| 期货套期保值在回避电价波动风险中的应用 |
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| 引用本文： | 施泉生,莫晓平.期货套期保值在回避电价波动风险中的应用[J].华东电力,2007,35(12):10-12. |
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| 作者姓名： | 施泉生 莫晓平 |
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| 作者单位： | 上海电力学院,电力金融研究所,上海,200090 |
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| 摘 要： | 电价波动导致的风险关系到电力企业的直接经济损失.电力期货交易是防范、化解电力现货市场价格风险的有效工具.讨论如何通过使用各种套期保值的策略,在电力期货市场上挽回现货市场交易的损失,从而使得电力企业能通过电力期货市场的交易,有效规避电价波动导致的风险.
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| 关 键 词： | 电力市场 电力期货 套期保值 电价 风险 |
| 文章编号： | 1001-9529(2007)12-0010-03 |
| 修稿时间： | 2007年8月15日 |
Application of hedging to avoiding risks of electricity price fluctuation |
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| SHI Quan-sheng,MO Xiao-ping.Application of hedging to avoiding risks of electricity price fluctuation[J].East China Electric Power,2007,35(12):10-12. |
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| Authors: | SHI Quan-sheng MO Xiao-ping |
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| Abstract: | The risk of electricity price fluctuation directly affects power enterprise's economic profits while the futures trading of electricity is an effective tool to deal with the price risk in the spot market.The method of using various hedging strategies in the futures market to retrieve losses made in the spot market is discussed.The power enterprise is then enabled to avoid risks of electricity price fluctuation through trading in the futures market. |
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| Keywords: | electricity market electricity futures hedging electricity price risk |
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