Abstract
When the electricity market brings the expected benefits to participants, the price fluctuations also make them to face the enormous financial risks, thus assessing the financial risks of electricity market has an important significance. In this article, the U.S. New England Pools average daily settlement price is used as the historical data. As for its transaction risk and financial management risk, adopting the effective financial risk assessment tools to evaluate the market risk, which results have a certain reference value.
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