论文部分内容阅读
电力工业的市场化运营给市场参与者带来了巨大的风险 ,作为回避风险重要工具的远期合约和期货合约目前得到了广泛关注。提出了一种考虑需求不确定因素的双边可选择电力远期合同模型 ,给出了合同价格的计算公式 ,计算了买卖双方期权的最优敲定电价。最后通过简单算例分析了现货电价与负荷的相关系数、负荷、电价的波动等因素对远期合约电价的影响。仿真结果表明 ,除电价波动外 ,负荷的波动对远期合约电价也有较大影响 ,与预期的结果相一致
The market-oriented operation of the power industry poses a huge risk to market participants. Forward contracts and futures contracts, which are important tools for avoiding risks, are currently receiving extensive attention. Proposed a bilateral alternative power forward contract model considering the demand uncertainty, gave the formula of contract price, and calculated the optimal finalized electricity price of both options. Finally, the influence of factors such as the correlation coefficient between the spot price and the load, the fluctuation of the load and the electricity price on the forward contract price is analyzed through a simple example. The simulation results show that in addition to the fluctuation of the electricity price, the fluctuation of the load also has a great impact on the forward contract price, which is consistent with the expected result