| 电力市场远期合同交易的决策模型 |
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| 引用本文： | 张少华,李渝曾,王长军,言茂松.电力市场远期合同交易的决策模型[J].上海大学学报(自然科学版),2000,6(6):475-478,484. |
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| 作者姓名： | 张少华 李渝曾 王长军 言茂松 |
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| 作者单位： | 上海大学,机械电子工程与自动化学院,上海,200072 |
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| 基金项目： | 国家自然科学基金!（59937150），上海市教委科技发展基金!（99QD53） |
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| 摘 要： | 在竞争的电力市场环境下，电力远期合同是一种有效的风险管理工具和交易手段，针对用户与电力公司之间以及独立发电厂（ＩＰＰ）与电力公司之间的远期合同，着重研究合同在到期交货前的买卖交易决策模型。通过理论分析与算例仿真。得到了一些颇具实际意义的结论。
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| 关 键 词： | 电力市场 风险管理 远期合同 合同交易 决策模型 |
Decision-making Model for Trading Forward Contracts in an Electricity Market |
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| ZHANG Shao-hua,LI Yu-zeng,WANG Chang-jun,YAN Mao-song.Decision-making Model for Trading Forward Contracts in an Electricity Market[J].Journal of Shanghai University(Natural Science),2000,6(6):475-478,484. |
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| Authors: | ZHANG Shao-hua LI Yu-zeng WANG Chang-jun YAN Mao-song |
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| Abstract: | In a competitive electricity market, forward contracts can be used as an effective instrument for risk management and bilateral transaction. Two kinds of forward contracts, namely contracts between consumers and utilities, and contracts between independent power producers (IPP) and utilities, are considered. Decision--making models are developed for trading these contracts before delivery. Some practically meaningful conclusions are derived from theoretical analysis and numerical simulations. |
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| Keywords: | electricity market risk management forward contracts contracts trading |
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