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...

ver descrição completa

Detalhes bibliográficos

Principais autores:	Kaijian He, Hongqian Wang, Jiangze Du, Yingchao Zou
Formato:	Artigo
Idioma:	Inglês
Publicado em:	MDPI AG 2016-11-01
coleção:	Energies
Assuntos:	Empirical Mode Decomposition (EMD) electricity market risk Value at Risk (VaR) Exponential Weighted Moving Average (EWMA)
Acesso em linha:	http://www.mdpi.com/1996-1073/9/11/931
Tags:	Adicionar Tag Sem tags, seja o primeiro a adicionar uma tag!