投资组合理论在电力市场中的应用  

Application of Investment Combination Theory in Electric Power Markets

作　　者：陆浩[1] 张宏波[2] 张燕 李浩[4] 

机构地区：[1]贵州大学电气工程学院,贵州贵阳550003 [2]河南省渑池县电业局,河南渑池472400 [3]许继水利自动化系统部,河南许昌461000 [4]华北电力大学(保定)电气与电子工程学院,河北保定071003

出　　处：《电气开关》2010年第5期61-64,共4页Electric Switchgear

摘　　要：阐述了投资组合原理及其模型在电力行业的应用,介绍了当前电力市场的投资特点,对其模型中较典型的Markowitz均值-方差(E-V)模型和E-CVaR模型作了概述;尤其在月度购电决策和发电公司投资组合策略中进行了投资组合的应用建模。Application of the theory and model in electric power industries is expounded.The investment features of present electric power markets are introduced.The paper summarizes typical Markowitz,mean value-variance model and E-CVaR model,espically in applied modeling for monthly buying electricity decision and the investment combination of the generating company investment combination decision.

关 键 词：投资组合理论 电力市场 月度购电 发电公司投资组合 

分 类 号：TM71[电气工程—电力系统及自动化]