4WU Z, HUANG N. Ensemble empirical mode decomposi- tion: a noise assisted data analysis method. Advances in a- daptive data analysis 2009, 1 ( 1 ) : 1-41.
5CONEJO A J,PLAZSA M A,ESPINOLA R, et al. Day-ahead electricity price forecasting using the wavelet transform and ARIMA models [ J ]. IEEE Transactions on Power Systems, 2005,20(2) : 1035-1042.
6AMJADY N. Day-ahead price forecasting of electricity mar- kets by a new fuzzy neural network[ J]. IEEE Transaction on Power Systems, 2006, 21 (2): 887-896.
7AMJADY NIMA, DARAEEPOUR ALl. Mixed price and load forecasting of electricity markets by a new iterative prediction method[ J]. Electric Power Systems Research, 2009, 79: 1329-1336.
8Ingve Simonsen. Volatility of power markets[J].{H}PHYSICA A,2005,(01):10-20.
9Liu M,Wu F F. A survey on risk management in electricity markets[A].Montreal,Canada,.
10Denton M,Palmer A,Masiello R. Managing market risk in energy[J].{H}IEEE Transactions on Power Systems,2003,(02):494-502.
