基于期权的水电厂交易模型设计  

Research of option based bidding mode for hydroelectric plant

作　　者：李明[1] 李艳芳[2] 

机构地区：[1]青海大学,青海西宁810016 [2]江西科技师范学院,江西南昌330013

出　　处：《电力系统保护与控制》2009年第24期32-35,共4页Power System Protection and Control

摘　　要：制定了一种基于期权的新型电力交易模式,通过一个电力双边合同和两个电力期权加上调度中心的撮合交易,将水电厂、火电厂及电力公司结为风险同盟,共同分担现货市场的电价波动。文章首先从经济学的角度研究了水电厂交易的过程和方法,进而建立了考虑期权的交易模型。最后通过对典型模式和期权模式的算例分析,得出基于期权的水电厂交易是一种新颖而有效的交易方式,三方的合作有效规避了水电厂参与市场面临的电价风险。This paper makes a new model of exchange electricity, which unites hydroelectric power plant, thermal power plant and electricity company from the way to make contract side by side and to trade by control center with two electricity option to share the price wave in market. The model and mechanism of hydroelectric bidding are analyzed from economics.Then the option bidding mode is proposed.Finally,two modes of typical bidding and option bidding are evaluated by case study.It is showed that option bidding is a novel and effective transaction form and the three partner cooperation will avoid risk when hydroelectric factory participate in market to face the risk of price.

关 键 词：电力市场 水电 电价 风险 电力期权 

分 类 号：F407.61[经济管理—产业经济]