estimating portfolio value at risk in the electricity markets using an entropy optimized bemd approach

Clicks: 199
ID: 138947
2015
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Abstract
In this paper, we propose a new entropy-optimized bivariate empirical mode decomposition (BEMD)-based model for estimating portfolio value at risk (PVaR). It reveals and analyzes different components of the price fluctuation. These components are decomposed and distinguished by their different behavioral patterns and fluctuation range, by the BEMD model. The entropy theory has been introduced for the identification of the model parameters during the modeling process. The decomposed bivariate data components are calculated with the DCC-GARCH models. Empirical studies suggest that the proposed model outperforms the benchmark multivariate exponential weighted moving average (MEWMA) and DCC-GARCH model, in terms of conventional out-of-sample performance evaluation criteria for the model accuracy.
Reference Key
zou2015entropyestimating Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Yingchao Zou;Lean Yu;Kaijian He
Journal European journal of medicinal chemistry
Year 2015
DOI
10.3390/e17074519
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