摘要
优化发电资源配置,提高系统的运行安全是电力市场改革的重要目标,发电权交易是实现目标的一种可行手段。文中结合期权的理论提出了一种基于期权的发电权交易模型,并从数学和经济学的角度给出了发电权期权交易的权利金、执行价格的计算方法,同时分析它们与合同方的收益改变量函数之间的关系。通过算例说明了期权模式下的发电权期权交易具有良好的特性。
It is an important target of the electrical power market reformation that optimize the collocation of generation resource and make the electrical power system stronger and safer. Generation rights trade is an effective instrument to achieve this target. Generation rights trade which is base on the option theory was introduced in this paper. Base on the viewpoint of mathematics and economics, the paper analyzed modes of option generation rights trade and introduced the formulas of option contract price （OCP） and option strike prices （OSP）. This paper presented the relationship among the OCP and the OSP and formulas of the profit by researching. It is showed that the option generation rights trade have some distinguishing characteristics by examples
出处
《中国电机工程学报》
EI
CSCD
北大核心
2005年第21期76-81,共6页
Proceedings of the CSEE
关键词
电力市场
期权
发电权
交易
模型
Power marbet
Option
Generation right
Trade
Mode
