Modelling volatility clustering in electricity price return series for forecasting value at risk
Author:
Publisher
Wiley
Subject
Electrical and Electronic Engineering,Energy Engineering and Power Technology
Reference20 articles.
1. Power System Economics
2. An expert system for electricity pricing;Yadong;Proceedings of TENCON '93 IEEE Region 10 Conference,1993
3. Kian A, Keyhani A. Stochastic price modelling of electricity in deregulated energy markets. Proceedings of the 34th Annual Hawaii International Conference on System Sciences, 2001: 7.
4. Modelling and forecasting electricity prices with input output hidden Markov models;Gonzlez;IEEE Transactions on Power Systems,2005
5. Electricity price short term forecasting using artificial neural networks;Szkuta;IEEE Transactions on Power Systems,1999
Cited by 10 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD)—Based Multiscale Methodology;Energies;2016-11-09
2. Estimation Methods for Value at Risk;Extreme Events in Finance;2016-10-07
3. Forecasting Energy Value at Risk Using Multiscale Dependence Based Methodology;Entropy;2016-05-04
4. Medium-term retailer's planning and participation strategy considering electricity market uncertainties;International Transactions on Electrical Energy Systems;2015-07-27
5. Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach;Entropy;2015-06-26
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3