Funding entity Endesa
The aim of this project is to carry out conceptual and operational developments in the current short-term risk management tool used by Endesa, as well as assisting in the use of the model and the interpretation of results. Additionally, the calculation of implied volatilities is addressed and the outputs of the electricity market forecasting tool (VALORE) are being adapted to improve the data used in the risk model.
2013 RIESGOS CP
