摘要
电价的波动性给市场参与者带来了巨大的风险,为减少风险,市场参与者往往需要签订一定数量的合同电量。作者建立了考虑远期合约时,购电商为风险回避者的决策模型,并利用古诺模型来模拟市场中发电商的行为策略。通过简单算例研究了在购电商采用不同的等值风险规避指数情况下,发电商随现货电价方差的变化而相应采取的行为策略。结果表明,随着购电商等值风险规避指数的增大,合同电价就越高,则合同电量也越大,这与预期的结果相一致。此外,现货电价的波动性越大,发电商所获得的利润越高。
The fluctuations of spot price bring high risk to market participants. As a result, the participants need to sign some contracts to buy or sell power in one certain price in order to decrease market risk. Here, a decision-making model of buyers evading the risk is presented when forward contracts market is considered, and the Cournot model is used to simulate the strategies of suppliers in electricity market. A simple example is employed to study the suppliers' strategies which correspond to the changes of the variance of spot price, when the buyers adopt different equivalent risk evasion index. The results of calculation example is consistent with the expectation that the along with the increase of the equivalent risk evasion index the contract price will be higher and the contracts will increase too. In addition, the more fluctuating of spot price is, the more profit the suppliers will obtain.
出处
《电网技术》
EI
CSCD
北大核心
2004年第19期72-76,共5页
Power System Technology
