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中国电机工程学报 2007, 27(34) 76-83 DOI:
ISSN: 0258-8013 CN: 11-2107/TM |
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| 电力系统 |
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对冲在电力交易中降低市场经营风险的模拟计算 |
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朱峰 |
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上海交通大学安泰经济管理学院 |
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摘要：
该文以对冲理论为基础，分析了对冲交易在电力市场中的应用。根据有无差价合约，文章给出了不同情况下电力市场交易主体的收益计算方法。通过一个 IEEE 39节点的典型电力系统，利用MATPOWER 仿真软件，考虑到市场力和串谋行为，该文模拟了一个交易日的电力市场运营情况。仿真实验结论显示差价合约能够显著降低市场风险，在我国电力市场建设期间，差价合约加全电量竞争模式是适宜的交易方法。 |
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关键词：
对冲
电力市场
风险
市场模拟
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Market Simulation of Hedging Trade Mode in Electricity Market for Reducing Market Operation Risk |
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Abstract:
Based on the hedging theory, application of hedging theory is analyzed in the electricity market. According to contracts for differences, this paper gives a method to calculate the income of electricity traders in different circumstances. By means of a typical 39 node power system and MATPOWER simulation software, considering market power and collusion action, electricity market operation cases are discussed in a transaction day. Simulation experimental results show that CFDs can significantly reduce market risk, CFDs plus whole electricity energy bidding mode is proper during our electricity market construction. |
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Keywords:
hedging
power market
risk decision-making
testing- transformer
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收稿日期 2007-06-07 修回日期 1900-01-01 网络版发布日期 |
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DOI: |
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基金项目:
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通讯作者: 朱峰 |
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作者简介: |
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作者Email: zhu_f@ec.sp.com.cn;jiangyiguo@epri.ac.cn蒋宜国 |
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| 参考文献： |
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| 本刊中的类似文章 |
| 1．刘玉英 Jean-Michel Most Philippe Bauer.基于氢氧基平面激光诱导荧光法的稀释燃烧机理实验研究[J]. 中国电机工程学报, 2008,28(32): 61-65 |
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| Copyright by 中国电机工程学报 |
