¿Merece la pena invertir en energías limpias?
P. Gargallo Valero, M. Salvador Figueras, J. Miguel Álvarez, L. Lample Gracia
Descarbonizar el sistema energético es un paso urgente para combatir el cambio climático que pasa por potenciar la inversión en energías renovables. Ello requiere una alineación del sistema financiero con los requisitos de la necesaria transición energética. En este trabajo se estudia si este objetivo se está consiguiendo, analizando si a los inversores les merece la pena invertir en empresas de energías limpias sin empeorar sus niveles de riesgo. A tal fin se propone una metodología secuencial para construir carteras de mínimo riesgo, teniendo en cuenta el perfil del inversor (corto, medio y largo plazo), y diversas estrategias de estimación y selección de la matriz de varianzas y covarianzas de las rentabilidades de los activos. Analizando la composición de las carteras, nuestros resultados muestran que actualmente es posible invertir en energías limpias alcanzando niveles mínimos de riesgo, lo cual proporciona evidencia de que la consecución del objetivo anterior es posible.
Keywords: Selección de carteras, Gestión de riesgos, Modelos DCC GARCH, Análisis secuencial, Mercado de la energía
Scheduled
GT15 Risk Analysis
June 7, 2022 12:00 PM
A03
Other papers in the same session
R. Peláez, I. Van Keilegom, R. CAO, J. VILAR
J. M. Sarabia, M. Guillén Estany, E. Gómez Déniz
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
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5/23/22
IMPORTANT WARNING
To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
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5/16/22
Social Events
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