基于贝叶斯最优最劣法和云模型的售电公司信用风险评价模型研究  

Research on Credit Risk Evaluation Model of Electricity Selling Company Based on Bayesian Best Worst Method and Cloud Model

作　　者：杨雍琦 薛万磊 赵昕 祁泽 赵会茹[2] YANG Yongqi;XUE Wanlei;ZHAO Xin;QI Ze;ZHAO Huiru(Economic&Research Institute,State Grid Shandong Electric Power Company,Jinan 250002,Shandong Province,China;School of Economics and Management,North China Electric Power University,Changping District,Beijing 102206,China)

机构地区：[1]国网山东省电力公司经济技术研究院,山东省济南市250002 [2]华北电力大学经济与管理学院,北京市昌平区102206

出　　处：《现代电力》2022年第4期449-459,共11页Modern Electric Power

摘　　要：售电公司是新一轮电力市场化改革中的全新角色,对其信用风险进行评价能够完善电力市场信用管理体系,是促进电力市场有序运行的重要保障。建立5个维度多层次信用风险指标体系,以识别售电公司信用风险;运用贝叶斯最优最劣法确定指标权重,构建基于正态云模型的售电公司信用风险评价模型。采用4个售电公司数据进行算例分析,结果表明市场的交易行为、财务状况是售电公司信用风险评价的关键因素,文中构建的模型能够有效评价售电公司的信用风险,为售电公司的信用风险管理提供了工具。The electricity selling company is a brand new role appeared in the new round reform of electricity market,and the evaluation on its credit risk can perfect the credit management system of electricity market.The credit risk evaluation is the important safeguard to promote the ordered operation of electricity market.By means of establishing a multi-level credit risk indicator system containing five dimensions the credit risk of electricity selling company could be identified.After determining the weight of the index by utilizing Bayesian best and worst method,based on normal cloud model a credit risk evaluation model of electricity selling company was constructed.Taking related data of four electricity selling company as the objects,the analysis of examples was performed.Analysis results show that both market trading behavior and financial condition are the key factors impacting the credit risk of electricity selling company,and the constructed model can effective evaluate the credit risk of electricity selling company and provide effective tool for credit risk management of electricity selling company.

关 键 词：信用风险评价 售电公司 电力市场 云模型 贝叶斯最优最劣 

分 类 号：TM73[电气工程—电力系统及自动化]