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电力市场中风险规避问题的研究(一)——不同电力市场阶段风险规避模型 被引量:35

STUDY ON RISK EVASION IN ELECTRICITY MARKET Part One Risk Evasion Models Corresponding to the Different Stages of Power Market
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摘要 针对电力市场不同阶段的特点 ,基于期货和远期合约的基本原理 ,建立了不同的风险规避模型 ,并分析了其在电力交易中的功能体现。分析表明 ,双边开放的期货交易模式是电力市场较成熟的模式 ,合约双方可以利用期货交易更好地防范和控制风险。单边开放的远期交易模式适用于非完备的双边开放电力市场 ,它可以使发电侧和电力库在一定程度上回避市场电价的风险。授权差价合约 +单一购买者模式是电力市场初级阶段的过渡模式 ,其回避风险的能力虽不是最优 ,但比较简单易行。 In accordance with the characteristics of different stages of power market, this paper proposes the different risk evasion models based on the basic principles of future and forward contract. These functional embodiments in electric transactions are analyzed and analytical results demonstrate that the model of future contract for bilateral-transaction is relatively mature model for power market, and further it is efficient for both contractors to take precautions against and avoid the risks. On the other hand, the model of forward contract for unilateral-transaction is suitable for incomplete bilateral open power markets, which helps the generation producers and power pool to evade the risks of spot transactions to a certain degree. The transition model mentioned being in the primal stage of power market, the authorized contract for differences and single purchaser model is simple and easy for implementation, although its ability to evade risk is not optimal and thus limited.
出处 《电力系统自动化》 EI CSCD 北大核心 2001年第7期14-20,共7页 Automation of Electric Power Systems
关键词 电力市场 期货合约 远期合约 差价合约 风险规避 电力工业 power market future contract forward contract contract for difference
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参考文献11

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