| 电力市场中的远期合同交易 |
| |
| 引用本文： | 张少华,李渝曾,王长军,言茂松.电力市场中的远期合同交易[J].电力系统自动化,2001,25(10):6-10,50. |
| |
| 作者姓名： | 张少华 李渝曾 王长军 言茂松 |
| |
| 作者单位： | 上海大学自动化系, |
| |
| 基金项目： | 国家自然科学基金! (5 993715 0 )，上海市教委科技发展基金!
(99QD5 3) |
| |
| 摘 要： | 世界范围的电力工业市场化运营为市场参与者带来了前所未有的市场风险。作为一种有效的风险管理工具和交易手段，电力远期合同，包括结合期权交易思想的可选择远期合同，在竞争的电力市场中得到了广泛的应用，并正朝类似于期货交易的方向发展。文中简要介绍了电力市场中的几种远期合同交易，对远期合同交易的风险建模理论，以及远期合同市场对现货市场的影响机制的研究现状进行了综述。
|
| 关 键 词： | 电力市场 风险管理 远期合同 |
| 收稿时间： | 1/1/1900 12:00:00 AM |
| 修稿时间： | 1/1/1900 12:00:00 AM |
FORWARD CONTRACTS IN ELECTRICITY MARKETS |
| |
| Zhang Shaohua,Li Yuzeng,Wang Changjun,Yan Maosong.FORWARD CONTRACTS IN ELECTRICITY MARKETS[J].Automation of Electric Power Systems,2001,25(10):6-10,50. |
| |
| Authors: | Zhang Shaohua Li Yuzeng Wang Changjun Yan Maosong |
| |
| Abstract: | The worldwide restructuring and deregulation of electric power industry has led to an active electricity m arket with much more risks to market participants that they did not have to face during the regulated era. As an effective tool for risk management and bilateral transaction,forward contracts,or optional forward contracts,have been widely used in competitive electricity markets,and are being made further advances to those like futures. The paper introduces briefly some kinds of electricity forward contracts,and presents a literature review with a focus on theoretical studies of risk modeling of forward contracts and the effects of forward markets on spot m arkets. |
| |
| Keywords: | electricity m arkets risk m anagem ent forward contracts |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
| 点击此处可从《电力系统自动化》浏览原始摘要信息 |
|
点击此处可从《电力系统自动化》下载全文 |
|
