| Risk analysis of power bidding market based on extreme value theory | |
| Zhang, XH; Lai, MY | |
| 会议名称 | 2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31 |
| 会议日期 | 2008 |
| 会议地点 | 10769-10772 |
| 关键词 | AR-EGARCH model CVaR Extreme value theory Power market Risk analysis |
| URL标识 | 查看原文 |
| 内容类型 | 会议论文 |
| URI标识 | http://www.corc.org.cn/handle/1471x/6706513 |
| 专题 | 湖南大学 |
| 作者单位 | Hunan Univ, Coll Econ & Trade, Changsha 410082, Hunan, Peoples R China |
| 推荐引用方式 GB/T 7714 | Zhang, XH,Lai, MY. Risk analysis of power bidding market based on extreme value theory[C]. 见:2008 4TH INTERNATIONAL CONFERENCE ON WIRELESS COMMUNICATIONS, NETWORKING AND MOBILE COMPUTING, VOLS 1-31. 10769-10772. 2008. |
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