| dc.contributor.author | Reneses Guillén, Javier | es-ES |
| dc.contributor.author | Centeno Hernáez, Efraim | es-ES |
| dc.contributor.author | Ramos Galán, Andrés | es-ES |
| dc.contributor.author | Pérez Thoden, Francisco José | es-ES |
| dc.date.accessioned | 2016-01-15T11:28:53Z | |
| dc.date.available | 2016-01-15T11:28:53Z | |
| dc.date.issued | 2000-09-25 | es_ES |
| dc.identifier.uri | http://hdl.handle.net/11531/5777 | |
| dc.description | Capítulos en libros | es_ES |
| dc.description.abstract | | es-ES |
| dc.description.abstract | This paper presents an alternative for the performing of risk management analysis when the variables of study cannot be considered as complying with the conditions of the Binomial and Black-Scholes models. The method used is based on the calculation of the discrete convolution. The objective is making possible the valuation of an energy export contract under conditions of uncertainty. | en-GB |
| dc.format.mimetype | application/pdf | es_ES |
| dc.language.iso | en-GB | es_ES |
| dc.publisher | Sin editorial (Funchal, Portugal) | es_ES |
| dc.rights | | es_ES |
| dc.rights.uri | | es_ES |
| dc.source | Libro: 6th International Conference on Probabilistic Methods Applied to Power Systems ISBN: 972-95194-1-2 - PMAPS2000, Página inicial: , Página final: | es_ES |
| dc.subject.other | Instituto de Investigación Tecnológica (IIT) | es_ES |
| dc.title | Risk assessment in a contract of energy exchanging | es_ES |
| dc.type | info:eu-repo/semantics/bookPart | es_ES |
| dc.description.version | info:eu-repo/semantics/publishedVersion | es_ES |
| dc.rights.accessRights | info:eu-repo/semantics/restrictedAccess | es_ES |
| dc.keywords | | es-ES |
| dc.keywords | Risk management, interconnection contracts, discrete convolution. | en-GB |
