Sch. of Econ. Manage., Beijing Univ. of Chem. Technol., Beijing, China;
investment; moving average processes; power markets; pricing; risk analysis; Australian electricity markets; DCC-GARCH model; EWMA; VaR estimation algorithm; decomposed time series; electricity price; empirical mode decomposition; exponential weighted moving average; model reliability; multivariate EMD-based portfolio value; performance evaluation criteria; risk measurement; risk trends; value at risk estimation; Correlation; Electricity; Electricity supply industry; Portfolios; Predictive models; Reactive power; Reliab;
机译:使用熵优化的BEMD方法估算电力市场中有风险的投资组合价值
机译:原油市场风险评估下的投资组合价值:多元小波去噪方法
机译:考虑中国电力市场风险评估的电力零售商贸易组合优化
机译:基于多变量的EMD的投资组合价值,用于电力市场的风险估算
机译:基于不确定性的设施能源管理的基于优化的方法,以及具有风险管理的放松管制的电力市场中的电力组合优化。
机译:使用GARCH-EVT-Copula模型估算天然气资产组合的风险
机译:利用熵优化BEmD方法估算电力市场风险投资组合价值