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。
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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.