基于看涨期权模型的批发市场用户中长期交易购电策略  

Medium and long term power purchase strategy for users in wholesale market based on call option model

作　　者：卢钧 LU Jun(Power Supply Branch of Nanjing Metro Operation Co.,Ltd.,Nanjing 210019,China)

机构地区：[1]南京地铁运营有限责任公司供电分公司,江苏南京210019

出　　处：《中国高新科技》2022年第6期114-116,共3页

摘　　要：电力中长期交易市场中批发市场用户购买的年度级别以上电量,可视为月度级别以下电量的看涨期权并可建立数学模型。通过该看涨期权模型可计算出采用年度电量电价平抑月度电量电价波动的条件,同时可计算出所需使用的电量数据。文章运用看涨期权模型对江苏省电力中长期交易规则下批发市场用户的购电行为进行研究。In the medium and long term electricity trading market,the electricity purchased by the wholesale market users above the annual level can be regarded as a call option for electricity below the monthly level,and a mathematical model can be established.Through the call option model,the conditions for using the annual electricity price to stabilize the monthly electricity price fluctuation can be calculated,and the required electricity data can be calculated at the same time.This paper uses the call option model to study the electricity purchase behavior of users in the wholesale market under the medium and long term trading rules of electricity in Jiangsu Province.

关 键 词：期权 批发市场用户 电力交易 数学模型 

分 类 号：TM9[电气工程—电力电子与电力传动]