电网企业购售电报价策略的风险评估  

Risk evaluation for electricity purchasing and sales strategy of power grid corporation

作　　者：徐玮[1] 康重庆[1] 周意诚 横山隆一[3] 

机构地区：[1]清华大学电机系电力系统国家重点实验室,北京100084 [2]日本东京电力集团系统开发公司,东京135-0034 [3]日本早稻田大学环境与能源工程学院,东京169-9951

出　　处：《中国电力》2008年第8期20-23,共4页Electric Power

基　　金：国家自然科学基金资助项目(50777031);新世纪优秀人才支持计划资助项目(NCET-07-0484)

摘　　要：电网企业对报价策略进行风险评估,是其购售电报价决策过程中的重要环节。就电网企业参与市场竞争时所面临的购售电报价风险的评估问题进行了研究,提出了报价稳定区间、报价稳定裕度等风险评估指标,并且分析与论证了竞争对手以及目标成交对象报价变化对电网企业成交结果的可能影响,以南方电力市场为例对主要思想与风险分析方法予以说明。提出的风险评估指标与分析方法物理意义明确,具有较强的实用性,对于指导电网企业报价决策具有重要指导意义。While participating in electricity market, power grid corporation confronts with market risk of electricity purchasing and sales strategy. Risk evaluation on bidding strategy is an important part of decision-making process. The risk evaluation problems were studied, and the risk evaluating index was put forward, such as bidding stable interval and bidding stable margin. Then the impact on outcomes of power grid corporation was analyzed and proved when the bidding price of competitors as well as main eounterparties changes. A ease of the South China Regional Electricity Market demonstrated the main idea and the risk analysis method described. Risk evaluating index and analysis method presented is very practical and significant for decision-making of power grid corporation.

关 键 词：电力市场 购售电主体 报价 风险评估 

分 类 号：F426.61[经济管理—产业经济] F224