Examinando por Materia "Precio spot"

Mostrando 1 - 6 de 6
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    Diseño de esquema de asignación y remuneración del servicio de Regulación Secundaria de Frecuencia (AGC) para mejorar la eficiencia en la formación del precio de electricidad en Colombia
    (Universidad EAFIT, 2017) Palacios Builes, Carlos Mario
    The multipurpose single-price model established since 1995 on the Colombian power spot market, has been a useful and practical way to allocate and remunerate services procured in that market, however, this scheme has shown flaws, there is evidence of distortions that inhibit optimal allocation and price signals -- This Paper show the effect of reserve regulation scheme on the power spot price, and propose an alternative allocation scheme for that service, aimed to improve efficiency on the allocation and price of the power spot market auction
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    Ítem
    Efectos del cargo por confiabilidad sobre el precio spot de la energía eléctrica en Colombia
    (Universidad EAFIT, 2015-01-01) Botero, Juan Pablo; García, John J.; Velásquez, Ermilson; jboter13@eafit.edu.co; jgarcia@eafit.edu.co; evelas@eafit.edu.co
    This paper considers the effect of electricity generation reliability on the spot price of the electricity market in Colombia, a mechanism implemented in 2006 to encourage existing generators or new investors to increase the installed capacity in the wholesale energy market. We describe the performance of this mechanism in Colombia and analyze the behavior of some structural variables in the operation of this market, such as the ratio between the market demand and the actual availability, El Niño and La Niña, the reservoir level and some regulation measures. The spot price presents high volatility implying that the proper specification corresponds to a regression model with ARCH structure (Engle, 1982). Results show that the reliability charge is positive and statistically significant. Also El Niño has a positive impact on the spot price, due to the large hydraulic share of this market.
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    Estimación de un modelo del precio de la energía eléctrica en Colombia con detección de puntos de volatilidad, utilizando la transformada Wavelet y series de tiempo
    (Universidad EAFIT, 2018) Arbeláez Arcila, Jesús Alonso; Trespalacios Carrasquilla, Alfredo
    In this document we propose a technique to estimate a model of the price of electric power in Colombia, using the filtering properties of the Discrete Wavelet Transform (DWT) and the traditional time series modeling techniques ARIMA, GARCH; in addition, the detection of points of change in the variance of the price series through the detection method of multiple changes in a sequence of dependent variables; the series of spot prices is decomposed in a series of approximation and several details, then each sub-series separately is modeled with the technique that best fits the data -- The final forecast is the sum of the reconstructed forecasts obtained from each sub-series -- The most important conclusion of the proposed model is to allow greater precision in the forecast and, in turn, detect points of volatility change due to exogenous variables in the series of spot prices of the Colombian electricity market
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    Ítem
    Impacto de la regulación en la eficiencia asignativa del mercado spot eléctrico colombiano
    (Universidad EAFIT, 2015-07-15) García, John J.; Arango, Santiago; Ortiz, Andrés F; jgarcia@eafit.edu.co; sarang22@eafit.edu.co; aortizr@eafit.edu.co
    This paper uses an ARCH regression model to analyze the effect of several regulatory measures and fundamental factors (the relationship between commercial demand and real availability, El Niño, and water supplies) on the spot price in the Colombian wholesale power market. The results indicate that the regulations established by the Electricity and Gas Regulatory Commission have had a substantial and statistically-significant effect on spot prices. In addition, El Niño and hydro supplies have a positive and negative respectively effect on the spot price, due to the large share of hydropower in this market.
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    Ítem
    El precio spot de la electricidad y la inclusión de energía renovable no convencional: evidencia para Colombia
    (Universidad EAFIT, 2019-08-25) García Rendón, John J; Pérez Libreros, Alex F; jgarcia@eafit.edu.co
    Energy transition is prevalent nowadays, and Colombia is not an exception to this pheno-menon. Energy coming from non-conventional renewable resources is one main feature of this phenomenon. Therefore, this paper evaluates the impact of this new kind of rene-wable energy resources in the Colombian wholesale electricity market. This evaluation uses a counterfactual scenario based on a structural model of energy firm’s behavior that offers 1000 MW in 2018. Results suggest that the spot price decreases on average 12.66$/KWh per day. It seems that 6.66 $/KWh is due to firms’ strategies, and 6 $/KWh is a merit order effect. In addition, results suggest that 367.32 thousand tons of carbon emis-sions would not be emitted to the environment.
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    Un modelo estructural para evaluar la inclusión de fuentes renovables no convencionales en el mercado mayorista de electricidad colombiano
    (Universidad EAFIT, 2019) Pérez Libreros, Alex Fernando; García Rendón, John Jairo