论文部分内容阅读
提出期权等金融衍生工具已经被广泛应用于各种商品交易以及服务行业,引入金融衍生工具优化电力市场运营是一种有益的尝试。电力工业从物理的角度来看包含发电侧、输配电环节、用电侧三个部分,基于期权模式下的发电权交易是对发电侧电力市场的电力交易模式的一种新的、有益的探索。介绍了发电权交易的原则、交易模式等。研究发电权定价模型,并以实例说明应用情况。认为应用发电权期权交易可以提高发电资源的优化配置,降低发电商市场运营风险,对电力市场化改革有一定的实际意义。
Derivatives and other financial derivatives have been widely used in a variety of commodity trading and service industries, the introduction of financial derivatives to optimize the operation of the electricity market is a beneficial attempt. From the perspective of physics, the power industry consists of three parts: power generation, transmission and distribution, and electricity consumption. Trading of power generation rights based on the option model is a new and beneficial model of power trading in the power generation market explore. Introduced the principle of power generation trading, trading patterns. Research pricing model of power generation and illustrate the application by example. It is considered that the application of power generation option trading can improve the optimal allocation of power generation resources and reduce the operational risk of power generation market, which has some practical significance for the electricity market reform.