实时电力市场和零售市场电价关联对供电公司决策和利润的影响  

Influence of Correlation of Prices of Power Spot Market and Retailing Market on Strategy and Profit of Power Suppliers

作　　者：盛方正[1] 季建华[1] 

机构地区：[1]上海交通大学安泰经济与管理学院,上海200052

出　　处：《现代电力》2007年第6期71-75,共5页Modern Electric Power

摘　　要：研究了供电公司利用期权合同最优购电决策以及实时电力市场和零售市场电价关联对供电公司利润期望的影响。采用了数学建模求解最优化决策的方法,分别考虑了实时电力市场购电价格、电力零售价格相互独立和相互不独立的两种情况。通过数例仿真发现,随着相关系数绝对值的增加,供电公司购买的期权合同数目减小,但是利润期望值增加。The optimal sourcing strategy of power supplier with options and the influence of the correlation of prices of power spot market and retailing market on profit expectation are studied. By establishing mathematic model and optimization, the retailing price and the spot price in conditions of independence and dependence are considered respectively. The numerical example shows that with the absolute value of the correlation increasing, the optimal number of option purchased by power supplier will decrease, but the profit expectation will increase.

关 键 词：电力市场 电力零售市场 最优化 期权 

分 类 号：F123.9[经济管理—世界经济]