基于主客观赋权的电力市场风险综合评价研究

Research on Comprehensive Evaluation of Electricity Market Risk Based on Subjective and Objective Weighting

[目的]随着国家对于电力市场体系建设的强调和推进,我国电力市场朝着更深入更统一的方向不断发展,为了促进电力市场建设,关于电力市场风险影响因素及其评价仍有待进一步研究。[方法]在考虑电力市场交易全周期的基础上,以事前风险、事中风险和事后风险为切入点,整合电力市场各阶段存在的风险,并建立电力市场风险评价指标体系。基于主客观赋权的思想,分别采用层次分析法(Analytic Hierarchy Process,AHP)和熵权法对指标体系进行赋权,采用模糊综合评价(Fuzzy Comprehensive Evaluation,FCE)对电力市场综合风险水平进行评价。[结果]通过不同电力市场的算例结果分析,证实了文章中所提模型的合理性、全面性和有效性。[结论]文章中所构建模型可对市场进行风险综合评价,为电力市场风险体系建设及未来发展方向提供理论参考。

[Introduction]With the emphasis and promotion of the electricity market system construction by the government,the electricity market is constantly growing towards a deeper and more unified direction.In order to promote the electricity market construction,the influence factors of the electricity market risk and its evaluation remain to be studied further.[Method]Based on the consideration of the whole cycle of electricity market trading,this paper took pre-trade risk,during-trade risk,and post-trade riskas the entry points,integrated the existing risks in each stage of electricity market,and established the risk evaluation index system for electricity market.Based on the thought of subjective and objective weighting,analytic hierarchy process(AHP)and entropy weight method were used to assign weights to the index system respectively,and fuzzy comprehensive evaluation(FCE)was adopted to evaluate the comprehensive risk level of the electricity market.[Result]The rationality,comprehensiveness and validity of the proposed model are verified through the analysis of the calculation examples of different electricity markets.[Conclusion]The model eatablished in this paper can conduct a comprehensive risk evaluation for the electricity market,and provide a theoretical reference for the construction of the risk system of the electricity market and its future development direction.