"Estimating Portfolio Value at Risk in the Electricity Markets Using an ..."

Yingchao Zou, Lean Yu, Kaijian He (2015)

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DOI: 10.3390/E17074519

access: open

type: Journal Article

metadata version: 2018-08-14

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  - https://dblp.org/rec/journals/entropy/ZouYH15
Yingchao Zou, Lean Yu, Kaijian He:
Estimating Portfolio Value at Risk in the Electricity Markets Using an Entropy Optimized BEMD Approach. Entropy 17(7): 4519-4532 (2015)

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