电力销售过程中的风险分析

The Risk Analysis of Power Sales

电力市场中,竞争机制的引入有效的提高了运行效率,并可优化资源配置。但由于不确定性因素的增多,导致电价波动频繁,使市场成员面临着巨大的风险。因此,建立有效的风险规避机制,就成为当前电力市场化改革中迫切需要解决的问题。现尝试着将金融衍生工具中的期权引入到电力市场中,提出了“以期权为主”的电力交易模式,进行了定价与分析,有助于规避电力销售风险。

In the power market the introduction of competitive mechanism can effectively improve the operation efficiency and optimize distribution of the resources. But increase of uncertain factors causes frequent fluctuation of electricity price, thus making the power market participants be faced with high risks. Thereby the issue of establishing an effective mechanism to avoid the risk needs to be studied and solved urgently in the current power market - oriented reform. This paper made an attempt to introduce the option mechanism into the power market and put forward the option - based power dealing mode. Furthermore, the paper carried out pricing and analysis of the option - based power dealing mode. This paper helps to avoid the risk of power sales.