Evaluating Volatility of Price Risk in Electricity Market Based on GARCH and Value-at-risk Theory

Pan Deng

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Evaluating Volatility of Price Risk in Electricity Market Based on GARCH and Value-at-risk Theory

机译：基于GARCH和风险价值理论的电力市场价格风险波动性评估。

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The restructuring and deregulation in electric power industry has created the extreme short-time price volatility and heightened the importance of risk management in competitive electricity markets. Accurately characterizing the electricity price volatili

机译：电力行业的重组和放松管制造成了极短的短期价格波动，并提高了在竞争激烈的电力市场中风险管理的重要性。准确描述电价波动

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《Journal of Applied Sciences》 |2013年第13期|共7页
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Pan Deng;
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中图分类农业科学;
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Evaluating Volatility of Price Risk in Electricity Market Based on GARCH and Value-at-risk Theory

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