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新型输电权期权交易及其模式研究
引用本文:周启亮,王罡,李伟,杨力俊. 新型输电权期权交易及其模式研究[J]. 电力自动化设备, 2006, 26(12): 48-51
作者姓名:周启亮  王罡  李伟  杨力俊
作者单位:北京电力设计院,系统室,北京,100055;北京电力公司延庆供电公司,北京,102100;北京电力经济研究中心,北京,100055
摘    要:引用和结合了国内外已经研究得比较成功的输电权交易模式,并在此基础上进一步结合输电阻塞管理各环节中经济性分析,对原有的模式进行了进一步的优化设计,提出了一种新的电力输电权交易模式,即电力发电商与电力用户之间的输电权期权交易模式。以输电阻塞损失期望值均衡为基础,使电力发电商与电力用户之间通过输电权期权交易,公平地承担输电阻塞引起的利益损失风险。同时,通过交易优化电力市场条件下电网潮流经济性流动,降低输电阻塞的发生。输电权期权交易的分析表明:输电权交易具有良好的特性,能够显著降低发电商与电力用户的阻塞利益损失风险,提高社会效益。

关 键 词:商业化  输电权  期望值  期权交易  模型
文章编号:1006-6047(2006)12-0048-04
收稿时间:2005-12-29
修稿时间:2006-04-15

Research on option transmission right trade and its mode
ZHOU Qi-liang,WANG Gang,LI Wei,YANG Li-jun. Research on option transmission right trade and its mode[J]. Electric Power Automation Equipment, 2006, 26(12): 48-51
Authors:ZHOU Qi-liang  WANG Gang  LI Wei  YANG Li-jun
Affiliation:1. Beijing Electric Power Design Institute,Beijing 100055, China; 2. Beijing Yanqing Power Company,Beijing 102100,China; 3. Beijing Electric Power Economy Research Center,Beijing 100055,China
Abstract:Based on the research on the successful transmission right trade mode and combined with the economic analysis of transmission congestion management,the old mode is optimized and an option transmission right trade mode between power suppliers and consumers is presented.Based on the balanced expectation of transmission congestion loss,power suppliers and consumers come to option agreement in transmission right trade to take on the profit loss equally.At the same time,the power flow is optimized in electric power market to reduce the probability of transmission congestion.It is showed that the option transmission right trade mode has distinguishing characteristics,which decreases profit loss risk and improves social profit.
Keywords:commercialization  transmission right  expectation  option trade  mode
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