基于序关系-熵权法的电力市场风险评估

Electricity Market Risk Evaluation Based on Order Relation-Entropy Weight Method

中国电力市场化改革步伐不断加快,如何使市场平稳过渡,为其提供科学的风险评估手段,是电力市场建设过程中必须考虑的问题。为此,提出了一种基于序关系-熵权法的电力市场风险评估模型。首先,根据市场实际情况,结合实用、可行和易获取等原则,分别从市场主体、市场运营、市场价格、市场交易和市场管理5个层面提炼出具有普遍适用性的指标,进而对电力市场风险展开综合评估;然后,采用序关系-熵权法组合的方法计算各项指标的权重,形成可量化的风险评估值,从而准确分析电力市场的风险水平;最后,使用实际算例验证了该方法的可行性和适用性。

With the accelerated construction of China's electricity market,it is important for construction of the electricity market to make the smooth market transition and provide a scientific risk assessment method.Therefore,an electricity market risk assessment model is proposed based on the order relation-entropy weight method.Firstly,based on the actual market conditions,and combined with the principles of practicality,accessibility and reasonability,an universal index system is proposed from five aspects,including market subjects,market operations,market prices,market transactions,and market management.And a comprehensive assessment is made of the electricity market risks.And then,the weight of each index is calculated using the combination weighting method of the order relationship-entropy weight method to form the quantified evaluation values,thus accurately obtaining the risk levels of the electricity market;Finally,the feasibility and applicability of the method is verified through a practical example.