Taking the conditional value at risk (CVaR) as risk management index, DistCos purchase allocation among multi electricity trading markets is studied.
采用条件风险价值理论研究供电公司在多个电力交易市场中的最优购电分配策略。
Then we analysised the correlation of the main stock index in Chinese market, it was found that conditional correlation can describe accurately a long time moving trend of two variables.
然后用其分析了我国股市主要指数的相关性,发现时变相关系数能够准确的描述两个变量相互之间的长期运动趋势。
Then we analysised the correlation of the main stock index in Chinese market, it was found that conditional correlation can describe accurately a long time moving trend of two variables.
然后用其分析了我国股市主要指数的相关性,发现时变相关系数能够准确的描述两个变量相互之间的长期运动趋势。
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