НАУКА
The problems of the indicators’ system defining the company’s ability to pay in due time is analysed, while ensuring the activities with necessary financial resources. The method of analysis includes number of indicators which evaluate the potential of the debtor at various stages of crisis.
The new method of estimation of the values of the VaR using the modified GARCH model is presented, effectively assessing risks as in the quiet periods of financial market and at the same time the system instabilities.
To check the efficiency of the estimation of the VaR used for statistics, calculated as on total time interval, and in the sliding window. Results of local and global use of these statistics are in good agreement with each other, with the statistics computed in sliding window provide information about the uniformity of the effectiveness of calculating VaR. In particular, the effectiveness of the assessment of VaR practically did not change during the periods of the significant rise in prices in comparison with the «quiet» periods.
An innovative approach of interaction with consumers of energy companiesis discussed, it is demand-side management technology based on the balance of economic interests. The basic benefits of this mechanism for the subjects of the energy market are presented. Features of demand-side management implementation in foreign countries, including typical barriers and methods for their elimination in the energy companies are set out. The analysis of capabilities and features of the demand-side management in the power of Russia is given.
ISSN 2618-9984 (Online)