| 发电商合同违约风险的评估及规避 |
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| 引用本文： | 赵珊珊,梁双,张东霞,印永华.发电商合同违约风险的评估及规避[J].电力系统自动化,2011,35(3):29-32. |
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| 作者姓名： | 赵珊珊 梁双 张东霞 印永华 |
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| 作者单位： | 中国电力科学研究院,北京市,100192 |
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| 摘 要： | 风险评估和规避是电力市场环境下的重要工作.提出了工程风险和金融风险的综合评估方法及联合规避策略.重点针对发电商合同违约风险开展研究,采用预留备用容量方法实现风险规避,定量评估不同备用容量比例下的风险规避效果.以加拿大Alberta省电力市场为算例,仿真结果表明,预留备用容量能改变净缺额发电容量的分布,从而实现发电商合同...
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| 关 键 词： | 合同违约风险 风险评估 风险规避 电力市场 |
| 收稿时间： | 5/19/2010 6:10:08 PM |
| 修稿时间： | 1/12/2011 4:54:27 PM |
Assessment and Hedging of Contract Unfulfilling Risks Facing Generation Companies |
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| ZHAO Shanshan,LIANG Shuang,ZHANG Dongxi,YIN Yonghua.Assessment and Hedging of Contract Unfulfilling Risks Facing Generation Companies[J].Automation of Electric Power Systems,2011,35(3):29-32. |
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| Authors: | ZHAO Shanshan LIANG Shuang ZHANG Dongxi YIN Yonghua |
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| Affiliation: | ZHAO Shanshan,LIANG Shuang,ZHANG Dongxia,YIN Yonghua (China Electric Power Research Institute,Beijing 100192,China) |
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| Abstract: | Risk assessment and hedging are essential jobs for generation companies in a deregulated environment.An engineering risk and financial risk combined evaluation method and corresponding hedging strategy are proposed.The risk of contract unfulfilling facing generation companies is studied,and reserve capacity is used as the hedging strategy.The hedging effect under different proportions of reserve capacity is investigated.The Canadian Alberta electricity market is used as a study case.Simulation results show ... |
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| Keywords: | risk of contract unfulfilling risk assessment risk hedging electricity market |
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