| 电力市场环境下电力交易风险管理研究综述 |
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| 引用本文： | 黄海伦,严正.电力市场环境下电力交易风险管理研究综述[J].现代电力,2010,27(1):86-92. |
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| 作者姓名： | 黄海伦 严正 |
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| 作者单位： | 上海交通大学电气工程系,上海,200240 |
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| 摘 要： | 分析了电力市场中存在的风险。针对电力交易风险,结合金融风险管理技术提出了电力市场进行风险管理的框架,从风险控制和风险评估两大方面,分风险规避、组合优化和风险度量3个部分对其在电力交易上的应用进行归类分析,并对近期国内外研究的主要成果和进展进行了综述。通过对现有研究的分析,提出了电力交易风险管理未来研究的方向。
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| 关 键 词： | 电力市场 风险管理 风险规避 组合优化 风险衡量 |
Risk Management of Electricity Trade in Electricity Markets |
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| Huang Hailun,Yan Zheng.Risk Management of Electricity Trade in Electricity Markets[J].Modern Electric Power,2010,27(1):86-92. |
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| Authors: | Huang Hailun Yan Zheng |
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| Affiliation: | Huang Hailun,Yan Zheng (Department of Electrical Engineering,Shanghai Jiaotong University,Shanghai 200240,China) |
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| Abstract: | The risk existing in electricity markets is analyzed.Aiming at the electricity trade,a framework for the risk management for electricity markets is proposed based on the financial risk management techniques.It consists of two main aspects of risk control and risk assessment,including three parts: hedging,portfolio optimization and risk measure.These techniques and their application in electricity trade are classified.The main achievements and progress of domestic and international research are summarized.Se... |
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| Keywords: | electricity market risk management hedging portfolio optimization risk measure |
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