| 基于摆动期权合约的备用容量辅助服务风险回避研究 |
| |
| 引用本文： | 马歆.基于摆动期权合约的备用容量辅助服务风险回避研究[J].信阳师范学院学报(哲学社会科学版),2008,28(5):55-60. |
| |
| 作者姓名： | 马歆 |
| |
| 作者单位： | 华北水利水电学院,管理与经济学院,河南,郑州,450011;中国科学院,生态环境研究中心城市与区域生态国家重点实验室,北京,100085 |
| |
| 摘 要： | 电力工业正在进行打破垄断、鼓励竞争的市场化改革，在这个过程中，市场参与者将获得不少的机会，同时它们也将面临大量的风险，一个关键的问题是它们如何来管理这些新的风险。备用容量辅助服务对整个系统的可靠性起到保证作用。但是，在市场环境下的备用容量价格呈现出比传统条件下更为复杂的变化形式，独立系统运营商（Independent System Operator，简称ISO）在购买备用时将面临更大的风险。这种情况不仅会影响到电力市场的运营稳定性，而且将危及电力系统的运行安全性和稳定性。文章通过引入具有很大灵活性的摆动期权合约，设计了一种针对备用容量辅助服务的风险回避模型，使ISO能够及时地对备用容量现货市场价格的变化做出反应，有效地回避购买备用容量辅助服务的风险。
|
| 关 键 词： | 备用容量 风险回避 摆动期权合约 |
Study on Reserve Capacity Ancillary Service Risk-avoid Based on Swing Options Contract |
| |
| MA Xin.Study on Reserve Capacity Ancillary Service Risk-avoid Based on Swing Options Contract[J].Journal of Xinyang Teachers College(Philosophy and Social Sciences Edition),2008,28(5):55-60. |
| |
| Authors: | MA Xin |
| |
| Institution: | MA Xin ( 1. School of Management and Economics, North China University of Water Conservancy and Electric Power, Zhengzhou450011, China ; 2. The State Key Lab of Systems Ecology, Research Center for Eco-Environmental Sciences, Chinese Academy of Sciences, Beijing 100081, China) |
| |
| Abstract: | Market innovation is being executed in electricity industry in order to destroy the monopoly structure and encourage competition. In this process, market participators will meet more chances as well as market risks, the focus is how to manage these risks. In deregulation markets, the variety of reserve price will be more drastic and complex than these in regulation industry and ISO will face more market risks. This case will affect not only the stability of electricity market but also the security and the stability of power system. So the reserve capacity ancillary service risk- avoid model is designed incorporate swing options contract that is flexible. Therefore ISO can quickly respond to the variety of reserve price and be efficient to avoid risks by using this model. |
| |
| Keywords: | reserve capacity risk-avoid swing options contract |
| 本文献已被 维普 万方数据 等数据库收录！ |
|
