{"id":110571,"date":"2018-03-11T10:36:41","date_gmt":"2018-03-11T10:36:41","guid":{"rendered":"https:\/\/www.deberes.net\/tesis\/sin-categoria\/analysis-of-forward-prices-in-electricity-markets-by-means-of-their-fundamental-drivers\/"},"modified":"2018-03-11T10:36:41","modified_gmt":"2018-03-11T10:36:41","slug":"analysis-of-forward-prices-in-electricity-markets-by-means-of-their-fundamental-drivers","status":"publish","type":"post","link":"https:\/\/www.deberes.net\/tesis\/teoria-estocastica-y-analisis-de-series-temporales\/analysis-of-forward-prices-in-electricity-markets-by-means-of-their-fundamental-drivers\/","title":{"rendered":"Analysis of forward prices in electricity markets by means of their fundamental drivers"},"content":{"rendered":"<h2>Tesis doctoral de <strong> Miguel V\u00e1zquez  Mart\u00ednez <\/strong><\/h2>\n<p>En la mayor\u00eda de mercados el\u00e9ctricos, los contratos a plazo son cada vez m\u00e1s importantes. Sin embargo, la herramienta tradicional de la teor\u00eda financiera, la valoraci\u00f3n por ausencia de arbitraje, es dif\u00edcil de aplicar a contratos cuyo subyacente es la electricidad. Por otro lado, las herramientas basadas en los fundamentos de la industria el\u00e9ctrica no tienen en cuenta los resultados de la contrataci\u00f3n a plazo en sus resultados. La tesis aporta soluciones a este problema desde los dos puntos de vista. por una parte, la compleja estructura de costes de producci\u00f3n, la imposibilidad de almacenamiento, y las oportunidades de ejercer poder de mercado hacen que las distribuciones de precios sean considerablemente dif\u00edciles de representar. La tesis aborda el problema mediante un nuevo modelo cuantitativo, basado en combinar resultados de la teor\u00eda de oligopolios y la teor\u00eda financiera. por otra parte, la base te\u00f3rica de la valoraci\u00f3n por ausencia de arbitraje es dudosa cuando se aplica a mercados de electricidad. Esta metodolog\u00eda se basa en resultados obtenidos en un contexto de competencia perfecta en los mercados spot. Las consecuencias de relajar la suposici\u00f3n de competencia perfecta no est\u00e1n todav\u00eda resueltas. La tesis desarrolla la teor\u00eda para describir los incentivos de los agentes para el uso estrat\u00e9gico de la contrataci\u00f3n a plazo.<\/p>\n<p>&nbsp;<\/p>\n<h3>Datos acad\u00e9micos de la tesis doctoral \u00ab<strong>Analysis of forward prices in electricity markets by means of their fundamental drivers<\/strong>\u00ab<\/h3>\n<ul>\n<li><strong>T\u00edtulo de la tesis:<\/strong>\u00a0 Analysis of forward prices in electricity markets by means of their fundamental drivers <\/li>\n<li><strong>Autor:<\/strong>\u00a0 Miguel V\u00e1zquez  Mart\u00ednez <\/li>\n<li><strong>Universidad:<\/strong>\u00a0 Pontificia comillas<\/li>\n<li><strong>Fecha de lectura de la tesis:<\/strong>\u00a0 22\/07\/2011<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n<h3>Direcci\u00f3n y tribunal<\/h3>\n<ul>\n<li><strong>Director de la tesis<\/strong>\n<ul>\n<li>Juli\u00e1n Barquin Gil<\/li>\n<\/ul>\n<\/li>\n<li><strong>Tribunal<\/strong>\n<ul>\n<li>Presidente del tribunal: julio Usaola Garc\u00eda <\/li>\n<li>aitor Ciarreta antu\u00f1ano (vocal)<\/li>\n<li>fidel Castro rodr\u00edguez (vocal)<\/li>\n<li>michel Rivier abbad (vocal)<\/li>\n<\/ul>\n<\/li>\n<\/ul>\n<p>&nbsp;<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Tesis doctoral de Miguel V\u00e1zquez Mart\u00ednez En la mayor\u00eda de mercados el\u00e9ctricos, los contratos a plazo son cada vez m\u00e1s [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-4)","background-image":"","background-repeat":"repeat","background-position":"center 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