期刊文献+

直购电环境下基于E-CVaR的电网公司风险控制策略研究 被引量:2

Risk Control Strategies Based on E-CVaR for Power Gird Companies under Direct Electricity Purchasing Environment
下载PDF
导出
摘要 介绍了直购电所导致电网公司可能面临的潜在风险及风险管理的基本理论,分析了CVaR(Conditional Value at Risk)风险评估方法的特点,最后建立了基于E-CVaR的电网公司考虑直购电的风险控制模型。算例结果反映出电网公司所面临的市场风险本质,验证了模型的有效性。 This paper introduced the potential risk the PGC may face due to the DEP and the basic theories of risk management,then it analyzed the characteristics of CVaR(Conditional Value at Risk).Finally,a risk control model based on E-CVaR for PGC considering DEP was established.The results indicate that the proposed model sufficiently reflects the major market risks that the PGC confronts in the DEP process.
作者 刘春辉 刘敏
出处 《电网与清洁能源》 2010年第12期42-46,共5页 Power System and Clean Energy
基金 贵州大学创新基金(2009006)
关键词 电力市场 直购电 电网公司 风险控制 CVAR electricity market DEP PGC risk control CVaR
  • 引文网络
  • 相关文献

参考文献13

二级参考文献131

共引文献154

同被引文献20

引证文献2

二级引证文献11

;
使用帮助 返回顶部