Resumo

PEREA GONZALEZ, Alfonso  e  ZAVALETA VAZQUEZ, Osmar Hazael. Designing an optimal electricity supply portfolio based on the Markowitz model: The case of a user in Mexico. Contad. Adm [online]. 2020, vol.65, n.1, e154.  Epub 24-Abr-2020. ISSN 0186-1042.  https://doi.org/10.22201/fca.24488410e.2019.1833.

The Energy Reform in Mexico, which was started in 2013, opened the possibility that electrical energy consumers could choose the supply from any supplier participating in the market. The objective of this work is to validate that Markowitz Model is useful in the construction of an optimal portfolio of electricity supply, from the options available in the Mexican Electricity Market. A hypothetical case, based on real information, was built and the results obtained in the case of study shows that the use of this methodology allows to mitigate risks, from the diversification of supply options, as is the case of the diversification of investment alternatives. This approach constitutes an alternative for consumers of electrical power to plan and design optimal portfolios of electricity supply.

Palavras-chave : Markowitz model; Optimal portfolio of energy supply; C6; G0; Q4.

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