| 电力市场中虚拟投标和UTC的机理及其功能价值分析 |
| |
| 引用本文： | 张广伦,钟海旺,陈连福,范孟华.电力市场中虚拟投标和UTC的机理及其功能价值分析[J].电力建设,2019,40(11):97-105. |
| |
| 作者姓名： | 张广伦 钟海旺 陈连福 范孟华 |
| |
| 作者单位： | 清华大学,北京市,100084;国网能源研究院有限公司,北京市,102209 |
| |
| 基金项目： | 国家电网公司科技项目（新一轮改革形势下电力金融交易模式及运作机制研究） |
| |
| 摘 要： | 电力金融市场作为电力市场的重要组成部分，其中交易的电力金融产品具有不同的交易机制与交易周期。电力期权、期货等电力金融产品的交易过程完全独立于电力现货市场，而虚拟投标（virtual bidding， VB）、Up-to congestion（UTC）等电力金融产品的交易过程则完全在电力现货市场中进行。文章对这两类电力金融产品的基本概念、交易机理作出了阐述，结合国外电力金融市场中实际的VB、UTC这两类电力金融产品交易运作情况分析了其功能和价值，并给出了其对我国开展电力金融产品交易的相关启示。
|
| 关 键 词： | 电力金融市场 虚拟投标(CB) 电力金融产品 Up-to congestion(UTC) |
Mechanism， Feature and Value Analysis of Virtual Bidding and Up-to Congestion |
| |
| ZHANG Guanglun,ZHONG Haiwang,CHEN Lianfu,FAN Menghua.Mechanism， Feature and Value Analysis of Virtual Bidding and Up-to Congestion[J].Electric Power Construction,2019,40(11):97-105. |
| |
| Authors: | ZHANG Guanglun ZHONG Haiwang CHEN Lianfu FAN Menghua |
| |
| Affiliation: | 1. Tsinghua University， Beijing 100084， China; 2. State Grid Energy Research Institute Co.， Ltd.， Beijing 102209， China |
| |
| Abstract: | As an important part of electricity markets， the electricity financial derivatives have different trading mechanisms and trading periods. Among them， electricity options and futures are traded independently from the electricity spot market， while virtual bidding (VB) and Up-to congestion (UTC) are traded completely in the spot market. The basic concepts and trading mechanism of VB and UTC are introduced in this paper. The features and values are analyzed combined with the actual data in electricity financial markets abroad， and the prospect of electricity financial market developing in China is discussed. |
| |
| Keywords: | electricity financial markets virtual bidding(VB) electricity financial derivatives Up-to congestion（UTC） |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《电力建设》浏览原始摘要信息 |
|
点击此处可从《电力建设》下载全文 |
