In the traditional financial risk measurement model, the basic method is based on normal distribution, and then the variance-covariance method used to solve the portfolio value at risk.
在传统的金融风险度量模型中，基本都是基于正态分布，然后运用方差一协方差法来求解资产组合的风险价值。
Though of great value in avoiding risk of electricity market price soaring, yet no systematic theory and method have been achieved in price cap setting at present.
发电申报最高限价有助于防范电价飞升带来的市场风险，但目前并没有设置市场限价的系统理论和方法。
Though of great value in avoiding risk of electricity market price soaring, yet no systematic theory and method have been achieved in price cap setting at present.
发电申报最高限价有助于防范电价飞升带来的市场风险，但目前并没有设置市场限价的系统理论和方法。
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