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基于期货的新型电力交易模式 被引量:46

NEW MECHANISM OF ELECTRICITY TRADE BASED ON FUTURES
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摘要 现有的电力远期交易与现货交易之间缺少必要的连续性,导致交易者在电力交易中面临较大价格风险。为了规避电力交易的价格风险,该文提出了“以期货交易为主,期货与现货市场结合”的新电力交易模式,并建立其相关数学模型。交易者可以通过电力期货交易规避价格风险,通过现货市场维持负荷平衡。在新的交易模式中,期货市场和现货市场的交易方式相似,整个交易的过程由交易双方自主控制,电力系统的安全约束以经济手段保证,电网调度者基本不干预市场交易。因此,新的电力交易模式能够更好地提高市场透明性、流畅性,促进市场竞争的有序性。 In the prevail electricity markets, the trade mechanisms in forward market differ from those in spot market. Traders have to face great price violations. A new electricity trade mechanism and its formula are presented based on futures contracts. Traders can hedge price risks in the futures market and keep load balances in the spot market. The trade mechanism in the futures market is similar to that in the spot market. The trade schedules are determined independently by trading participants without ISO's intervention. And the constraints of power system reliability and stability are ensured by economic manners. So, the proposed mechanism can make trade process in electricity markets more transparent, liquid and fairer.
机构地区 清华大学电机系
出处 《中国电机工程学报》 EI CSCD 北大核心 2003年第4期31-37,共7页 Proceedings of the CSEE
关键词 电力系统 电网 运行 期货 电力交易模式 电力市场 电力工业 电力企业 Electricity trade Electricity futures Hedging
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