摘要
电力市场环境下,市场参与者面临着前所未有的市场风险.如何识别和评估电力市场中的风险,关系到各个市场主体能否进行有效的风险管理.文章分析了电力市场中存在的风险,提出了根据电力市场的技术与金融特征进行分类的方法;借鉴金融学的风险管理理论,将风险价值和条件风险价值作为风险度量指标,建立了电力市场风险计算的框架,提出了风险辨识、风险控制和风险评估的电力市场风险管理流程.
Electricity market participants are faced with unprecedented risks in electricity market environment. How to identify and assess risks in the electricity market is relevant to all market players＇ effective risk management. Risks in electricity markets are analyzed and a classification method is proposed by the technical and financial characteristics of electricty marekts. Using the risk management theory for reference, a framework for assessing risks in electricity mareket is built with risk value and conditional risk value as risk measuring index. The risk management processes based on risk identification, risk control and risk assessment are presented.
出处
《天中学刊》
2009年第2期30-33,共4页
Journal of Tianzhong
基金
海南省高等院校科研基金(HJKJ2008-52)
关键词
电力市场风险
风险评估
风险价值
条件风险价值
风险管理流程
电力市场
electricity market risk
risk assessment
risk value
conditional risk value
risk management processes
electricity market
