| 建立适合我国国情的电力期货期权市场 |
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| 引用本文： | 余刚,周渝慧,和敬涵.建立适合我国国情的电力期货期权市场[J].电力建设,2007,28(1):0-0. |
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| 作者姓名： | 余刚 周渝慧 和敬涵 |
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| 作者单位： | 北京交通大学,北京市,100044;北京交通大学,北京市,100044;北京交通大学,北京市,100044 |
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| 摘 要： | 随着我国电力工业改革的逐步深入 ,建立电力期货期权交易市场已是大势所趋。电力期货可以通过套期保值、风险转移来规避电价波动给市场参与者带来的风险。本文对电力期货和期权的功能进行了总结 ,并设计了交易平台和交易规模。同时针对我国电力市场的现状 ,在吸取西方发达国家已有经验的同时 ,讨论了适合我国国情的期货期权交易合约。
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| 关 键 词： | 电力期货 电力期权 电价 |
| 文章编号： | 1000-7229（2007）01-0071-03 |
| 收稿时间： | 2010-01-25 |
| 修稿时间： | 2006-07-26 |
Establishing an Electric Power Futures Forward and Option Market Suited to China's Situation |
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| YU Gang,ZHOU Yu-hui,HE Jing-han.Establishing an Electric Power Futures Forward and Option Market Suited to China's Situation[J].Electric Power Construction,2007,28(1):0-0. |
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| Authors: | YU Gang ZHOU Yu-hui HE Jing-han |
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| Affiliation: | Beijing Jiaotong University, Beijing 100044, China |
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| Abstract: | As the reform of China electric power industry going deeper,estab lishing an electric power futures forward and option trading market becomes a clear trend.The risks of price fluctuation facing the market particip ants can be avoided through hedge and risk diversion.This papersummarizes the functions of electric power futures and option,as well as plans the trading platform and size.Aiming at current market situation and using the experiences from developed countries for reference,futures forward and option trading agreements suitable to China's situation are drafted. |
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| Keywords: | electric power futures forward electric power option electric tariff |
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