摘要
针对电力市场环境下水电企业的合同电量确定及计划安排等问题,从水电厂商对预测径流和预测现货电价的风险态度出发,提出以风险价值(VaR)为风险量测方法,构建了考虑径流和电价的不确定性控制风险模型,并基于水电厂商风险控制目标确定年度合约电量。
Aiming at the determination of contract energy and schedule arrangement of hydropower enterprise in electricity market environment, based on the risk attitude of hydropower plants to forecast runoff and stock electricity price, this paper proposes risk control model by using risk measurement method of value at risk （VaR） with considering uncertainty of runoff and price. Annual contract energy is determined by the risk control objective of hydropower producer.
出处
《水电能源科学》
北大核心
2011年第6期183-186,共4页
Water Resources and Power
关键词
水电厂
合约电量
风险价值
风险态度
风险控制
hydropower plant
annual contract energy
value at risk
risk attitude
risk control
