{
  "$type": "site.standard.document",
  "description": "For a comprehensive risk evaluation of the electricity price fluctuations, respective relationships between power supplies or power demands and electricity prices are derived from data of historical power supply or power demand and data of historical electricity price for respective power…",
  "path": "/patents/1091797",
  "publishedAt": "2003-11-19T00:00:00.000Z",
  "site": "at://did:plc:oql6ds5vnff4ugar6rruliwd/site.standard.publication/3mn3ohu7oxx5w",
  "tags": [
    "G06Q40/04",
    "TOSHIBA KK [JP]"
  ],
  "textContent": "For a comprehensive risk evaluation of the electricity price fluctuations, respective relationships between power supplies or power demands and electricity prices are derived from data of historical power supply or power demand and data of historical electricity price for respective power exchanges, respective probability distributions of electricity price fluctuations relating to uncertain fluctuations of the power supply or the power demand are computed by using the respective relationships in a given period for evaluation of a market risk, the market risk of electricity price is measured by using the respective probability distributions of electricity price fluctuations, a probability distribution for randomly fluctuating components is derived by Monte Carlo simulation, and a market risk to the electricity price fluctuations is evaluated.",
  "title": "Price evaluation system and method for derivatives, risk management system and method for power exchange"
}