EMD Copula based Value at Risk Estimates for Electricity Markets.
Xuan WangJunling CaiKaijian HePublished in: ITQM (2015)
Keyphrases
- electricity markets
- electric power
- software agents
- dependence structure
- agent based simulation
- market clearing
- power generation
- unit commitment
- bidding strategies
- distance measure
- empirical mode decomposition
- profit maximizing
- risk management
- cooperative
- wind power
- competitive market
- artificial intelligence
- expected utility
- business models
- semi parametric
- decision making
- market participants