZ GOMEZ; Universidad EAFIT. Departamento de Economía y Finanzas; Finanzas y Banca (Gifyb)Ítem Modelo de regresión semiparametrico con datos censurados(Editorial Agrícola Española, 2013-01-01) Velasquez, Hermilson; HECTOR JAVIER HERRERA; JORGE IVAN JIMENEZ GOMEZ; Velasquez, Hermilson; HECTOR JAVIER HERRERA; JORGE IVAN JIMENEZ GOMEZ; Universidad EAFIT. Departamento de Ciencias; Research in Spatial Economics (RISE)Ítem Predicciones de modelos econometrricos y redes neuronales: el caso de la acción de suraminv(Universidad de Medellín, 2009-08-01) Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem Predicciones de modelos econometrricos y redes neuronales: el caso de la acción de suraminv En: Colombia(Universidad de Medellín, 2009-12-31) Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)Ítem Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano Smart grids and demand response mechanism: the case of the Colombian electricity market ?(Universidad EAFIT, 2018-11) Garcia, John; Gutiérrez, Alejandro; Velasquez, Hermilson; Vargas, Luisa; jgarcia@eafit.edu.coSmart grids now figure prominently in the international debate on the design and regulation of electricity markets. This paper analyzes the potential effects of implementing a demand response mechanism in the Colombian wholesale electricity market with characteristics similar to that of the PJM market. Using time series models and controlling for the high volatility presented in the spot price, we estimate that such a mechanism could yield significant economic savings for customers. For example, if the demand response mechanism had been implemented during 2015, the spot price in peak hours would have been 30% lower and customers would have saved approximately COP $99.000 million.Ítem Variables Macroeconómicas y Microeconómicas que influyen en la estimación del Costo de Capital(Facultad de Ciencias Económicas Universidad Militar Nueva Granada, 2017-06-01) Velasquez, Hermilson; Universidad EAFIT. Departamento de Economía y Finanzas; Research in Spatial Economics (RISE)