发电商报价过程中的风险分析  

Risk analysis during price quotation of power generating owner

作　　者：王剑辉[1] 谭忠富[1] 

机构地区：[1]华北电力大学,北京102206

出　　处：《华东电力》2004年第3期1-4,共4页East China Electric Power

基　　金：国家自然科学基金(79800002);国家社会科学基金(99EJY011);国家自然科学基金"九五"重大科技课题(5985410)联合资助。

摘　　要：在电力市场的环境下,发电商要基于自身的发电成本来运用各种发电策略进行报价,通过与其他发电商进行竞标来获取最大的利润。发电商的发电成本可以通过发电量的二次函数来表示。本文分析了发电商成本函数中的成本系数不变及服从一定的分布的情况下的发电商报价策略,对发电商如何变动报价系数ki进行了研究,并进行了算例分析,最后计算了由于发电商报价与市场价格的判别而产生的风险值,所得出的结论对发电商竞价策略的研究有一定的指导意义。In power market environment power producers would quote the price according to their own generation cost and applying various generation strategies to grasp the maximum profit through the bidding competition with other power producers. The generation cost can be represented by quadratic function of generated energy. The bidding strategies of constant cost coefficient and cost coefficient subject to certain distribution in the cost fuction were analyzed. Research was conducted about how power producers change their quotation coefficient K_i and sample calculation analysis was carried out. The risk value caused by the difference between the quotation price and the market price was calculated and the conclusion can be considered as a guidance for bidding strategy study of power producers.

关 键 词：电力市场 发电商报价 市场价格 风险分析 发电公司 

分 类 号：F407.61[经济管理—产业经济]