Análise de clusters e volatilidade de índices de acções

Mestrado em Contabilidade e Gestão das Instituições Financeiras

Contratos de Futuros sobre Taxas de Juro

Mestrado em Contabilidade Internacional

Cluster de volatilidade no mercado de taxas de câmbio USD/GBP

Mestrado em Controlo de Gestão e dos Negócios

A trader portfolio optimization of bilateral contracts in electricity retail markets

Electricity markets are systems for effecting the purchase and sale of electricity using supply and demand to set energy prices. Two major market models are often distinguished: pools and bilateral contracts. Pool prices tend to change quickly and variations are usually highly unpredictable. In this way, market participants often enter into bilateral contracts to hedge against pool price volatility. This article addresses the challenge of optimizing the portfolio of clients managed by trader agents. Typically, traders buy energy in day-ahead markets and sell it to a set of target clients, by negotiating bilateral contracts involving three-rate tariffs. Traders sell energy by considering the prices of a reference week and five different types of clients. They analyze several tariffs and determine the best share of customers, i.e., the share that maximizes profit. © 2014 IEEE.

Análise técnica aplicada aos mercados cambiais estudo comparativo das cotações EUR/USD, GBP/USD E JPY/USD

Mestrado em Contabilidade e Análise Financeira