| 发电商的风险竞价策略选择 |
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| 引用本文： | 赖菲,丁振华,等.发电商的风险竞价策略选择[J].电力自动化设备,2003,23(1):65-67. |
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| 作者姓名： | 赖菲 丁振华 |
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| 作者单位： | 1. 浙江大学电气工程学院,浙江,杭州,310027;烟台东方电子信息产业股份有限公司,山东,烟台,264001
2. 烟台东方电子信息产业股份有限公司,山东,烟台,264001 |
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| 摘 要： | 发电商在选择竞标策略的时候，不仅要求最大利润，还要求尽可能的对竞标风险有所控制，在首先定义了电力市场中发电商竞标风险的基础上，研究了发电商单时段的竞价对策利润模型及其风险控制，利用传统的投资风险理论中较为成熟的确定性等价模型理论，通过询问，测试等方法得到反映投资者风险偏好的风险一利润权衡曲线，并据此通过利润和风险对此分析的具体计算，给出了一种发电商基于市场清算价格MCP（Market Clearing Price)选择竞标策略的实用方法和竞价思路。
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| 关 键 词： | 发电商 风险竞价策略 电力市场 风险控制 竞标策略 市场清算价格 电力工业 |
| 文章编号： | 1006-6047(2003)01-0065-03 |
Risk control for power suppliers in power market |
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| LAI Fei,DING Zhen-hu,ZHANG Chong-jian,ZHANG Xue-song,DAI Hong-wei.Risk control for power suppliers in power market[J].Electric Power Automation Equipment,2003,23(1):65-67. |
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| Authors: | LAI Fei DING Zhen-hu ZHANG Chong-jian ZHANG Xue-song DAI Hong-wei |
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| Abstract: | Power suppliers take into account not only the profit,but also the risk in power market.Based on the definition of risk for generation bidding,a bidding model of single period and its risk management for power suppliers are studied.Using the certainty equivalence model theory,which is mature among the traditional investment risk theories,the balance curve of profit and risk,which reflects the risk tendency of investors,is obtained through inquiring and testing.With the comparison and analysis of profit and risk,the practical method and bidding concept based on MCP(Market Clearing Price)for power suppliers in bidding strategy selection is given. |
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| Keywords: | power market risk control bidding strategy market clearing price |
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