摘要
作为一种有效的风险管理工具和交易手段,基于实时电价和期权思想的电力市场远期合同在竞争的电力市场中充分体现了其优越性。这种合同不仅给市场参与者提供了在发电量或负荷变化时获利的机会,同时回避了由于实时市场价格的波动给双方带来的风险,分析表明期权交易模式是电力市场较成熟的模式,合约双方可以利用期权交易更好地防范和控制风险。
As an effective risk management tool and trade means,power market long-term contracts based on spot price and future rights have their advantages in the competitive power market.These kinds of contracts not only provide market participants with benefit opportunities as generations or loads changing,but also evade risks bringing by up and down of spot prices.The analysis proves that future right trade mode is mature and participants can evade and control risks much better in terms of future rights.
出处
《电力需求侧管理》
2003年第2期16-19,28,共5页
Power Demand Side Management
关键词
电力丁业
电力市场
实时电价
合同
风险管理
电力交易
Key wrds:power market
forward contract
future right
SRMC(short-term marginal cost)risk evade.