计及市场份额的售电公司收益风险研究

Research on the Yield Risk of Power Selling Companies Considering Its Market Share

通过研究电力营销策略得到影响市场份额的因素,结合层次分析法(AHP)与logistics回归模型建立市场份额模型。并采用条件风险价值理论(CVaR),以售电公司效用最大化为目标,针对不同类型的售电公司,建立了售电公司计及市场份额与投资的购售电模型。通过算例仿真,验证了所建模型与采用方法的有效性,有助于售电公司进行投资建设与购售电决策。

Factors that may influence market share were obtained on the basis of a research of the power marketing strategy,and a market share model was established by means of analytic hierarchy process( AHP) and logistics regression model. Based on the theory of conditional value at risk( CVaR) and aiming at utility maximization of the power selling company,this paper set up a power purchasing and selling model considering market share and investment for different types of power selling companies. Example simulation verified the effectiveness of the established model and adopted approach,thus helping these companies in their investment and decision making on power purchasing and selling.