Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD)—Based Multiscale Methodology

The electricity market has experienced an increasing level of deregulation and reform over the years. There is an increasing level of electricity price fluctuation, uncertainty, and risk exposure in the marketplace. Traditional risk measurement models based on the homogeneous and efficient market as...

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Bibliografische gegevens

Hoofdauteurs:	Kaijian He, Hongqian Wang, Jiangze Du, Yingchao Zou
Formaat:	Artigo
Taal:	Inglês
Gepubliceerd in:	MDPI AG 2016-11-01
Reeks:	Energies
Onderwerpen:	Empirical Mode Decomposition (EMD) electricity market risk Value at Risk (VaR) Exponential Weighted Moving Average (EWMA)
Online toegang:	http://www.mdpi.com/1996-1073/9/11/931
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