| 发电容量投资的未定权益分析方法 |
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| 引用本文： | 刘继春,刘俊勇,李华强.发电容量投资的未定权益分析方法[J].电力系统及其自动化学报,2006,18(2):1-4. |
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| 作者姓名： | 刘继春 刘俊勇 李华强 |
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| 作者单位： | 四川大学电气信息学院,成都,610065 |
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| 基金项目： | 国家重点基础研究发展计划（973计划）资助项目（2004CB217905）. |
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| 摘 要： | 针对市场环境中发电容量投资的风险管理需要,提出与现有净现值评估法不同的未定权益分析(CCA)方法,建立了关于期权价值函数的随机微分方程,求得与投资风险相对应的上网电价临界值,并通过算例进行了应用分析。该方法充分考虑投资的不确定因素,丰富和完善了现有的电源规划与投资理论,具有较强的实用性。
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| 关 键 词： | 未定权益分析 发电容量投资 柔性投资 期权价值 |
| 文章编号： | 1003-8930（2006）02-0001-04 |
| 收稿时间： | 2005-08-04 |
| 修稿时间： | 2005-10-19 |
A Flexible Method for Electricity Generation Capacity Investment Evaluation Based on Contingent Claims Analysis |
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| LIU Ji-chun,LIU Jun-yong,LI Hua-qiang.A Flexible Method for Electricity Generation Capacity Investment Evaluation Based on Contingent Claims Analysis[J].Proceedings of the CSU-EPSA,2006,18(2):1-4. |
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| Authors: | LIU Ji-chun LIU Jun-yong LI Hua-qiang |
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| Affiliation: | College of Electrical Engineering and Information Technology, Sichuan University, Chengdu 610065, China |
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| Abstract: | Aiming at the characteristics of electricity generation capacity optimal investment under market environment,this paper presents a flexible management method based on contingent claims analysis,which is different from traditional net present value method.This paper founds a random differential equation on option value function to determine the best electricity price.The numerical example illustrates that the proposed method has more advantages because it has fully considered the uncertainty of investment opportunity. |
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| Keywords: | contingent claims analysis electricity generation investment flexible investment option value |
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