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电力市场中的远期合同交易 被引量:39

FORWARD CONTRACTSIN ELECTRICITY MARKETS
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摘要 世界范围的电力工业市场化运营为市场参与者带来了前所未有的市场风险。作为一种有效的风险管理工具和交易手段 ,电力远期合同 ,包括结合期权交易思想的可选择远期合同 ,在竞争的电力市场中得到了广泛的应用 ,并正朝类似于期货交易的方向发展。文中简要介绍了电力市场中的几种远期合同交易 ,对远期合同交易的风险建模理论 。 The worldwide restructuring and deregulation of electric power industry has led to an active electricity market with much more risks to market participants that they did not have to face during the regulated era. As an effective tool for risk management and bilateral transaction, forward contracts, or optional forward contracts, have been widely used in competitive electricity markets, and are being made further advances to those like futures. The paper introduces briefly some kinds of electricity forward contracts, and presents a literature review with a focus on theoretical studies of risk modeling of forward contracts and the effects of forward markets on spot markets. This project is supported by National Natural Science Foundation of China (No. 59937150) and Science Technology Development Foundation of Shanghai Municipal Education Committee (No. 99QD53).
出处 《电力系统自动化》 EI CSCD 北大核心 2001年第10期6-10,50,共6页 Automation of Electric Power Systems
基金 国家自然科学基金! (5 993715 0 ) 上海市教委科技发展基金!(99QD5 3)
关键词 电力市场 风险管理 远期合同 电价 电力工业 electricity m arkets risk m anagem ent forward contracts
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