Extreme Value Theory Analysis of Alberta Power Prices.POMPES PAR TRANSITIONS MULTIPLES

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" Extreme Value Theory Analysis of Alberta Power Prices.POMPES PAR TRANSITIONS MULTIPLES "

Document Type	:	Latin Dissertation
Language of Document	:	English
Record Number	:	153999
Doc. No	:	ET25791
Main Entry	:	Wei Zhang
Title Proper	:	Extreme Value Theory Analysis of Alberta Power Prices.POMPES PAR TRANSITIONS MULTIPLES
Note	:	This document is digital این مدرک بصورت الکترونیکی می باشد
Abstract	:	Restructuring of the electricity industry in the past two decades has led to highervolatilities of power prices in competitive wholesale markets. Some electricity marketcrises, such as the one in California, inspired the use of risk management in newlyrestructured power markets. This thesis studies high price risks measured by Value at.
Subject	:	Electericl tess
	:	برق
electronic file name	:	TL50060.pdf
Title and statement of responsibility and	:	Extreme Value Theory Analysis of Alberta Power Prices.POMPES PAR TRANSITIONS MULTIPLES [Thesis]