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Research on credit rating and risk measurement of electricity retailers based on Bayesian Best Worst Method-Cloud Model and improved Credit Metrics model in China's power market

Yuanyuan Zhang, Huiru Zhao, Bingkang Li, Yihang Zhao, Ze Qi

2022Energy41 citationsDOI

Topics & Concepts

Credit riskCVARDatabase transactionElectricity marketCredit ratingElectricityBusinessRisk managementActuarial scienceEconomicsComputer scienceEconometricsExpected shortfallFinanceDatabaseElectrical engineeringEngineeringAnalysis of environmental and stochastic processesEvaluation and Optimization ModelsRisk and Safety Analysis
Research on credit rating and risk measurement of electricity retailers based on Bayesian Best Worst Method-Cloud Model and improved Credit Metrics model in China's power market | Litcius