电力衍生品市场研究  

Study of the Electricity Derivatives

作　　者：张鸣[1] 李江[1] 

机构地区：[1]上海电力学院经济与管理学院,上海200090

出　　处：《上海电力学院学报》2009年第1期87-90,共4页Journal of Shanghai University of Electric Power

基　　金：上海市教育电力企业管理重点学科项目(J51302);上海市教委重点项目(06ZS70)

摘　　要：电力衍生品市场是电力现货市场发展的必然产物,它有利于发现电力真实的价格,促进电力市场公平竞争,并能为市场交易者提供风险管理工具.还就电力远期、期货、期权等基本的电力衍生品在电力市场的应用进行了研究.With a well-functioning electricity derivative market, the optimum price path will be approached more closely and the fair competition in electricity market can be promoted. Furthermore, electricity derivative market can provide the market participants with risk-management tools. The basic categories and concepts of electricity derivatives are introduced, and the study on applications of forward, future and option in the power market is carried out.

关 键 词：电力衍生品 电力远期 电力期货 电力期权 

分 类 号：F407.61[经济管理—产业经济] F713.35