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Articles

No. 22 (2009)

Application of Financial Theory to Establish Hedging Strategies for the Risk of Electricity Supply Shortages and Price Volatility.

  • Miguel Flores Ortega
DOI:
https://doi.org/10.29201/h5njhw07
Published
June 26, 2009

Abstract

This paper presents the investigation realized in the frame of reference of the supply of electric power, to evaluate portfolios of converge of risk of supply anda variation of the price on having considered changeable conditions and the effect of strategic decisions for the application of economic resources in the production of electricity in Mexico.

With an approach that goes form the particular thing to the general thing, it is analized the application of real options to shape the effect of the contracts of supply of fuels, and to evaluate the strategies of coverage integrated in portfolios to reduce the risk price and deficit of supply.

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